COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 158,274 COMMITMENTS 35,606 63,566 11,550 95,727 71,628 142,883 146,744 15,391 11,530 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,396) 2,327 -3,775 682 550 7,472 3,559 4,379 -163 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 40.2 7.3 60.5 45.3 90.3 92.7 9.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 66 98 43 59 48 155 166 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,160 COMMITMENTS 11,698 3,191 3,993 11,084 21,183 26,775 28,367 3,385 1,793 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 129) -197 -184 606 -189 -433 220 -11 -91 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 10.6 13.2 36.8 70.2 88.8 94.1 11.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 49 21 28 18 19 88 55 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,990 COMMITMENTS 35,182 31,645 1,698 85,190 92,604 122,070 125,947 9,920 6,043 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 2,623) 228 3,874 -669 2,669 128 2,228 3,333 395 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 24.0 1.3 64.5 70.2 92.5 95.4 7.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 47 44 12 51 35 104 88 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 524,037 COMMITMENTS 85,511 58,689 46,462 328,351 366,110 460,324 471,261 63,713 52,776 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 16,200) 3,069 -2,130 2,356 7,088 17,023 12,513 17,249 3,687 -1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 11.2 8.9 62.7 69.9 87.8 89.9 12.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 42 52 44 73 57 146 126 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 114,569 COMMITMENTS 43,699 22,391 7,454 51,852 78,275 103,005 108,120 11,564 6,449 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 2,889) 2,150 871 -87 71 1,959 2,134 2,743 755 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 19.5 6.5 45.3 68.3 89.9 94.4 10.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 169 48 53 86 97 283 180 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,290 COMMITMENTS 10,311 17,632 2,293 22,858 12,867 35,462 32,792 1,828 4,498 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,708) -2,268 5,583 -92 5,655 -3,178 3,295 2,313 413 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 47.3 6.1 61.3 34.5 95.1 87.9 4.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 12 38 5 7 9 20 52 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 43,629 COMMITMENTS 33,498 453 1 4,506 39,966 38,005 40,420 5,624 3,209 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 798) -1,247 31 0 1,814 736 567 767 231 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 1.0 0.0 10.3 91.6 87.1 92.6 12.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 1 1 6 13 15 15
Updated December 1, 2006