COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED 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: 208,383 COMMITMENTS 37,237 52,556 45,547 105,553 97,766 188,337 195,869 20,047 12,515 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 6,434) 2,653 -4,378 2,849 649 9,017 6,151 7,489 283 -1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 25.2 21.9 50.7 46.9 90.4 94.0 9.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 85 93 63 71 60 186 193 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED 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: 49,796 COMMITMENTS 11,308 1,763 14,417 19,057 30,197 44,782 46,377 5,014 3,419 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 664) -206 185 1,163 -263 -1,064 694 284 -30 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 3.5 29.0 38.3 60.6 89.9 93.1 10.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 58 42 42 21 22 101 91 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED 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: 139,535 COMMITMENTS 33,344 31,329 7,795 87,123 93,739 128,262 132,863 11,274 6,673 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,096) 331 3,945 -424 2,597 201 2,504 3,722 592 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 22.5 5.6 62.4 67.2 91.9 95.2 8.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 51 48 30 53 40 119 106 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED 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: 724,881 COMMITMENTS 93,926 36,401 166,001 388,263 460,236 648,190 662,637 76,691 62,244 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 26,229) 4,833 -3,842 7,321 8,723 23,978 20,877 27,456 5,352 -1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 5.0 22.9 53.6 63.5 89.4 91.4 10.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 64 38 57 81 70 170 144 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED 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: 162,836 COMMITMENTS 43,013 16,982 46,542 60,014 91,467 149,569 154,992 13,268 7,844 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 7,698) 2,688 35 3,473 538 3,549 6,699 7,056 998 641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 10.4 28.6 36.9 56.2 91.9 95.2 8.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 177 76 106 106 113 337 249 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED 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: 38,474 COMMITMENTS 10,666 17,841 2,593 23,132 12,867 36,391 33,301 2,083 5,173 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 4,193) -2,023 5,827 -157 5,869 -3,178 3,689 2,492 504 1,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 46.4 6.7 60.1 33.4 94.6 86.6 5.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 12 43 9 8 9 22 60 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED 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: 44,523 COMMITMENTS 34,079 1,003 1 4,819 40,223 38,899 41,227 5,624 3,296 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,142) -1,216 31 0 2,127 993 911 1,024 231 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.5 2.3 0.0 10.8 90.3 87.4 92.6 12.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 2 1 7 13 16 16
Updated December 1, 2006