COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 166,083: 42,236 43,560 14,245 90,118 97,141 146,599 154,946: 19,484 11,137
Old : 145,377: 36,137 46,050 9,580 82,554 79,387 128,271 135,017: 17,106 10,360
Other: 20,706: 10,274 1,685 490 7,564 17,754 18,328 19,929: 2,378 777
: : :
: : Changes in Commitments from: December 12, 2006 :
: 4,015: 2,769 -9,968 1,238 -888 12,991 3,119 4,261: 896 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 26.2 8.6 54.3 58.5 88.3 93.3: 11.7 6.7
Old : 100.0: 24.9 31.7 6.6 56.8 54.6 88.2 92.9: 11.8 7.1
Other: 100.0: 49.6 8.1 2.4 36.5 85.7 88.5 96.2: 11.5 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 99 69 52 56 53 185 150:
Old : 252: 93 74 44 51 51 171 146:
Other: 87: 37 12 9 20 26 62 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 33.0 40.1 42.2 27.3 31.2 39.9 39.9
Old : 28.9 29.2 42.1 38.6 28.9 27.1 42.1 36.2
Other: 38.1 69.3 55.0 83.0 38.1 68.3 55.0 81.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 26,514: 10,356 4,200 2,068 9,777 16,933 22,201 23,201: 4,313 3,313
Old : 26,431: 10,356 4,228 2,026 9,747 16,867 22,129 23,121: 4,302 3,310
Other: 83: 31 3 11 30 66 72 80: 11 3
: : :
: : Changes in Commitments from: December 12, 2006 :
: -3,508: -892 -1,155 -286 -1,130 -1,069 -2,308 -2,510: -1,200 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 15.8 7.8 36.9 63.9 83.7 87.5: 16.3 12.5
Old : 100.0: 39.2 16.0 7.7 36.9 63.8 83.7 87.5: 16.3 12.5
Other: 100.0: 37.3 3.6 13.3 36.1 79.5 86.7 96.4: 13.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 37 24 14 19 19 68 47:
Old : 94: 38 25 14 19 19 68 47:
Other: 8: 3 2 2 1 1 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 41.8 34.4 57.3 21.6 40.7 34.1 51.9
Old : 21.7 42.0 34.5 57.2 21.7 40.8 34.2 52.1
Other: 85.5 95.2 86.7 96.4 73.5 83.1 73.5 83.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 144,753: 48,320 13,722 4,395 80,045 119,089 132,760 137,206: 11,993 7,547
Old : 123,507: 46,733 13,151 3,595 61,577 99,675 111,905 116,421: 11,602 7,086
Other: 21,246: 1,996 980 391 18,468 19,414 20,855 20,785: 391 461
: : :
: : Changes in Commitments from: December 12, 2006 :
: 8,157: 6,692 431 1,266 -460 6,084 7,498 7,781: 659 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 9.5 3.0 55.3 82.3 91.7 94.8: 8.3 5.2
Old : 100.0: 37.8 10.6 2.9 49.9 80.7 90.6 94.3: 9.4 5.7
Other: 100.0: 9.4 4.6 1.8 86.9 91.4 98.2 97.8: 1.8 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 71 30 24 55 40 143 84:
Old : 174: 69 34 24 54 39 141 83:
Other: 42: 13 3 3 12 18 26 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.0 40.8 58.9 19.2 32.7 29.0 39.0
Old : 23.9 43.5 39.0 60.3 20.9 35.0 30.7 43.7
Other: 58.9 57.7 77.2 76.9 47.1 44.3 64.8 61.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 567,027: 92,404 64,467 55,607 350,233 380,297 498,244 500,371: 68,783 66,656
Old : 567,027: 92,404 64,467 55,607 350,233 380,297 498,244 500,371: 68,783 66,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 2,400: 1,861 -6,342 4,352 7,372 9,512 13,585 7,522: -11,185 -5,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.4 9.8 61.8 67.1 87.9 88.2: 12.1 11.8
Old : 100.0: 16.3 11.4 9.8 61.8 67.1 87.9 88.2: 12.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 49 50 48 66 59 140 136:
Old : 182: 49 50 48 66 59 140 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 32.5 37.3 45.8 15.7 17.3 24.1 24.5
Old : 23.7 32.5 37.3 45.8 15.7 17.3 24.1 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 121,993: 45,991 22,563 7,494 56,282 84,962 109,767 115,019: 12,226 6,974
Old : 110,014: 44,710 22,982 5,043 48,600 75,526 98,353 103,551: 11,661 6,463
Other: 11,979: 2,057 357 1,675 7,682 9,436 11,414 11,468: 565 511
: : :
: : Changes in Commitments from: December 12, 2006 :
: -1,456: -2,355 -55 109 1,734 -850 -512 -796: -944 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 18.5 6.1 46.1 69.6 90.0 94.3: 10.0 5.7
Old : 100.0: 40.6 20.9 4.6 44.2 68.7 89.4 94.1: 10.6 5.9
Other: 100.0: 17.2 3.0 14.0 64.1 78.8 95.3 95.7: 4.7 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 158 47 59 90 94 279 182:
Old : 346: 160 50 56 89 91 276 177:
Other: 75: 21 7 17 20 36 49 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 29.3 32.6 43.1 18.5 21.7 27.0 33.5
Old : 22.0 28.3 33.5 41.9 20.6 27.2 30.9 40.3
Other: 59.2 58.9 74.6 71.0 39.8 41.3 48.1 46.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 30,678: 8,708 21,141 2,782 18,337 3,160 29,827 27,083: 851 3,595
Old : 30,678: 8,708 21,141 2,782 18,337 3,160 29,827 27,083: 851 3,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -16,289: -3,820 -3,814 -1,005 -11,203 -10,587 -16,028 -15,406: -261 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 68.9 9.1 59.8 10.3 97.2 88.3: 2.8 11.7
Old : 100.0: 28.4 68.9 9.1 59.8 10.3 97.2 88.3: 2.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 8 47 5 6 12 15 64:
Old : 72: 8 47 5 6 12 15 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 37.2 93.4 54.5 73.2 36.9 81.8 50.2
Old : 75.3 37.2 93.4 54.5 73.2 36.9 81.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006