COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, December 26, 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 : 168,819: 43,894 40,902 13,961 91,076 104,274 148,931 159,137: 19,888 9,682
Old : 147,212: 37,452 42,601 9,789 82,487 85,887 129,728 138,277: 17,484 8,935
Other: 21,607: 10,016 1,875 598 8,589 18,387 19,203 20,860: 2,404 747
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,736: 1,658 -2,658 -284 958 7,133 2,332 4,191: 404 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 24.2 8.3 53.9 61.8 88.2 94.3: 11.8 5.7
Old : 100.0: 25.4 28.9 6.6 56.0 58.3 88.1 93.9: 11.9 6.1
Other: 100.0: 46.4 8.7 2.8 39.8 85.1 88.9 96.5: 11.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 105 70 54 56 56 194 156:
Old : 261: 99 73 49 50 54 181 152:
Other: 92: 38 14 8 21 26 63 46:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 35.2 39.6 44.2 27.2 32.8 39.4 41.4
Old : 28.6 31.6 41.3 40.9 28.6 29.0 41.3 38.1
Other: 39.7 69.4 56.0 82.5 39.7 68.4 56.0 80.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, December 26, 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 : 26,746: 10,202 4,039 1,969 10,649 17,545 22,820 23,553: 3,926 3,193
Old : 26,618: 10,201 4,061 1,933 10,569 17,434 22,703 23,428: 3,915 3,190
Other: 128: 26 3 11 80 111 117 125: 11 3
: : :
: : Changes in Commitments from: December 19, 2006 :
: 232: -154 -161 -99 872 612 619 352: -387 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 15.1 7.4 39.8 65.6 85.3 88.1: 14.7 11.9
Old : 100.0: 38.3 15.3 7.3 39.7 65.5 85.3 88.0: 14.7 12.0
Other: 100.0: 20.3 2.3 8.6 62.5 86.7 91.4 97.7: 8.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 37 23 17 20 20 69 51:
Old : 95: 38 24 17 20 20 69 51:
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 : 22.9 42.0 36.7 57.4 21.5 39.7 34.8 51.3
Old : 23.0 41.8 36.6 57.2 21.4 39.9 34.6 51.6
Other: 90.6 96.9 91.4 97.7 82.8 89.1 82.8 89.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, December 26, 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 : 144,508: 48,475 14,077 4,373 79,744 119,247 132,592 137,697: 11,916 6,811
Old : 122,690: 46,868 13,386 3,537 60,840 99,245 111,245 116,168: 11,445 6,522
Other: 21,818: 2,122 1,206 321 18,904 20,002 21,347 21,529: 471 289
: : :
: : Changes in Commitments from: December 19, 2006 :
: -245: 155 355 -22 -301 158 -168 491: -77 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 9.7 3.0 55.2 82.5 91.8 95.3: 8.2 4.7
Old : 100.0: 38.2 10.9 2.9 49.6 80.9 90.7 94.7: 9.3 5.3
Other: 100.0: 9.7 5.5 1.5 86.6 91.7 97.8 98.7: 2.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 62 38 25 57 42 139 89:
Old : 172: 61 40 24 56 41 136 87:
Other: 41: 11 4 3 12 18 24 25:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 42.4 39.8 59.6 19.3 31.5 29.4 39.4
Old : 22.8 44.1 37.2 61.2 20.6 33.7 30.9 43.3
Other: 58.1 56.6 77.2 77.4 46.5 44.2 64.7 62.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, December 26, 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 : 571,200: 94,206 64,825 57,151 353,111 397,140 504,468 519,116: 66,732 52,084
Old : 571,200: 94,206 64,825 57,151 353,111 397,140 504,468 519,116: 66,732 52,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 4,173: 1,802 358 1,544 2,878 16,843 6,224 18,745: -2,051 -14,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.3 10.0 61.8 69.5 88.3 90.9: 11.7 9.1
Old : 100.0: 16.5 11.3 10.0 61.8 69.5 88.3 90.9: 11.7 9.1
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 49 48 69 61 145 136:
Old : 182: 49 49 48 69 61 145 136:
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 : 24.5 32.4 37.9 45.9 15.6 17.0 24.0 25.0
Old : 24.5 32.4 37.9 45.9 15.6 17.0 24.0 25.0
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 26, 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 : 125,443: 47,008 22,168 8,116 58,412 88,939 113,536 119,223: 11,907 6,220
Old : 113,217: 45,671 22,723 5,755 50,299 78,921 101,725 107,399: 11,492 5,818
Other: 12,226: 2,192 300 1,506 8,113 10,018 11,811 11,824: 415 402
: : :
: : Changes in Commitments from: December 19, 2006 :
: 3,450: 1,017 -395 622 2,130 3,977 3,769 4,204: -319 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 17.7 6.5 46.6 70.9 90.5 95.0: 9.5 5.0
Old : 100.0: 40.3 20.1 5.1 44.4 69.7 89.8 94.9: 10.2 5.1
Other: 100.0: 17.9 2.5 12.3 66.4 81.9 96.6 96.7: 3.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 162 49 64 88 94 284 187:
Old : 352: 161 55 59 87 91 279 182:
Other: 82: 27 4 17 22 38 54 58:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 30.8 32.7 44.4 18.0 22.0 26.2 33.7
Old : 22.1 28.6 33.5 43.2 19.9 27.5 29.6 40.4
Other: 59.3 59.4 73.9 72.0 40.1 42.9 48.2 48.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, December 26, 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 : 29,824: 7,930 20,385 2,759 18,267 3,216 28,956 26,360: 868 3,464
Old : 29,824: 7,930 20,385 2,759 18,267 3,216 28,956 26,360: 868 3,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -854: -778 -756 -23 -70 56 -871 -723: 17 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 68.4 9.3 61.2 10.8 97.1 88.4: 2.9 11.6
Old : 100.0: 26.6 68.4 9.3 61.2 10.8 97.1 88.4: 2.9 11.6
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 : 67: 7 43 5 6 12 15 59:
Old : 67: 7 43 5 6 12 15 59:
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 : 76.2 39.1 93.8 56.8 74.1 38.8 81.5 52.3
Old : 76.2 39.1 93.8 56.8 74.1 38.8 81.5 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2006