COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 254,411: 31,267 56,063 70,319 132,270 112,156 233,857 238,539: 20,554 15,872
Old : 238,964: 27,754 57,152 65,490 126,192 100,838 219,436 223,480: 19,528 15,484
Other: 15,447: 5,169 566 3,174 6,078 11,318 14,421 15,059: 1,026 388
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,245: 81 -2,470 2,971 392 4,244 3,443 4,746: 1,801 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 22.0 27.6 52.0 44.1 91.9 93.8: 8.1 6.2
Old : 100.0: 11.6 23.9 27.4 52.8 42.2 91.8 93.5: 8.2 6.5
Other: 100.0: 33.5 3.7 20.5 39.3 73.3 93.4 97.5: 6.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 100 109 80 85 63 220 223:
Old : 309: 97 112 80 85 63 220 223:
Other: 67: 23 11 25 18 22 52 48:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 30.8 30.5 39.0 16.9 19.8 25.5 25.9
Old : 18.7 30.4 30.6 38.4 16.9 18.7 25.4 24.7
Other: 47.0 55.6 63.3 68.5 47.0 55.4 61.7 66.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 58,777: 10,161 1,566 17,985 24,093 35,597 52,239 55,148: 6,538 3,630
Old : 20,544: 3,860 1,655 7,095 7,612 10,152 18,567 18,902: 1,976 1,641
Other: 38,233: 8,006 1,616 9,184 16,481 25,445 33,672 36,245: 4,562 1,988
: : :
: : Changes in Commitments from: October 10, 2006 :
: 4,972: 1,850 -940 1,910 -721 4,374 3,039 5,344: 1,933 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.7 30.6 41.0 60.6 88.9 93.8: 11.1 6.2
Old : 100.0: 18.8 8.1 34.5 37.1 49.4 90.4 92.0: 9.6 8.0
Other: 100.0: 20.9 4.2 24.0 43.1 66.6 88.1 94.8: 11.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 59 35 39 27 25 103 82:
Old : 78: 25 25 26 21 15 61 51:
Other: 112: 53 26 28 24 20 84 68:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 42.7 40.9 60.9 7.5 25.1 12.8 32.0
Old : 29.2 51.0 48.1 63.9 19.7 32.4 28.3 37.5
Other: 32.5 45.7 44.4 64.1 10.7 32.1 17.3 39.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 168,384: 29,536 43,539 13,501 109,993 102,100 153,030 159,141: 15,353 9,243
Old : 153,744: 29,019 42,861 12,903 96,650 88,778 138,572 144,542: 15,172 9,202
Other: 14,640: 645 806 471 13,343 13,322 14,458 14,598: 182 42
: : :
: : Changes in Commitments from: October 10, 2006 :
: 11,324: 1,200 11,108 1,816 6,514 -1,021 9,529 11,903: 1,795 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 25.9 8.0 65.3 60.6 90.9 94.5: 9.1 5.5
Old : 100.0: 18.9 27.9 8.4 62.9 57.7 90.1 94.0: 9.9 6.0
Other: 100.0: 4.4 5.5 3.2 91.1 91.0 98.8 99.7: 1.2 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 61 57 38 58 37 133 122:
Old : 183: 61 57 37 58 36 132 120:
Other: 29: 3 6 7 12 11 20 20:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 32.1 42.7 48.7 17.8 18.8 25.5 28.6
Old : 28.3 30.8 41.8 47.6 18.2 20.7 28.2 31.5
Other: 66.2 81.2 85.5 93.1 39.6 57.9 59.0 65.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 637,302: 97,385 35,649 156,834 317,205 375,857 571,424 568,340: 65,878 68,963
Old : 637,302: 97,385 35,649 156,834 317,205 375,857 571,424 568,340: 65,878 68,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 33,012: 2,199 -8,206 10,403 12,004 29,180 24,606 31,377: 8,406 1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.6 24.6 49.8 59.0 89.7 89.2: 10.3 10.8
Old : 100.0: 15.3 5.6 24.6 49.8 59.0 89.7 89.2: 10.3 10.8
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 : 180: 58 42 53 72 65 156 135:
Old : 180: 58 42 53 72 65 156 135:
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 : 17.2 26.9 30.3 41.4 14.1 18.9 21.7 25.6
Old : 17.2 26.9 30.3 41.4 14.1 18.9 21.7 25.6
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 with Delta-adjusted Options and Futures Combined, October 17, 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 : 139,345: 27,017 33,015 34,048 68,128 65,930 129,193 132,993: 10,152 6,351
Old : 131,096: 27,227 33,590 30,083 63,907 61,454 121,217 125,127: 9,879 5,969
Other: 8,248: 1,808 1,443 1,948 4,220 4,476 7,975 7,866: 273 382
: : :
: : Changes in Commitments from: October 10, 2006 :
: -2,665: -51 2,324 -3,377 1,614 -735 -1,814 -1,788: -851 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.7 24.4 48.9 47.3 92.7 95.4: 7.3 4.6
Old : 100.0: 20.8 25.6 22.9 48.7 46.9 92.5 95.4: 7.5 4.6
Other: 100.0: 21.9 17.5 23.6 51.2 54.3 96.7 95.4: 3.3 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 120 117 105 108 99 282 276:
Old : 376: 127 115 104 108 98 282 274:
Other: 47: 6 18 14 14 13 32 35:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 21.4 29.6 31.0 17.3 12.8 24.6 19.5
Old : 19.5 20.6 29.4 30.1 18.4 15.8 26.1 23.3
Other: 62.7 68.7 78.5 78.3 53.1 51.4 60.9 56.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 37,544: 24,742 8,142 2,789 6,420 24,467 33,951 35,397: 3,593 2,146
Old : 37,544: 24,742 8,142 2,789 6,420 24,467 33,951 35,397: 3,593 2,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,910: 5,527 230 -452 693 6,509 5,768 6,288: 143 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 21.7 7.4 17.1 65.2 90.4 94.3: 9.6 5.7
Old : 100.0: 65.9 21.7 7.4 17.1 65.2 90.4 94.3: 9.6 5.7
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 : 82: 41 25 11 6 11 54 41:
Old : 82: 41 25 11 6 11 54 41:
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 : 40.0 64.9 62.5 80.6 38.6 64.9 57.1 76.3
Old : 40.0 64.9 62.5 80.6 38.6 64.9 57.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006