COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 234,259: 45,918 35,790 55,307 107,212 130,683 208,437 221,781: 25,822 12,479
Old : 197,044: 37,532 38,303 41,735 94,701 105,453 173,968 185,492: 23,076 11,552
Other: 37,216: 11,982 1,083 9,976 12,512 25,231 34,469 36,289: 2,746 927
: : :
: : Changes in Commitments from: December 12, 2006 :
: 10,716: 3,967 -9,398 3,257 2,202 16,664 9,426 10,523: 1,291 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.3 23.6 45.8 55.8 89.0 94.7: 11.0 5.3
Old : 100.0: 19.0 19.4 21.2 48.1 53.5 88.3 94.1: 11.7 5.9
Other: 100.0: 32.2 2.9 26.8 33.6 67.8 92.6 97.5: 7.4 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 122 68 73 73 65 224 180:
Old : 276: 112 74 69 73 62 216 177:
Other: 107: 43 16 35 33 32 93 67:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 32.6 30.8 41.5 19.8 27.3 28.8 34.4
Old : 21.4 29.2 32.5 38.2 21.4 24.2 31.1 31.9
Other: 26.5 50.2 40.6 64.3 26.3 43.7 37.1 53.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 35,498: 10,519 1,402 8,451 11,430 20,940 30,399 30,793: 5,098 4,705
Old : 35,415: 10,520 1,431 8,408 11,400 20,874 30,327 30,713: 5,087 4,702
Other: 83: 31 3 11 30 66 72 80: 11 3
: : :
: : Changes in Commitments from: December 12, 2006 :
: -7,476: -890 -221 -3,209 -1,669 -2,881 -5,768 -6,311: -1,708 -1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.9 23.8 32.2 59.0 85.6 86.7: 14.4 13.3
Old : 100.0: 29.7 4.0 23.7 32.2 58.9 85.6 86.7: 14.4 13.3
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 : 125: 51 39 32 21 23 85 83:
Old : 125: 52 40 32 21 23 85 83:
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 : 17.4 35.4 28.5 50.5 13.2 33.6 22.1 42.5
Old : 17.4 35.5 28.6 50.5 13.3 33.7 22.1 42.4
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 with Delta-adjusted Options and Futures Combined, 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 : 157,500: 48,185 13,456 13,493 81,920 121,828 143,598 148,776: 13,902 8,724
Old : 135,862: 46,818 13,101 12,088 63,452 102,414 122,358 127,603: 13,504 8,259
Other: 21,638: 2,077 1,064 695 18,468 19,414 21,240 21,173: 398 465
: : :
: : Changes in Commitments from: December 12, 2006 :
: 9,257: 7,175 144 2,276 -836 6,414 8,615 8,833: 642 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 8.5 8.6 52.0 77.4 91.2 94.5: 8.8 5.5
Old : 100.0: 34.5 9.6 8.9 46.7 75.4 90.1 93.9: 9.9 6.1
Other: 100.0: 9.6 4.9 3.2 85.3 89.7 98.2 97.9: 1.8 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 75 37 41 56 46 155 107:
Old : 186: 73 41 40 55 45 152 106:
Other: 44: 12 6 9 12 18 29 29:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 39.5 37.7 55.0 17.8 30.1 27.0 36.2
Old : 21.8 39.9 35.9 55.8 19.4 31.9 28.3 40.0
Other: 57.9 56.7 75.8 75.5 46.2 43.5 63.6 60.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 777,807: 98,727 42,952 176,153 420,818 482,757 695,697 701,862: 82,110 75,946
Old : 777,807: 98,727 42,952 176,153 420,818 482,757 695,697 701,862: 82,110 75,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 16,050: 1,730 -10,983 15,160 6,836 16,413 23,726 20,591: -7,675 -4,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.5 22.6 54.1 62.1 89.4 90.2: 10.6 9.8
Old : 100.0: 12.7 5.5 22.6 54.1 62.1 89.4 90.2: 10.6 9.8
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 : 195: 69 40 62 78 70 168 153:
Old : 195: 69 40 62 78 70 168 153:
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 : 22.6 31.7 33.3 44.2 11.4 14.2 17.9 20.7
Old : 22.6 31.7 33.3 44.2 11.4 14.2 17.9 20.7
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, 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 : 167,635: 43,676 17,454 45,126 64,658 96,799 153,459 159,378: 14,176 8,257
Old : 152,933: 41,769 17,711 40,745 56,850 86,748 139,365 145,205: 13,568 7,728
Other: 14,702: 2,768 604 3,518 7,807 10,050 14,094 14,173: 609 529
: : :
: : Changes in Commitments from: December 12, 2006 :
: -2,749: -3,891 -151 -426 2,249 -1,730 -2,068 -2,307: -681 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.4 26.9 38.6 57.7 91.5 95.1: 8.5 4.9
Old : 100.0: 27.3 11.6 26.6 37.2 56.7 91.1 94.9: 8.9 5.1
Other: 100.0: 18.8 4.1 23.9 53.1 68.4 95.9 96.4: 4.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 179 63 103 110 110 335 241:
Old : 384: 182 65 102 109 109 332 240:
Other: 85: 22 13 28 23 40 59 71:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 24.6 27.5 36.6 13.5 15.7 19.9 24.1
Old : 16.7 22.4 27.8 34.8 14.8 19.1 21.5 27.8
Other: 53.8 51.8 69.4 64.1 36.8 34.0 43.7 38.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 31,265: 9,014 21,283 2,891 18,385 3,170 30,290 27,343: 976 3,922
Old : 31,265: 9,014 21,283 2,891 18,385 3,170 30,290 27,343: 976 3,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -16,284: -3,840 -3,829 -996 -11,226 -10,579 -16,063 -15,404: -221 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 68.1 9.2 58.8 10.1 96.9 87.5: 3.1 12.5
Old : 100.0: 28.8 68.1 9.2 58.8 10.1 96.9 87.5: 3.1 12.5
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 : 75: 9 49 9 6 12 19 67:
Old : 75: 9 49 9 6 12 19 67:
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 : 74.5 36.5 92.8 53.4 72.4 36.2 81.4 49.3
Old : 74.5 36.5 92.8 53.4 72.4 36.2 81.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006