COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 01/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 171,262 COMMITMENTS 44,094 40,405 15,111 92,724 104,573 151,929 160,089 19,333 11,173 CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 2,443) 200 -497 1,150 1,648 299 2,998 952 -555 1,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 23.6 8.8 54.1 61.1 88.7 93.5 11.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 110 61 56 56 57 193 154 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 01/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,705 COMMITMENTS 12,231 4,788 1,557 9,765 17,942 23,553 24,287 3,152 2,418 CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -41) 2,029 749 -412 -884 397 733 734 -774 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 17.9 5.8 36.6 67.2 88.2 90.9 11.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 41 23 18 21 21 75 51 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 01/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,084 COMMITMENTS 52,362 13,183 5,285 79,249 125,169 136,896 143,637 13,188 6,447 CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 5,576) 3,887 -894 912 -495 5,922 4,304 5,940 1,272 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 8.8 3.5 52.8 83.4 91.2 95.7 8.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 63 27 27 56 42 138 86 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 01/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 583,572 COMMITMENTS 94,032 74,777 62,124 361,281 389,655 517,437 526,556 66,135 57,016 CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 12,372) -174 9,952 4,973 8,170 -7,485 12,969 7,440 -597 4,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 12.8 10.6 61.9 66.8 88.7 90.2 11.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 50 58 49 71 59 149 140 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 01/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 128,128 COMMITMENTS 46,905 23,400 9,278 60,510 89,355 116,693 122,033 11,435 6,095 CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 2,685) -103 1,232 1,162 2,098 416 3,157 2,810 -472 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 18.3 7.2 47.2 69.7 91.1 95.2 8.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 168 54 66 93 99 297 196 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 01/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,542 COMMITMENTS 9,488 19,001 2,969 15,306 3,308 27,763 25,278 779 3,264 CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,282) 1,558 -1,384 210 -2,961 92 -1,193 -1,082 -89 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 66.6 10.4 53.6 11.6 97.3 88.6 2.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 9 37 8 5 12 17 55 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 01/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 30,753 COMMITMENTS 21,617 0 0 4,099 26,691 25,716 26,691 5,037 4,062 CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.3 0.0 0.0 13.3 86.8 83.6 86.8 16.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 0 0 3 9 13 9
Updated January 8, 2007