COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 01/09/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 170,473 COMMITMENTS 43,007 42,037 15,566 93,775 102,348 152,348 159,951 18,125 10,522 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -789) -1,087 1,632 455 1,051 -2,225 419 -138 -1,208 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 24.7 9.1 55.0 60.0 89.4 93.8 10.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 93 72 59 58 57 188 162 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 01/09/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,292 COMMITMENTS 11,759 5,126 1,519 10,959 18,144 24,237 24,789 3,055 2,503 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 587) -472 338 -38 1,194 202 684 502 -97 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 18.8 5.6 40.2 66.5 88.8 90.8 11.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 40 26 17 18 22 72 54 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 01/09/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,161 COMMITMENTS 49,593 12,104 5,057 81,761 125,320 136,411 142,481 13,750 7,680 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 77) -2,769 -1,079 -228 2,512 151 -485 -1,156 562 1,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 8.1 3.4 54.4 83.5 90.8 94.9 9.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 62 26 27 55 45 133 88 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 01/09/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 597,980 COMMITMENTS 89,577 88,240 66,280 373,492 375,307 529,349 529,827 68,631 68,153 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 14,408) -4,455 13,463 4,156 12,211 -14,348 11,912 3,271 2,496 11,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.8 11.1 62.5 62.8 88.5 88.6 11.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 56 60 56 78 67 164 158 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 01/09/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,640 COMMITMENTS 40,198 23,082 10,516 62,924 84,323 113,638 117,921 12,002 7,719 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -2,488) -6,707 -318 1,238 2,414 -5,032 -3,055 -4,112 567 1,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 18.4 8.4 50.1 67.1 90.4 93.9 9.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 147 69 75 89 96 283 207 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 01/09/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,856 COMMITMENTS 11,948 15,254 3,050 9,824 4,987 24,822 23,291 1,034 2,565 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -2,686) 2,460 -3,747 81 -5,482 1,679 -2,941 -1,987 255 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 59.0 11.8 38.0 19.3 96.0 90.1 4.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 31 6 5 11 20 46 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 01/09/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 26,846 COMMITMENTS 17,654 0 0 3,722 23,910 21,376 23,910 5,470 2,936 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -3,907) -3,963 0 0 -377 -2,781 -4,340 -2,781 433 -1,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 0.0 0.0 13.9 89.1 79.6 89.1 20.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 0 0 6 8 12 8
Updated January 12, 2007