COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 177,524 COMMITMENTS 42,362 45,510 17,837 98,469 102,083 158,668 165,430 18,856 12,094 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 7,051) -645 3,473 2,271 4,694 -265 6,320 5,479 731 1,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 25.6 10.0 55.5 57.5 89.4 93.2 10.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 99 76 65 56 57 195 168 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,178 COMMITMENTS 12,501 5,174 1,641 10,612 19,030 24,754 25,845 3,424 2,333 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 886) 742 48 122 -347 886 517 1,056 369 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 18.4 5.8 37.7 67.5 87.8 91.7 12.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 44 26 18 18 22 78 52 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,216 COMMITMENTS 47,661 12,713 5,068 80,969 121,739 133,698 139,520 11,518 5,696 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -4,945) -1,932 609 11 -792 -3,581 -2,713 -2,961 -2,232 -1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 8.8 3.5 55.8 83.8 92.1 96.1 7.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 66 25 29 55 45 139 90 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 627,005 COMMITMENTS 87,024 105,352 62,422 407,062 387,169 556,508 554,943 70,497 72,062 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 29,025) -2,553 17,112 -3,858 33,570 11,862 27,159 25,116 1,866 3,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 16.8 10.0 64.9 61.7 88.8 88.5 11.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 45 69 59 76 70 159 167 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 128,442 COMMITMENTS 38,084 22,990 12,435 65,811 86,205 116,330 121,630 12,112 6,812 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,802) -2,114 -92 1,919 2,887 1,882 2,692 3,709 110 -907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 17.9 9.7 51.2 67.1 90.6 94.7 9.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 148 60 82 92 94 292 210 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,111 COMMITMENTS 12,064 9,892 2,591 4,744 6,087 19,399 18,570 1,712 2,541 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -4,745) 116 -5,362 -459 -5,080 1,100 -5,423 -4,721 678 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 46.9 12.3 22.5 28.8 91.9 88.0 8.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 27 4 5 13 27 43 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 31,568 COMMITMENTS 22,638 0 0 3,179 28,592 25,817 28,592 5,751 2,976 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 4,722) 4,984 0 0 -543 4,682 4,441 4,682 281 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.7 0.0 0.0 10.1 90.6 81.8 90.6 18.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 0 0 5 11 11 11
Updated January 19, 2007