COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 01/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,037 COMMITMENTS 40,713 49,449 19,515 103,372 101,870 163,600 170,834 20,437 13,203 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,608) -1,525 4,400 1,290 2,883 -3,265 2,648 2,425 -1,040 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 26.9 10.6 56.2 55.4 88.9 92.8 11.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 103 72 65 57 55 192 173 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 01/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,117 COMMITMENTS 12,789 2,927 2,399 11,299 22,156 26,487 27,482 3,630 2,635 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -1,862) -3,622 -2,049 136 1,630 -348 -1,856 -2,261 -6 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 9.7 8.0 37.5 73.6 87.9 91.3 12.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 51 25 24 24 22 93 57 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 01/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,652 COMMITMENTS 47,118 15,957 5,725 78,614 114,245 131,457 135,927 9,195 4,725 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -2,760) 102 118 158 -2,156 -3,325 -1,896 -3,049 -864 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 11.3 4.1 55.9 81.2 93.5 96.6 6.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 72 28 28 57 42 145 89 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 01/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 678,454 COMMITMENTS 92,417 118,375 75,340 434,050 407,352 601,807 601,067 76,647 77,387 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 23,899) -576 11,707 5,940 11,049 1,661 16,413 19,308 7,486 4,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 17.4 11.1 64.0 60.0 88.7 88.6 11.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 53 74 66 75 71 170 177 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 01/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,947 COMMITMENTS 33,345 22,506 15,912 70,886 86,498 120,143 124,916 11,804 7,031 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 6,002) -1,099 -245 4,159 2,703 2,139 5,763 6,053 239 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 17.1 12.1 53.7 65.6 91.1 94.7 8.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 130 65 87 90 90 275 216 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 01/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,227 COMMITMENTS 14,049 9,025 2,346 4,001 8,293 20,396 19,664 1,831 2,563 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 258) 2,001 -1,641 -254 -1,698 2,071 49 176 209 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.2 40.6 10.6 18.0 37.3 91.8 88.5 8.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 21 26 5 4 11 29 39 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 01/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 34,589 COMMITMENTS 24,184 0 0 4,867 30,439 29,051 30,439 5,538 4,150 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -55) -2,578 0 0 1,896 -255 -682 -255 627 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.9 0.0 0.0 14.1 88.0 84.0 88.0 16.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 0 0 4 10 12 10
Updated February 2, 2007