COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED 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: 244,204 COMMITMENTS 45,179 33,145 60,709 114,576 138,455 220,464 232,309 23,740 11,895 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 128) -1,608 2,601 -787 4,343 -1,200 1,948 614 -1,821 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 13.6 24.9 46.9 56.7 90.3 95.1 9.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 111 73 79 77 66 228 187 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED 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: 37,045 COMMITMENTS 11,687 1,200 8,911 12,520 22,854 33,119 32,965 3,926 4,080 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 484) -722 33 205 1,201 -70 684 168 -200 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 3.2 24.1 33.8 61.7 89.4 89.0 10.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 51 43 33 22 26 89 89 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED 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: 158,797 COMMITMENTS 48,904 11,977 11,242 83,201 126,983 143,348 150,203 15,449 8,594 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -3,798) -3,639 -834 -2,944 2,381 -972 -4,202 -4,750 404 952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 7.5 7.1 52.4 80.0 90.3 94.6 9.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 65 32 36 58 48 145 100 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED 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: 805,266 COMMITMENTS 94,410 75,607 182,451 451,091 470,449 727,951 728,507 77,315 76,759 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 18,680) -3,281 15,193 5,735 15,596 -13,020 18,049 7,908 630 10,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 9.4 22.7 56.0 58.4 90.4 90.5 9.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 74 51 74 89 78 191 178 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED 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: 171,344 COMMITMENTS 37,276 17,793 48,551 71,564 96,204 157,391 162,548 13,952 8,795 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -6,001) -7,758 -90 -1,368 2,440 -6,154 -6,686 -7,613 685 1,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 10.4 28.3 41.8 56.1 91.9 94.9 8.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 175 83 125 107 109 345 267 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED 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: 26,288 COMMITMENTS 12,105 15,331 3,195 9,841 5,009 25,141 23,535 1,147 2,753 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -2,795) 2,326 -3,843 112 -5,495 1,689 -3,057 -2,041 261 -754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 58.3 12.2 37.4 19.1 95.6 89.5 4.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 35 11 6 11 26 51 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED 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: 27,235 COMMITMENTS 17,654 208 0 4,007 24,022 21,661 24,230 5,575 3,005 CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -3,604) -3,963 208 0 -153 -2,719 -4,116 -2,510 512 -1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.8 0.8 0.0 14.7 88.2 79.5 89.0 20.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 0 8 8 14 9
Updated January 12, 2007