COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED 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: 259,321 COMMITMENTS 46,536 35,925 68,053 119,426 141,929 234,015 245,907 25,306 13,413 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 15,117) 1,357 2,780 7,344 4,850 3,475 13,551 13,598 1,566 1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 13.9 26.2 46.1 54.7 90.2 94.8 9.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 128 66 87 76 66 239 194 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED 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: 38,836 COMMITMENTS 12,556 1,505 9,192 12,649 24,331 34,397 35,027 4,439 3,809 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,790) 869 305 280 129 1,477 1,278 2,062 512 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 3.9 23.7 32.6 62.7 88.6 90.2 11.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 55 45 32 22 26 94 88 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED 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: 154,572 COMMITMENTS 46,870 12,590 11,836 82,781 123,529 141,487 147,955 13,085 6,617 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -4,225) -2,034 613 593 -420 -3,455 -1,860 -2,248 -2,364 -1,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 8.1 7.7 53.6 79.9 91.5 95.7 8.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 67 32 41 58 49 151 105 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED 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: 830,722 COMMITMENTS 94,248 81,220 176,804 480,893 491,070 751,945 749,093 78,777 81,629 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 25,456) -162 5,613 -5,647 29,803 20,621 23,994 20,586 1,462 4,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 9.8 21.3 57.9 59.1 90.5 90.2 9.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 63 61 74 87 79 187 181 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED 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: 171,887 COMMITMENTS 35,852 17,252 48,807 72,728 98,173 157,388 164,232 14,499 7,655 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 543) -1,424 -540 256 1,164 1,968 -4 1,684 547 -1,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 10.0 28.4 42.3 57.1 91.6 95.5 8.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 178 76 131 108 107 356 269 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED 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: 21,520 COMMITMENTS 12,194 9,959 2,729 4,752 6,110 19,675 18,798 1,845 2,722 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -4,768) 89 -5,372 -466 -5,089 1,101 -5,466 -4,737 698 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 46.3 12.7 22.1 28.4 91.4 87.4 8.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 21 31 10 6 13 33 49 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED 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: 31,929 COMMITMENTS 22,638 245 0 3,438 28,662 26,076 28,907 5,853 3,022 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 4,694) 4,984 37 0 -568 4,640 4,416 4,677 278 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.9 0.8 0.0 10.8 89.8 81.7 90.5 18.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 1 0 7 11 13 12
Updated January 19, 2007