COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 267,095 COMMITMENTS 47,123 35,593 70,028 121,978 146,077 239,130 251,698 27,965 15,397 CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 7,775) 587 -332 1,975 2,552 4,147 5,115 5,791 2,659 1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 13.3 26.2 45.7 54.7 89.5 94.2 10.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 119 71 85 75 66 236 190 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 43,113 COMMITMENTS 16,519 1,565 9,817 12,033 28,079 38,369 39,461 4,743 3,651 CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,277) 3,963 60 625 -616 3,749 3,972 4,434 305 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 3.6 22.8 27.9 65.1 89.0 91.5 11.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 77 44 33 23 27 118 93 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 152,872 COMMITMENTS 46,693 16,140 11,916 82,566 119,367 141,175 147,423 11,697 5,449 CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -1,700) -177 3,550 81 -216 -4,162 -312 -531 -1,388 -1,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 10.6 7.8 54.0 78.1 92.3 96.4 7.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 72 34 42 58 48 154 108 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 851,850 COMMITMENTS 99,411 84,259 177,747 497,924 507,812 775,082 769,818 76,768 82,031 CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 21,127) 5,163 3,040 944 17,031 16,742 23,137 20,725 -2,009 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 9.9 20.9 58.5 59.6 91.0 90.4 9.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 63 70 75 87 77 194 182 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 169,124 COMMITMENTS 30,238 17,276 48,105 76,934 95,880 155,277 161,261 13,847 7,863 CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,763) -5,614 24 -702 4,205 -2,293 -2,111 -2,971 -652 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.2 28.4 45.5 56.7 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 162 88 139 111 107 349 281 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,346 COMMITMENTS 12,206 10,732 2,699 5,704 6,240 20,609 19,671 1,737 2,675 CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 826) 11 773 -30 952 130 934 873 -108 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.6 48.0 12.1 25.5 27.9 92.2 88.0 7.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 23 30 11 6 11 33 49 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 35,078 COMMITMENTS 26,762 404 0 3,263 30,705 30,025 31,110 5,052 3,968 CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,149) 4,124 159 0 -175 2,043 3,949 2,203 -800 946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.3 1.2 0.0 9.3 87.5 85.6 88.7 14.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 1 0 7 9 16 10
Updated January 26, 2007