COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED 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: 267,724 COMMITMENTS 43,019 41,663 70,922 128,153 140,588 242,093 253,174 25,630 14,550 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 629) -4,105 6,071 894 6,175 -5,488 2,964 1,476 -2,335 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 15.6 26.5 47.9 52.5 90.4 94.6 9.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 116 77 87 76 67 234 202 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED 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: 42,538 COMMITMENTS 12,833 2,931 9,397 15,004 25,428 37,235 37,757 5,303 4,781 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -575) -3,686 1,366 -419 2,971 -2,651 -1,134 -1,704 559 1,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 6.9 22.1 35.3 59.8 87.5 88.8 12.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 58 61 35 26 27 112 99 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED 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: 149,852 COMMITMENTS 46,858 16,338 12,047 80,182 115,868 139,087 144,254 10,765 5,599 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -3,020) 165 198 131 -2,384 -3,499 -2,088 -3,170 -932 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 10.9 8.0 53.5 77.3 92.8 96.3 7.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 74 34 44 59 46 156 108 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED 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: 877,415 COMMITMENTS 100,081 95,236 183,155 509,363 510,960 792,600 789,352 84,816 88,064 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 25,566) 671 10,977 5,408 11,440 3,149 17,518 19,533 8,048 6,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 10.9 20.9 58.1 58.2 90.3 90.0 9.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 74 67 82 87 79 200 193 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED 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: 175,153 COMMITMENTS 30,789 18,193 50,814 79,739 98,287 161,342 167,294 13,811 7,859 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 6,029) 551 917 2,709 2,805 2,407 6,065 6,033 -36 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 10.4 29.0 45.5 56.1 92.1 95.5 7.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 160 88 138 104 102 337 281 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED 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: 22,599 COMMITMENTS 14,135 9,024 2,508 4,002 8,315 20,645 19,847 1,955 2,752 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 253) 1,929 -1,708 -190 -1,703 2,074 36 176 217 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.5 39.9 11.1 17.7 36.8 91.4 87.8 8.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 31 10 5 11 34 45 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED 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: 34,992 COMMITMENTS 24,184 360 0 5,142 30,460 29,326 30,820 5,665 4,172 CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -86) -2,578 -45 0 1,879 -245 -699 -290 613 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.1 1.0 0.0 14.7 87.0 83.8 88.1 16.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 1 0 6 10 14 11
Updated February 2, 2007