COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 281,572 COMMITMENTS 46,703 44,501 73,438 134,310 149,662 254,451 267,601 27,121 13,971 CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 13,848) 3,685 2,838 2,516 6,157 9,073 12,357 14,427 1,491 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 15.8 26.1 47.7 53.2 90.4 95.0 9.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 131 77 89 77 69 246 209 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,408 COMMITMENTS 10,112 2,609 10,755 15,171 23,581 36,038 36,946 5,370 4,462 CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,130) -2,722 -322 1,358 167 -1,847 -1,197 -811 67 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 6.3 26.0 36.6 56.9 87.0 89.2 13.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 55 56 41 29 27 111 100 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,971 COMMITMENTS 50,875 14,355 10,519 73,733 116,210 135,127 141,085 15,844 9,886 CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,119) 4,017 -1,983 -1,528 -6,450 342 -3,960 -3,169 5,079 4,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 9.5 7.0 48.8 77.0 89.5 93.5 10.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 74 35 38 56 48 152 103 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 908,368 COMMITMENTS 98,090 107,586 189,673 530,443 521,169 818,206 818,428 90,162 89,940 CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 30,952) -1,991 12,350 6,518 21,080 10,209 25,607 29,076 5,346 1,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 11.8 20.9 58.4 57.4 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 71 77 88 85 80 204 203 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 182,138 COMMITMENTS 31,387 17,750 51,706 87,090 106,414 170,183 175,870 11,955 6,268 CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 6,985) 598 -444 892 7,351 8,127 8,841 8,576 -1,856 -1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 9.7 28.4 47.8 58.4 93.4 96.6 6.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 162 89 141 112 104 345 288 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,047 COMMITMENTS 14,945 11,103 2,775 5,803 8,453 23,523 22,332 1,524 2,716 CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 2,448) 811 2,079 267 1,802 139 2,879 2,485 -431 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.7 44.3 11.1 23.2 33.7 93.9 89.2 6.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 29 15 5 11 32 51 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 36,303 COMMITMENTS 25,791 256 0 5,324 32,214 31,115 32,470 5,188 3,832 CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,311) 1,607 -103 0 181 1,754 1,788 1,651 -477 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 0.7 0.0 14.7 88.7 85.7 89.4 14.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 1 0 5 10 14 11
Updated February 9, 2007