COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 264,930 COMMITMENTS 42,881 62,326 59,371 136,657 129,675 238,909 251,372 26,021 13,558 CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -7,797) 666 4,448 1,402 -8,143 -10,499 -6,074 -4,649 -1,723 -3,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 23.5 22.4 51.6 48.9 90.2 94.9 9.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 115 102 78 83 69 234 216 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,056 COMMITMENTS 10,123 1,990 6,507 13,491 22,636 30,121 31,133 4,935 3,923 CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -4,577) 631 -114 -3,394 -1,268 -685 -4,031 -4,192 -546 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 5.7 18.6 38.5 64.6 85.9 88.8 14.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 47 43 34 23 26 94 82 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 170,394 COMMITMENTS 65,116 17,446 17,732 73,751 127,131 156,599 162,308 13,795 8,085 CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 19,570) 5,848 3,332 8,635 3,458 5,716 17,940 17,683 1,630 1,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 10.2 10.4 43.3 74.6 91.9 95.3 8.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 83 40 43 53 47 162 112 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 823,882 COMMITMENTS 99,778 83,762 139,175 497,155 512,984 736,108 735,922 87,774 87,961 CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -303) 3,252 -20,745 660 -10,081 10,491 -6,170 -9,594 5,866 9,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 10.2 16.9 60.3 62.3 89.3 89.3 10.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 63 55 62 84 76 179 167 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 163,978 COMMITMENTS 31,056 23,271 33,578 84,574 97,055 149,208 153,904 14,770 10,074 CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,555) 1,191 3,221 -1,411 -5,051 -6,608 -5,271 -4,799 3,716 3,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 14.2 20.5 51.6 59.2 91.0 93.9 9.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 149 94 101 114 103 304 264 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,436 COMMITMENTS 14,801 17,544 3,234 10,955 6,240 28,990 27,018 1,446 3,418 CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 4,886) 407 7,281 470 4,628 -3,509 5,505 4,242 -619 644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 57.6 10.6 36.0 20.5 95.2 88.8 4.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 22 40 13 4 11 31 60 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 38,262 COMMITMENTS 24,255 1,079 0 7,732 32,886 31,987 33,965 6,275 4,298 CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -387) -2,057 -1 0 1,058 -1,574 -999 -1,574 612 1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.4 2.8 0.0 20.2 85.9 83.6 88.8 16.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 2 0 6 11 13 13
Updated February 23, 2007