COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 369,059: 64,777 11,552 118,219 158,164 228,994 341,160 358,765: 27,899 10,295
Old : 356,875: 62,157 12,134 115,516 152,415 219,424 330,088 347,074: 26,787 9,801
Other: 12,184: 3,778 575 1,545 5,749 9,570 11,072 11,690: 1,112 494
: : :
: : Changes in Commitments from: July 24, 2007 :
: 191: -2,600 -1,845 1,465 844 436 -292 56: 482 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.1 32.0 42.9 62.0 92.4 97.2: 7.6 2.8
Old : 100.0: 17.4 3.4 32.4 42.7 61.5 92.5 97.3: 7.5 2.7
Other: 100.0: 31.0 4.7 12.7 47.2 78.5 90.9 95.9: 9.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 144 50 94 69 68 250 184:
Old : 288: 143 50 93 69 68 248 184:
Other: 67: 18 16 20 15 21 48 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 33.7 29.9 45.8 14.7 24.0 21.0 32.6
Old : 17.7 34.6 29.7 46.5 14.8 25.1 21.3 32.8
Other: 40.0 57.3 56.2 73.2 39.3 57.3 53.6 68.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 49,949: 5,235 7,529 17,427 21,612 22,340 44,274 47,296: 5,675 2,653
Old : 35,299: 4,354 9,113 9,918 16,161 13,913 30,433 32,943: 4,865 2,355
Other: 14,650: 2,691 226 5,699 5,451 8,427 13,841 14,352: 809 298
: : :
: : Changes in Commitments from: July 24, 2007 :
: 374: -258 -1,064 1,353 -670 278 425 567: -51 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.1 34.9 43.3 44.7 88.6 94.7: 11.4 5.3
Old : 100.0: 12.3 25.8 28.1 45.8 39.4 86.2 93.3: 13.8 6.7
Other: 100.0: 18.4 1.5 38.9 37.2 57.5 94.5 98.0: 5.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 48 39 36 31 19 100 76:
Old : 121: 41 45 34 31 17 96 73:
Other: 49: 21 13 20 14 6 45 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 45.1 39.8 57.3 16.3 29.1 25.2 34.7
Old : 22.6 42.3 36.9 53.9 18.8 33.0 28.8 39.9
Other: 45.0 69.2 63.2 84.8 23.5 39.7 29.3 40.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 170,943: 59,182 13,450 20,800 77,781 130,830 157,763 165,080: 13,180 5,863
Old : 71,912: 40,887 14,253 3,803 19,164 50,366 63,854 68,422: 8,058 3,490
Other: 99,031: 24,508 5,410 10,784 58,617 80,464 93,909 96,658: 5,122 2,373
: : :
: : Changes in Commitments from: July 24, 2007 :
: -11,721: -14,673 -4,296 750 3,476 -6,795 -10,447 -10,342: -1,274 -1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 7.9 12.2 45.5 76.5 92.3 96.6: 7.7 3.4
Old : 100.0: 56.9 19.8 5.3 26.6 70.0 88.8 95.1: 11.2 4.9
Other: 100.0: 24.7 5.5 10.9 59.2 81.3 94.8 97.6: 5.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 76 31 47 49 48 152 110:
Old : 160: 66 34 21 34 38 109 84:
Other: 118: 38 26 29 40 39 94 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 42.3 41.8 53.2 16.8 22.3 22.9 30.0
Old : 22.7 50.8 34.2 60.7 22.5 48.6 32.7 58.3
Other: 49.4 42.1 61.3 57.2 35.0 33.3 44.6 43.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 913,596: 170,003 104,654 163,135 496,551 602,387 829,689 870,176: 83,907 43,420
Old : 913,596: 170,003 104,654 163,135 496,551 602,387 829,689 870,176: 83,907 43,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -629: -2,640 -1,240 7,774 10,330 8,894 15,464 15,429: -16,092 -16,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.5 17.9 54.4 65.9 90.8 95.2: 9.2 4.8
Old : 100.0: 18.6 11.5 17.9 54.4 65.9 90.8 95.2: 9.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 98 54 70 83 82 214 175:
Old : 253: 98 54 70 83 82 214 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 27.4 34.4 39.3 13.2 16.2 20.4 24.6
Old : 24.1 27.4 34.4 39.3 13.2 16.2 20.4 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 216,416: 49,140 38,283 65,310 90,636 105,396 205,087 208,989: 11,328 7,426
Old : 99,924: 32,068 42,009 13,152 47,150 40,066 92,370 95,227: 7,554 4,698
Other: 116,491: 26,933 6,134 42,298 43,486 65,331 112,717 113,763: 3,774 2,729
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,893: 1,525 -3,075 2,448 -1,273 2,026 2,700 1,399: -807 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.7 30.2 41.9 48.7 94.8 96.6: 5.2 3.4
Old : 100.0: 32.1 42.0 13.2 47.2 40.1 92.4 95.3: 7.6 4.7
Other: 100.0: 23.1 5.3 36.3 37.3 56.1 96.8 97.7: 3.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 161 109 137 121 118 335 325:
Old : 390: 139 109 93 104 91 279 257:
Other: 290: 83 70 79 93 104 216 221:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 26.4 33.2 36.1 16.6 15.2 22.7 21.8
Old : 20.4 31.7 33.1 45.1 20.4 30.2 33.1 42.6
Other: 34.1 29.2 47.6 41.6 15.4 8.3 20.2 13.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 46,514: 9,710 36,360 3,397 31,549 3,182 44,656 42,939: 1,858 3,575
Old : 46,514: 9,710 36,360 3,397 31,549 3,182 44,656 42,939: 1,858 3,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -3,135: -1,329 -2,631 82 -2,197 -18 -3,444 -2,567: 309 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 78.2 7.3 67.8 6.8 96.0 92.3: 4.0 7.7
Old : 100.0: 20.9 78.2 7.3 67.8 6.8 96.0 92.3: 4.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 27 43 14 7 10 39 63:
Old : 85: 27 43 14 7 10 39 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.0 42.3 90.1 62.7 79.3 42.3 82.5 61.0
Old : 83.0 42.3 90.1 62.7 79.3 42.3 82.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2007