COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, January 16, 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 : 177,524: 42,362 45,510 17,837 98,469 102,083 158,668 165,430: 18,856 12,094
Old : 150,777: 34,049 46,981 13,226 87,133 79,321 134,408 139,528: 16,369 11,249
Other: 26,747: 12,327 2,543 597 11,336 22,762 24,260 25,902: 2,487 845
: : :
: : Changes in Commitments from: January 9, 2007 :
: 7,051: -645 3,473 2,271 4,694 -265 6,320 5,479: 731 1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 25.6 10.0 55.5 57.5 89.4 93.2: 10.6 6.8
Old : 100.0: 22.6 31.2 8.8 57.8 52.6 89.1 92.5: 10.9 7.5
Other: 100.0: 46.1 9.5 2.2 42.4 85.1 90.7 96.8: 9.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 99 76 65 56 57 195 168:
Old : 264: 100 74 59 51 54 183 164:
Other: 104: 36 25 10 24 27 68 55:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 31.7 41.5 40.7 28.9 29.9 41.5 38.2
Old : 31.2 27.2 43.7 36.4 31.2 25.1 43.7 34.1
Other: 37.1 67.7 55.8 79.5 37.1 66.5 55.8 78.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, January 16, 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 : 28,178: 12,501 5,174 1,641 10,612 19,030 24,754 25,845: 3,424 2,333
Old : 27,942: 12,501 5,198 1,604 10,426 18,812 24,531 25,614: 3,411 2,328
Other: 236: 25 1 12 186 218 223 231: 13 5
: : :
: : Changes in Commitments from: January 9, 2007 :
: 886: 742 48 122 -347 886 517 1,056: 369 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 18.4 5.8 37.7 67.5 87.8 91.7: 12.2 8.3
Old : 100.0: 44.7 18.6 5.7 37.3 67.3 87.8 91.7: 12.2 8.3
Other: 100.0: 10.6 0.4 5.1 78.8 92.4 94.5 97.9: 5.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 44 26 18 18 22 78 52:
Old : 105: 45 26 17 18 22 77 52:
Other: 8: 3 1 2 2 1 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 41.0 38.6 58.0 23.3 37.2 36.9 51.7
Old : 23.7 40.6 38.2 57.7 22.8 37.5 36.6 51.5
Other: 93.6 97.9 94.5 97.9 89.0 92.8 89.4 92.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, January 16, 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 : 145,216: 47,661 12,713 5,068 80,969 121,739 133,698 139,520: 11,518 5,696
Old : 118,594: 44,387 11,839 3,378 59,799 97,797 107,564 113,014: 11,030 5,580
Other: 26,622: 4,177 1,777 787 21,170 23,942 26,134 26,506: 488 116
: : :
: : Changes in Commitments from: January 9, 2007 :
: -4,945: -1,932 609 11 -792 -3,581 -2,713 -2,961: -2,232 -1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 8.8 3.5 55.8 83.8 92.1 96.1: 7.9 3.9
Old : 100.0: 37.4 10.0 2.8 50.4 82.5 90.7 95.3: 9.3 4.7
Other: 100.0: 15.7 6.7 3.0 79.5 89.9 98.2 99.6: 1.8 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 66 25 29 55 45 139 90:
Old : 167: 64 31 27 54 42 135 87:
Other: 49: 13 6 4 15 20 28 30:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 41.0 38.4 58.1 19.1 30.7 26.9 37.6
Old : 22.3 42.9 35.8 60.4 20.0 33.9 27.4 44.2
Other: 50.0 48.7 73.3 74.1 42.4 40.0 63.1 62.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, January 16, 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 : 627,005: 87,024 105,352 62,422 407,062 387,169 556,508 554,943: 70,497 72,062
Old : 627,005: 87,024 105,352 62,422 407,062 387,169 556,508 554,943: 70,497 72,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 29,025: -2,553 17,112 -3,858 33,570 11,862 27,159 25,116: 1,866 3,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.8 10.0 64.9 61.7 88.8 88.5: 11.2 11.5
Old : 100.0: 13.9 16.8 10.0 64.9 61.7 88.8 88.5: 11.2 11.5
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 : 210: 45 69 59 76 70 159 167:
Old : 210: 45 69 59 76 70 159 167:
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 : 24.6 27.0 38.7 37.6 17.6 14.0 26.3 20.7
Old : 24.6 27.0 38.7 37.6 17.6 14.0 26.3 20.7
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 - Futures Only, January 16, 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 : 128,442: 38,084 22,990 12,435 65,811 86,205 116,330 121,630: 12,112 6,812
Old : 114,747: 37,061 23,761 9,692 56,328 75,034 103,081 108,487: 11,666 6,260
Other: 13,695: 2,079 285 1,687 9,483 11,171 13,249 13,143: 446 552
: : :
: : Changes in Commitments from: January 9, 2007 :
: 2,802: -2,114 -92 1,919 2,887 1,882 2,692 3,709: 110 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 17.9 9.7 51.2 67.1 90.6 94.7: 9.4 5.3
Old : 100.0: 32.3 20.7 8.4 49.1 65.4 89.8 94.5: 10.2 5.5
Other: 100.0: 15.2 2.1 12.3 69.2 81.6 96.7 96.0: 3.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 148 60 82 92 94 292 210:
Old : 363: 149 69 77 90 91 289 203:
Other: 80: 27 7 17 20 39 51 60:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 29.3 33.6 41.3 18.4 20.0 25.6 30.6
Old : 23.8 27.4 34.0 39.4 21.4 26.1 31.5 37.9
Other: 59.5 61.3 74.8 74.6 41.1 42.1 48.8 46.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, January 16, 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 : 21,111: 12,064 9,892 2,591 4,744 6,087 19,399 18,570: 1,712 2,541
Old : 21,111: 12,064 9,892 2,591 4,744 6,087 19,399 18,570: 1,712 2,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -4,745: 116 -5,362 -459 -5,080 1,100 -5,423 -4,721: 678 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 46.9 12.3 22.5 28.8 91.9 88.0: 8.1 12.0
Old : 100.0: 57.1 46.9 12.3 22.5 28.8 91.9 88.0: 8.1 12.0
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 : 65: 20 27 4 5 13 27 43:
Old : 65: 20 27 4 5 13 27 43:
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 : 72.3 46.9 81.6 61.5 64.4 43.2 70.0 52.8
Old : 72.3 46.9 81.6 61.5 64.4 43.2 70.0 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, January 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 31,568: 22,638 0 0 3,179 28,592 25,817 28,592: 5,751 2,976
Old : 31,568: 22,638 0 0 3,179 28,592 25,817 28,592: 5,751 2,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 4,722: 4,984 0 0 -543 4,682 4,441 4,682: 281 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 0.0 0.0 10.1 90.6 81.8 90.6: 18.2 9.4
Old : 100.0: 71.7 0.0 0.0 10.1 90.6 81.8 90.6: 18.2 9.4
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 : 21: 6 0 0 5 11 11 11:
Old : 21: 6 0 0 5 11 11 11:
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 : 69.3 70.7 77.4 88.2 69.3 70.7 77.4 88.2
Old : 69.3 70.7 77.4 88.2 69.3 70.7 77.4 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2007