COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 259,321: 46,536 35,925 68,053 119,426 141,929 234,015 245,907: 25,306 13,413
Old : 208,723: 34,576 38,472 51,040 100,855 106,778 186,470 196,290: 22,253 12,433
Other: 50,597: 15,788 1,280 13,185 18,571 35,152 47,544 49,617: 3,053 980
: : :
: : Changes in Commitments from: January 9, 2007 :
: 15,117: 1,357 2,780 7,344 4,850 3,475 13,551 13,598: 1,566 1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.9 26.2 46.1 54.7 90.2 94.8: 9.8 5.2
Old : 100.0: 16.6 18.4 24.5 48.3 51.2 89.3 94.0: 10.7 6.0
Other: 100.0: 31.2 2.5 26.1 36.7 69.5 94.0 98.1: 6.0 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 128 66 87 76 66 239 194:
Old : 289: 123 70 82 74 64 230 191:
Other: 122: 42 28 41 37 36 104 81:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 32.4 31.0 41.3 20.4 27.0 29.1 33.3
Old : 22.5 27.8 33.0 36.7 22.5 22.7 31.6 30.0
Other: 26.2 51.6 40.2 66.4 25.5 44.5 36.2 54.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 38,836: 12,556 1,505 9,192 12,649 24,331 34,397 35,027: 4,439 3,809
Old : 38,538: 12,555 1,530 9,144 12,415 24,067 34,113 34,741: 4,426 3,798
Other: 297: 29 3 21 234 263 284 286: 13 11
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,790: 869 305 280 129 1,477 1,278 2,062: 512 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 3.9 23.7 32.6 62.7 88.6 90.2: 11.4 9.8
Old : 100.0: 32.6 4.0 23.7 32.2 62.4 88.5 90.1: 11.5 9.9
Other: 100.0: 9.9 0.8 6.9 78.9 88.6 95.6 96.4: 4.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 55 45 32 22 26 94 88:
Old : 136: 56 45 32 21 25 93 87:
Other: 12: 4 3 4 4 2 11 7:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 36.0 31.6 51.0 13.4 30.7 22.9 42.1
Old : 19.6 35.7 31.3 50.8 13.1 31.0 22.6 41.8
Other: 82.0 93.7 93.8 96.4 73.6 76.5 75.7 76.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 154,572: 46,870 12,590 11,836 82,781 123,529 141,487 147,955: 13,085 6,617
Old : 127,605: 43,882 11,996 9,527 61,611 99,587 115,020 121,109: 12,585 6,496
Other: 26,967: 3,931 1,537 1,366 21,170 23,942 26,467 26,845: 500 122
: : :
: : Changes in Commitments from: January 9, 2007 :
: -4,225: -2,034 613 593 -420 -3,455 -1,860 -2,248: -2,364 -1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.1 7.7 53.6 79.9 91.5 95.7: 8.5 4.3
Old : 100.0: 34.4 9.4 7.5 48.3 78.0 90.1 94.9: 9.9 5.1
Other: 100.0: 14.6 5.7 5.1 78.5 88.8 98.1 99.5: 1.9 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 67 32 41 58 49 151 105:
Old : 176: 65 38 38 57 46 146 102:
Other: 50: 14 6 10 15 20 32 33:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 38.8 36.5 55.2 18.3 28.9 25.7 35.8
Old : 21.2 40.1 34.1 56.9 19.1 31.4 26.0 41.2
Other: 49.3 48.0 72.3 73.1 41.8 39.5 62.3 61.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 830,722: 94,248 81,220 176,804 480,893 491,070 751,945 749,093: 78,777 81,629
Old : 830,722: 94,248 81,220 176,804 480,893 491,070 751,945 749,093: 78,777 81,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 25,456: -162 5,613 -5,647 29,803 20,621 23,994 20,586: 1,462 4,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.8 21.3 57.9 59.1 90.5 90.2: 9.5 9.8
Old : 100.0: 11.3 9.8 21.3 57.9 59.1 90.5 90.2: 9.5 9.8
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 : 221: 63 61 74 87 79 187 181:
Old : 221: 63 61 74 87 79 187 181:
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 : 23.4 26.9 34.6 37.8 13.3 11.6 20.0 17.6
Old : 23.4 26.9 34.6 37.8 13.3 11.6 20.0 17.6
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, 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 : 171,887: 35,852 17,252 48,807 72,728 98,173 157,388 164,232: 14,499 7,655
Old : 155,146: 34,135 17,724 43,987 63,020 86,341 141,143 148,052: 14,003 7,093
Other: 16,741: 2,969 780 3,568 9,708 11,832 16,245 16,180: 496 562
: : :
: : Changes in Commitments from: January 9, 2007 :
: 543: -1,424 -540 256 1,164 1,968 -4 1,684: 547 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 10.0 28.4 42.3 57.1 91.6 95.5: 8.4 4.5
Old : 100.0: 22.0 11.4 28.4 40.6 55.7 91.0 95.4: 9.0 4.6
Other: 100.0: 17.7 4.7 21.3 58.0 70.7 97.0 96.6: 3.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 178 76 131 108 107 356 269:
Old : 410: 182 81 130 107 106 355 267:
Other: 91: 26 16 29 23 43 62 76:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 26.1 28.7 36.7 13.7 14.9 19.4 22.7
Old : 18.5 23.2 29.1 34.6 15.2 19.2 21.2 27.2
Other: 53.8 53.9 68.7 66.8 37.7 34.6 44.7 39.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 21,520: 12,194 9,959 2,729 4,752 6,110 19,675 18,798: 1,845 2,722
Old : 21,520: 12,194 9,959 2,729 4,752 6,110 19,675 18,798: 1,845 2,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -4,768: 89 -5,372 -466 -5,089 1,101 -5,466 -4,737: 698 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 46.3 12.7 22.1 28.4 91.4 87.4: 8.6 12.6
Old : 100.0: 56.7 46.3 12.7 22.1 28.4 91.4 87.4: 8.6 12.6
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 : 70: 21 31 10 6 13 33 49:
Old : 70: 21 31 10 6 13 33 49:
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 : 71.5 46.1 81.0 60.6 63.5 42.3 69.0 51.7
Old : 71.5 46.1 81.0 60.6 63.5 42.3 69.0 51.7
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 with Delta-adjusted Options and Futures Combined, 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 : 31,929: 22,638 245 0 3,438 28,662 26,076 28,907: 5,853 3,022
Old : 31,929: 22,638 245 0 3,438 28,662 26,076 28,907: 5,853 3,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 4,694: 4,984 37 0 -568 4,640 4,416 4,677: 278 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 0.8 0.0 10.8 89.8 81.7 90.5: 18.3 9.5
Old : 100.0: 70.9 0.8 0.0 10.8 89.8 81.7 90.5: 18.3 9.5
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 : 22: 6 1 0 7 11 13 12:
Old : 22: 6 1 0 7 11 13 12:
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 : 68.5 69.9 76.5 87.4 68.5 69.4 76.5 86.8
Old : 68.5 69.9 76.5 87.4 68.5 69.4 76.5 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2007