COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 267,095: 47,123 35,593 70,028 121,978 146,077 239,130 251,698: 27,965 15,397
Old : 207,959: 32,221 38,558 51,236 100,941 103,931 184,398 193,724: 23,561 14,235
Other: 59,136: 19,368 1,501 14,327 21,037 42,146 54,732 57,974: 4,404 1,162
: : :
: : Changes in Commitments from: January 16, 2007 :
: 7,775: 587 -332 1,975 2,552 4,147 5,115 5,791: 2,659 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.3 26.2 45.7 54.7 89.5 94.2: 10.5 5.8
Old : 100.0: 15.5 18.5 24.6 48.5 50.0 88.7 93.2: 11.3 6.8
Other: 100.0: 32.8 2.5 24.2 35.6 71.3 92.6 98.0: 7.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 119 71 85 75 66 236 190:
Old : 281: 112 73 81 73 64 225 186:
Other: 129: 50 24 40 37 40 108 84:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 32.5 30.9 41.3 20.1 26.9 28.6 33.1
Old : 23.0 26.7 32.8 35.4 23.0 20.8 31.2 28.2
Other: 26.8 54.5 40.6 67.6 26.3 48.1 36.7 57.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 43,113: 16,519 1,565 9,817 12,033 28,079 38,369 39,461: 4,743 3,651
Old : 42,747: 16,522 1,555 9,771 11,725 27,782 38,018 39,108: 4,729 3,639
Other: 366: 8 22 34 308 297 351 354: 15 12
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,277: 3,963 60 625 -616 3,749 3,972 4,434: 305 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 3.6 22.8 27.9 65.1 89.0 91.5: 11.0 8.5
Old : 100.0: 38.7 3.6 22.9 27.4 65.0 88.9 91.5: 11.1 8.5
Other: 100.0: 2.3 6.0 9.4 84.3 81.3 96.0 96.7: 4.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 77 44 33 23 27 118 93:
Old : 162: 78 45 33 22 26 117 92:
Other: 12: 2 4 4 5 2 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 39.3 27.8 53.6 12.5 34.9 21.5 46.4
Old : 16.6 39.0 27.5 53.4 12.1 34.6 21.1 46.2
Other: 81.4 90.9 93.9 96.7 73.9 76.8 76.2 76.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 152,872: 46,693 16,140 11,916 82,566 119,367 141,175 147,423: 11,697 5,449
Old : 125,578: 43,628 15,432 9,947 60,832 95,083 114,406 120,461: 11,172 5,117
Other: 27,294: 3,915 1,559 1,119 21,734 24,284 26,769 26,962: 525 332
: : :
: : Changes in Commitments from: January 16, 2007 :
: -1,700: -177 3,550 81 -216 -4,162 -312 -531: -1,388 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.6 7.8 54.0 78.1 92.3 96.4: 7.7 3.6
Old : 100.0: 34.7 12.3 7.9 48.4 75.7 91.1 95.9: 8.9 4.1
Other: 100.0: 14.3 5.7 4.1 79.6 89.0 98.1 98.8: 1.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 72 34 42 58 48 154 108:
Old : 182: 70 38 39 57 46 149 106:
Other: 47: 12 6 11 16 19 31 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 : 22.9 38.3 36.5 54.1 19.2 27.4 27.3 36.6
Old : 21.4 38.1 34.0 55.5 20.2 29.8 27.3 39.6
Other: 48.8 48.5 73.3 73.3 39.6 39.9 63.6 61.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 851,850: 99,411 84,259 177,747 497,924 507,812 775,082 769,818: 76,768 82,031
Old : 851,850: 99,411 84,259 177,747 497,924 507,812 775,082 769,818: 76,768 82,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 21,127: 5,163 3,040 944 17,031 16,742 23,137 20,725: -2,009 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.9 20.9 58.5 59.6 91.0 90.4: 9.0 9.6
Old : 100.0: 11.7 9.9 20.9 58.5 59.6 91.0 90.4: 9.0 9.6
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 : 229: 63 70 75 87 77 194 182:
Old : 229: 63 70 75 87 77 194 182:
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 : 24.3 27.2 35.0 37.9 13.2 11.8 19.8 17.5
Old : 24.3 27.2 35.0 37.9 13.2 11.8 19.8 17.5
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 23, 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 : 169,124: 30,238 17,276 48,105 76,934 95,880 155,277 161,261: 13,847 7,863
Old : 152,650: 29,040 17,601 43,573 66,658 84,157 139,271 145,332: 13,379 7,319
Other: 16,474: 2,750 1,226 2,981 10,276 11,722 16,006 15,929: 467 544
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,763: -5,614 24 -702 4,205 -2,293 -2,111 -2,971: -652 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.2 28.4 45.5 56.7 91.8 95.4: 8.2 4.6
Old : 100.0: 19.0 11.5 28.5 43.7 55.1 91.2 95.2: 8.8 4.8
Other: 100.0: 16.7 7.4 18.1 62.4 71.2 97.2 96.7: 2.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 162 88 139 111 107 349 281:
Old : 404: 172 87 138 110 105 348 278:
Other: 99: 21 22 33 26 48 68 85:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 26.9 29.9 37.1 13.8 14.7 19.2 21.8
Old : 19.6 23.9 30.2 34.9 15.3 19.5 21.5 27.1
Other: 56.6 54.5 71.3 66.2 41.3 36.3 48.7 41.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 22,346: 12,206 10,732 2,699 5,704 6,240 20,609 19,671: 1,737 2,675
Old : 22,346: 12,206 10,732 2,699 5,704 6,240 20,609 19,671: 1,737 2,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 826: 11 773 -30 952 130 934 873: -108 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 48.0 12.1 25.5 27.9 92.2 88.0: 7.8 12.0
Old : 100.0: 54.6 48.0 12.1 25.5 27.9 92.2 88.0: 7.8 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 : 69: 23 30 11 6 11 33 49:
Old : 69: 23 30 11 6 11 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 : 67.0 45.2 80.7 65.0 61.1 44.0 69.6 56.9
Old : 67.0 45.2 80.7 65.0 61.1 44.0 69.6 56.9
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 23, 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 : 35,078: 26,762 404 0 3,263 30,705 30,025 31,110: 5,052 3,968
Old : 35,078: 26,762 404 0 3,263 30,705 30,025 31,110: 5,052 3,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,149: 4,124 159 0 -175 2,043 3,949 2,203: -800 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 1.2 0.0 9.3 87.5 85.6 88.7: 14.4 11.3
Old : 100.0: 76.3 1.2 0.0 9.3 87.5 85.6 88.7: 14.4 11.3
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 : 24: 9 1 0 7 9 16 10:
Old : 24: 9 1 0 7 9 16 10:
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 : 69.4 68.2 76.8 86.6 69.4 67.4 76.8 85.8
Old : 69.4 68.2 76.8 86.6 69.4 67.4 76.8 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2007