COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 267,724: 43,019 41,663 70,922 128,153 140,588 242,093 253,174: 25,630 14,550
Old : 207,358: 29,405 45,021 50,874 106,265 98,053 186,544 193,948: 20,814 13,410
Other: 60,365: 18,875 1,904 14,786 21,888 42,535 55,550 59,226: 4,816 1,140
: : :
: : Changes in Commitments from: January 23, 2007 :
: 629: -4,105 6,071 894 6,175 -5,488 2,964 1,476: -2,335 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.6 26.5 47.9 52.5 90.4 94.6: 9.6 5.4
Old : 100.0: 14.2 21.7 24.5 51.2 47.3 90.0 93.5: 10.0 6.5
Other: 100.0: 31.3 3.2 24.5 36.3 70.5 92.0 98.1: 8.0 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 116 77 87 76 67 234 202:
Old : 287: 109 79 83 73 65 221 198:
Other: 131: 56 20 40 39 40 112 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 : 20.3 30.7 32.9 39.6 19.9 22.9 28.4 29.1
Old : 23.4 24.6 35.6 33.2 23.0 17.1 31.2 24.1
Other: 25.8 53.9 38.3 67.0 25.5 47.7 34.7 56.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 42,538: 12,833 2,931 9,397 15,004 25,428 37,235 37,757: 5,303 4,781
Old : 42,101: 12,882 2,922 9,302 14,630 25,129 36,814 37,352: 5,287 4,749
Other: 437: 10 69 37 374 299 421 405: 15 32
: : :
: : Changes in Commitments from: January 23, 2007 :
: -575: -3,686 1,366 -419 2,971 -2,651 -1,134 -1,704: 559 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 6.9 22.1 35.3 59.8 87.5 88.8: 12.5 11.2
Old : 100.0: 30.6 6.9 22.1 34.7 59.7 87.4 88.7: 12.6 11.3
Other: 100.0: 2.4 15.8 8.4 85.7 68.5 96.5 92.7: 3.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 58 61 35 26 27 112 99:
Old : 159: 59 61 35 25 26 111 98:
Other: 11: 2 3 4 5 2 10 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 : 18.9 36.6 29.5 50.4 17.4 33.6 26.5 43.4
Old : 18.4 36.3 29.1 50.3 16.9 33.3 26.1 43.2
Other: 83.3 88.7 94.8 92.7 80.3 78.4 82.1 78.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 149,852: 46,858 16,338 12,047 80,182 115,868 139,087 144,254: 10,765 5,599
Old : 122,581: 43,857 15,289 10,474 58,078 91,638 112,409 117,401: 10,172 5,180
Other: 27,271: 3,566 1,615 1,008 22,104 24,230 26,678 26,852: 593 419
: : :
: : Changes in Commitments from: January 23, 2007 :
: -3,020: 165 198 131 -2,384 -3,499 -2,088 -3,170: -932 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.9 8.0 53.5 77.3 92.8 96.3: 7.2 3.7
Old : 100.0: 35.8 12.5 8.5 47.4 74.8 91.7 95.8: 8.3 4.2
Other: 100.0: 13.1 5.9 3.7 81.1 88.8 97.8 98.5: 2.2 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 74 34 44 59 46 156 108:
Old : 182: 74 35 43 58 43 153 105:
Other: 48: 12 7 10 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 : 23.0 37.0 36.9 52.8 19.4 27.3 27.5 36.3
Old : 21.5 38.0 33.8 54.0 20.5 30.2 27.9 40.8
Other: 49.7 48.5 74.5 73.2 40.7 39.7 64.8 61.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 877,415: 100,081 95,236 183,155 509,363 510,960 792,600 789,352: 84,816 88,064
Old : 877,415: 100,081 95,236 183,155 509,363 510,960 792,600 789,352: 84,816 88,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 25,566: 671 10,977 5,408 11,440 3,149 17,518 19,533: 8,048 6,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.9 20.9 58.1 58.2 90.3 90.0: 9.7 10.0
Old : 100.0: 11.4 10.9 20.9 58.1 58.2 90.3 90.0: 9.7 10.0
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 : 238: 74 67 82 87 79 200 193:
Old : 238: 74 67 82 87 79 200 193:
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 : 24.2 26.0 34.8 36.3 12.9 11.0 20.0 16.3
Old : 24.2 26.0 34.8 36.3 12.9 11.0 20.0 16.3
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 30, 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 : 175,153: 30,789 18,193 50,814 79,739 98,287 161,342 167,294: 13,811 7,859
Old : 157,274: 30,101 18,836 44,602 69,153 86,666 143,855 150,104: 13,419 7,170
Other: 17,879: 3,140 1,809 3,760 10,586 11,621 17,487 17,190: 392 689
: : :
: : Changes in Commitments from: January 23, 2007 :
: 6,029: 551 917 2,709 2,805 2,407 6,065 6,033: -36 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.4 29.0 45.5 56.1 92.1 95.5: 7.9 4.5
Old : 100.0: 19.1 12.0 28.4 44.0 55.1 91.5 95.4: 8.5 4.6
Other: 100.0: 17.6 10.1 21.0 59.2 65.0 97.8 96.1: 2.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 160 88 138 104 102 337 281:
Old : 396: 164 93 135 102 101 334 276:
Other: 102: 26 22 31 27 43 70 83:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 26.6 30.4 36.5 13.6 14.3 18.8 21.0
Old : 19.3 24.0 30.2 34.7 15.1 19.4 21.8 26.8
Other: 55.2 52.2 71.2 62.0 41.9 37.0 50.0 42.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 22,599: 14,135 9,024 2,508 4,002 8,315 20,645 19,847: 1,955 2,752
Old : 22,599: 14,135 9,024 2,508 4,002 8,315 20,645 19,847: 1,955 2,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 253: 1,929 -1,708 -190 -1,703 2,074 36 176: 217 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 39.9 11.1 17.7 36.8 91.4 87.8: 8.6 12.2
Old : 100.0: 62.5 39.9 11.1 17.7 36.8 91.4 87.8: 8.6 12.2
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 : 67: 21 31 10 5 11 34 45:
Old : 67: 21 31 10 5 11 34 45:
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 : 68.0 50.4 81.4 66.7 61.3 47.5 71.0 58.9
Old : 68.0 50.4 81.4 66.7 61.3 47.5 71.0 58.9
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 30, 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 : 34,992: 24,184 360 0 5,142 30,460 29,326 30,820: 5,665 4,172
Old : 34,992: 24,184 360 0 5,142 30,460 29,326 30,820: 5,665 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -86: -2,578 -45 0 1,879 -245 -699 -290: 613 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 1.0 0.0 14.7 87.0 83.8 88.1: 16.2 11.9
Old : 100.0: 69.1 1.0 0.0 14.7 87.0 83.8 88.1: 16.2 11.9
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 : 23: 8 1 0 6 10 14 11:
Old : 23: 8 1 0 6 10 14 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 : 67.6 68.6 77.8 84.9 67.6 67.9 77.8 84.2
Old : 67.6 68.6 77.8 84.9 67.6 67.9 77.8 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007