COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 272,727: 42,215 57,878 57,969 144,800 140,174 244,983 256,021: 27,744 16,706
Old : 204,612: 29,783 58,990 33,964 119,582 96,554 183,329 189,509: 21,283 15,103
Other: 68,116: 17,848 4,305 18,588 25,218 43,620 61,654 66,513: 6,462 1,603
: : :
: : Changes in Commitments from: February 6, 2007 :
: -8,844: -4,488 13,377 -15,469 10,490 -9,487 -9,468 -11,579: 623 2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 21.2 21.3 53.1 51.4 89.8 93.9: 10.2 6.1
Old : 100.0: 14.6 28.8 16.6 58.4 47.2 89.6 92.6: 10.4 7.4
Other: 100.0: 26.2 6.3 27.3 37.0 64.0 90.5 97.6: 9.5 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 112 99 79 76 67 228 212:
Old : 297: 100 102 70 69 65 207 204:
Other: 149: 53 32 42 44 46 122 95:
:----------------------------------------------------------------------------------------------------
: 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 31.0 37.6 38.9 20.1 19.1 28.6 24.8
Old : 29.1 26.6 42.4 34.7 24.1 14.5 32.3 21.2
Other: 23.3 46.2 35.9 59.5 22.1 38.5 30.1 46.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 39,633: 9,492 2,104 9,901 14,759 23,321 34,152 35,326: 5,481 4,308
Old : 39,064: 9,612 2,097 9,735 14,253 22,974 33,600 34,807: 5,464 4,257
Other: 569: 7 133 39 506 347 552 519: 18 51
: : :
: : Changes in Commitments from: February 6, 2007 :
: -1,775: -620 -506 -854 -412 -260 -1,886 -1,620: 111 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 5.3 25.0 37.2 58.8 86.2 89.1: 13.8 10.9
Old : 100.0: 24.6 5.4 24.9 36.5 58.8 86.0 89.1: 14.0 10.9
Other: 100.0: 1.2 23.4 6.8 88.9 60.9 96.9 91.1: 3.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 56 55 39 27 27 109 98:
Old : 150: 58 54 39 26 26 108 97:
Other: 13: 2 4 4 6 2 12 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 37.8 30.1 51.0 17.4 34.6 26.1 43.8
Old : 18.8 37.6 29.5 50.9 16.6 34.3 25.5 43.6
Other: 83.7 87.6 94.2 91.1 81.1 77.9 83.7 77.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 150,823: 59,268 14,114 9,097 70,293 121,415 138,658 144,626: 12,165 6,198
Old : 121,365: 55,484 12,677 7,395 47,264 95,783 110,143 115,855: 11,222 5,510
Other: 29,458: 4,239 1,891 1,247 23,029 25,632 28,515 28,771: 943 688
: : :
: : Changes in Commitments from: February 6, 2007 :
: -147: 8,393 -241 -1,422 -3,440 5,204 3,531 3,541: -3,679 -3,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 9.4 6.0 46.6 80.5 91.9 95.9: 8.1 4.1
Old : 100.0: 45.7 10.4 6.1 38.9 78.9 90.8 95.5: 9.2 4.5
Other: 100.0: 14.4 6.4 4.2 78.2 87.0 96.8 97.7: 3.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 76 38 36 55 47 154 104:
Old : 184: 77 38 35 53 45 150 102:
Other: 52: 12 10 11 17 19 33 36:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 38.3 37.0 52.8 20.6 30.7 30.5 39.9
Old : 22.7 40.1 34.4 54.5 22.7 35.1 32.7 46.4
Other: 48.5 44.8 73.7 69.6 46.0 38.2 65.5 60.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 824,186: 96,527 104,507 138,515 507,236 502,493 742,278 745,515: 81,908 78,670
Old : 824,186: 96,527 104,507 138,515 507,236 502,493 742,278 745,515: 81,908 78,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -84,182: -1,564 -3,079 -51,158 -23,207 -18,676 -75,929 -72,913: -8,254 -11,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.7 16.8 61.5 61.0 90.1 90.5: 9.9 9.5
Old : 100.0: 11.7 12.7 16.8 61.5 61.0 90.1 90.5: 9.9 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 : 221: 58 67 64 84 75 182 171:
Old : 221: 58 67 64 84 75 182 171:
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 : 22.5 26.4 35.4 36.7 15.3 12.8 23.8 19.2
Old : 22.5 26.4 35.4 36.7 15.3 12.8 23.8 19.2
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, February 13, 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 : 165,533: 29,866 20,050 34,989 89,625 103,663 154,480 158,703: 11,054 6,831
Old : 145,827: 29,500 20,477 27,911 77,862 91,455 135,272 139,843: 10,555 5,985
Other: 19,706: 3,151 2,358 4,294 11,762 12,208 19,207 18,860: 499 846
: : :
: : Changes in Commitments from: February 6, 2007 :
: -16,604: -1,521 2,301 -16,717 2,535 -2,751 -15,704 -17,167: -901 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 12.1 21.1 54.1 62.6 93.3 95.9: 6.7 4.1
Old : 100.0: 20.2 14.0 19.1 53.4 62.7 92.8 95.9: 7.2 4.1
Other: 100.0: 16.0 12.0 21.8 59.7 62.0 97.5 95.7: 2.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 140 92 107 110 103 303 263:
Old : 373: 147 89 103 109 101 301 257:
Other: 102: 20 26 34 31 45 72 86:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 32.5 35.9 41.9 14.2 14.5 19.5 20.7
Old : 24.0 31.1 34.5 40.3 16.2 20.6 23.5 27.6
Other: 51.7 50.3 67.9 61.0 40.0 36.1 48.6 41.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 25,549: 14,394 10,263 2,763 6,327 9,749 23,484 22,776: 2,065 2,774
Old : 25,549: 14,394 10,263 2,763 6,327 9,749 23,484 22,776: 2,065 2,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 502: -551 -840 -12 524 1,296 -39 444: 541 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 40.2 10.8 24.8 38.2 91.9 89.1: 8.1 10.9
Old : 100.0: 56.3 40.2 10.8 24.8 38.2 91.9 89.1: 8.1 10.9
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 : 61: 20 26 11 5 11 28 46:
Old : 61: 20 26 11 5 11 28 46:
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 : 63.5 49.6 82.0 66.6 60.9 46.7 72.8 61.0
Old : 63.5 49.6 82.0 66.6 60.9 46.7 72.8 61.0
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, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 100,000) :
: : :
All : 38,649: 26,312 1,080 0 6,674 34,459 32,986 35,539: 5,663 3,110
Old : 38,649: 26,312 1,080 0 6,674 34,459 32,986 35,539: 5,663 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,347: 521 824 0 1,351 2,245 1,872 3,068: 475 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 2.8 0.0 17.3 89.2 85.3 92.0: 14.7 8.0
Old : 100.0: 68.1 2.8 0.0 17.3 89.2 85.3 92.0: 14.7 8.0
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 : 26: 8 2 0 6 12 14 14:
Old : 26: 8 2 0 6 12 14 14:
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 : 68.4 63.8 79.6 83.7 68.4 63.0 79.6 82.9
Old : 68.4 63.8 79.6 83.7 68.4 63.0 79.6 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2007