COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 264,930: 42,881 62,326 59,371 136,657 129,675 238,909 251,372: 26,021 13,558
Old : 192,314: 31,245 62,702 32,789 109,736 85,076 173,770 180,566: 18,544 11,748
Other: 72,616: 18,795 6,784 19,423 26,921 44,599 65,139 70,806: 7,477 1,811
: : :
: : Changes in Commitments from: February 13, 2007 :
: -7,797: 666 4,448 1,402 -8,143 -10,499 -6,074 -4,649: -1,723 -3,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 23.5 22.4 51.6 48.9 90.2 94.9: 9.8 5.1
Old : 100.0: 16.2 32.6 17.0 57.1 44.2 90.4 93.9: 9.6 6.1
Other: 100.0: 25.9 9.3 26.7 37.1 61.4 89.7 97.5: 10.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 115 102 78 83 69 234 216:
Old : 304: 110 98 64 72 66 207 204:
Other: 156: 47 40 43 47 49 124 102:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 28.0 33.9 36.5 21.2 20.4 29.8 27.0
Old : 26.5 23.2 37.9 31.6 25.7 15.7 34.6 23.4
Other: 23.2 42.4 35.3 57.5 21.4 35.4 29.0 43.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 35,056: 10,123 1,990 6,507 13,491 22,636 30,121 31,133: 4,935 3,923
Old : 34,453: 10,232 1,990 6,341 12,968 22,236 29,541 30,567: 4,913 3,886
Other: 603: 9 118 49 523 400 581 566: 22 37
: : :
: : Changes in Commitments from: February 13, 2007 :
: -4,577: 631 -114 -3,394 -1,268 -685 -4,031 -4,192: -546 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 5.7 18.6 38.5 64.6 85.9 88.8: 14.1 11.2
Old : 100.0: 29.7 5.8 18.4 37.6 64.5 85.7 88.7: 14.3 11.3
Other: 100.0: 1.5 19.5 8.1 86.7 66.3 96.3 93.9: 3.7 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 47 43 34 23 26 94 82:
Old : 128: 48 43 34 22 25 93 81:
Other: 13: 3 3 5 6 2 12 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 : 21.1 43.6 31.3 57.1 20.1 40.9 30.0 51.4
Old : 20.3 43.3 30.7 57.0 19.3 40.5 29.4 51.2
Other: 79.9 90.7 93.4 93.9 79.9 80.2 82.6 80.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 170,394: 65,116 17,446 17,732 73,751 127,131 156,599 162,308: 13,795 8,085
Old : 129,146: 61,096 15,944 8,886 46,512 96,934 116,495 121,765: 12,650 7,380
Other: 41,248: 4,696 2,178 8,169 27,238 30,196 40,103 40,543: 1,145 705
: : :
: : Changes in Commitments from: February 13, 2007 :
: 19,570: 5,848 3,332 8,635 3,458 5,716 17,940 17,683: 1,630 1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 10.2 10.4 43.3 74.6 91.9 95.3: 8.1 4.7
Old : 100.0: 47.3 12.3 6.9 36.0 75.1 90.2 94.3: 9.8 5.7
Other: 100.0: 11.4 5.3 19.8 66.0 73.2 97.2 98.3: 2.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 83 40 43 53 47 162 112:
Old : 192: 82 43 40 51 43 156 106:
Other: 62: 19 10 17 20 23 45 45:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 35.3 32.5 49.7 17.8 27.3 27.8 35.7
Old : 20.6 37.9 33.3 51.9 20.6 33.3 32.1 44.6
Other: 43.6 46.6 65.9 66.8 34.3 28.1 48.3 44.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 823,882: 99,778 83,762 139,175 497,155 512,984 736,108 735,922: 87,774 87,961
Old : 823,882: 99,778 83,762 139,175 497,155 512,984 736,108 735,922: 87,774 87,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -303: 3,252 -20,745 660 -10,081 10,491 -6,170 -9,594: 5,866 9,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.2 16.9 60.3 62.3 89.3 89.3: 10.7 10.7
Old : 100.0: 12.1 10.2 16.9 60.3 62.3 89.3 89.3: 10.7 10.7
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 : 214: 63 55 62 84 76 179 167:
Old : 214: 63 55 62 84 76 179 167:
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 : 21.6 26.9 34.8 38.0 14.3 12.9 22.8 19.5
Old : 21.6 26.9 34.8 38.0 14.3 12.9 22.8 19.5
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, February 20, 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 : 163,978: 31,056 23,271 33,578 84,574 97,055 149,208 153,904: 14,770 10,074
Old : 143,519: 30,294 23,422 26,755 72,331 84,255 129,379 134,431: 14,139 9,087
Other: 20,459: 3,141 2,228 4,445 12,243 12,800 19,829 19,473: 631 987
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,555: 1,191 3,221 -1,411 -5,051 -6,608 -5,271 -4,799: 3,716 3,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.2 20.5 51.6 59.2 91.0 93.9: 9.0 6.1
Old : 100.0: 21.1 16.3 18.6 50.4 58.7 90.1 93.7: 9.9 6.3
Other: 100.0: 15.4 10.9 21.7 59.8 62.6 96.9 95.2: 3.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 149 94 101 114 103 304 264:
Old : 379: 156 90 98 112 100 302 257:
Other: 104: 21 23 30 34 47 73 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 : 23.2 30.4 33.5 39.9 14.5 15.6 19.8 22.3
Old : 21.6 29.0 32.5 38.8 16.5 22.1 23.8 29.7
Other: 49.7 48.1 65.5 57.7 38.9 34.5 47.1 39.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 30,436: 14,801 17,544 3,234 10,955 6,240 28,990 27,018: 1,446 3,418
Old : 30,436: 14,801 17,544 3,234 10,955 6,240 28,990 27,018: 1,446 3,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 4,886: 407 7,281 470 4,628 -3,509 5,505 4,242: -619 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 57.6 10.6 36.0 20.5 95.2 88.8: 4.8 11.2
Old : 100.0: 48.6 57.6 10.6 36.0 20.5 95.2 88.8: 4.8 11.2
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 : 76: 22 40 13 4 11 31 60:
Old : 76: 22 40 13 4 11 31 60:
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 : 66.3 40.2 85.9 59.4 63.6 40.2 76.4 55.0
Old : 66.3 40.2 85.9 59.4 63.6 40.2 76.4 55.0
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 20, 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 : 38,262: 24,255 1,079 0 7,732 32,886 31,987 33,965: 6,275 4,298
Old : 38,262: 24,255 1,079 0 7,732 32,886 31,987 33,965: 6,275 4,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -387: -2,057 -1 0 1,058 -1,574 -999 -1,574: 612 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 2.8 0.0 20.2 85.9 83.6 88.8: 16.4 11.2
Old : 100.0: 63.4 2.8 0.0 20.2 85.9 83.6 88.8: 16.4 11.2
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 : 24: 7 2 0 6 11 13 13:
Old : 24: 7 2 0 6 11 13 13:
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 63.7 79.0 82.5 69.4 62.9 79.0 81.7
Old : 69.4 63.7 79.0 82.5 69.4 62.9 79.0 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2007