COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 372,707: 70,889 12,821 115,490 159,628 233,023 346,008 361,334: 26,700 11,373
Old : 362,444: 68,917 13,316 113,192 154,559 224,922 336,668 351,430: 25,776 11,014
Other: 10,263: 3,058 591 1,212 5,070 8,101 9,340 9,904: 924 359
: : :
: : Changes in Commitments from: July 10, 2007 :
: 24,085: -903 -4,631 17,090 9,046 11,095 25,233 23,554: -1,147 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.4 31.0 42.8 62.5 92.8 96.9: 7.2 3.1
Old : 100.0: 19.0 3.7 31.2 42.6 62.1 92.9 97.0: 7.1 3.0
Other: 100.0: 29.8 5.8 11.8 49.4 78.9 91.0 96.5: 9.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 146 65 102 72 72 272 196:
Old : 312: 143 69 101 72 71 271 195:
Other: 65: 18 14 20 15 22 46 46:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 34.7 28.8 46.5 14.1 25.6 20.7 33.3
Old : 18.0 35.5 28.7 47.2 14.3 26.1 20.9 33.7
Other: 47.4 52.0 62.4 72.8 46.8 52.0 57.7 69.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 46,438: 5,444 8,599 14,096 21,813 20,374 41,353 43,068: 5,085 3,370
Old : 37,284: 4,577 9,901 10,185 18,031 14,157 32,793 34,243: 4,490 3,041
Other: 9,155: 2,396 227 2,382 3,782 6,216 8,560 8,825: 594 329
: : :
: : Changes in Commitments from: July 10, 2007 :
: 47: 86 -162 3 -428 102 -339 -57: 386 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.5 30.4 47.0 43.9 89.1 92.7: 10.9 7.3
Old : 100.0: 12.3 26.6 27.3 48.4 38.0 88.0 91.8: 12.0 8.2
Other: 100.0: 26.2 2.5 26.0 41.3 67.9 93.5 96.4: 6.5 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 45 49 35 32 18 100 81:
Old : 129: 45 49 34 32 17 98 79:
Other: 46: 22 9 19 12 6 41 27:
:----------------------------------------------------------------------------------------------------
: 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 38.5 35.8 51.1 19.4 30.2 28.9 35.6
Old : 21.8 38.5 34.7 50.5 18.9 31.8 30.1 38.6
Other: 43.3 72.3 60.5 82.6 37.9 58.1 47.1 59.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 181,451: 74,599 17,936 18,060 74,075 137,359 166,733 173,355: 14,718 8,096
Old : 93,943: 60,452 16,167 4,318 19,179 68,337 83,949 88,822: 9,994 5,121
Other: 87,509: 18,557 6,178 9,333 54,895 69,022 82,785 84,533: 4,724 2,975
: : :
: : Changes in Commitments from: July 10, 2007 :
: -1,622: -701 525 -602 -1,207 -3,051 -2,510 -3,128: 888 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.9 10.0 40.8 75.7 91.9 95.5: 8.1 4.5
Old : 100.0: 64.3 17.2 4.6 20.4 72.7 89.4 94.5: 10.6 5.5
Other: 100.0: 21.2 7.1 10.7 62.7 78.9 94.6 96.6: 5.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 86 30 38 50 46 160 100:
Old : 177: 80 34 20 36 40 127 83:
Other: 101: 29 22 24 39 35 81 69:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 41.0 38.2 52.6 16.4 22.0 24.2 32.3
Old : 21.1 49.6 32.1 59.0 21.1 47.0 32.1 56.1
Other: 49.2 39.7 63.3 54.2 37.6 32.0 47.6 43.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 849,479: 170,721 117,739 143,480 438,625 525,134 752,826 786,354: 96,653 63,126
Old : 849,479: 170,721 117,739 143,480 438,625 525,134 752,826 786,354: 96,653 63,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 7,866: 6,248 241 -7,656 -646 15,822 -2,054 8,407: 9,920 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 13.9 16.9 51.6 61.8 88.6 92.6: 11.4 7.4
Old : 100.0: 20.1 13.9 16.9 51.6 61.8 88.6 92.6: 11.4 7.4
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 : 251: 93 53 65 86 84 207 177:
Old : 251: 93 53 65 86 84 207 177:
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 : 19.9 22.8 30.4 34.2 13.3 13.5 20.4 21.6
Old : 19.9 22.8 30.4 34.2 13.3 13.5 20.4 21.6
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, July 17, 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 : 210,634: 46,465 46,301 56,301 95,426 100,140 198,192 202,742: 12,442 7,891
Old : 112,965: 35,471 49,722 13,234 55,479 44,336 104,184 107,292: 8,781 5,673
Other: 97,669: 20,678 6,264 33,382 39,947 55,804 94,008 95,451: 3,661 2,218
: : :
: : Changes in Commitments from: July 10, 2007 :
: 3,108: 566 2,550 238 407 -490 1,211 2,299: 1,897 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.0 26.7 45.3 47.5 94.1 96.3: 5.9 3.7
Old : 100.0: 31.4 44.0 11.7 49.1 39.2 92.2 95.0: 7.8 5.0
Other: 100.0: 21.2 6.4 34.2 40.9 57.1 96.3 97.7: 3.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 151 128 123 112 112 310 325:
Old : 407: 135 133 84 98 88 270 268:
Other: 262: 75 64 74 80 99 189 208:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 26.2 33.1 36.5 17.1 16.3 24.2 23.2
Old : 19.9 29.7 31.9 41.9 19.9 28.7 31.5 40.2
Other: 34.7 32.7 49.7 44.7 15.4 8.0 19.2 12.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 46,595: 11,102 36,121 3,352 30,761 3,070 45,215 42,543: 1,379 4,052
Old : 46,595: 11,102 36,121 3,352 30,761 3,070 45,215 42,543: 1,379 4,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 6,779: 890 6,206 -96 6,071 663 6,866 6,773: -88 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 77.5 7.2 66.0 6.6 97.0 91.3: 3.0 8.7
Old : 100.0: 23.8 77.5 7.2 66.0 6.6 97.0 91.3: 3.0 8.7
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 : 83: 20 48 11 7 10 35 62:
Old : 83: 20 48 11 7 10 35 62:
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 : 77.9 40.8 91.8 59.3 75.1 40.8 85.3 57.6
Old : 77.9 40.8 91.8 59.3 75.1 40.8 85.3 57.6
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, July 17, 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 : 27,454: 19,903 0 0 1,627 24,159 21,530 24,159: 5,924 3,295
Old : 27,454: 19,903 0 0 1,627 24,159 21,530 24,159: 5,924 3,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -326: -1,437 0 0 203 -1,109 -1,234 -1,109: 907 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 0.0 0.0 5.9 88.0 78.4 88.0: 21.6 12.0
Old : 100.0: 72.5 0.0 0.0 5.9 88.0 78.4 88.0: 21.6 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 : 21: 10 0 0 3 9 13 9:
Old : 21: 10 0 0 3 9 13 9:
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 : 57.5 69.6 70.2 86.2 57.5 69.0 70.2 85.7
Old : 57.5 69.6 70.2 86.2 57.5 69.0 70.2 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2007