COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 368,869: 67,378 13,397 116,754 157,320 228,558 341,452 358,709: 27,417 10,160
Old : 357,321: 65,018 13,937 114,185 152,081 219,561 331,284 347,683: 26,037 9,638
Other: 11,548: 3,524 625 1,404 5,239 8,997 10,168 11,026: 1,380 522
: : :
: : Changes in Commitments from: July 17, 2007 :
: -3,839: -3,511 576 1,263 -2,308 -4,465 -4,556 -2,625: 717 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.6 31.7 42.6 62.0 92.6 97.2: 7.4 2.8
Old : 100.0: 18.2 3.9 32.0 42.6 61.4 92.7 97.3: 7.3 2.7
Other: 100.0: 30.5 5.4 12.2 45.4 77.9 88.0 95.5: 12.0 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 149 60 96 71 70 266 189:
Old : 305: 148 62 95 71 69 265 188:
Other: 66: 20 14 19 15 22 47 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 : 18.0 34.8 29.8 47.1 14.5 24.8 20.9 33.0
Old : 17.9 35.9 29.7 47.8 14.6 25.8 21.1 33.7
Other: 39.0 56.1 54.8 73.3 38.4 56.1 50.9 68.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 49,575: 5,493 8,593 16,074 22,282 22,062 43,849 46,728: 5,726 2,847
Old : 37,009: 4,668 9,940 10,046 17,320 14,515 32,034 34,501: 4,975 2,508
Other: 12,566: 2,467 295 4,386 4,963 7,547 11,815 12,227: 750 338
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,137: 48 -6 1,978 469 1,688 2,496 3,660: 641 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.3 32.4 44.9 44.5 88.5 94.3: 11.5 5.7
Old : 100.0: 12.6 26.9 27.1 46.8 39.2 86.6 93.2: 13.4 6.8
Other: 100.0: 19.6 2.3 34.9 39.5 60.1 94.0 97.3: 6.0 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 47 48 34 32 19 102 80:
Old : 129: 44 50 32 32 18 98 78:
Other: 47: 21 11 20 13 6 43 28:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 43.0 38.5 55.6 17.0 29.2 25.8 34.3
Old : 21.9 41.1 34.8 53.5 18.0 33.8 28.3 40.4
Other: 45.9 70.8 63.9 83.6 27.7 43.7 34.4 44.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 182,664: 73,855 17,746 20,050 74,305 137,625 168,210 175,422: 14,454 7,242
Old : 90,430: 56,700 16,806 4,256 19,436 64,610 80,393 85,672: 10,038 4,759
Other: 92,233: 23,057 6,843 9,891 54,868 73,015 87,817 89,750: 4,416 2,484
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,213: -744 -190 1,990 230 266 1,476 2,066: -264 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 9.7 11.0 40.7 75.3 92.1 96.0: 7.9 4.0
Old : 100.0: 62.7 18.6 4.7 21.5 71.4 88.9 94.7: 11.1 5.3
Other: 100.0: 25.0 7.4 10.7 59.5 79.2 95.2 97.3: 4.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 88 31 48 48 48 164 113:
Old : 180: 81 37 23 35 40 124 92:
Other: 111: 34 25 27 37 38 88 75:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 41.4 38.9 52.5 16.2 21.7 23.5 31.7
Old : 22.0 50.3 31.9 59.2 22.0 47.5 31.8 56.2
Other: 49.8 39.1 62.7 55.1 37.6 32.4 47.5 42.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 914,225: 172,643 105,894 155,361 486,221 593,492 814,225 854,747: 99,999 59,477
Old : 914,225: 172,643 105,894 155,361 486,221 593,492 814,225 854,747: 99,999 59,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 64,745: 1,922 -11,845 11,881 47,596 68,358 61,399 68,394: 3,346 -3,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 11.6 17.0 53.2 64.9 89.1 93.5: 10.9 6.5
Old : 100.0: 18.9 11.6 17.0 53.2 64.9 89.1 93.5: 10.9 6.5
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 : 255: 101 50 67 84 84 213 175:
Old : 255: 101 50 67 84 84 213 175:
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 : 22.4 26.3 32.6 37.4 13.0 16.3 20.1 24.3
Old : 22.4 26.3 32.6 37.4 13.0 16.3 20.1 24.3
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, July 24, 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 : 214,522: 47,615 41,358 62,862 91,910 103,371 202,387 207,591: 12,135 6,932
Old : 108,233: 35,140 45,532 13,967 50,130 44,107 99,237 103,605: 8,996 4,628
Other: 106,289: 22,973 6,325 38,397 41,780 59,264 103,150 103,985: 3,139 2,304
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,889: 1,150 -4,944 6,561 -3,516 3,230 4,195 4,848: -307 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 19.3 29.3 42.8 48.2 94.3 96.8: 5.7 3.2
Old : 100.0: 32.5 42.1 12.9 46.3 40.8 91.7 95.7: 8.3 4.3
Other: 100.0: 21.6 6.0 36.1 39.3 55.8 97.0 97.8: 3.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 161 119 129 120 120 334 325:
Old : 406: 141 121 89 102 93 283 263:
Other: 274: 76 65 77 87 105 202 216:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 25.2 32.2 35.7 16.6 16.1 23.1 22.9
Old : 20.3 31.0 31.8 43.6 20.3 30.0 31.6 41.6
Other: 32.6 29.8 46.9 41.4 15.3 6.9 20.3 11.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 49,650: 11,039 38,991 3,315 33,746 3,200 48,100 45,506: 1,549 4,144
Old : 49,650: 11,039 38,991 3,315 33,746 3,200 48,100 45,506: 1,549 4,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,055: -63 2,870 -37 2,985 130 2,885 2,963: 170 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 78.5 6.7 68.0 6.4 96.9 91.7: 3.1 8.3
Old : 100.0: 22.2 78.5 6.7 68.0 6.4 96.9 91.7: 3.1 8.3
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 : 90: 27 49 11 6 10 39 65:
Old : 90: 27 49 11 6 10 39 65:
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 : 80.3 42.6 91.6 60.0 77.2 42.6 84.6 58.4
Old : 80.3 42.6 91.6 60.0 77.2 42.6 84.6 58.4
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 24, 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 : 26,982: 18,137 0 0 2,442 23,927 20,579 23,927: 6,402 3,055
Old : 26,982: 18,137 0 0 2,442 23,927 20,579 23,927: 6,402 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -472: -1,766 0 0 815 -232 -951 -232: 479 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 0.0 0.0 9.1 88.7 76.3 88.7: 23.7 11.3
Old : 100.0: 67.2 0.0 0.0 9.1 88.7 76.3 88.7: 23.7 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 : 22: 9 0 0 4 10 13 10:
Old : 22: 9 0 0 4 10 13 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 : 55.8 68.0 67.8 85.0 55.8 67.5 67.8 84.5
Old : 55.8 68.0 67.8 85.0 55.8 67.5 67.8 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2007