COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 365,791: 59,520 10,233 120,254 161,236 222,433 341,010 352,920: 24,781 12,871
Old : 349,122: 56,104 11,248 116,155 153,492 209,567 325,751 336,970: 23,371 12,151
Other: 16,669: 5,019 587 2,496 7,744 12,866 15,259 15,950: 1,410 719
: : :
: : Changes in Commitments from: August 7, 2007 :
: -3,778: -7,886 -529 3,132 449 -9,365 -4,306 -6,763: 528 2,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.8 32.9 44.1 60.8 93.2 96.5: 6.8 3.5
Old : 100.0: 16.1 3.2 33.3 44.0 60.0 93.3 96.5: 6.7 3.5
Other: 100.0: 30.1 3.5 15.0 46.5 77.2 91.5 95.7: 8.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 124 68 101 72 67 252 193:
Old : 291: 123 71 98 72 67 249 193:
Other: 75: 23 16 21 17 25 54 50:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 32.7 30.9 44.9 13.6 21.0 19.5 29.4
Old : 19.0 33.5 30.6 45.3 14.1 21.3 20.3 29.3
Other: 45.2 51.3 56.7 70.2 44.3 51.3 55.6 66.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 54,589: 5,245 7,664 20,412 22,572 23,224 48,229 51,300: 6,360 3,289
Old : 36,276: 4,575 9,334 11,238 15,834 12,773 31,647 33,346: 4,629 2,930
Other: 18,314: 2,930 589 6,914 6,738 10,451 16,582 17,954: 1,732 359
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,779: 72 508 997 97 -296 1,166 1,209: 612 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.0 37.4 41.3 42.5 88.3 94.0: 11.7 6.0
Old : 100.0: 12.6 25.7 31.0 43.6 35.2 87.2 91.9: 12.8 8.1
Other: 100.0: 16.0 3.2 37.8 36.8 57.1 90.5 98.0: 9.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 45 41 35 32 22 97 81:
Old : 119: 40 44 28 31 20 88 75:
Other: 61: 30 14 22 16 6 55 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 : 26.3 46.2 39.4 58.6 14.2 29.0 22.6 33.7
Old : 23.1 40.8 36.5 52.4 16.3 30.1 25.6 37.2
Other: 38.9 70.8 56.3 83.6 19.1 39.4 25.9 40.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 145,705: 51,788 17,120 13,080 69,068 109,852 133,935 140,051: 11,770 5,654
Old : 8,442: 2,792 2,074 46 2,865 4,262 5,703 6,382: 2,739 2,060
Other: 137,263: 49,531 15,581 12,499 66,203 105,590 128,232 133,669: 9,031 3,594
: : :
: : Changes in Commitments from: August 7, 2007 :
: -8,193: -1,061 3,225 -3,947 -2,380 -6,227 -7,387 -6,949: -806 -1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.7 9.0 47.4 75.4 91.9 96.1: 8.1 3.9
Old : 100.0: 33.1 24.6 0.5 33.9 50.5 67.6 75.6: 32.4 24.4
Other: 100.0: 36.1 11.4 9.1 48.2 76.9 93.4 97.4: 6.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 60 37 40 46 42 128 103:
Old : 66: 17 8 1 23 19 41 28:
Other: 154: 55 40 34 44 39 116 98:
:----------------------------------------------------------------------------------------------------
: 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 : 32.5 41.0 43.8 52.3 21.1 23.7 29.3 32.3
Old : 25.1 44.4 38.8 63.1 23.9 44.4 37.6 63.1
Other: 34.5 42.1 46.3 53.9 22.2 24.3 30.9 33.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 866,006: 133,084 130,491 154,211 504,448 525,223 791,743 809,924: 74,264 56,082
Old : 866,006: 133,084 130,491 154,211 504,448 525,223 791,743 809,924: 74,264 56,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -15,912: -16,853 23,325 -8,044 5,185 -43,967 -19,712 -28,686: 3,800 12,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.1 17.8 58.2 60.6 91.4 93.5: 8.6 6.5
Old : 100.0: 15.4 15.1 17.8 58.2 60.6 91.4 93.5: 8.6 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 : 240: 75 62 73 82 82 197 182:
Old : 240: 75 62 73 82 82 197 182:
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 : 26.5 23.9 36.3 35.3 12.1 11.1 18.9 18.8
Old : 26.5 23.9 36.3 35.3 12.1 11.1 18.9 18.8
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, August 14, 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 : 203,881: 54,237 27,826 57,725 80,721 112,182 192,682 197,733: 11,198 6,148
Old : 35,209: 16,953 8,838 291 14,181 25,224 31,425 34,353: 3,784 856
Other: 168,672: 42,674 24,379 52,043 66,540 86,958 161,257 163,380: 7,414 5,292
: : :
: : Changes in Commitments from: August 7, 2007 :
: -10,759: 4,342 -5,051 -6,255 -4,593 4,017 -6,506 -7,289: -4,253 -3,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.6 28.3 39.6 55.0 94.5 97.0: 5.5 3.0
Old : 100.0: 48.1 25.1 0.8 40.3 71.6 89.3 97.6: 10.7 2.4
Other: 100.0: 25.3 14.5 30.9 39.4 51.6 95.6 96.9: 4.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 147 104 119 104 117 311 294:
Old : 236: 77 45 5 59 68 138 116:
Other: 351: 113 97 107 94 110 262 267:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 27.3 32.7 36.2 17.2 15.6 23.3 22.0
Old : 23.4 55.8 37.0 65.4 19.1 44.5 30.4 54.1
Other: 23.9 24.6 35.7 35.3 19.3 12.7 25.0 19.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 35,862: 5,642 22,349 3,485 24,228 6,888 33,355 32,722: 2,507 3,140
Old : 35,862: 5,642 22,349 3,485 24,228 6,888 33,355 32,722: 2,507 3,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -8,629: -3,706 -12,171 71 -5,814 3,921 -9,449 -8,179: 821 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 62.3 9.7 67.6 19.2 93.0 91.2: 7.0 8.8
Old : 100.0: 15.7 62.3 9.7 67.6 19.2 93.0 91.2: 7.0 8.8
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 : 75: 23 37 15 8 9 42 51:
Old : 75: 23 37 15 8 9 42 51:
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 : 77.7 41.0 86.8 62.8 72.8 41.0 76.8 60.5
Old : 77.7 41.0 86.8 62.8 72.8 41.0 76.8 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2007