COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 356,495: 51,205 19,143 117,014 164,971 206,706 333,190 342,864: 23,305 13,631
Old : 331,915: 47,835 20,742 109,547 152,640 188,814 310,021 319,103: 21,894 12,812
Other: 24,580: 6,039 1,069 4,799 12,331 17,892 23,169 23,760: 1,411 819
: : :
: : Changes in Commitments from: August 21, 2007 :
: 89: -305 3,281 1,671 475 -4,797 1,841 155: -1,752 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.4 32.8 46.3 58.0 93.5 96.2: 6.5 3.8
Old : 100.0: 14.4 6.2 33.0 46.0 56.9 93.4 96.1: 6.6 3.9
Other: 100.0: 24.6 4.4 19.5 50.2 72.8 94.3 96.7: 5.7 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 110 82 92 82 66 243 197:
Old : 293: 107 87 90 82 65 241 196:
Other: 81: 28 18 27 17 27 61 56:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 32.0 31.3 43.3 13.7 18.3 19.7 26.1
Old : 18.3 32.7 30.3 44.1 14.3 19.9 20.7 26.8
Other: 44.4 49.3 58.0 67.4 41.1 48.7 51.0 60.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 41,895: 4,839 7,963 13,924 18,333 17,002 37,096 38,890: 4,799 3,006
Old : 25,256: 4,171 9,142 6,063 11,629 7,523 21,863 22,727: 3,393 2,529
Other: 16,639: 2,533 688 5,996 6,704 9,479 15,234 16,162: 1,406 477
: : :
: : Changes in Commitments from: August 21, 2007 :
: -1,741: 116 12 -974 -578 -734 -1,436 -1,696: -305 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 19.0 33.2 43.8 40.6 88.5 92.8: 11.5 7.2
Old : 100.0: 16.5 36.2 24.0 46.0 29.8 86.6 90.0: 13.4 10.0
Other: 100.0: 15.2 4.1 36.0 40.3 57.0 91.6 97.1: 8.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 42 46 31 32 22 93 85:
Old : 124: 41 48 24 31 19 84 79:
Other: 62: 29 15 23 15 9 54 37:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 46.2 39.5 58.2 17.2 31.7 28.2 37.5
Old : 21.4 38.9 37.0 52.3 20.8 34.6 33.7 43.9
Other: 37.3 69.5 54.6 81.7 20.2 40.4 28.3 42.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 137,552: 35,308 14,263 15,167 77,182 102,682 127,658 132,113: 9,894 5,439
Old : 432: 0 255 0 429 121 429 376: 3 56
Other: 137,120: 35,323 14,023 15,152 76,753 102,561 127,229 131,737: 9,891 5,383
: : :
: : Changes in Commitments from: August 21, 2007 :
: -5,771: -4,869 999 204 434 -6,064 -4,231 -4,861: -1,541 -910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 10.4 11.0 56.1 74.6 92.8 96.0: 7.2 4.0
Old : 100.0: 0.0 59.0 0.0 99.3 28.0 99.3 87.0: 0.7 13.0
Other: 100.0: 25.8 10.2 11.1 56.0 74.8 92.8 96.1: 7.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 56 30 36 49 38 122 92:
Old : 6: 0 4 0 1 1 1 5:
Other: 148: 58 30 36 49 37 122 91:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 40.5 43.9 53.1 19.4 26.2 27.2 34.5
Old : 99.3 86.1 99.3 87.0 99.3 86.1 99.3 87.0
Other: 32.9 40.6 44.1 53.3 19.5 26.6 27.3 34.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 856,336: 132,135 131,017 157,434 491,870 506,207 781,440 794,658: 74,896 61,678
Old : 856,336: 132,135 131,017 157,434 491,870 506,207 781,440 794,658: 74,896 61,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 463: 4,727 -17,671 390 -3,616 18,103 1,502 822: -1,039 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.3 18.4 57.4 59.1 91.3 92.8: 8.7 7.2
Old : 100.0: 15.4 15.3 18.4 57.4 59.1 91.3 92.8: 8.7 7.2
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 : 233: 70 64 73 82 78 195 177:
Old : 233: 70 64 73 82 78 195 177:
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 : 25.5 22.5 35.5 33.4 12.4 10.3 19.1 18.4
Old : 25.5 22.5 35.5 33.4 12.4 10.3 19.1 18.4
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 28, 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 : 193,780: 49,166 25,713 59,318 76,153 102,095 184,637 187,127: 9,142 6,652
Old : 523: 481 0 0 12 394 493 394: 30 129
Other: 193,257: 49,166 26,194 58,837 76,141 101,701 184,144 186,733: 9,112 6,523
: : :
: : Changes in Commitments from: August 21, 2007 :
: -4,794: -52 2,339 201 -2,276 -5,243 -2,127 -2,702: -2,667 -2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 13.3 30.6 39.3 52.7 95.3 96.6: 4.7 3.4
Old : 100.0: 92.0 0.0 0.0 2.3 75.3 94.3 75.3: 5.7 24.7
Other: 100.0: 25.4 13.6 30.4 39.4 52.6 95.3 96.6: 4.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 118 124 131 99 118 293 309:
Old : 23: 1 0 0 1 21 2 21:
Other: 397: 118 124 131 99 118 293 309:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 24.2 33.6 35.3 18.5 14.8 25.9 21.3
Old : 94.3 45.1 94.3 61.8 94.3 45.1 94.3 61.8
Other: 21.8 24.2 33.7 35.4 18.5 14.8 25.9 21.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 25,408: 2,757 16,010 3,913 16,925 2,738 23,595 22,661: 1,814 2,748
Old : 25,408: 2,757 16,010 3,913 16,925 2,738 23,595 22,661: 1,814 2,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -2,274: -3 1,748 -1,939 -177 -2,106 -2,119 -2,297: -155 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 63.0 15.4 66.6 10.8 92.9 89.2: 7.1 10.8
Old : 100.0: 10.9 63.0 15.4 66.6 10.8 92.9 89.2: 7.1 10.8
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 : 69: 27 29 13 6 9 39 46:
Old : 69: 27 29 13 6 9 39 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 : 72.5 32.1 81.5 53.2 62.1 27.9 67.6 47.2
Old : 72.5 32.1 81.5 53.2 62.1 27.9 67.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2007