COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, January 23, 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 : 182,429: 42,238 45,049 18,225 100,489 105,135 160,952 168,409: 21,477 14,020
Old : 150,068: 31,939 47,095 12,986 87,317 76,938 132,242 137,019: 17,826 13,049
Other: 32,361: 14,769 2,424 769 13,172 28,197 28,710 31,390: 3,651 971
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,905: -124 -461 388 2,020 3,052 2,284 2,979: 2,621 1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 24.7 10.0 55.1 57.6 88.2 92.3: 11.8 7.7
Old : 100.0: 21.3 31.4 8.7 58.2 51.3 88.1 91.3: 11.9 8.7
Other: 100.0: 45.6 7.5 2.4 40.7 87.1 88.7 97.0: 11.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 102 67 65 57 55 197 163:
Old : 257: 93 72 60 50 52 180 158:
Other: 111: 41 24 7 23 33 69 60:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 31.9 40.8 40.9 28.4 29.5 40.7 37.8
Old : 31.9 25.8 43.2 34.8 31.9 22.8 43.2 31.7
Other: 39.6 70.9 55.0 81.4 39.6 69.9 55.0 80.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, January 23, 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 : 31,979: 16,411 4,976 2,263 9,669 22,504 28,343 29,743: 3,636 2,236
Old : 31,674: 16,412 4,961 2,232 9,408 22,251 28,052 29,444: 3,622 2,230
Other: 305: 4 20 26 261 253 291 299: 14 6
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,801: 3,910 -198 622 -943 3,474 3,589 3,898: 212 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 15.6 7.1 30.2 70.4 88.6 93.0: 11.4 7.0
Old : 100.0: 51.8 15.7 7.0 29.7 70.3 88.6 93.0: 11.4 7.0
Other: 100.0: 1.3 6.6 8.5 85.6 83.0 95.4 98.0: 4.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 62 25 24 19 23 102 58:
Old : 127: 63 26 24 19 23 102 58:
Other: 8: 1 2 2 3 1 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 44.9 33.9 61.1 20.7 43.9 33.9 58.0
Old : 20.2 44.5 33.4 60.9 20.2 43.5 33.4 57.8
Other: 92.1 97.7 95.4 98.0 86.9 89.5 86.9 89.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, January 23, 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 : 143,412: 47,016 15,839 5,567 80,770 117,570 133,353 138,976: 10,059 4,436
Old : 116,486: 43,672 14,863 4,221 59,036 93,286 106,929 112,370: 9,557 4,116
Other: 26,926: 4,165 1,797 525 21,734 24,284 26,424 26,606: 502 320
: : :
: : Changes in Commitments from: January 16, 2007 :
: -1,804: -645 3,126 499 -199 -4,169 -345 -544: -1,459 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 11.0 3.9 56.3 82.0 93.0 96.9: 7.0 3.1
Old : 100.0: 37.5 12.8 3.6 50.7 80.1 91.8 96.5: 8.2 3.5
Other: 100.0: 15.5 6.7 1.9 80.7 90.2 98.1 98.8: 1.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 72 25 29 55 45 143 92:
Old : 173: 70 29 26 54 43 139 89:
Other: 47: 12 6 5 16 19 28 30:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 40.1 38.4 56.9 20.0 29.2 28.6 38.5
Old : 22.5 40.6 35.8 58.9 21.2 32.1 28.8 42.3
Other: 49.5 49.1 74.3 74.3 40.1 40.4 64.5 62.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, January 23, 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 : 654,555: 92,993 106,668 69,400 423,001 405,691 585,394 581,759: 69,161 72,796
Old : 654,555: 92,993 106,668 69,400 423,001 405,691 585,394 581,759: 69,161 72,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 27,550: 5,969 1,316 6,978 15,939 18,522 28,886 26,816: -1,336 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.3 10.6 64.6 62.0 89.4 88.9: 10.6 11.1
Old : 100.0: 14.2 16.3 10.6 64.6 62.0 89.4 88.9: 10.6 11.1
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 : 216: 53 68 60 76 70 167 167:
Old : 216: 53 68 60 76 70 167 167:
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 : 25.7 27.5 38.8 37.4 17.1 13.6 25.6 20.3
Old : 25.7 27.5 38.8 37.4 17.1 13.6 25.6 20.3
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 - Futures Only, January 23, 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 : 125,945: 34,444 22,751 11,753 68,183 84,359 114,380 118,863: 11,565 7,082
Old : 112,550: 33,593 23,277 9,524 58,273 73,204 101,390 106,005: 11,160 6,545
Other: 13,395: 1,978 601 1,102 9,910 11,155 12,990 12,858: 405 537
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,497: -3,640 -239 -682 2,372 -1,846 -1,950 -2,767: -547 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 18.1 9.3 54.1 67.0 90.8 94.4: 9.2 5.6
Old : 100.0: 29.8 20.7 8.5 51.8 65.0 90.1 94.2: 9.9 5.8
Other: 100.0: 14.8 4.5 8.2 74.0 83.3 97.0 96.0: 3.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 139 64 86 95 94 290 215:
Old : 356: 145 68 82 93 90 287 208:
Other: 86: 24 10 20 21 43 55 66:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 29.7 34.5 40.7 18.6 19.7 25.7 30.0
Old : 24.6 27.6 35.2 38.9 22.3 26.6 32.4 37.9
Other: 63.3 62.1 77.5 73.6 45.5 44.7 53.5 50.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, January 23, 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 : 21,969: 12,048 10,666 2,600 5,699 6,222 20,347 19,488: 1,622 2,481
Old : 21,969: 12,048 10,666 2,600 5,699 6,222 20,347 19,488: 1,622 2,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 858: -16 774 9 955 135 948 918: -90 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 48.6 11.8 25.9 28.3 92.6 88.7: 7.4 11.3
Old : 100.0: 54.8 48.6 11.8 25.9 28.3 92.6 88.7: 7.4 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 : 64: 23 25 6 5 11 29 42:
Old : 64: 23 25 6 5 11 29 42:
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 : 67.6 45.9 81.2 66.1 61.8 44.7 70.4 57.9
Old : 67.6 45.9 81.2 66.1 61.8 44.7 70.4 57.9
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 - Futures Only, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 34,644: 26,762 0 0 2,971 30,694 29,733 30,694: 4,911 3,950
Old : 34,644: 26,762 0 0 2,971 30,694 29,733 30,694: 4,911 3,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,076: 4,124 0 0 -208 2,102 3,916 2,102: -840 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 0.0 0.0 8.6 88.6 85.8 88.6: 14.2 11.4
Old : 100.0: 77.2 0.0 0.0 8.6 88.6 85.8 88.6: 14.2 11.4
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 : 23: 9 0 0 5 9 14 9:
Old : 23: 9 0 0 5 9 14 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 : 70.3 69.0 77.8 87.7 70.3 69.0 77.8 87.7
Old : 70.3 69.0 77.8 87.7 70.3 69.0 77.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2007