COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 356,406: 51,510 15,861 115,343 164,496 211,504 331,349 342,708: 25,057 13,698
Old : 333,655: 48,651 17,219 108,495 153,053 195,335 310,200 321,049: 23,455 12,606
Other: 22,751: 5,340 1,124 4,367 11,443 16,169 21,149 21,659: 1,602 1,092
: : :
: : Changes in Commitments from: August 14, 2007 :
: -9,385: -8,011 5,629 -4,911 3,260 -10,930 -9,661 -10,212: 277 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 4.5 32.4 46.2 59.3 93.0 96.2: 7.0 3.8
Old : 100.0: 14.6 5.2 32.5 45.9 58.5 93.0 96.2: 7.0 3.8
Other: 100.0: 23.5 4.9 19.2 50.3 71.1 93.0 95.2: 7.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 104 83 95 73 63 238 189:
Old : 281: 105 83 93 73 63 236 189:
Other: 78: 22 21 25 18 23 60 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 : 19.6 32.9 31.6 44.7 14.2 19.3 20.2 27.7
Old : 18.5 33.8 30.7 45.4 14.7 21.1 21.1 28.4
Other: 44.6 48.6 58.5 66.3 42.3 48.6 51.9 61.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 43,637: 4,722 7,951 14,898 18,912 17,736 38,532 40,586: 5,105 3,051
Old : 26,874: 3,922 9,462 6,874 12,337 7,956 23,133 24,292: 3,741 2,582
Other: 16,763: 2,874 564 5,950 6,575 9,780 15,399 16,293: 1,364 469
: : :
: : Changes in Commitments from: August 14, 2007 :
: -10,953: -523 287 -5,514 -3,660 -5,488 -9,697 -10,714: -1,256 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.2 34.1 43.3 40.6 88.3 93.0: 11.7 7.0
Old : 100.0: 14.6 35.2 25.6 45.9 29.6 86.1 90.4: 13.9 9.6
Other: 100.0: 17.1 3.4 35.5 39.2 58.3 91.9 97.2: 8.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 39 51 32 32 23 92 88:
Old : 124: 36 53 26 32 20 85 82:
Other: 59: 31 12 24 15 6 54 34:
:----------------------------------------------------------------------------------------------------
: 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 45.8 39.5 58.2 16.1 30.2 26.5 35.5
Old : 20.5 39.5 36.1 51.8 18.6 32.1 31.1 40.4
Other: 38.5 70.7 54.9 82.8 21.5 42.4 29.2 43.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 143,323: 40,177 13,264 14,964 76,748 108,746 131,888 136,974: 11,434 6,349
Old : 513: 0 258 0 466 127 466 385: 47 128
Other: 142,810: 40,187 13,016 14,954 76,282 108,619 131,422 136,589: 11,387 6,221
: : :
: : Changes in Commitments from: August 14, 2007 :
: -2,382: -11,610 -3,855 1,883 7,680 -1,105 -2,047 -3,077: -335 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.3 10.4 53.5 75.9 92.0 95.6: 8.0 4.4
Old : 100.0: 0.0 50.3 0.0 90.8 24.8 90.8 75.0: 9.2 25.0
Other: 100.0: 28.1 9.1 10.5 53.4 76.1 92.0 95.6: 8.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 58 27 35 49 40 124 91:
Old : 7: 0 3 0 1 3 1 6:
Other: 150: 59 27 35 49 38 124 89:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 41.5 43.9 54.1 17.8 25.3 26.2 33.4
Old : 90.8 74.7 90.8 75.0 90.8 74.7 90.8 75.0
Other: 33.0 41.7 44.1 54.3 17.9 25.7 26.3 33.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 855,873: 127,408 148,688 157,044 495,486 488,104 779,938 793,835: 75,935 62,037
Old : 855,873: 127,408 148,688 157,044 495,486 488,104 779,938 793,835: 75,935 62,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -10,134: -5,676 18,197 2,833 -8,962 -37,119 -11,805 -16,089: 1,671 5,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.4 18.3 57.9 57.0 91.1 92.8: 8.9 7.2
Old : 100.0: 14.9 17.4 18.3 57.9 57.0 91.1 92.8: 8.9 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 : 240: 67 69 75 81 80 195 185:
Old : 240: 67 69 75 81 80 195 185:
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 22.2 35.6 33.1 12.1 10.6 18.7 18.1
Old : 25.7 22.2 35.6 33.1 12.1 10.6 18.7 18.1
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 21, 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 : 198,574: 49,217 23,374 59,117 78,429 107,339 186,764 189,830: 11,810 8,744
Old : 13,155: 4,986 805 10 5,457 10,529 10,453 11,344: 2,702 1,811
Other: 185,419: 46,224 24,562 57,115 72,972 96,810 176,311 178,486: 9,108 6,933
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,307: -5,019 -4,452 1,393 -2,291 -4,844 -5,918 -7,903: 611 2,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.8 29.8 39.5 54.1 94.1 95.6: 5.9 4.4
Old : 100.0: 37.9 6.1 0.1 41.5 80.0 79.5 86.2: 20.5 13.8
Other: 100.0: 24.9 13.2 30.8 39.4 52.2 95.1 96.3: 4.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 122 119 129 102 112 293 302:
Old : 100: 25 13 1 32 37 57 51:
Other: 386: 114 124 123 97 111 280 298:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 27.4 34.5 37.4 17.7 15.9 24.9 22.2
Old : 44.3 74.9 57.1 79.2 44.2 71.3 55.1 75.5
Other: 23.2 26.4 35.5 37.1 18.9 15.8 26.6 22.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 27,682: 2,760 14,262 5,852 17,102 4,844 25,713 24,957: 1,969 2,725
Old : 27,682: 2,760 14,262 5,852 17,102 4,844 25,713 24,957: 1,969 2,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -8,180: -2,882 -8,087 2,366 -7,126 -2,044 -7,642 -7,765: -538 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 51.5 21.1 61.8 17.5 92.9 90.2: 7.1 9.8
Old : 100.0: 10.0 51.5 21.1 61.8 17.5 92.9 90.2: 7.1 9.8
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 : 70: 28 28 14 7 9 43 44:
Old : 70: 28 28 14 7 9 43 44:
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 : 69.6 35.5 82.7 55.1 57.3 27.3 62.6 42.8
Old : 69.6 35.5 82.7 55.1 57.3 27.3 62.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2007