COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, January 3, 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 : 171,262: 44,094 40,405 15,111 92,724 104,573 151,929 160,089: 19,333 11,173
Old : 148,667: 37,698 42,337 10,451 83,581 85,637 131,730 138,425: 16,937 10,242
Other: 22,595: 10,462 2,134 594 9,143 18,936 20,199 21,664: 2,396 931
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,443: 200 -497 1,150 1,648 299 2,998 952: -555 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 23.6 8.8 54.1 61.1 88.7 93.5: 11.3 6.5
Old : 100.0: 25.4 28.5 7.0 56.2 57.6 88.6 93.1: 11.4 6.9
Other: 100.0: 46.3 9.4 2.6 40.5 83.8 89.4 95.9: 10.6 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 110 61 56 56 57 193 154:
Old : 256: 104 66 52 50 54 181 149:
Other: 94: 35 19 9 21 27 61 51:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 33.7 40.0 42.8 27.4 31.5 39.7 40.0
Old : 28.9 29.8 41.7 39.3 28.9 27.5 41.7 36.9
Other: 39.3 68.9 56.4 81.8 39.3 67.9 56.4 80.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, January 3, 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 : 26,705: 12,231 4,788 1,557 9,765 17,942 23,553 24,287: 3,152 2,418
Old : 26,576: 12,230 4,811 1,521 9,685 17,831 23,436 24,163: 3,140 2,413
Other: 129: 25 1 12 80 111 117 124: 12 5
: : :
: : Changes in Commitments from: December 26, 2006 :
: -41: 2,029 749 -412 -884 397 733 734: -774 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 17.9 5.8 36.6 67.2 88.2 90.9: 11.8 9.1
Old : 100.0: 46.0 18.1 5.7 36.4 67.1 88.2 90.9: 11.8 9.1
Other: 100.0: 19.4 0.8 9.3 62.0 86.0 90.7 96.1: 9.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 41 23 18 21 21 75 51:
Old : 99: 42 23 17 21 21 74 51:
Other: 7: 3 1 2 1 1 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 41.6 37.0 58.2 23.2 39.4 37.0 53.3
Old : 23.3 41.3 36.9 58.1 23.3 39.6 36.9 53.1
Other: 89.9 96.1 90.7 96.1 81.4 86.8 81.4 86.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, January 3, 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 : 150,084: 52,362 13,183 5,285 79,249 125,169 136,896 143,637: 13,188 6,447
Old : 126,457: 49,993 12,523 4,247 59,561 103,397 113,801 120,167: 12,656 6,290
Other: 23,627: 3,070 1,361 337 19,688 21,772 23,095 23,470: 532 157
: : :
: : Changes in Commitments from: December 26, 2006 :
: 5,576: 3,887 -894 912 -495 5,922 4,304 5,940: 1,272 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 8.8 3.5 52.8 83.4 91.2 95.7: 8.8 4.3
Old : 100.0: 39.5 9.9 3.4 47.1 81.8 90.0 95.0: 10.0 5.0
Other: 100.0: 13.0 5.8 1.4 83.3 92.1 97.7 99.3: 2.3 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 63 27 27 56 42 138 86:
Old : 167: 61 31 26 55 41 135 85:
Other: 42: 12 5 3 12 18 24 26:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 43.1 38.6 59.5 18.6 31.7 28.6 39.9
Old : 21.4 44.2 35.9 60.7 19.6 33.8 30.0 43.2
Other: 56.5 53.5 76.9 77.4 45.8 44.8 65.1 62.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, January 3, 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 : 583,572: 94,032 74,777 62,124 361,281 389,655 517,437 526,556: 66,135 57,016
Old : 583,572: 94,032 74,777 62,124 361,281 389,655 517,437 526,556: 66,135 57,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 12,372: -174 9,952 4,973 8,170 -7,485 12,969 7,440: -597 4,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.8 10.6 61.9 66.8 88.7 90.2: 11.3 9.8
Old : 100.0: 16.1 12.8 10.6 61.9 66.8 88.7 90.2: 11.3 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 : 192: 50 58 49 71 59 149 140:
Old : 192: 50 58 49 71 59 149 140:
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 : 24.8 31.2 38.0 43.8 15.4 16.0 23.8 23.2
Old : 24.8 31.2 38.0 43.8 15.4 16.0 23.8 23.2
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 3, 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 : 128,128: 46,905 23,400 9,278 60,510 89,355 116,693 122,033: 11,435 6,095
Old : 115,559: 45,598 23,766 7,295 51,777 78,975 104,670 110,036: 10,889 5,523
Other: 12,569: 2,132 459 1,158 8,733 10,380 12,023 11,997: 546 572
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,685: -103 1,232 1,162 2,098 416 3,157 2,810: -472 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 18.3 7.2 47.2 69.7 91.1 95.2: 8.9 4.8
Old : 100.0: 39.5 20.6 6.3 44.8 68.3 90.6 95.2: 9.4 4.8
Other: 100.0: 17.0 3.7 9.2 69.5 82.6 95.7 95.4: 4.3 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 168 54 66 93 99 297 196:
Old : 367: 167 60 62 91 96 293 190:
Other: 83: 26 6 14 22 40 52 58:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 30.1 32.5 43.1 17.6 21.6 25.8 33.0
Old : 21.8 28.3 33.2 41.7 19.5 27.4 30.2 40.0
Other: 62.1 60.2 76.4 72.6 42.7 43.3 50.8 49.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, January 3, 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 : 28,542: 9,488 19,001 2,969 15,306 3,308 27,763 25,278: 779 3,264
Old : 28,542: 9,488 19,001 2,969 15,306 3,308 27,763 25,278: 779 3,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -1,282: 1,558 -1,384 210 -2,961 92 -1,193 -1,082: -89 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 66.6 10.4 53.6 11.6 97.3 88.6: 2.7 11.4
Old : 100.0: 33.2 66.6 10.4 53.6 11.6 97.3 88.6: 2.7 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 : 63: 9 37 8 5 12 17 55:
Old : 63: 9 37 8 5 12 17 55:
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 : 79.3 46.4 93.4 60.7 77.2 42.9 83.5 55.7
Old : 79.3 46.4 93.4 60.7 77.2 42.9 83.5 55.7
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 3, 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 : 30,753: 21,617 0 0 4,099 26,691 25,716 26,691: 5,037 4,062
Old : 30,753: 21,617 0 0 4,099 26,691 25,716 26,691: 5,037 4,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 0.0 0.0 13.3 86.8 83.6 86.8: 16.4 13.2
Old : 100.0: 70.3 0.0 0.0 13.3 86.8 83.6 86.8: 16.4 13.2
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 : 22: 10 0 0 3 9 13 9:
Old : 22: 10 0 0 3 9 13 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 : 65.2 72.6 75.2 85.7 65.2 72.6 75.2 85.7
Old : 65.2 72.6 75.2 85.7 65.2 72.6 75.2 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2007