COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, January 9, 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 : 170,473: 43,007 42,037 15,566 93,775 102,348 152,348 159,951: 18,125 10,522
Old : 147,198: 36,246 42,973 11,584 83,707 82,880 131,537 137,437: 15,661 9,761
Other: 23,275: 10,116 2,419 627 10,068 19,468 20,811 22,514: 2,464 761
: : :
: : Changes in Commitments from: January 3, 2007 :
: -789: -1,087 1,632 455 1,051 -2,225 419 -138: -1,208 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.7 9.1 55.0 60.0 89.4 93.8: 10.6 6.2
Old : 100.0: 24.6 29.2 7.9 56.9 56.3 89.4 93.4: 10.6 6.6
Other: 100.0: 43.5 10.4 2.7 43.3 83.6 89.4 96.7: 10.6 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 93 72 59 58 57 188 162:
Old : 255: 90 74 54 50 54 174 157:
Other: 94: 33 19 8 23 28 61 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 : 28.0 32.8 40.9 42.0 28.0 30.6 40.7 39.0
Old : 29.6 28.7 42.6 38.0 29.6 26.3 42.6 35.6
Other: 39.8 69.1 57.4 81.2 39.8 68.0 57.4 80.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, January 9, 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 : 27,292: 11,759 5,126 1,519 10,959 18,144 24,237 24,789: 3,055 2,503
Old : 27,107: 11,759 5,150 1,482 10,823 17,977 24,064 24,609: 3,043 2,498
Other: 185: 25 1 12 136 167 173 180: 12 5
: : :
: : Changes in Commitments from: January 3, 2007 :
: 587: -472 338 -38 1,194 202 684 502: -97 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 18.8 5.6 40.2 66.5 88.8 90.8: 11.2 9.2
Old : 100.0: 43.4 19.0 5.5 39.9 66.3 88.8 90.8: 11.2 9.2
Other: 100.0: 13.5 0.5 6.5 73.5 90.3 93.5 97.3: 6.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 40 26 17 18 22 72 54:
Old : 101: 40 26 16 18 22 71 54:
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 : 27.5 41.9 41.6 57.7 23.4 38.0 36.9 50.7
Old : 27.1 41.6 41.4 57.5 23.1 38.2 36.7 51.1
Other: 93.0 97.3 93.5 97.3 87.0 90.8 87.0 90.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, January 9, 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 : 150,161: 49,593 12,104 5,057 81,761 125,320 136,411 142,481: 13,750 7,680
Old : 125,502: 46,868 11,669 3,824 61,799 102,627 112,491 118,120: 13,011 7,382
Other: 24,659: 3,671 1,381 287 19,962 22,693 23,920 24,361: 739 298
: : :
: : Changes in Commitments from: January 3, 2007 :
: 77: -2,769 -1,079 -228 2,512 151 -485 -1,156: 562 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.1 3.4 54.4 83.5 90.8 94.9: 9.2 5.1
Old : 100.0: 37.3 9.3 3.0 49.2 81.8 89.6 94.1: 10.4 5.9
Other: 100.0: 14.9 5.6 1.2 81.0 92.0 97.0 98.8: 3.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 62 26 27 55 45 133 88:
Old : 162: 59 30 25 54 43 129 86:
Other: 45: 12 5 3 13 19 25 27:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 42.6 39.1 59.3 18.4 30.7 27.1 38.7
Old : 22.4 43.4 36.1 60.8 19.3 33.0 27.9 42.6
Other: 54.8 52.0 76.0 76.4 44.0 43.3 63.9 62.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, January 9, 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 : 597,980: 89,577 88,240 66,280 373,492 375,307 529,349 529,827: 68,631 68,153
Old : 597,980: 89,577 88,240 66,280 373,492 375,307 529,349 529,827: 68,631 68,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 14,408: -4,455 13,463 4,156 12,211 -14,348 11,912 3,271: 2,496 11,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.8 11.1 62.5 62.8 88.5 88.6: 11.5 11.4
Old : 100.0: 15.0 14.8 11.1 62.5 62.8 88.5 88.6: 11.5 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 : 209: 56 60 56 78 67 164 158:
Old : 209: 56 60 56 78 67 164 158:
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 : 24.1 28.4 37.5 39.6 15.7 14.8 24.1 21.1
Old : 24.1 28.4 37.5 39.6 15.7 14.8 24.1 21.1
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 - Futures Only, January 9, 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 : 125,640: 40,198 23,082 10,516 62,924 84,323 113,638 117,921: 12,002 7,719
Old : 113,098: 38,958 23,478 8,506 54,157 73,939 101,621 105,923: 11,477 7,175
Other: 12,542: 2,066 430 1,184 8,767 10,384 12,017 11,998: 525 544
: : :
: : Changes in Commitments from: January 3, 2007 :
: -2,488: -6,707 -318 1,238 2,414 -5,032 -3,055 -4,112: 567 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.4 8.4 50.1 67.1 90.4 93.9: 9.6 6.1
Old : 100.0: 34.4 20.8 7.5 47.9 65.4 89.9 93.7: 10.1 6.3
Other: 100.0: 16.5 3.4 9.4 69.9 82.8 95.8 95.7: 4.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 147 69 75 89 96 283 207:
Old : 358: 150 73 70 89 93 282 200:
Other: 79: 25 7 16 20 39 50 59:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 29.2 32.9 41.8 17.7 20.6 25.5 31.4
Old : 23.1 27.6 33.7 40.2 20.4 26.5 31.1 38.5
Other: 62.0 60.5 76.7 73.0 43.9 43.7 52.2 49.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, January 9, 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 : 25,856: 11,948 15,254 3,050 9,824 4,987 24,822 23,291: 1,034 2,565
Old : 25,856: 11,948 15,254 3,050 9,824 4,987 24,822 23,291: 1,034 2,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -2,686: 2,460 -3,747 81 -5,482 1,679 -2,941 -1,987: 255 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 59.0 11.8 38.0 19.3 96.0 90.1: 4.0 9.9
Old : 100.0: 46.2 59.0 11.8 38.0 19.3 96.0 90.1: 4.0 9.9
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 : 59: 12 31 6 5 11 20 46:
Old : 59: 12 31 6 5 11 20 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 : 71.7 44.8 89.7 64.1 67.6 43.4 79.2 57.2
Old : 71.7 44.8 89.7 64.1 67.6 43.4 79.2 57.2
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 9, 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 : 26,846: 17,654 0 0 3,722 23,910 21,376 23,910: 5,470 2,936
Old : 26,846: 17,654 0 0 3,722 23,910 21,376 23,910: 5,470 2,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -3,907: -3,963 0 0 -377 -2,781 -4,340 -2,781: 433 -1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 0.0 0.0 13.9 89.1 79.6 89.1: 20.4 10.9
Old : 100.0: 65.8 0.0 0.0 13.9 89.1 79.6 89.1: 20.4 10.9
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 : 20: 6 0 0 6 8 12 8:
Old : 20: 6 0 0 6 8 12 8:
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 : 64.3 74.9 72.9 89.1 64.3 74.9 72.9 89.1
Old : 64.3 74.9 72.9 89.1 64.3 74.9 72.9 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2007