COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, January 30, 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 : 184,037: 40,713 49,449 19,515 103,372 101,870 163,600 170,834: 20,437 13,203
Old : 150,732: 30,452 50,934 14,154 89,742 73,349 134,348 138,437: 16,384 12,295
Other: 33,305: 15,059 3,313 563 13,630 28,521 29,252 32,397: 4,053 908
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,608: -1,525 4,400 1,290 2,883 -3,265 2,648 2,425: -1,040 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 26.9 10.6 56.2 55.4 88.9 92.8: 11.1 7.2
Old : 100.0: 20.2 33.8 9.4 59.5 48.7 89.1 91.8: 10.9 8.2
Other: 100.0: 45.2 9.9 1.7 40.9 85.6 87.8 97.3: 12.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 103 72 65 57 55 192 173:
Old : 263: 94 77 55 50 52 175 163:
Other: 111: 39 26 7 23 33 68 61:
:----------------------------------------------------------------------------------------------------
: 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 30.4 40.5 39.3 28.0 26.8 40.4 34.9
Old : 31.7 24.2 43.2 33.4 31.7 19.6 43.0 28.7
Other: 38.8 69.3 53.9 79.6 38.8 68.3 53.9 78.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, January 30, 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 : 30,117: 12,789 2,927 2,399 11,299 22,156 26,487 27,482: 3,630 2,635
Old : 29,728: 12,857 2,930 2,298 10,958 21,888 26,113 27,116: 3,615 2,612
Other: 389: 3 68 30 341 268 374 366: 15 23
: : :
: : Changes in Commitments from: January 23, 2007 :
: -1,862: -3,622 -2,049 136 1,630 -348 -1,856 -2,261: -6 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 9.7 8.0 37.5 73.6 87.9 91.3: 12.1 8.7
Old : 100.0: 43.2 9.9 7.7 36.9 73.6 87.8 91.2: 12.2 8.8
Other: 100.0: 0.8 17.5 7.7 87.7 68.9 96.1 94.1: 3.9 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 51 25 24 24 22 93 57:
Old : 115: 52 25 24 24 22 93 57:
Other: 8: 1 2 2 3 1 6 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 : 23.6 47.9 36.4 63.9 23.6 46.9 36.4 60.4
Old : 23.0 47.6 35.9 63.9 22.9 46.6 35.9 60.3
Other: 92.8 94.1 96.1 94.1 88.4 86.4 88.4 86.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, January 30, 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 : 140,652: 47,118 15,957 5,725 78,614 114,245 131,457 135,927: 9,195 4,725
Old : 113,749: 43,826 14,628 4,788 56,510 90,015 105,124 109,431: 8,625 4,318
Other: 26,903: 3,816 1,853 413 22,104 24,230 26,333 26,496: 570 407
: : :
: : Changes in Commitments from: January 23, 2007 :
: -2,760: 102 118 158 -2,156 -3,325 -1,896 -3,049: -864 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 11.3 4.1 55.9 81.2 93.5 96.6: 6.5 3.4
Old : 100.0: 38.5 12.9 4.2 49.7 79.1 92.4 96.2: 7.6 3.8
Other: 100.0: 14.2 6.9 1.5 82.2 90.1 97.9 98.5: 2.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 72 28 28 57 42 145 89:
Old : 173: 71 30 28 56 39 143 86:
Other: 48: 12 7 4 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 : 24.5 39.1 38.8 55.6 20.2 29.1 28.7 38.2
Old : 22.8 40.7 35.6 57.3 21.6 32.4 29.3 44.0
Other: 50.4 49.2 75.6 74.2 41.2 40.2 65.7 62.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, January 30, 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 : 678,454: 92,417 118,375 75,340 434,050 407,352 601,807 601,067: 76,647 77,387
Old : 678,454: 92,417 118,375 75,340 434,050 407,352 601,807 601,067: 76,647 77,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 23,899: -576 11,707 5,940 11,049 1,661 16,413 19,308: 7,486 4,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.4 11.1 64.0 60.0 88.7 88.6: 11.3 11.4
Old : 100.0: 13.6 17.4 11.1 64.0 60.0 88.7 88.6: 11.3 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 : 224: 53 74 66 75 71 170 177:
Old : 224: 53 74 66 75 71 170 177:
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 : 25.2 26.0 38.8 35.5 16.6 13.0 24.9 18.9
Old : 25.2 26.0 38.8 35.5 16.6 13.0 24.9 18.9
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 30, 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 : 131,947: 33,345 22,506 15,912 70,886 86,498 120,143 124,916: 11,804 7,031
Old : 117,335: 32,720 23,191 12,342 60,795 75,450 105,857 110,983: 11,478 6,352
Other: 14,612: 2,707 1,397 1,488 10,091 11,048 14,286 13,933: 326 679
: : :
: : Changes in Commitments from: January 23, 2007 :
: 6,002: -1,099 -245 4,159 2,703 2,139 5,763 6,053: 239 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.1 12.1 53.7 65.6 91.1 94.7: 8.9 5.3
Old : 100.0: 27.9 19.8 10.5 51.8 64.3 90.2 94.6: 9.8 5.4
Other: 100.0: 18.5 9.6 10.2 69.1 75.6 97.8 95.4: 2.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 130 65 87 90 90 275 216:
Old : 341: 131 73 80 87 87 270 206:
Other: 89: 29 9 19 23 39 58 65:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 29.4 34.5 39.9 18.0 18.9 24.9 28.6
Old : 24.4 27.7 34.4 38.5 22.1 26.1 32.1 36.8
Other: 61.1 57.4 77.2 69.3 45.9 45.9 55.7 52.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, January 30, 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 : 22,227: 14,049 9,025 2,346 4,001 8,293 20,396 19,664: 1,831 2,563
Old : 22,227: 14,049 9,025 2,346 4,001 8,293 20,396 19,664: 1,831 2,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 258: 2,001 -1,641 -254 -1,698 2,071 49 176: 209 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 40.6 10.6 18.0 37.3 91.8 88.5: 8.2 11.5
Old : 100.0: 63.2 40.6 10.6 18.0 37.3 91.8 88.5: 8.2 11.5
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 : 62: 21 26 5 4 11 29 39:
Old : 62: 21 26 5 4 11 29 39:
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 : 68.6 51.3 82.2 67.7 62.1 48.3 71.9 59.8
Old : 68.6 51.3 82.2 67.7 62.1 48.3 71.9 59.8
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 30, 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 : 34,589: 24,184 0 0 4,867 30,439 29,051 30,439: 5,538 4,150
Old : 34,589: 24,184 0 0 4,867 30,439 29,051 30,439: 5,538 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -55: -2,578 0 0 1,896 -255 -682 -255: 627 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 0.0 0.0 14.1 88.0 84.0 88.0: 16.0 12.0
Old : 100.0: 69.9 0.0 0.0 14.1 88.0 84.0 88.0: 16.0 12.0
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: 8 0 0 4 10 12 10:
Old : 22: 8 0 0 4 10 12 10:
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 : 68.4 69.4 78.7 85.9 68.4 69.4 78.7 85.9
Old : 68.4 69.4 78.7 85.9 68.4 69.4 78.7 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007