COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, February 6, 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 : 195,478: 45,053 52,645 20,070 108,323 110,145 173,446 182,860: 22,032 12,618
Old : 160,473: 35,578 54,696 13,230 94,351 80,674 143,159 148,600: 17,314 11,873
Other: 35,005: 15,705 4,179 610 13,972 29,471 30,287 34,260: 4,718 745
: : :
: : Changes in Commitments from: January 30, 2007 :
: 11,441: 4,340 3,196 555 4,951 8,275 9,846 12,026: 1,595 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 26.9 10.3 55.4 56.3 88.7 93.5: 11.3 6.5
Old : 100.0: 22.2 34.1 8.2 58.8 50.3 89.2 92.6: 10.8 7.4
Other: 100.0: 44.9 11.9 1.7 39.9 84.2 86.5 97.9: 13.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 107 78 70 59 59 208 182:
Old : 277: 105 81 61 50 57 188 175:
Other: 122: 43 31 10 24 34 76 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 : 26.8 30.9 40.3 39.6 26.8 26.3 38.4 34.1
Old : 30.3 25.1 43.1 34.4 30.3 19.5 40.9 28.5
Other: 35.6 68.0 51.4 78.1 35.6 66.7 51.4 76.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, February 6, 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 : 28,597: 10,703 2,741 2,749 11,823 20,477 25,275 25,967: 3,322 2,630
Old : 28,122: 10,806 2,741 2,611 11,399 20,186 24,816 25,538: 3,306 2,584
Other: 475: 5 108 30 424 291 459 429: 16 46
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,520: -2,086 -186 350 524 -1,679 -1,212 -1,515: -308 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 9.6 9.6 41.3 71.6 88.4 90.8: 11.6 9.2
Old : 100.0: 38.4 9.7 9.3 40.5 71.8 88.2 90.8: 11.8 9.2
Other: 100.0: 1.1 22.7 6.3 89.3 61.3 96.6 90.3: 3.4 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 50 20 25 26 22 87 59:
Old : 110: 50 20 25 26 22 87 59:
Other: 10: 2 2 2 4 1 8 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 : 25.4 46.5 37.7 62.6 25.4 45.9 37.5 59.6
Old : 24.6 46.3 37.0 62.6 24.6 45.7 36.8 59.6
Other: 90.3 90.3 96.6 90.3 89.3 84.0 90.3 84.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, February 6, 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 : 144,410: 51,655 14,546 5,475 72,589 115,251 129,719 135,272: 14,691 9,138
Old : 116,860: 48,172 13,161 4,366 50,269 90,747 102,807 108,274: 14,053 8,586
Other: 27,550: 4,190 2,092 402 22,320 24,504 26,912 26,998: 638 552
: : :
: : Changes in Commitments from: January 30, 2007 :
: 3,758: 4,537 -1,411 -250 -6,025 1,006 -1,738 -655: 5,496 4,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 10.1 3.8 50.3 79.8 89.8 93.7: 10.2 6.3
Old : 100.0: 41.2 11.3 3.7 43.0 77.7 88.0 92.7: 12.0 7.3
Other: 100.0: 15.2 7.6 1.5 81.0 88.9 97.7 98.0: 2.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 78 26 28 55 42 144 89:
Old : 171: 78 27 26 53 40 140 86:
Other: 51: 13 8 4 17 19 31 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 : 24.2 37.6 37.6 53.3 20.4 27.9 28.3 38.3
Old : 22.2 38.7 32.8 54.4 21.6 31.1 29.5 42.6
Other: 49.8 46.7 74.5 72.2 40.8 39.0 64.7 60.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, February 6, 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 : 703,998: 93,228 130,673 78,326 450,896 415,539 622,450 624,538: 81,548 79,460
Old : 703,998: 93,228 130,673 78,326 450,896 415,539 622,450 624,538: 81,548 79,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 25,544: 811 12,298 2,986 16,846 8,187 20,643 23,471: 4,901 2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.6 11.1 64.0 59.0 88.4 88.7: 11.6 11.3
Old : 100.0: 13.2 18.6 11.1 64.0 59.0 88.4 88.7: 11.6 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 : 235: 51 83 72 75 70 174 188:
Old : 235: 51 83 72 75 70 174 188:
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 : 23.5 24.4 37.0 34.9 16.2 12.4 24.3 18.3
Old : 23.5 24.4 37.0 34.9 16.2 12.4 24.3 18.3
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, February 6, 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 : 137,834: 34,349 22,819 15,812 77,754 93,840 127,915 132,471: 9,919 5,363
Old : 122,406: 33,625 23,507 12,091 67,117 82,203 112,833 117,801: 9,573 4,605
Other: 15,428: 2,833 1,421 1,612 10,637 11,637 15,082 14,670: 346 758
: : :
: : Changes in Commitments from: January 30, 2007 :
: 5,887: 1,004 313 -100 6,868 7,342 7,772 7,555: -1,885 -1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 16.6 11.5 56.4 68.1 92.8 96.1: 7.2 3.9
Old : 100.0: 27.5 19.2 9.9 54.8 67.2 92.2 96.2: 7.8 3.8
Other: 100.0: 18.4 9.2 10.4 68.9 75.4 97.8 95.1: 2.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 126 68 92 93 94 281 223:
Old : 345: 127 75 86 91 91 277 214:
Other: 87: 27 11 15 24 38 54 63:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 32.6 37.7 43.2 17.2 18.0 23.7 26.9
Old : 25.2 31.4 36.5 41.9 21.6 24.7 31.0 34.8
Other: 59.9 56.8 76.3 68.8 44.4 44.8 54.0 51.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, February 6, 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 : 24,626: 14,751 11,056 2,667 5,794 8,433 23,212 22,156: 1,414 2,470
Old : 24,626: 14,751 11,056 2,667 5,794 8,433 23,212 22,156: 1,414 2,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,399: 702 2,031 321 1,793 140 2,816 2,492: -417 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 44.9 10.8 23.5 34.2 94.3 90.0: 5.7 10.0
Old : 100.0: 59.9 44.9 10.8 23.5 34.2 94.3 90.0: 5.7 10.0
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 : 62: 20 26 10 4 11 29 44:
Old : 62: 20 26 10 4 11 29 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 : 66.5 46.6 83.6 66.9 64.0 45.4 73.6 61.0
Old : 66.5 46.6 83.6 66.9 64.0 45.4 73.6 61.0
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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 100,000) :
: : :
All : 35,960: 25,791 0 0 5,079 32,163 30,870 32,163: 5,090 3,797
Old : 35,960: 25,791 0 0 5,079 32,163 30,870 32,163: 5,090 3,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,371: 1,607 0 0 212 1,724 1,819 1,724: -448 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 0.0 0.0 14.1 89.4 85.8 89.4: 14.2 10.6
Old : 100.0: 71.7 0.0 0.0 14.1 89.4 85.8 89.4: 14.2 10.6
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: 9 0 0 3 10 12 10:
Old : 22: 9 0 0 3 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 : 72.7 67.8 80.7 86.9 72.7 67.8 80.7 86.9
Old : 72.7 67.8 80.7 86.9 72.7 67.8 80.7 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2007