COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, February 13, 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 : 208,355: 40,701 69,455 15,273 129,043 108,072 185,017 192,800: 23,338 15,555
Old : 170,967: 30,337 69,042 8,484 114,323 79,132 153,144 156,658: 17,823 14,309
Other: 37,388: 15,747 5,796 1,406 14,720 28,940 31,873 36,142: 5,515 1,246
: : :
: : Changes in Commitments from: February 6, 2007 :
: 12,877: -4,352 16,810 -4,797 20,720 -2,073 11,571 9,940: 1,306 2,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 33.3 7.3 61.9 51.9 88.8 92.5: 11.2 7.5
Old : 100.0: 17.7 40.4 5.0 66.9 46.3 89.6 91.6: 10.4 8.4
Other: 100.0: 42.1 15.5 3.8 39.4 77.4 85.2 96.7: 14.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 88 107 54 60 59 186 189:
Old : 279: 82 106 39 54 56 163 179:
Other: 125: 43 31 12 24 36 76 70:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 30.3 45.4 38.4 25.4 19.5 36.3 26.4
Old : 34.6 26.3 50.1 34.6 28.8 14.7 38.8 22.1
Other: 33.8 60.1 48.6 70.1 33.8 57.4 48.4 67.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, February 13, 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 : 27,926: 10,326 2,344 2,512 11,704 20,245 24,542 25,101: 3,384 2,825
Old : 27,415: 10,456 2,344 2,350 11,242 19,940 24,048 24,634: 3,367 2,781
Other: 511: 2 132 30 462 305 494 467: 17 44
: : :
: : Changes in Commitments from: February 6, 2007 :
: -671: -377 -397 -237 -119 -232 -733 -866: 62 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 8.4 9.0 41.9 72.5 87.9 89.9: 12.1 10.1
Old : 100.0: 38.1 8.6 8.6 41.0 72.7 87.7 89.9: 12.3 10.1
Other: 100.0: 0.4 25.8 5.9 90.4 59.7 96.7 91.4: 3.3 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 46 19 24 23 22 80 57:
Old : 102: 47 19 24 23 22 80 57:
Other: 9: 1 2 2 4 1 7 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 : 26.4 49.5 38.5 64.9 26.4 48.9 38.3 62.1
Old : 25.5 49.3 37.8 65.0 25.5 48.7 37.6 62.2
Other: 91.4 91.4 96.7 91.4 90.4 85.5 90.8 85.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, February 13, 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 : 142,376: 58,972 13,545 3,571 69,136 119,933 131,679 137,049: 10,697 5,327
Old : 113,587: 54,991 11,969 2,661 46,140 94,301 103,792 108,931: 9,795 4,656
Other: 28,789: 4,452 2,047 439 22,996 25,632 27,887 28,118: 902 671
: : :
: : Changes in Commitments from: February 6, 2007 :
: -2,034: 7,317 -1,001 -1,904 -3,453 4,682 1,960 1,777: -3,994 -3,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 9.5 2.5 48.6 84.2 92.5 96.3: 7.5 3.7
Old : 100.0: 48.4 10.5 2.3 40.6 83.0 91.4 95.9: 8.6 4.1
Other: 100.0: 15.5 7.1 1.5 79.9 89.0 96.9 97.7: 3.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 77 31 21 53 42 143 87:
Old : 176: 79 30 21 51 40 140 85:
Other: 50: 9 11 4 17 19 29 31:
:----------------------------------------------------------------------------------------------------
: 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 40.3 38.6 55.5 21.6 32.2 31.6 41.9
Old : 23.5 42.4 35.9 57.8 23.5 37.1 34.2 49.1
Other: 49.6 45.8 75.3 71.2 47.1 39.1 66.9 61.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, February 13, 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 : 702,692: 90,488 133,457 58,438 478,204 439,874 627,130 631,769: 75,562 70,923
Old : 702,692: 90,488 133,457 58,438 478,204 439,874 627,130 631,769: 75,562 70,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -1,306: -2,740 2,784 -19,888 27,308 24,335 4,680 7,231: -5,986 -8,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.0 8.3 68.1 62.6 89.2 89.9: 10.8 10.1
Old : 100.0: 12.9 19.0 8.3 68.1 62.6 89.2 89.9: 10.8 10.1
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 : 212: 41 75 55 78 69 161 164:
Old : 212: 41 75 55 78 69 161 164:
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 : 25.5 26.8 40.3 37.4 18.8 13.4 28.8 20.4
Old : 25.5 26.8 40.3 37.4 18.8 13.4 28.8 20.4
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 13, 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 : 132,796: 31,349 21,218 10,793 81,141 94,575 123,283 126,586: 9,513 6,210
Old : 117,007: 30,801 21,758 6,849 70,260 83,031 107,910 111,638: 9,097 5,369
Other: 15,789: 2,969 1,881 1,523 10,881 11,544 15,373 14,948: 416 841
: : :
: : Changes in Commitments from: February 6, 2007 :
: -5,038: -3,000 -1,601 -5,019 3,387 735 -4,632 -5,885: -406 847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 16.0 8.1 61.1 71.2 92.8 95.3: 7.2 4.7
Old : 100.0: 26.3 18.6 5.9 60.0 71.0 92.2 95.4: 7.8 4.6
Other: 100.0: 18.8 11.9 9.6 68.9 73.1 97.4 94.7: 2.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 122 66 62 99 94 254 205:
Old : 325: 125 67 56 96 90 250 195:
Other: 87: 24 10 19 26 40 58 64:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 36.6 41.7 46.8 17.7 18.1 24.3 26.0
Old : 28.4 35.4 40.4 45.4 22.0 25.5 31.6 34.4
Other: 58.2 57.9 75.2 69.0 45.1 45.6 54.8 51.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, February 13, 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 : 25,207: 14,240 10,217 2,684 6,327 9,731 23,251 22,632: 1,956 2,575
Old : 25,207: 14,240 10,217 2,684 6,327 9,731 23,251 22,632: 1,956 2,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 581: -511 -839 17 533 1,298 39 476: 542 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 40.5 10.6 25.1 38.6 92.2 89.8: 7.8 10.2
Old : 100.0: 56.5 40.5 10.6 25.1 38.6 92.2 89.8: 7.8 10.2
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 : 57: 18 23 8 4 11 26 40:
Old : 57: 18 23 8 4 11 26 40:
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 : 63.9 50.3 82.3 67.6 61.5 47.3 73.4 61.8
Old : 63.9 50.3 82.3 67.6 61.5 47.3 73.4 61.8
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, February 13, 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 : 38,221: 26,312 671 0 6,386 34,452 32,698 35,123: 5,523 3,098
Old : 38,221: 26,312 671 0 6,386 34,452 32,698 35,123: 5,523 3,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,261: 521 671 0 1,307 2,289 1,828 2,960: 433 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 1.8 0.0 16.7 90.1 85.5 91.9: 14.5 8.1
Old : 100.0: 68.8 1.8 0.0 16.7 90.1 85.5 91.9: 14.5 8.1
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 : 25: 8 1 0 4 12 12 13:
Old : 25: 8 1 0 4 12 12 13:
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 : 69.2 64.5 80.5 84.6 69.2 64.5 80.5 84.6
Old : 69.2 64.5 80.5 84.6 69.2 64.5 80.5 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2007