COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, February 20, 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 : 195,138: 40,804 74,037 14,030 118,989 94,746 173,823 182,813: 21,315 12,325
Old : 154,994: 31,587 73,774 5,142 103,359 65,186 140,088 144,102: 14,906 10,892
Other: 40,144: 16,570 7,616 1,535 15,630 29,560 33,735 38,711: 6,409 1,433
: : :
: : Changes in Commitments from: February 13, 2007 :
: -13,217: 103 4,582 -1,243 -10,054 -13,326 -11,194 -9,987: -2,023 -3,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 37.9 7.2 61.0 48.6 89.1 93.7: 10.9 6.3
Old : 100.0: 20.4 47.6 3.3 66.7 42.1 90.4 93.0: 9.6 7.0
Other: 100.0: 41.3 19.0 3.8 38.9 73.6 84.0 96.4: 16.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 89 108 54 64 64 185 198:
Old : 281: 82 109 29 58 61 155 185:
Other: 130: 43 33 18 28 37 83 76:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 26.2 41.9 34.5 27.5 21.2 39.0 28.5
Old : 32.2 22.6 45.8 31.1 31.9 17.3 42.9 25.5
Other: 31.9 54.3 45.8 65.3 31.9 51.0 45.3 61.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, February 20, 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 : 27,403: 10,312 1,780 2,304 11,401 20,380 24,017 24,464: 3,386 2,939
Old : 26,857: 10,429 1,782 2,145 10,919 20,019 23,493 23,946: 3,364 2,911
Other: 546: 2 117 40 482 361 524 518: 22 28
: : :
: : Changes in Commitments from: February 13, 2007 :
: -523: -14 -564 -208 -303 135 -525 -637: 2 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 6.5 8.4 41.6 74.4 87.6 89.3: 12.4 10.7
Old : 100.0: 38.8 6.6 8.0 40.7 74.5 87.5 89.2: 12.5 10.8
Other: 100.0: 0.4 21.4 7.3 88.3 66.1 96.0 94.9: 4.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 40 20 22 22 22 75 54:
Old : 97: 41 20 22 22 22 75 54:
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 : 26.1 50.9 38.8 66.6 26.1 50.3 38.7 63.6
Old : 25.2 50.6 38.1 66.6 25.1 49.9 38.0 63.6
Other: 88.3 94.9 96.0 94.9 88.3 87.5 88.6 87.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, February 20, 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 : 160,571: 63,770 16,451 11,661 72,574 125,223 148,005 153,335: 12,566 7,236
Old : 120,680: 59,954 14,995 3,891 45,388 95,244 109,233 114,130: 11,447 6,550
Other: 39,891: 4,566 2,206 7,020 27,186 29,979 38,772 39,205: 1,119 686
: : :
: : Changes in Commitments from: February 13, 2007 :
: 18,195: 4,798 2,906 8,090 3,438 5,290 16,326 16,286: 1,869 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 10.2 7.3 45.2 78.0 92.2 95.5: 7.8 4.5
Old : 100.0: 49.7 12.4 3.2 37.6 78.9 90.5 94.6: 9.5 5.4
Other: 100.0: 11.4 5.5 17.6 68.2 75.2 97.2 98.3: 2.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 83 37 28 51 39 153 93:
Old : 187: 85 37 27 49 36 148 89:
Other: 61: 14 14 7 20 22 38 40:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 37.0 34.1 52.3 18.6 28.7 28.9 37.5
Old : 21.5 40.2 34.7 55.0 21.5 35.2 33.6 47.3
Other: 45.1 48.2 68.0 69.1 35.5 29.1 49.8 45.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, February 20, 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 : 697,049: 92,825 112,286 58,929 466,651 446,954 618,405 618,169: 78,644 78,880
Old : 697,049: 92,825 112,286 58,929 466,651 446,954 618,405 618,169: 78,644 78,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -5,643: 2,337 -21,171 491 -11,553 7,080 -8,725 -13,600: 3,082 7,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.1 8.5 66.9 64.1 88.7 88.7: 11.3 11.3
Old : 100.0: 13.3 16.1 8.5 66.9 64.1 88.7 88.7: 11.3 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 : 203: 40 67 52 77 69 156 157:
Old : 203: 40 67 52 77 69 156 157:
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 : 24.4 27.5 39.6 39.0 17.8 13.6 27.9 21.0
Old : 24.4 27.5 39.6 39.0 17.8 13.6 27.9 21.0
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 20, 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 : 128,677: 33,524 24,723 7,227 74,544 87,141 115,295 119,091: 13,382 9,586
Old : 112,354: 32,355 24,927 3,780 63,395 75,006 99,530 103,713: 12,824 8,641
Other: 16,323: 3,021 1,648 1,595 11,149 12,135 15,765 15,378: 558 945
: : :
: : Changes in Commitments from: February 13, 2007 :
: -4,119: 2,175 3,505 -3,566 -6,597 -7,434 -7,988 -7,495: 3,869 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 19.2 5.6 57.9 67.7 89.6 92.6: 10.4 7.4
Old : 100.0: 28.8 22.2 3.4 56.4 66.8 88.6 92.3: 11.4 7.7
Other: 100.0: 18.5 10.1 9.8 68.3 74.3 96.6 94.2: 3.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 122 76 46 98 90 244 196:
Old : 328: 125 76 39 94 85 239 184:
Other: 89: 23 8 15 28 43 56 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 : 27.4 34.1 38.6 44.5 18.4 20.1 25.2 28.7
Old : 25.9 33.7 38.3 43.9 23.4 28.2 33.5 38.0
Other: 55.6 53.7 72.3 65.6 44.0 44.3 53.4 50.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, February 20, 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 : 29,787: 14,479 17,451 2,988 10,955 6,150 28,422 26,589: 1,365 3,198
Old : 29,787: 14,479 17,451 2,988 10,955 6,150 28,422 26,589: 1,365 3,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 4,580: 239 7,234 304 4,628 -3,581 5,171 3,957: -591 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 58.6 10.0 36.8 20.6 95.4 89.3: 4.6 10.7
Old : 100.0: 48.6 58.6 10.0 36.8 20.6 95.4 89.3: 4.6 10.7
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 : 70: 21 35 8 3 11 28 51:
Old : 70: 21 35 8 3 11 28 51:
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 : 67.3 41.1 86.9 60.7 65.3 41.1 78.2 56.2
Old : 67.3 41.1 86.9 60.7 65.3 41.1 78.2 56.2
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, February 20, 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 : 37,841: 24,255 671 0 7,447 32,884 31,702 33,555: 6,139 4,286
Old : 37,841: 24,255 671 0 7,447 32,884 31,702 33,555: 6,139 4,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -380: -2,057 0 0 1,061 -1,568 -996 -1,568: 616 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 1.8 0.0 19.7 86.9 83.8 88.7: 16.2 11.3
Old : 100.0: 64.1 1.8 0.0 19.7 86.9 83.8 88.7: 16.2 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 : 23: 7 1 0 5 11 12 12:
Old : 23: 7 1 0 5 11 12 12:
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 : 70.2 64.4 79.9 83.4 70.2 64.4 79.9 83.3
Old : 70.2 64.4 79.9 83.4 70.2 64.4 79.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2007