COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, July 24, 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 : 212,708: 68,304 20,820 19,750 102,388 164,947 190,442 205,517: 22,266 7,191
Old : 203,350: 65,831 21,323 18,342 97,910 156,982 182,083 196,647: 21,267 6,703
Other: 9,358: 3,795 819 86 4,478 7,965 8,359 8,870: 999 488
: : :
: : Changes in Commitments from: July 17, 2007 :
: -7,927: -4,239 2,276 -2,550 -1,635 -6,600 -8,424 -6,874: 497 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 9.8 9.3 48.1 77.5 89.5 96.6: 10.5 3.4
Old : 100.0: 32.4 10.5 9.0 48.1 77.2 89.5 96.7: 10.5 3.3
Other: 100.0: 40.6 8.8 0.9 47.9 85.1 89.3 94.8: 10.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 125 59 65 51 55 215 152:
Old : 272: 122 61 62 48 54 211 149:
Other: 62: 22 10 3 13 20 37 33:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 43.4 33.2 56.7 21.6 38.3 31.5 51.1
Old : 22.6 44.3 33.5 57.9 21.9 39.9 32.0 52.4
Other: 47.6 69.3 63.8 83.4 47.6 69.3 62.6 82.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, July 24, 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 : 31,707: 11,084 7,685 2,603 14,147 19,449 27,834 29,737: 3,873 1,970
Old : 24,126: 8,054 8,982 774 12,003 12,643 20,831 22,399: 3,295 1,727
Other: 7,581: 4,479 152 380 2,144 6,806 7,003 7,338: 578 243
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,048: 486 -753 735 -686 1,496 535 1,478: 513 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 24.2 8.2 44.6 61.3 87.8 93.8: 12.2 6.2
Old : 100.0: 33.4 37.2 3.2 49.8 52.4 86.3 92.8: 13.7 7.2
Other: 100.0: 59.1 2.0 5.0 28.3 89.8 92.4 96.8: 7.6 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 45 30 15 29 15 80 56:
Old : 109: 42 34 11 29 14 77 53:
Other: 41: 24 4 5 9 4 35 11:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 55.2 38.6 67.7 24.8 53.2 36.2 61.1
Old : 26.3 55.4 42.1 65.8 26.3 54.8 42.1 65.0
Other: 40.0 92.4 56.8 96.1 39.8 90.6 56.1 91.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, July 24, 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 : 168,774: 74,705 16,644 9,676 70,914 136,212 155,295 162,532: 13,479 6,242
Old : 84,861: 57,579 16,526 107 17,782 64,206 75,468 80,839: 9,393 4,022
Other: 83,913: 23,733 6,725 2,962 53,132 72,006 79,827 81,693: 4,086 2,220
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,284: -954 -200 1,952 424 221 1,422 1,973: -138 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 9.9 5.7 42.0 80.7 92.0 96.3: 8.0 3.7
Old : 100.0: 67.9 19.5 0.1 21.0 75.7 88.9 95.3: 11.1 4.7
Other: 100.0: 28.3 8.0 3.5 63.3 85.8 95.1 97.4: 4.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 84 29 36 44 45 152 100:
Old : 175: 80 35 5 28 38 109 77:
Other: 105: 33 21 15 33 37 74 67:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 44.5 41.4 56.4 17.5 24.8 25.8 35.6
Old : 23.4 53.6 34.0 63.1 23.4 52.0 34.0 61.4
Other: 54.8 42.9 68.2 60.4 41.3 37.2 52.8 48.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, July 24, 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 : 707,122: 160,746 137,915 41,477 425,760 477,249 627,983 656,641: 79,139 50,481
Old : 707,122: 160,746 137,915 41,477 425,760 477,249 627,983 656,641: 79,139 50,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 39,582: 6,721 -12,041 -2,708 34,274 57,206 38,287 42,457: 1,295 -2,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 19.5 5.9 60.2 67.5 88.8 92.9: 11.2 7.1
Old : 100.0: 22.7 19.5 5.9 60.2 67.5 88.8 92.9: 11.2 7.1
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 : 237: 74 62 45 65 70 173 149:
Old : 237: 74 62 45 65 70 173 149:
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 : 24.5 24.8 36.9 37.3 17.9 17.0 26.9 26.8
Old : 24.5 24.8 36.9 37.3 17.9 17.0 26.9 26.8
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, July 24, 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 : 171,727: 50,833 43,388 28,853 81,343 93,593 161,029 165,834: 10,698 5,893
Old : 93,585: 38,179 47,532 627 46,699 41,428 85,505 89,587: 8,080 3,998
Other: 78,142: 23,608 6,810 17,272 34,644 52,165 75,524 76,247: 2,618 1,895
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,527: 221 -5,592 4,925 -3,193 3,330 1,953 2,663: -426 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 25.3 16.8 47.4 54.5 93.8 96.6: 6.2 3.4
Old : 100.0: 40.8 50.8 0.7 49.9 44.3 91.4 95.7: 8.6 4.3
Other: 100.0: 30.2 8.7 22.1 44.3 66.8 96.6 97.6: 3.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 128 93 69 108 106 273 244:
Old : 350: 121 89 10 81 74 208 168:
Other: 224: 64 34 42 67 95 150 162:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 30.2 37.6 40.9 20.7 20.6 28.6 29.0
Old : 23.5 35.6 36.5 50.1 23.5 34.7 36.5 48.4
Other: 42.3 36.6 53.9 47.4 20.8 10.2 27.5 16.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, July 24, 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 : 47,619: 10,371 38,722 2,091 33,734 2,869 46,196 43,682: 1,423 3,937
Old : 47,619: 10,371 38,722 2,091 33,734 2,869 46,196 43,682: 1,423 3,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,975: -78 2,852 -79 2,973 144 2,816 2,917: 159 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 81.3 4.4 70.8 6.0 97.0 91.7: 3.0 8.3
Old : 100.0: 21.8 81.3 4.4 70.8 6.0 97.0 91.7: 3.0 8.3
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 : 79: 18 47 4 6 9 26 59:
Old : 79: 18 47 4 6 9 26 59:
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 : 83.3 44.5 93.8 62.6 81.6 44.5 88.3 60.9
Old : 83.3 44.5 93.8 62.6 81.6 44.5 88.3 60.9
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, July 24, 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 : 26,837: 18,137 0 0 2,311 23,927 20,448 23,927: 6,389 2,910
Old : 26,837: 18,137 0 0 2,311 23,927 20,448 23,927: 6,389 2,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -440: -1,766 0 0 843 -232 -923 -232: 483 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 0.0 0.0 8.6 89.2 76.2 89.2: 23.8 10.8
Old : 100.0: 67.6 0.0 0.0 8.6 89.2 76.2 89.2: 23.8 10.8
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 : 56.1 68.3 68.2 85.4 56.1 68.3 68.2 85.4
Old : 56.1 68.3 68.2 85.4 56.1 68.3 68.2 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2007