COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 244,076: 46,787 30,544 61,496 110,233 139,655 218,515 231,695: 25,561 12,381
Old : 203,715: 37,700 33,194 47,350 95,897 111,805 180,947 192,349: 22,768 11,366
Other: 40,361: 12,786 1,049 10,446 14,336 27,850 37,568 39,345: 2,793 1,016
: : :
: : Changes in Commitments from: December 26, 2006 :
: 1,415: -1,073 -2,834 2,851 1,299 43 3,077 60: -1,662 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 12.5 25.2 45.2 57.2 89.5 94.9: 10.5 5.1
Old : 100.0: 18.5 16.3 23.2 47.1 54.9 88.8 94.4: 11.2 5.6
Other: 100.0: 31.7 2.6 25.9 35.5 69.0 93.1 97.5: 6.9 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 130 59 80 73 66 231 182:
Old : 279: 121 64 78 72 64 223 180:
Other: 110: 44 18 37 32 34 93 73:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 32.6 30.0 41.9 19.7 27.8 28.4 34.5
Old : 21.1 29.3 31.6 38.4 21.1 24.3 30.5 32.2
Other: 26.8 51.0 40.5 65.8 26.2 45.2 36.9 55.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 36,561: 12,409 1,167 8,706 11,319 22,924 32,434 32,797: 4,126 3,764
Old : 36,374: 12,410 1,190 8,660 11,189 22,766 32,260 32,616: 4,114 3,758
Other: 187: 25 4 20 130 158 175 181: 12 5
: : :
: : Changes in Commitments from: December 26, 2006 :
: 390: 1,984 -49 247 -1,205 1,235 1,026 1,434: -636 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 3.2 23.8 31.0 62.7 88.7 89.7: 11.3 10.3
Old : 100.0: 34.1 3.3 23.8 30.8 62.6 88.7 89.7: 11.3 10.3
Other: 100.0: 13.4 2.0 10.6 69.6 84.6 93.6 97.1: 6.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 55 38 32 24 26 90 86:
Old : 129: 56 38 32 23 25 89 85:
Other: 10: 3 3 4 3 2 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 36.0 29.3 51.2 13.7 32.8 23.6 44.2
Old : 17.9 35.8 29.3 51.1 13.7 33.0 23.5 44.1
Other: 83.0 92.7 93.0 97.1 61.0 65.1 61.6 65.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 162,595: 52,543 12,811 14,186 80,821 127,955 147,549 154,952: 15,046 7,643
Old : 138,585: 50,472 12,442 12,478 61,133 106,183 124,083 131,104: 14,502 7,481
Other: 24,010: 2,855 1,153 924 19,688 21,772 23,466 23,848: 543 161
: : :
: : Changes in Commitments from: December 26, 2006 :
: 7,204: 4,637 -761 1,598 -510 6,514 5,725 7,351: 1,480 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 7.9 8.7 49.7 78.7 90.7 95.3: 9.3 4.7
Old : 100.0: 36.4 9.0 9.0 44.1 76.6 89.5 94.6: 10.5 5.4
Other: 100.0: 11.9 4.8 3.8 82.0 90.7 97.7 99.3: 2.3 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 65 36 39 58 46 151 101:
Old : 178: 62 41 37 57 45 147 100:
Other: 43: 13 5 9 12 18 28 29:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 40.6 35.8 55.7 17.2 29.4 26.7 37.6
Old : 19.6 40.7 33.2 56.4 18.2 30.9 27.6 39.7
Other: 55.6 52.7 75.6 76.1 45.1 44.1 64.1 61.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 786,586: 97,691 60,414 176,716 435,495 483,469 709,902 720,599: 76,684 65,987
Old : 786,586: 97,691 60,414 176,716 435,495 483,469 709,902 720,599: 76,684 65,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 8,383: -1,512 16,069 798 11,217 -13,706 10,503 3,161: -2,120 5,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.7 22.5 55.4 61.5 90.3 91.6: 9.7 8.4
Old : 100.0: 12.4 7.7 22.5 55.4 61.5 90.3 91.6: 9.7 8.4
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 : 206: 60 57 67 82 73 177 164:
Old : 206: 60 57 67 82 73 177 164:
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 : 23.8 29.8 34.3 41.9 11.4 13.1 17.9 19.2
Old : 23.8 29.8 34.3 41.9 11.4 13.1 17.9 19.2
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 177,345: 45,033 17,883 49,919 69,125 102,358 164,078 170,161: 13,267 7,184
Old : 161,978: 43,208 18,249 45,830 60,263 91,299 149,301 155,379: 12,677 6,599
Other: 15,366: 2,888 696 3,027 8,862 11,059 14,777 14,782: 590 585
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,332: -358 1,282 1,458 2,340 543 3,440 3,283: -1,109 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.1 28.1 39.0 57.7 92.5 95.9: 7.5 4.1
Old : 100.0: 26.7 11.3 28.3 37.2 56.4 92.2 95.9: 7.8 4.1
Other: 100.0: 18.8 4.5 19.7 57.7 72.0 96.2 96.2: 3.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 193 73 117 113 115 358 263:
Old : 412: 190 81 116 111 114 354 262:
Other: 94: 29 11 26 26 44 64 74:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 25.6 27.3 36.9 12.7 15.5 18.9 24.0
Old : 16.6 23.2 27.4 35.1 13.9 19.1 20.5 27.5
Other: 56.3 53.2 71.2 65.2 39.2 35.6 46.0 40.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 29,084: 9,779 19,174 3,083 15,336 3,320 28,198 25,576: 886 3,507
Old : 29,084: 9,779 19,174 3,083 15,336 3,320 28,198 25,576: 886 3,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -1,248: 1,587 -1,382 223 -2,957 92 -1,147 -1,067: -101 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 65.9 10.6 52.7 11.4 97.0 87.9: 3.0 12.1
Old : 100.0: 33.6 65.9 10.6 52.7 11.4 97.0 87.9: 3.0 12.1
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 : 67: 10 40 11 6 12 21 59:
Old : 67: 10 40 11 6 12 21 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 : 78.5 45.6 92.7 59.6 76.2 42.1 82.8 54.6
Old : 78.5 45.6 92.7 59.6 76.2 42.1 82.8 54.6
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 30,840: 21,617 0 0 4,159 26,741 25,776 26,741: 5,063 4,099
Old : 30,840: 21,617 0 0 4,159 26,741 25,776 26,741: 5,063 4,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 0.0 0.0 13.5 86.7 83.6 86.7: 16.4 13.3
Old : 100.0: 70.1 0.0 0.0 13.5 86.7 83.6 86.7: 16.4 13.3
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 : 22: 10 0 0 4 9 14 9:
Old : 22: 10 0 0 4 9 14 9:
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 : 65.0 72.4 75.0 85.7 65.0 72.4 75.0 85.7
Old : 65.0 72.4 75.0 85.7 65.0 72.4 75.0 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2007