COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 244,204: 45,179 33,145 60,709 114,576 138,455 220,464 232,309: 23,740 11,895
Old : 201,561: 35,671 35,705 46,608 98,447 108,211 180,725 190,524: 20,836 11,037
Other: 42,643: 12,559 491 11,050 16,129 30,244 39,738 41,785: 2,905 857
: : :
: : Changes in Commitments from: January 3, 2007 :
: 128: -1,608 2,601 -787 4,343 -1,200 1,948 614: -1,821 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 13.6 24.9 46.9 56.7 90.3 95.1: 9.7 4.9
Old : 100.0: 17.7 17.7 23.1 48.8 53.7 89.7 94.5: 10.3 5.5
Other: 100.0: 29.5 1.2 25.9 37.8 70.9 93.2 98.0: 6.8 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 111 73 79 77 66 228 187:
Old : 280: 103 78 77 75 64 220 185:
Other: 111: 44 16 37 35 36 95 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 : 20.0 32.4 31.1 41.3 19.9 26.1 28.9 32.8
Old : 21.6 28.1 32.9 37.0 21.6 22.6 31.1 29.8
Other: 27.0 53.8 41.2 68.5 25.4 46.6 35.9 56.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 37,045: 11,687 1,200 8,911 12,520 22,854 33,119 32,965: 3,926 4,080
Old : 36,801: 11,686 1,225 8,864 12,337 22,642 32,887 32,731: 3,914 4,070
Other: 244: 29 3 20 183 211 232 234: 12 10
: : :
: : Changes in Commitments from: January 3, 2007 :
: 484: -722 33 205 1,201 -70 684 168: -200 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 3.2 24.1 33.8 61.7 89.4 89.0: 10.6 11.0
Old : 100.0: 31.8 3.3 24.1 33.5 61.5 89.4 88.9: 10.6 11.1
Other: 100.0: 11.7 1.1 8.3 75.1 86.5 95.1 95.9: 4.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 51 43 33 22 26 89 89:
Old : 130: 51 43 33 21 25 88 88:
Other: 11: 4 3 4 3 2 10 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 : 21.6 36.3 32.7 50.3 14.5 31.0 24.1 39.9
Old : 21.3 36.0 32.5 50.1 14.2 31.2 23.9 39.7
Other: 85.3 92.7 94.3 95.9 70.6 72.2 71.4 72.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 158,797: 48,904 11,977 11,242 83,201 126,983 143,348 150,203: 15,449 8,594
Old : 133,807: 46,464 11,821 9,404 63,239 104,290 119,108 125,516: 14,699 8,291
Other: 24,990: 3,425 1,141 853 19,962 22,693 24,240 24,687: 750 303
: : :
: : Changes in Commitments from: January 3, 2007 :
: -3,798: -3,639 -834 -2,944 2,381 -972 -4,202 -4,750: 404 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.5 7.1 52.4 80.0 90.3 94.6: 9.7 5.4
Old : 100.0: 34.7 8.8 7.0 47.3 77.9 89.0 93.8: 11.0 6.2
Other: 100.0: 13.7 4.6 3.4 79.9 90.8 97.0 98.8: 3.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 65 32 36 58 48 145 100:
Old : 172: 62 36 33 57 46 140 98:
Other: 46: 13 5 9 13 19 29 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 : 22.7 40.9 37.3 56.7 17.6 29.1 25.7 37.1
Old : 21.0 40.9 34.2 57.8 18.3 31.0 26.3 40.1
Other: 54.0 51.3 75.0 75.4 43.4 42.7 63.1 61.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 805,266: 94,410 75,607 182,451 451,091 470,449 727,951 728,507: 77,315 76,759
Old : 805,266: 94,410 75,607 182,451 451,091 470,449 727,951 728,507: 77,315 76,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 18,680: -3,281 15,193 5,735 15,596 -13,020 18,049 7,908: 630 10,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.4 22.7 56.0 58.4 90.4 90.5: 9.6 9.5
Old : 100.0: 11.7 9.4 22.7 56.0 58.4 90.4 90.5: 9.6 9.5
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 : 221: 74 51 74 89 78 191 178:
Old : 221: 74 51 74 89 78 191 178:
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 27.2 34.1 38.5 11.7 12.1 18.7 18.0
Old : 23.5 27.2 34.1 38.5 11.7 12.1 18.7 18.0
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 171,344: 37,276 17,793 48,551 71,564 96,204 157,391 162,548: 13,952 8,795
Old : 155,906: 35,545 18,158 44,329 62,654 85,179 142,527 147,666: 13,379 8,240
Other: 15,438: 2,722 625 3,232 8,911 11,025 14,865 14,883: 573 555
: : :
: : Changes in Commitments from: January 3, 2007 :
: -6,001: -7,758 -90 -1,368 2,440 -6,154 -6,686 -7,613: 685 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.4 28.3 41.8 56.1 91.9 94.9: 8.1 5.1
Old : 100.0: 22.8 11.6 28.4 40.2 54.6 91.4 94.7: 8.6 5.3
Other: 100.0: 17.6 4.1 20.9 57.7 71.4 96.3 96.4: 3.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 175 83 125 107 109 345 267:
Old : 401: 181 84 124 107 108 344 266:
Other: 90: 25 15 29 23 43 61 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 : 17.4 25.4 27.8 36.4 13.0 14.7 18.9 22.5
Old : 17.4 23.2 28.0 34.6 14.3 18.8 20.6 26.7
Other: 55.1 52.3 70.2 65.2 39.1 35.7 46.3 40.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 26,288: 12,105 15,331 3,195 9,841 5,009 25,141 23,535: 1,147 2,753
Old : 26,288: 12,105 15,331 3,195 9,841 5,009 25,141 23,535: 1,147 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -2,795: 2,326 -3,843 112 -5,495 1,689 -3,057 -2,041: 261 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 58.3 12.2 37.4 19.1 95.6 89.5: 4.4 10.5
Old : 100.0: 46.0 58.3 12.2 37.4 19.1 95.6 89.5: 4.4 10.5
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 : 64: 13 35 11 6 11 26 51:
Old : 64: 13 35 11 6 11 26 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 : 71.0 44.1 89.1 63.0 66.8 42.6 78.4 56.3
Old : 71.0 44.1 89.1 63.0 66.8 42.6 78.4 56.3
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 9, 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 : 27,235: 17,654 208 0 4,007 24,022 21,661 24,230: 5,575 3,005
Old : 27,235: 17,654 208 0 4,007 24,022 21,661 24,230: 5,575 3,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -3,604: -3,963 208 0 -153 -2,719 -4,116 -2,510: 512 -1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 0.8 0.0 14.7 88.2 79.5 89.0: 20.5 11.0
Old : 100.0: 64.8 0.8 0.0 14.7 88.2 79.5 89.0: 20.5 11.0
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 : 21: 6 1 0 8 8 14 9:
Old : 21: 6 1 0 8 8 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 : 63.4 73.8 71.9 88.2 63.4 73.3 71.9 87.2
Old : 63.4 73.8 71.9 88.2 63.4 73.3 71.9 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2007