COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 281,572: 46,703 44,501 73,438 134,310 149,662 254,451 267,601: 27,121 13,971
Old : 217,729: 33,819 48,059 51,239 111,113 105,460 196,171 204,758: 21,558 12,971
Other: 63,843: 19,011 2,569 16,072 23,198 44,202 58,280 62,843: 5,563 1,000
: : :
: : Changes in Commitments from: January 30, 2007 :
: 13,848: 3,685 2,838 2,516 6,157 9,073 12,357 14,427: 1,491 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.8 26.1 47.7 53.2 90.4 95.0: 9.6 5.0
Old : 100.0: 15.5 22.1 23.5 51.0 48.4 90.1 94.0: 9.9 6.0
Other: 100.0: 29.8 4.0 25.2 36.3 69.2 91.3 98.4: 8.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 131 77 89 77 69 246 209:
Old : 299: 119 84 84 72 68 229 206:
Other: 144: 53 31 42 43 41 121 89:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 31.4 33.0 40.3 19.2 22.7 27.3 28.7
Old : 23.2 25.9 35.9 34.0 22.3 16.1 30.1 23.1
Other: 23.5 53.1 36.2 66.2 23.2 46.0 32.3 54.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 41,408: 10,112 2,609 10,755 15,171 23,581 36,038 36,946: 5,370 4,462
Old : 40,876: 10,204 2,602 10,615 14,704 23,250 35,523 36,467: 5,354 4,410
Other: 532: 10 109 38 467 331 515 479: 16 53
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,130: -2,722 -322 1,358 167 -1,847 -1,197 -811: 67 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.3 26.0 36.6 56.9 87.0 89.2: 13.0 10.8
Old : 100.0: 25.0 6.4 26.0 36.0 56.9 86.9 89.2: 13.1 10.8
Other: 100.0: 1.9 20.6 7.2 87.8 62.3 96.9 90.1: 3.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 55 56 41 29 27 111 100:
Old : 152: 56 55 41 28 26 110 99:
Other: 13: 2 4 4 6 2 12 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 : 19.1 34.8 29.6 48.5 17.1 31.7 25.5 41.1
Old : 18.5 34.5 29.1 48.3 16.5 31.4 24.9 40.9
Other: 82.4 86.4 93.5 90.1 79.8 76.5 83.3 76.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 150,971: 50,875 14,355 10,519 73,733 116,210 135,127 141,085: 15,844 9,886
Old : 122,983: 47,662 13,187 8,768 51,372 91,706 107,802 113,662: 15,180 9,321
Other: 27,988: 3,935 1,890 1,029 22,361 24,504 27,324 27,423: 664 565
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,119: 4,017 -1,983 -1,528 -6,450 342 -3,960 -3,169: 5,079 4,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 9.5 7.0 48.8 77.0 89.5 93.5: 10.5 6.5
Old : 100.0: 38.8 10.7 7.1 41.8 74.6 87.7 92.4: 12.3 7.6
Other: 100.0: 14.1 6.8 3.7 79.9 87.6 97.6 98.0: 2.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 74 35 38 56 48 152 103:
Old : 177: 75 35 36 54 46 147 101:
Other: 52: 12 10 11 17 19 35 34:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 36.2 36.4 51.2 20.0 26.9 27.7 36.9
Old : 21.6 37.1 31.8 52.0 21.1 29.8 28.7 40.8
Other: 49.0 46.0 73.5 71.1 40.1 38.4 63.8 60.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 908,368: 98,090 107,586 189,673 530,443 521,169 818,206 818,428: 90,162 89,940
Old : 908,368: 98,090 107,586 189,673 530,443 521,169 818,206 818,428: 90,162 89,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 30,952: -1,991 12,350 6,518 21,080 10,209 25,607 29,076: 5,346 1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.8 20.9 58.4 57.4 90.1 90.1: 9.9 9.9
Old : 100.0: 10.8 11.8 20.9 58.4 57.4 90.1 90.1: 9.9 9.9
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 : 248: 71 77 88 85 80 204 203:
Old : 248: 71 77 88 85 80 204 203:
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 : 22.9 24.7 33.6 35.7 13.0 11.2 20.5 16.5
Old : 22.9 24.7 33.6 35.7 13.0 11.2 20.5 16.5
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, February 6, 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 : 182,138: 31,387 17,750 51,706 87,090 106,414 170,183 175,870: 11,955 6,268
Old : 163,007: 30,643 18,342 45,032 75,796 94,129 151,471 157,504: 11,535 5,503
Other: 19,131: 3,222 1,885 4,196 11,293 12,285 18,712 18,366: 419 765
: : :
: : Changes in Commitments from: January 30, 2007 :
: 6,985: 598 -444 892 7,351 8,127 8,841 8,576: -1,856 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.7 28.4 47.8 58.4 93.4 96.6: 6.6 3.4
Old : 100.0: 18.8 11.3 27.6 46.5 57.7 92.9 96.6: 7.1 3.4
Other: 100.0: 16.8 9.9 21.9 59.0 64.2 97.8 96.0: 2.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 162 89 141 112 104 345 288:
Old : 401: 166 92 139 112 103 344 284:
Other: 104: 26 25 29 29 43 70 84:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 29.1 32.4 39.1 13.0 13.6 17.9 19.8
Old : 20.3 26.8 31.3 37.2 14.5 18.8 21.1 25.6
Other: 53.5 51.2 69.3 61.1 40.1 36.2 48.3 41.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 25,047: 14,945 11,103 2,775 5,803 8,453 23,523 22,332: 1,524 2,716
Old : 25,047: 14,945 11,103 2,775 5,803 8,453 23,523 22,332: 1,524 2,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,448: 811 2,079 267 1,802 139 2,879 2,485: -431 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 44.3 11.1 23.2 33.7 93.9 89.2: 6.1 10.8
Old : 100.0: 59.7 44.3 11.1 23.2 33.7 93.9 89.2: 6.1 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 : 66: 22 29 15 5 11 32 51:
Old : 66: 22 29 15 5 11 32 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 : 65.9 45.8 83.2 65.7 63.2 44.7 73.0 59.9
Old : 65.9 45.8 83.2 65.7 63.2 44.7 73.0 59.9
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 with Delta-adjusted Options and Futures Combined, February 6, 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 : 36,303: 25,791 256 0 5,324 32,214 31,115 32,470: 5,188 3,832
Old : 36,303: 25,791 256 0 5,324 32,214 31,115 32,470: 5,188 3,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,311: 1,607 -103 0 181 1,754 1,788 1,651: -477 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 0.7 0.0 14.7 88.7 85.7 89.4: 14.3 10.6
Old : 100.0: 71.0 0.7 0.0 14.7 88.7 85.7 89.4: 14.3 10.6
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: 9 1 0 5 10 14 11:
Old : 23: 9 1 0 5 10 14 11:
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 : 72.0 67.1 80.0 86.1 72.0 66.6 80.0 85.6
Old : 72.0 67.1 80.0 86.1 72.0 66.6 80.0 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2007