COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 348,622: 71,792 17,452 98,400 150,583 221,928 320,775 337,780: 27,847 10,842
Old : 341,008: 70,465 17,644 96,592 146,891 216,280 313,948 330,517: 27,061 10,492
Other: 7,614: 2,153 634 982 3,692 5,647 6,828 7,263: 787 351
: : :
: : Changes in Commitments from: July 3, 2007 :
: 25,226: 4,752 -5,096 11,704 6,780 17,143 23,236 23,751: 1,990 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 5.0 28.2 43.2 63.7 92.0 96.9: 8.0 3.1
Old : 100.0: 20.7 5.2 28.3 43.1 63.4 92.1 96.9: 7.9 3.1
Other: 100.0: 28.3 8.3 12.9 48.5 74.2 89.7 95.4: 10.3 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 156 54 88 73 66 265 181:
Old : 305: 154 56 88 73 66 264 181:
Other: 53: 17 9 19 13 18 37 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 : 18.8 35.4 29.2 46.7 16.6 27.8 23.2 36.4
Old : 18.9 35.9 29.1 47.4 16.8 28.4 23.5 37.0
Other: 50.8 48.8 65.7 72.2 44.9 43.2 54.1 58.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 46,391: 5,359 8,761 14,093 22,241 20,271 41,693 43,126: 4,698 3,266
Old : 37,098: 4,386 10,008 10,233 18,246 13,908 32,866 34,149: 4,232 2,949
Other: 9,293: 2,426 207 2,407 3,995 6,363 8,827 8,977: 466 316
: : :
: : Changes in Commitments from: July 3, 2007 :
: -120: 37 154 308 -397 -567 -52 -106: -68 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 18.9 30.4 47.9 43.7 89.9 93.0: 10.1 7.0
Old : 100.0: 11.8 27.0 27.6 49.2 37.5 88.6 92.1: 11.4 7.9
Other: 100.0: 26.1 2.2 25.9 43.0 68.5 95.0 96.6: 5.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 41 50 37 33 18 97 85:
Old : 129: 40 52 36 33 17 96 83:
Other: 47: 22 9 20 13 6 42 28:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 38.6 36.9 51.4 19.2 28.9 28.4 34.2
Old : 22.8 38.1 35.7 50.6 18.8 30.2 29.8 36.6
Other: 44.5 72.7 62.6 83.1 36.9 56.4 45.9 57.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 183,073: 75,299 17,411 18,662 75,282 140,410 169,243 176,483: 13,830 6,590
Old : 95,600: 61,794 15,802 4,400 19,588 70,895 85,782 91,097: 9,818 4,503
Other: 87,473: 17,600 5,703 10,167 55,694 69,515 83,461 85,386: 4,012 2,087
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,234: 2,397 -994 413 -133 2,890 2,677 2,309: -442 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.5 10.2 41.1 76.7 92.4 96.4: 7.6 3.6
Old : 100.0: 64.6 16.5 4.6 20.5 74.2 89.7 95.3: 10.3 4.7
Other: 100.0: 20.1 6.5 11.6 63.7 79.5 95.4 97.6: 4.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 86 32 37 49 48 155 103:
Old : 177: 82 32 21 34 42 125 86:
Other: 100: 24 24 24 40 36 80 69:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 40.3 38.3 52.7 17.1 21.9 25.2 32.4
Old : 21.6 48.1 33.4 58.4 21.6 45.8 33.4 55.9
Other: 47.7 38.6 63.4 53.3 36.6 31.0 46.0 42.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 841,613: 164,472 117,498 151,136 439,271 509,312 754,880 777,946: 86,733 63,667
Old : 841,613: 164,472 117,498 151,136 439,271 509,312 754,880 777,946: 86,733 63,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 10,536: 4,899 -6,026 1,538 -5,266 16,094 1,171 11,606: 9,365 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.0 18.0 52.2 60.5 89.7 92.4: 10.3 7.6
Old : 100.0: 19.5 14.0 18.0 52.2 60.5 89.7 92.4: 10.3 7.6
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 : 243: 86 50 62 90 84 203 172:
Old : 243: 86 50 62 90 84 203 172:
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 : 19.7 21.7 30.1 33.2 13.4 12.0 20.3 20.0
Old : 19.7 21.7 30.1 33.2 13.4 12.0 20.3 20.0
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, July 10, 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 : 207,526: 45,899 43,751 56,063 95,019 100,630 196,981 200,444: 10,545 7,082
Old : 116,755: 36,706 47,548 14,883 57,658 48,953 109,248 111,384: 7,507 5,371
Other: 90,771: 19,457 6,467 30,916 37,361 51,677 87,733 89,060: 3,038 1,711
: : :
: : Changes in Commitments from: July 3, 2007 :
: 6,642: 1,063 5,106 1,773 2,632 -803 5,468 6,076: 1,174 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 21.1 27.0 45.8 48.5 94.9 96.6: 5.1 3.4
Old : 100.0: 31.4 40.7 12.7 49.4 41.9 93.6 95.4: 6.4 4.6
Other: 100.0: 21.4 7.1 34.1 41.2 56.9 96.7 98.1: 3.3 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 153 133 135 116 110 327 333:
Old : 420: 136 144 92 101 90 281 283:
Other: 258: 77 67 69 79 93 186 201:
:----------------------------------------------------------------------------------------------------
: 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 26.0 32.1 36.0 16.9 16.0 23.8 22.9
Old : 19.3 27.7 31.1 39.5 19.3 27.2 30.6 38.0
Other: 33.9 34.1 50.0 47.1 15.7 9.5 19.4 13.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 39,816: 10,212 29,915 3,447 24,690 2,408 38,349 35,770: 1,467 4,046
Old : 39,816: 10,212 29,915 3,447 24,690 2,408 38,349 35,770: 1,467 4,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,888: 310 1,216 -136 2,902 809 3,077 1,889: -188 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 75.1 8.7 62.0 6.0 96.3 89.8: 3.7 10.2
Old : 100.0: 25.6 75.1 8.7 62.0 6.0 96.3 89.8: 3.7 10.2
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 : 81: 20 46 12 7 10 35 61:
Old : 81: 20 46 12 7 10 35 61:
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 : 71.6 36.7 90.7 56.2 70.0 36.7 84.1 54.2
Old : 71.6 36.7 90.7 56.2 70.0 36.7 84.1 54.2
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 with Delta-adjusted Options and Futures Combined, July 10, 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 : 27,780: 21,340 0 0 1,424 25,268 22,764 25,268: 5,016 2,512
Old : 27,780: 21,340 0 0 1,424 25,268 22,764 25,268: 5,016 2,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 0.0 0.0 5.1 91.0 81.9 91.0: 18.1 9.0
Old : 100.0: 76.8 0.0 0.0 5.1 91.0 81.9 91.0: 18.1 9.0
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 : 20: 9 0 0 3 9 12 9:
Old : 20: 9 0 0 3 9 12 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 : 61.3 72.7 75.7 89.2 61.3 72.2 75.7 88.7
Old : 61.3 72.7 75.7 89.2 61.3 72.2 75.7 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2007