COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 369,568: 67,406 10,762 117,122 160,787 231,798 345,315 359,683: 24,253 9,886
Old : 356,479: 64,707 11,626 114,079 154,465 221,252 333,251 346,957: 23,228 9,522
Other: 13,089: 4,053 490 1,689 6,322 10,547 12,064 12,726: 1,025 363
: : :
: : Changes in Commitments from: July 31, 2007 :
: 509: 2,629 -790 -1,096 2,623 2,805 4,155 918: -3,646 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 2.9 31.7 43.5 62.7 93.4 97.3: 6.6 2.7
Old : 100.0: 18.2 3.3 32.0 43.3 62.1 93.5 97.3: 6.5 2.7
Other: 100.0: 31.0 3.7 12.9 48.3 80.6 92.2 97.2: 7.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 135 62 100 69 69 256 191:
Old : 295: 133 65 98 69 69 254 190:
Other: 75: 22 18 23 17 23 54 51:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 33.7 30.6 46.2 13.8 23.3 20.2 31.6
Old : 18.4 34.8 30.3 47.0 14.3 24.2 20.9 32.4
Other: 43.9 56.8 58.3 73.5 43.1 55.1 55.1 71.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 52,810: 5,173 7,156 19,414 22,475 23,520 47,062 50,091: 5,748 2,720
Old : 34,993: 4,236 9,005 10,224 15,851 13,348 30,311 32,577: 4,681 2,416
Other: 17,818: 3,019 234 7,108 6,624 10,172 16,751 17,514: 1,067 304
: : :
: : Changes in Commitments from: July 31, 2007 :
: 2,862: -62 -373 1,988 863 1,180 2,788 2,795: 73 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.6 36.8 42.6 44.5 89.1 94.8: 10.9 5.2
Old : 100.0: 12.1 25.7 29.2 45.3 38.1 86.6 93.1: 13.4 6.9
Other: 100.0: 16.9 1.3 39.9 37.2 57.1 94.0 98.3: 6.0 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 45 40 35 31 19 98 75:
Old : 118: 36 48 30 30 17 90 71:
Other: 55: 30 9 21 15 6 51 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 : 27.0 46.7 40.6 58.7 15.4 28.7 23.9 33.9
Old : 23.5 42.1 38.0 53.2 18.8 31.7 28.6 39.0
Other: 42.1 70.6 61.1 84.8 20.1 36.6 26.0 37.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 153,898: 52,848 13,895 17,027 71,448 116,079 141,323 147,000: 12,575 6,898
Old : 36,871: 16,300 10,529 137 14,509 21,889 30,946 32,555: 5,925 4,316
Other: 117,027: 40,849 7,667 12,589 56,939 94,190 110,377 114,445: 6,650 2,582
: : :
: : Changes in Commitments from: July 31, 2007 :
: -17,045: -6,334 445 -3,773 -6,333 -14,751 -16,440 -18,079: -604 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 9.0 11.1 46.4 75.4 91.8 95.5: 8.2 4.5
Old : 100.0: 44.2 28.6 0.4 39.4 59.4 83.9 88.3: 16.1 11.7
Other: 100.0: 34.9 6.6 10.8 48.7 80.5 94.3 97.8: 5.7 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 71 22 49 47 46 141 107:
Old : 121: 43 24 5 33 25 79 52:
Other: 135: 54 21 35 43 39 113 83:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 40.5 41.1 52.2 18.9 22.9 25.8 31.2
Old : 21.1 53.7 35.3 63.5 21.1 50.2 34.2 60.0
Other: 39.7 39.7 51.2 53.4 24.8 26.7 32.4 35.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 881,918: 149,937 107,166 162,254 499,263 569,190 811,455 838,611: 70,463 43,308
Old : 881,918: 149,937 107,166 162,254 499,263 569,190 811,455 838,611: 70,463 43,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -31,678: -20,065 2,512 -880 2,712 -33,197 -18,234 -31,565: -13,444 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 12.2 18.4 56.6 64.5 92.0 95.1: 8.0 4.9
Old : 100.0: 17.0 12.2 18.4 56.6 64.5 92.0 95.1: 8.0 4.9
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 : 247: 83 61 73 84 82 207 179:
Old : 247: 83 61 73 84 82 207 179:
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 : 25.5 25.5 35.5 37.5 12.4 12.6 19.6 20.9
Old : 25.5 25.5 35.5 37.5 12.4 12.6 19.6 20.9
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, August 7, 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 : 214,639: 49,895 32,878 63,979 85,314 108,165 199,188 205,022: 15,451 9,618
Old : 80,046: 27,357 29,145 10,481 33,395 35,562 71,233 75,188: 8,813 4,858
Other: 134,593: 31,263 12,458 44,773 51,919 72,603 127,955 129,834: 6,638 4,760
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,776: 755 -5,405 -1,331 -5,322 2,768 -5,899 -3,968: 4,123 2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.3 29.8 39.7 50.4 92.8 95.5: 7.2 4.5
Old : 100.0: 34.2 36.4 13.1 41.7 44.4 89.0 93.9: 11.0 6.1
Other: 100.0: 23.2 9.3 33.3 38.6 53.9 95.1 96.5: 4.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 158 104 129 119 120 331 312:
Old : 360: 128 93 89 96 92 260 238:
Other: 311: 88 83 87 97 108 228 241:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 25.2 31.4 34.3 16.5 14.5 22.4 21.0
Old : 19.8 32.9 30.8 46.1 19.8 31.2 30.6 43.7
Other: 27.8 24.8 40.6 37.6 17.2 11.1 22.3 17.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 44,491: 9,348 34,520 3,414 30,043 2,967 42,805 40,901: 1,686 3,590
Old : 44,491: 9,348 34,520 3,414 30,043 2,967 42,805 40,901: 1,686 3,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,023: -362 -1,839 17 -1,507 -216 -1,852 -2,038: -172 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 77.6 7.7 67.5 6.7 96.2 91.9: 3.8 8.1
Old : 100.0: 21.0 77.6 7.7 67.5 6.7 96.2 91.9: 3.8 8.1
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 : 85: 26 44 14 7 10 38 64:
Old : 85: 26 44 14 7 10 38 64:
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 37.0 91.2 57.5 79.8 37.0 83.3 55.9
Old : 83.3 37.0 91.2 57.5 79.8 37.0 83.3 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2007