COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, May 29, 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 : 226,261: 56,837 60,090 25,881 121,675 128,028 204,393 213,999: 21,868 12,262
Old : 122,214: 28,962 62,743 378 81,597 49,975 110,937 113,096: 11,277 9,118
Other: 104,047: 44,796 14,268 8,582 40,078 78,053 93,456 100,903: 10,591 3,144
: : :
: : Changes in Commitments from: May 22, 2007 :
: 834: -191 -4,933 2,721 -2,484 3,630 46 1,418: 788 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 26.6 11.4 53.8 56.6 90.3 94.6: 9.7 5.4
Old : 100.0: 23.7 51.3 0.3 66.8 40.9 90.8 92.5: 9.2 7.5
Other: 100.0: 43.1 13.7 8.2 38.5 75.0 89.8 97.0: 10.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 107 96 76 62 56 210 202:
Old : 261: 72 117 6 47 33 125 150:
Other: 209: 101 27 36 51 48 157 109:
:----------------------------------------------------------------------------------------------------
: 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 31.8 35.6 42.0 24.8 28.0 34.6 36.1
Old : 37.5 31.4 50.8 41.5 37.5 31.3 50.8 41.2
Other: 19.7 37.7 30.2 54.2 19.6 33.2 29.5 47.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, May 29, 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 : 29,491: 11,668 2,957 2,784 12,465 21,021 26,917 26,762: 2,574 2,729
Old : 26,259: 10,254 3,354 2,306 11,362 17,955 23,922 23,615: 2,337 2,644
Other: 3,232: 1,868 57 24 1,103 3,066 2,995 3,147: 237 85
: : :
: : Changes in Commitments from: May 22, 2007 :
: -657: -1,452 42 16 917 -574 -519 -516: -138 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 10.0 9.4 42.3 71.3 91.3 90.7: 8.7 9.3
Old : 100.0: 39.0 12.8 8.8 43.3 68.4 91.1 89.9: 8.9 10.1
Other: 100.0: 57.8 1.8 0.7 34.1 94.9 92.7 97.4: 7.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 16 21 25 14 80 46:
Old : 97: 45 18 20 25 14 80 45:
Other: 35: 21 3 2 8 3 29 8:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 62.1 38.6 73.1 24.0 60.4 36.7 69.5
Old : 25.1 60.1 40.7 71.1 25.1 59.8 38.8 68.9
Other: 41.5 95.7 64.0 97.4 41.5 95.7 64.0 96.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, May 29, 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 : 158,280: 60,225 17,762 15,663 70,844 120,154 146,732 153,579: 11,548 4,701
Old : 100,400: 52,387 16,028 5,007 32,889 75,519 90,283 96,554: 10,117 3,846
Other: 57,880: 10,190 4,086 8,304 37,955 44,635 56,449 57,025: 1,431 855
: : :
: : Changes in Commitments from: May 22, 2007 :
: 601: 1,965 -541 166 -1,511 1,174 620 799: -19 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 11.2 9.9 44.8 75.9 92.7 97.0: 7.3 3.0
Old : 100.0: 52.2 16.0 5.0 32.8 75.2 89.9 96.2: 10.1 3.8
Other: 100.0: 17.6 7.1 14.3 65.6 77.1 97.5 98.5: 2.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 69 32 39 46 39 148 91:
Old : 172: 73 35 30 36 36 130 82:
Other: 79: 19 18 11 27 29 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 : 27.1 36.0 41.2 52.4 20.9 21.7 28.1 32.9
Old : 23.3 44.5 34.4 58.4 23.3 39.2 32.9 52.6
Other: 48.3 36.2 70.4 54.2 37.8 26.2 47.6 40.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, May 29, 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 : 762,392: 135,655 168,003 63,623 484,966 467,120 684,244 698,746: 78,148 63,646
Old : 762,392: 135,655 168,003 63,623 484,966 467,120 684,244 698,746: 78,148 63,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 6,270: -3,295 -11,970 1,405 3,577 20,131 1,687 9,566: 4,583 -3,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 22.0 8.3 63.6 61.3 89.7 91.7: 10.3 8.3
Old : 100.0: 17.8 22.0 8.3 63.6 61.3 89.7 91.7: 10.3 8.3
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 : 227: 58 70 55 73 70 172 161:
Old : 227: 58 70 55 73 70 172 161:
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 : 22.2 27.4 34.7 37.8 18.0 17.3 26.1 24.6
Old : 22.2 27.4 34.7 37.8 18.0 17.3 26.1 24.6
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 - Futures Only, May 29, 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 : 161,365: 45,853 47,411 21,787 83,277 86,254 150,917 155,452: 10,448 5,913
Old : 124,150: 45,786 48,125 5,933 64,176 65,604 115,895 119,662: 8,255 4,488
Other: 37,215: 8,133 7,352 7,788 19,101 20,650 35,022 35,790: 2,193 1,425
: : :
: : Changes in Commitments from: May 22, 2007 :
: 2,736: 1,004 -1,840 493 -1,649 881 -152 -466: 2,888 3,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 29.4 13.5 51.6 53.5 93.5 96.3: 6.5 3.7
Old : 100.0: 36.9 38.8 4.8 51.7 52.8 93.4 96.4: 6.6 3.6
Other: 100.0: 21.9 19.8 20.9 51.3 55.5 94.1 96.2: 5.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 124 90 74 110 97 272 241:
Old : 354: 125 95 48 93 84 242 207:
Other: 171: 45 31 33 55 68 115 121:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 28.9 37.2 39.7 20.1 20.7 28.7 29.0
Old : 26.1 33.2 37.9 44.2 26.0 31.1 37.8 42.1
Other: 42.1 41.5 57.9 56.8 26.4 23.7 32.5 31.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, May 29, 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 : 31,076: 6,263 22,322 2,337 20,410 3,641 29,010 28,300: 2,066 2,776
Old : 31,076: 6,263 22,322 2,337 20,410 3,641 29,010 28,300: 2,066 2,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 215: 409 245 90 -69 35 430 370: -215 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 71.8 7.5 65.7 11.7 93.4 91.1: 6.6 8.9
Old : 100.0: 20.2 71.8 7.5 65.7 11.7 93.4 91.1: 6.6 8.9
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 : 68: 15 38 10 7 8 30 50:
Old : 68: 15 38 10 7 8 30 50:
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 : 76.5 41.6 85.6 65.1 67.5 41.5 73.7 58.1
Old : 76.5 41.6 85.6 65.1 67.5 41.5 73.7 58.1
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 - Futures Only, May 29, 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 : 26,709: 17,809 0 0 3,503 22,425 21,312 22,425: 5,397 4,284
Old : 26,709: 17,809 0 0 3,503 22,425 21,312 22,425: 5,397 4,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 94: 72 0 0 151 21 223 21: -129 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 0.0 0.0 13.1 84.0 79.8 84.0: 20.2 16.0
Old : 100.0: 66.7 0.0 0.0 13.1 84.0 79.8 84.0: 20.2 16.0
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: 8 0 0 6 9 14 9:
Old : 20: 8 0 0 6 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 : 54.7 65.0 72.3 82.4 54.7 65.0 72.3 81.9
Old : 54.7 65.0 72.3 82.4 54.7 65.0 72.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007