COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, June 5, 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 : 223,817: 55,824 54,997 27,001 117,638 127,881 200,463 209,879: 23,354 13,938
Old : 101,254: 24,823 56,027 536 64,427 35,950 89,786 92,513: 11,468 8,741
Other: 122,563: 47,286 15,255 10,180 53,211 91,931 110,677 117,366: 11,886 5,197
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,444: -1,013 -5,093 1,120 -4,037 -147 -3,930 -4,120: 1,486 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 24.6 12.1 52.6 57.1 89.6 93.8: 10.4 6.2
Old : 100.0: 24.5 55.3 0.5 63.6 35.5 88.7 91.4: 11.3 8.6
Other: 100.0: 38.6 12.4 8.3 43.4 75.0 90.3 95.8: 9.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 109 89 75 63 50 213 184:
Old : 242: 67 107 8 50 26 122 136:
Other: 211: 101 30 36 54 48 164 109:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 31.3 35.1 42.1 24.4 27.5 34.1 36.1
Old : 37.9 30.2 51.2 40.4 37.9 30.0 51.2 40.0
Other: 20.8 36.8 31.6 52.2 19.5 33.0 30.0 45.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, June 5, 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 : 30,490: 10,753 3,537 3,515 13,234 20,177 27,502 27,229: 2,988 3,261
Old : 26,957: 9,333 3,966 2,990 11,883 16,929 24,206 23,885: 2,751 3,072
Other: 3,533: 1,918 69 27 1,351 3,248 3,296 3,344: 237 189
: : :
: : Changes in Commitments from: May 29, 2007 :
: 999: -915 580 731 769 -844 585 467: 414 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 11.6 11.5 43.4 66.2 90.2 89.3: 9.8 10.7
Old : 100.0: 34.6 14.7 11.1 44.1 62.8 89.8 88.6: 10.2 11.4
Other: 100.0: 54.3 2.0 0.8 38.2 91.9 93.3 94.7: 6.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 42 19 19 26 15 76 48:
Old : 96: 41 20 18 26 15 76 47:
Other: 34: 19 3 2 10 3 30 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 : 24.6 57.5 37.3 68.4 24.1 54.5 35.1 63.2
Old : 25.1 55.7 39.0 66.2 25.1 54.9 36.9 62.9
Other: 38.9 93.3 60.7 94.7 38.9 90.5 60.7 91.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, June 5, 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 : 152,624: 55,618 15,916 13,654 73,057 120,402 142,329 149,972: 10,295 2,652
Old : 91,729: 45,066 13,493 3,365 35,096 73,279 83,527 90,137: 8,202 1,592
Other: 60,895: 13,056 4,927 7,785 37,961 47,123 58,802 59,835: 2,093 1,060
: : :
: : Changes in Commitments from: May 29, 2007 :
: -5,656: -4,607 -1,846 -2,009 2,213 248 -4,403 -3,607: -1,253 -2,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 10.4 8.9 47.9 78.9 93.3 98.3: 6.7 1.7
Old : 100.0: 49.1 14.7 3.7 38.3 79.9 91.1 98.3: 8.9 1.7
Other: 100.0: 21.4 8.1 12.8 62.3 77.4 96.6 98.3: 3.4 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 71 28 33 44 40 140 85:
Old : 160: 72 29 20 34 33 119 70:
Other: 77: 19 16 10 27 30 53 50:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 37.6 43.4 54.8 21.6 21.3 27.8 32.3
Old : 24.9 45.8 35.5 62.9 23.1 40.5 31.3 54.3
Other: 47.9 35.1 68.1 53.8 36.9 25.4 46.1 38.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, June 5, 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 : 752,655: 144,134 173,329 53,798 460,856 462,105 658,788 689,232: 93,867 63,423
Old : 752,655: 144,134 173,329 53,798 460,856 462,105 658,788 689,232: 93,867 63,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -9,737: 8,479 5,326 -9,825 -24,110 -5,015 -25,456 -9,514: 15,719 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.0 7.1 61.2 61.4 87.5 91.6: 12.5 8.4
Old : 100.0: 19.2 23.0 7.1 61.2 61.4 87.5 91.6: 12.5 8.4
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 : 233: 59 75 57 79 74 181 168:
Old : 233: 59 75 57 79 74 181 168:
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 : 19.6 24.5 32.3 35.3 14.9 16.4 23.1 23.8
Old : 19.6 24.5 32.3 35.3 14.9 16.4 23.1 23.8
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, June 5, 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 : 159,466: 46,717 36,514 22,900 79,788 93,612 149,405 153,026: 10,061 6,440
Old : 116,333: 45,020 37,418 5,075 58,700 69,298 108,795 111,791: 7,538 4,542
Other: 43,133: 9,949 7,348 9,573 21,088 24,314 40,610 41,235: 2,523 1,898
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,899: 864 -10,897 1,113 -3,489 7,358 -1,512 -2,426: -387 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 22.9 14.4 50.0 58.7 93.7 96.0: 6.3 4.0
Old : 100.0: 38.7 32.2 4.4 50.5 59.6 93.5 96.1: 6.5 3.9
Other: 100.0: 23.1 17.0 22.2 48.9 56.4 94.2 95.6: 5.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 127 88 84 106 94 281 235:
Old : 355: 130 90 50 84 83 242 199:
Other: 184: 51 35 34 57 68 124 125:
:----------------------------------------------------------------------------------------------------
: 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 29.8 37.0 39.8 19.4 19.5 27.6 27.7
Old : 24.4 32.5 36.9 43.9 23.3 30.6 35.9 41.9
Other: 45.2 40.4 59.0 54.4 24.0 16.7 28.8 23.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, June 5, 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 : 27,472: 4,869 19,400 2,445 18,330 2,617 25,644 24,462: 1,828 3,010
Old : 27,472: 4,869 19,400 2,445 18,330 2,617 25,644 24,462: 1,828 3,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -3,604: -1,394 -2,922 108 -2,080 -1,024 -3,366 -3,838: -238 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 70.6 8.9 66.7 9.5 93.3 89.0: 6.7 11.0
Old : 100.0: 17.7 70.6 8.9 66.7 9.5 93.3 89.0: 6.7 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 : 65: 15 34 10 7 7 28 48:
Old : 65: 15 34 10 7 7 28 48:
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 : 73.9 44.5 85.3 64.7 67.8 43.5 75.4 57.7
Old : 73.9 44.5 85.3 64.7 67.8 43.5 75.4 57.7
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, June 5, 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 : 26,738: 17,569 0 0 3,556 22,948 21,125 22,948: 5,613 3,790
Old : 26,738: 17,569 0 0 3,556 22,948 21,125 22,948: 5,613 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 29: -240 0 0 53 523 -187 523: 216 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 0.0 0.0 13.3 85.8 79.0 85.8: 21.0 14.2
Old : 100.0: 65.7 0.0 0.0 13.3 85.8 79.0 85.8: 21.0 14.2
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 : 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 : 54.5 65.9 72.1 84.3 54.5 65.9 72.1 83.8
Old : 54.5 65.9 72.1 84.3 54.5 65.9 72.1 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2007