COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders - Futures Only, June 19, 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 : 204,269: 63,892 36,566 13,344 104,744 144,321 181,980 194,231: 22,289 10,038 Old : 15,280: 4,595 3,700 191 5,412 8,849 10,198 12,740: 5,082 2,540 Other: 188,989: 60,862 34,431 11,588 99,332 135,472 171,782 181,491: 17,207 7,498 : : : : : Changes in Commitments from: June 12, 2007 : : -13,012: 5,517 -13,381 -9,217 -12,402 9,956 -16,102 -12,642: 3,090 -370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 17.9 6.5 51.3 70.7 89.1 95.1: 10.9 4.9 Old : 100.0: 30.1 24.2 1.3 35.4 57.9 66.7 83.4: 33.3 16.6 Other: 100.0: 32.2 18.2 6.1 52.6 71.7 90.9 96.0: 9.1 4.0 : : : :# Traders : Number of Traders in Each Category : All : 262: 103 70 50 56 64 180 168: Old : 92: 21 18 2 28 33 50 52: Other: 250: 101 63 43 51 60 166 155: :---------------------------------------------------------------------------------------------------- : 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 : 25.6 37.6 35.8 49.8 24.9 33.8 35.0 44.9 Old : 22.0 50.6 33.2 61.5 18.2 43.5 28.2 54.4 Other: 27.0 37.8 37.7 50.3 26.2 35.0 36.9 45.8 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders - Futures Only, June 19, 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 : 32,721: 10,358 5,666 2,937 16,193 20,890 29,488 29,493: 3,233 3,228 Old : 28,256: 8,698 6,177 2,179 14,462 16,873 25,339 25,229: 2,917 3,027 Other: 4,465: 2,321 150 97 1,731 4,017 4,149 4,264: 316 201 : : : : : Changes in Commitments from: June 12, 2007 : : 644: 292 988 -1,931 2,244 1,511 605 568: 39 76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 17.3 9.0 49.5 63.8 90.1 90.1: 9.9 9.9 Old : 100.0: 30.8 21.9 7.7 51.2 59.7 89.7 89.3: 10.3 10.7 Other: 100.0: 52.0 3.4 2.2 38.8 90.0 92.9 95.5: 7.1 4.5 : : : :# Traders : Number of Traders in Each Category : All : 108: 47 23 23 31 18 84 61: Old : 108: 46 26 20 31 18 84 58: Other: 39: 21 4 4 11 4 32 12: :---------------------------------------------------------------------------------------------------- : 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 54.3 38.7 65.6 22.7 46.3 33.7 54.5 Old : 24.1 54.5 40.1 63.8 23.5 48.5 37.2 56.7 Other: 35.8 91.0 56.9 94.8 35.8 84.2 54.5 86.7 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders - Futures Only, June 19, 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 : 142,795: 56,964 15,692 6,476 68,541 116,767 131,981 138,935: 10,814 3,860 Old : 77,141: 44,996 13,335 268 23,406 60,670 68,670 74,273: 8,471 2,868 Other: 65,654: 14,784 5,173 3,392 45,135 56,097 63,311 64,662: 2,343 992 : : : : : Changes in Commitments from: June 12, 2007 : : -1,192: 3,124 -586 -5,730 2,992 6,660 386 344: -1,578 -1,536 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 11.0 4.5 48.0 81.8 92.4 97.3: 7.6 2.7 Old : 100.0: 58.3 17.3 0.3 30.3 78.6 89.0 96.3: 11.0 3.7 Other: 100.0: 22.5 7.9 5.2 68.7 85.4 96.4 98.5: 3.6 1.5 : : : :# Traders : Number of Traders in Each Category : All : 166: 68 29 24 44 45 128 88: Old : 157: 67 29 7 30 38 101 70: Other: 83: 19 18 10 29 33 54 56: :---------------------------------------------------------------------------------------------------- : 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 : 31.9 40.7 44.0 55.9 23.4 22.8 30.4 34.1 Old : 25.4 45.9 36.7 61.2 25.4 44.1 36.7 58.8 Other: 52.3 37.1 68.4 55.7 37.6 29.0 46.9 41.0 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders - Futures Only, June 19, 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 : 678,521: 136,826 145,534 49,466 422,125 424,327 608,417 619,327: 70,104 59,194 Old : 678,521: 136,826 145,534 49,466 422,125 424,327 608,417 619,327: 70,104 59,194 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -9,954: -12,287 5,490 2,792 6,684 -8,173 -2,811 109: -7,143 -10,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 21.4 7.3 62.2 62.5 89.7 91.3: 10.3 8.7 Old : 100.0: 20.2 21.4 7.3 62.2 62.5 89.7 91.3: 10.3 8.7 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 : 224: 56 71 51 71 71 164 161: Old : 224: 56 71 51 71 71 164 161: 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 : 20.2 23.7 33.5 36.0 17.4 16.7 26.6 26.5 Old : 20.2 23.7 33.5 36.0 17.4 16.7 26.6 26.5 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 - Futures Only, June 19, 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 : 153,798: 47,668 32,147 17,844 79,471 98,256 144,983 148,247: 8,815 5,551 Old : 102,191: 40,533 32,120 844 53,310 64,105 94,687 97,069: 7,504 5,122 Other: 51,607: 14,479 7,371 9,656 26,161 34,151 50,296 51,178: 1,311 429 : : : : : Changes in Commitments from: June 12, 2007 : : -8,005: 1,569 -352 -3,767 -3,148 -1,925 -5,346 -6,044: -2,659 -1,961 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 20.9 11.6 51.7 63.9 94.3 96.4: 5.7 3.6 Old : 100.0: 39.7 31.4 0.8 52.2 62.7 92.7 95.0: 7.3 5.0 Other: 100.0: 28.1 14.3 18.7 50.7 66.2 97.5 99.2: 2.5 0.8 : : : :# Traders : Number of Traders in Each Category : All : 349: 127 77 66 108 99 265 223: Old : 331: 125 77 14 82 83 211 170: Other: 193: 55 31 35 65 76 136 131: :---------------------------------------------------------------------------------------------------- : 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 33.4 39.5 42.4 20.3 20.1 28.1 28.0 Old : 21.8 37.4 35.4 48.9 21.7 31.0 34.2 42.6 Other: 44.8 39.1 57.7 52.6 22.3 11.3 28.8 20.3 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders - Futures Only, June 19, 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 : 18,675: 7,274 10,411 3,658 5,349 2,538 16,281 16,607: 2,394 2,068 Old : 18,675: 7,274 10,411 3,658 5,349 2,538 16,281 16,607: 2,394 2,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : -8,878: 2,489 -4,299 343 -11,423 -4,381 -8,591 -8,337: -287 -541 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 55.7 19.6 28.6 13.6 87.2 88.9: 12.8 11.1 Old : 100.0: 39.0 55.7 19.6 28.6 13.6 87.2 88.9: 12.8 11.1 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 : 57: 23 20 5 7 8 32 32: Old : 57: 23 20 5 7 8 32 32: 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 : 47.2 43.7 69.4 64.0 40.6 36.7 51.5 50.4 Old : 47.2 43.7 69.4 64.0 40.6 36.7 51.5 50.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2007