COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders - Futures Only, June 26, 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 : 202,007: 67,012 29,601 13,479 100,701 150,132 181,192 193,212: 20,815 8,795 Old : 245: 1 4 0 222 63 223 67: 22 178 Other: 201,762: 67,012 29,598 13,478 100,479 150,069 180,969 193,145: 20,793 8,617 : : : : : Changes in Commitments from: June 19, 2007 : : -2,262: 3,120 -6,965 135 -4,043 5,811 -788 -1,019: -1,474 -1,243 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 14.7 6.7 49.9 74.3 89.7 95.6: 10.3 4.4 Old : 100.0: 0.4 1.6 0.0 90.6 25.7 91.0 27.3: 9.0 72.7 Other: 100.0: 33.2 14.7 6.7 49.8 74.4 89.7 95.7: 10.3 4.3 : : : :# Traders : Number of Traders in Each Category : All : 259: 112 60 52 50 59 186 153: Old : 8: 1 1 0 4 2 5 3: Other: 259: 112 60 52 49 59 185 153: :---------------------------------------------------------------------------------------------------- : 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 39.9 35.2 53.2 24.9 36.1 34.4 48.7 Old : 90.6 27.3 91.0 27.3 90.6 27.3 91.0 27.3 Other: 25.7 39.9 35.2 53.3 24.9 36.2 34.5 48.9 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders - Futures Only, June 26, 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 : 32,854: 9,727 6,952 2,773 17,068 20,646 29,568 30,371: 3,286 2,483 Old : 27,264: 7,706 7,807 1,613 15,007 15,597 24,326 25,017: 2,938 2,247 Other: 5,590: 3,084 208 97 2,061 5,049 5,242 5,354: 348 236 : : : : : Changes in Commitments from: June 19, 2007 : : 133: -631 1,286 -164 875 -244 80 878: 53 -745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 21.2 8.4 52.0 62.8 90.0 92.4: 10.0 7.6 Old : 100.0: 28.3 28.6 5.9 55.0 57.2 89.2 91.8: 10.8 8.2 Other: 100.0: 55.2 3.7 1.7 36.9 90.3 93.8 95.8: 6.2 4.2 : : : :# Traders : Number of Traders in Each Category : All : 114: 49 30 19 30 15 82 63: Old : 114: 48 33 18 30 15 82 62: Other: 37: 21 3 4 10 4 32 10: :---------------------------------------------------------------------------------------------------- : 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 : 25.8 54.0 40.9 65.5 24.2 45.7 33.4 53.1 Old : 26.4 54.8 42.0 63.6 24.6 47.1 36.8 55.7 Other: 46.0 92.4 63.1 95.4 46.0 90.8 62.7 93.4 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders - Futures Only, June 26, 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 : 153,406: 61,660 15,928 7,001 71,620 125,537 140,281 148,466: 13,125 4,940 Old : 81,875: 50,042 14,234 247 21,888 64,082 72,177 78,563: 9,698 3,312 Other: 71,531: 14,972 5,048 3,400 49,732 61,455 68,104 69,903: 3,427 1,628 : : : : : Changes in Commitments from: June 19, 2007 : : 10,611: 4,696 236 525 3,079 8,770 8,300 9,531: 2,311 1,080 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 10.4 4.6 46.7 81.8 91.4 96.8: 8.6 3.2 Old : 100.0: 61.1 17.4 0.3 26.7 78.3 88.2 96.0: 11.8 4.0 Other: 100.0: 20.9 7.1 4.8 69.5 85.9 95.2 97.7: 4.8 2.3 : : : :# Traders : Number of Traders in Each Category : All : 182: 83 29 25 46 45 142 91: Old : 174: 75 35 4 31 37 110 72: Other: 89: 26 16 12 31 33 62 57: :---------------------------------------------------------------------------------------------------- : 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 : 30.3 41.9 42.2 56.3 20.3 23.0 27.6 33.9 Old : 21.8 47.1 33.4 60.9 21.8 45.5 33.4 59.2 Other: 52.0 39.2 68.6 57.1 37.1 32.1 47.5 44.7 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders - Futures Only, June 26, 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 : 667,014: 142,745 141,670 49,601 410,418 418,690 602,764 609,961: 64,250 57,053 Old : 667,014: 142,745 141,670 49,601 410,418 418,690 602,764 609,961: 64,250 57,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -11,507: 5,919 -3,864 135 -11,707 -5,637 -5,653 -9,366: -5,854 -2,141 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 21.2 7.4 61.5 62.8 90.4 91.4: 9.6 8.6 Old : 100.0: 21.4 21.2 7.4 61.5 62.8 90.4 91.4: 9.6 8.6 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 : 234: 58 74 47 78 76 175 164: Old : 234: 58 74 47 78 76 175 164: 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 : 20.9 21.8 32.6 35.7 17.0 14.0 24.9 23.0 Old : 20.9 21.8 32.6 35.7 17.0 14.0 24.9 23.0 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 - Futures Only, June 26, 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 : 152,703: 48,999 34,071 20,101 73,908 91,524 143,008 145,696: 9,695 7,007 Old : 96,996: 41,476 35,127 339 48,528 56,240 90,343 91,706: 6,653 5,290 Other: 55,707: 16,733 8,154 10,552 25,380 35,284 52,665 53,990: 3,042 1,717 : : : : : Changes in Commitments from: June 19, 2007 : : -1,095: 1,331 1,924 2,257 -5,563 -6,732 -1,975 -2,551: 880 1,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 22.3 13.2 48.4 59.9 93.7 95.4: 6.3 4.6 Old : 100.0: 42.8 36.2 0.3 50.0 58.0 93.1 94.5: 6.9 5.5 Other: 100.0: 30.0 14.6 18.9 45.6 63.3 94.5 96.9: 5.5 3.1 : : : :# Traders : Number of Traders in Each Category : All : 360: 124 86 65 106 103 260 235: Old : 342: 119 89 7 77 79 200 172: Other: 206: 61 33 34 67 82 142 139: :---------------------------------------------------------------------------------------------------- : 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 : 25.4 30.8 36.9 40.0 21.3 21.1 29.1 28.9 Old : 23.0 34.2 36.3 46.1 23.0 32.8 36.2 44.6 Other: 42.1 38.3 55.2 51.0 23.6 12.6 30.0 21.2 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders - Futures Only, June 26, 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 : 24,151: 7,236 18,124 2,497 12,357 1,329 22,090 21,950: 2,061 2,201 Old : 24,151: 7,236 18,124 2,497 12,357 1,329 22,090 21,950: 2,061 2,201 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : 5,476: -38 7,713 -1,161 7,008 -1,209 5,809 5,343: -333 133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 75.0 10.3 51.2 5.5 91.5 90.9: 8.5 9.1 Old : 100.0: 30.0 75.0 10.3 51.2 5.5 91.5 90.9: 8.5 9.1 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: 18 26 5 8 5 28 35: Old : 57: 18 26 5 8 5 28 35: 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 : 58.3 44.1 80.5 64.7 58.3 41.7 73.4 60.2 Old : 58.3 44.1 80.5 64.7 58.3 41.7 73.4 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007