COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 320,226: 56,067 69,985 77,356 162,087 157,043 295,510 304,385: 24,716 15,842
Old : 166,732: 28,072 69,499 25,131 100,765 60,456 153,968 155,086: 12,764 11,646
Other: 153,494: 39,286 11,778 40,933 61,323 96,587 141,542 149,299: 11,952 4,195
: : :
: : Changes in Commitments from: May 8, 2007 :
: 10,003: -196 984 7,077 2,966 1,968 9,847 10,028: 157 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.9 24.2 50.6 49.0 92.3 95.1: 7.7 4.9
Old : 100.0: 16.8 41.7 15.1 60.4 36.3 92.3 93.0: 7.7 7.0
Other: 100.0: 25.6 7.7 26.7 40.0 62.9 92.2 97.3: 7.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 136 113 94 79 60 261 231:
Old : 308: 97 129 51 63 51 189 202:
Other: 219: 100 37 53 70 53 194 120:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 25.4 30.9 35.1 18.2 16.4 25.3 22.6
Old : 29.7 20.1 41.3 29.7 29.2 17.9 38.9 25.0
Other: 20.3 32.6 30.2 47.4 13.6 25.3 20.2 35.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 48,144: 7,793 4,174 15,322 19,320 25,050 42,435 44,545: 5,709 3,599
Old : 40,849: 7,745 4,618 12,002 15,569 20,855 35,316 37,475: 5,533 3,373
Other: 7,295: 684 192 2,684 3,751 4,194 7,119 7,070: 176 225
: : :
: : Changes in Commitments from: May 8, 2007 :
: 3,374: 1,102 -53 1,510 202 1,829 2,814 3,286: 561 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.7 31.8 40.1 52.0 88.1 92.5: 11.9 7.5
Old : 100.0: 19.0 11.3 29.4 38.1 51.1 86.5 91.7: 13.5 8.3
Other: 100.0: 9.4 2.6 36.8 51.4 57.5 97.6 96.9: 2.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 52 36 37 27 20 101 74:
Old : 123: 53 38 36 27 19 101 72:
Other: 35: 16 8 17 10 3 31 23:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 47.6 41.7 61.2 14.8 31.2 22.5 38.2
Old : 25.6 47.1 37.3 59.7 15.7 34.5 24.0 42.0
Other: 60.0 73.4 77.5 87.3 20.2 25.9 24.6 26.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 167,347: 55,684 17,508 24,089 75,935 119,641 155,707 161,238: 11,640 6,110
Old : 106,717: 49,464 14,849 9,986 37,048 76,603 96,499 101,438: 10,219 5,279
Other: 60,630: 8,458 4,897 11,865 38,886 43,038 59,209 59,800: 1,421 830
: : :
: : Changes in Commitments from: May 8, 2007 :
: 6,026: 1,853 4,338 -174 4,516 1,523 6,195 5,687: -169 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.5 14.4 45.4 71.5 93.0 96.3: 7.0 3.7
Old : 100.0: 46.4 13.9 9.4 34.7 71.8 90.4 95.1: 9.6 4.9
Other: 100.0: 13.9 8.1 19.6 64.1 71.0 97.7 98.6: 2.3 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 64 33 47 52 46 147 106:
Old : 166: 61 39 41 46 39 133 95:
Other: 80: 22 13 22 28 32 61 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 : 23.7 29.4 37.4 45.7 20.0 18.6 26.3 28.5
Old : 23.0 37.6 31.6 50.6 23.0 33.8 31.3 45.0
Other: 40.5 33.5 61.8 51.1 34.7 23.6 43.9 37.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 922,115: 147,314 140,188 164,819 523,292 532,758 835,425 837,764: 86,690 84,351
Old : 922,115: 147,314 140,188 164,819 523,292 532,758 835,425 837,764: 86,690 84,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 33,848: -5,370 8,373 7,311 21,559 6,697 23,499 22,381: 10,349 11,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 15.2 17.9 56.7 57.8 90.6 90.9: 9.4 9.1
Old : 100.0: 16.0 15.2 17.9 56.7 57.8 90.6 90.9: 9.4 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 : 247: 82 63 69 88 79 201 187:
Old : 247: 82 63 69 88 79 201 187:
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 : 21.0 24.8 31.7 33.5 12.2 12.6 18.7 19.1
Old : 21.0 24.8 31.7 33.5 12.2 12.6 18.7 19.1
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, May 15, 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 : 207,901: 40,250 54,421 54,454 102,138 92,903 196,841 201,778: 11,059 6,123
Old : 160,130: 39,252 54,900 30,303 81,158 70,260 150,714 155,463: 9,416 4,667
Other: 47,771: 6,939 5,463 18,209 20,980 22,643 46,127 46,315: 1,643 1,456
: : :
: : Changes in Commitments from: May 8, 2007 :
: -1,566: 57 -28 -346 -1,896 -1,532 -2,185 -1,906: 620 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 26.2 26.2 49.1 44.7 94.7 97.1: 5.3 2.9
Old : 100.0: 24.5 34.3 18.9 50.7 43.9 94.1 97.1: 5.9 2.9
Other: 100.0: 14.5 11.4 38.1 43.9 47.4 96.6 97.0: 3.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 152 136 127 126 103 338 318:
Old : 429: 151 137 111 123 95 327 295:
Other: 184: 39 48 52 68 71 135 147:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 25.6 33.5 36.7 15.9 16.2 22.5 22.9
Old : 23.5 27.1 33.4 37.0 22.6 24.7 31.7 33.7
Other: 33.7 39.9 50.1 55.3 20.3 26.5 26.1 29.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 36,429: 7,948 25,962 3,168 22,796 3,817 33,912 32,947: 2,517 3,482
Old : 36,429: 7,948 25,962 3,168 22,796 3,817 33,912 32,947: 2,517 3,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -1,230: -106 -1,047 -1,018 -1,182 -60 -2,307 -2,125: 1,077 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 71.3 8.7 62.6 10.5 93.1 90.4: 6.9 9.6
Old : 100.0: 21.8 71.3 8.7 62.6 10.5 93.1 90.4: 6.9 9.6
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 : 75: 21 42 13 6 7 35 55:
Old : 75: 21 42 13 6 7 35 55:
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 : 72.0 36.7 83.4 60.3 65.1 36.6 71.7 55.0
Old : 72.0 36.7 83.4 60.3 65.1 36.6 71.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2007