COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 327,102: 55,285 54,312 87,132 158,405 171,674 300,822 313,118: 26,281 13,984
Old : 154,036: 28,213 56,008 23,526 89,947 64,967 141,687 144,501: 12,349 9,534
Other: 173,066: 40,992 12,224 49,686 68,457 106,707 159,135 168,616: 13,932 4,450
: : :
: : Changes in Commitments from: May 22, 2007 :
: 3,104: -2,524 -3,435 5,307 -397 1,832 2,386 3,704: 718 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.6 26.6 48.4 52.5 92.0 95.7: 8.0 4.3
Old : 100.0: 18.3 36.4 15.3 58.4 42.2 92.0 93.8: 8.0 6.2
Other: 100.0: 23.7 7.1 28.7 39.6 61.7 92.0 97.4: 8.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 127 107 104 78 67 264 230:
Old : 294: 94 118 54 60 51 186 191:
Other: 242: 111 41 59 72 61 210 136:
:----------------------------------------------------------------------------------------------------
: 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 28.0 30.7 37.9 18.3 19.9 25.1 26.0
Old : 30.0 26.8 41.1 35.8 29.4 24.1 39.4 31.5
Other: 19.8 30.3 30.1 44.9 13.8 23.0 20.1 32.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 46,826: 6,926 3,665 14,693 20,220 24,465 41,839 42,822: 4,988 4,004
Old : 39,585: 6,810 4,280 11,407 16,657 20,230 34,874 35,918: 4,711 3,667
Other: 7,242: 858 126 2,543 3,563 4,235 6,965 6,905: 277 337
: : :
: : Changes in Commitments from: May 22, 2007 :
: -819: -1,530 22 -47 891 -821 -687 -846: -133 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.8 31.4 43.2 52.2 89.3 91.4: 10.7 8.6
Old : 100.0: 17.2 10.8 28.8 42.1 51.1 88.1 90.7: 11.9 9.3
Other: 100.0: 11.9 1.7 35.1 49.2 58.5 96.2 95.3: 3.8 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 53 32 38 28 21 101 75:
Old : 122: 52 35 37 28 20 101 73:
Other: 38: 19 7 17 10 4 32 25:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 48.2 40.5 60.6 15.7 32.8 25.0 38.6
Old : 25.0 48.3 37.2 58.5 16.7 35.7 27.0 42.0
Other: 55.7 71.4 73.4 83.7 21.1 29.5 26.6 30.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 169,651: 59,655 17,490 24,915 72,756 121,802 157,326 164,207: 12,325 5,444
Old : 106,673: 52,061 16,105 9,813 34,025 76,391 95,899 102,309: 10,774 4,364
Other: 62,978: 10,378 4,169 12,318 38,731 45,411 61,427 61,898: 1,551 1,080
: : :
: : Changes in Commitments from: May 22, 2007 :
: 188: 2,119 -487 -261 -1,598 1,137 259 389: -71 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 10.3 14.7 42.9 71.8 92.7 96.8: 7.3 3.2
Old : 100.0: 48.8 15.1 9.2 31.9 71.6 89.9 95.9: 10.1 4.1
Other: 100.0: 16.5 6.6 19.6 61.5 72.1 97.5 98.3: 2.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 74 36 54 49 46 161 112:
Old : 182: 73 43 44 40 41 144 99:
Other: 83: 24 16 24 28 31 66 58:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 33.9 38.7 49.3 19.5 20.2 26.2 30.4
Old : 21.9 41.8 32.4 55.2 21.9 36.8 31.0 49.4
Other: 44.4 33.4 65.5 50.0 34.6 23.7 43.7 37.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 973,398: 155,686 116,154 182,849 541,157 599,994 879,692 898,997: 93,706 74,401
Old : 973,398: 155,686 116,154 182,849 541,157 599,994 879,692 898,997: 93,706 74,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 31,529: 7,613 -14,958 6,630 7,956 42,666 22,199 34,338: 9,330 -2,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.9 18.8 55.6 61.6 90.4 92.4: 9.6 7.6
Old : 100.0: 16.0 11.9 18.8 55.6 61.6 90.4 92.4: 9.6 7.6
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 : 239: 84 53 68 88 83 201 180:
Old : 239: 84 53 68 88 83 201 180:
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 : 20.3 27.1 30.7 37.1 11.7 12.7 17.3 19.0
Old : 20.3 27.1 30.7 37.1 11.7 12.7 17.3 19.0
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 with Delta-adjusted Options and Futures Combined, 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 : 209,880: 40,165 44,666 60,377 97,425 97,917 197,967 202,960: 11,913 6,920
Old : 155,629: 40,839 46,444 31,507 73,845 72,314 146,191 150,265: 9,437 5,364
Other: 54,251: 7,424 6,320 20,772 23,579 25,603 51,775 52,695: 2,476 1,556
: : :
: : Changes in Commitments from: May 22, 2007 :
: 1,689: 474 -2,512 571 -2,488 457 -1,442 -1,484: 3,131 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.3 28.8 46.4 46.7 94.3 96.7: 5.7 3.3
Old : 100.0: 26.2 29.8 20.2 47.4 46.5 93.9 96.6: 6.1 3.4
Other: 100.0: 13.7 11.6 38.3 43.5 47.2 95.4 97.1: 4.6 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 164 128 141 125 111 352 333:
Old : 440: 172 125 121 118 102 332 309:
Other: 209: 43 62 54 67 80 143 167:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 24.5 32.8 36.0 15.6 15.4 22.1 21.9
Old : 21.8 26.7 31.9 36.8 21.0 24.4 30.4 33.3
Other: 31.1 36.4 50.3 51.8 17.3 18.8 22.0 22.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 32,923: 6,728 22,729 3,377 20,432 3,905 30,536 30,011: 2,387 2,912
Old : 32,923: 6,728 22,729 3,377 20,432 3,905 30,536 30,011: 2,387 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 313: 580 302 158 -75 13 663 472: -350 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 69.0 10.3 62.1 11.9 92.8 91.2: 7.2 8.8
Old : 100.0: 20.4 69.0 10.3 62.1 11.9 92.8 91.2: 7.2 8.8
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 : 81: 28 39 15 7 8 44 54:
Old : 81: 28 39 15 7 8 44 54:
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 : 72.8 39.5 81.6 62.2 62.5 39.2 68.3 54.9
Old : 72.8 39.5 81.6 62.2 62.5 39.2 68.3 54.9
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 with Delta-adjusted Options and Futures Combined, 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 : 27,034: 17,809 306 0 3,609 22,425 21,418 22,731: 5,616 4,303
Old : 27,034: 17,809 306 0 3,609 22,425 21,418 22,731: 5,616 4,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 98: 72 4 0 155 21 227 25: -128 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 1.1 0.0 13.4 83.0 79.2 84.1: 20.8 15.9
Old : 100.0: 65.9 1.1 0.0 13.4 83.0 79.2 84.1: 20.8 15.9
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 : 21: 8 1 0 6 9 14 10:
Old : 21: 8 1 0 6 9 14 10:
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 : 54.1 64.2 71.5 81.4 54.1 63.8 71.5 80.5
Old : 54.1 64.2 71.5 81.4 54.1 63.8 71.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007