COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 328,204: 55,995 49,079 90,069 154,021 173,309 300,085 312,457: 28,119 15,747
Old : 132,605: 24,631 47,454 24,523 70,943 51,355 120,096 123,331: 12,509 9,274
Other: 195,599: 42,620 12,881 54,291 83,078 121,954 179,989 189,126: 15,610 6,473
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1,102: 710 -5,233 2,937 -4,383 1,635 -736 -661: 1,838 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.0 27.4 46.9 52.8 91.4 95.2: 8.6 4.8
Old : 100.0: 18.6 35.8 18.5 53.5 38.7 90.6 93.0: 9.4 7.0
Other: 100.0: 21.8 6.6 27.8 42.5 62.3 92.0 96.7: 8.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 131 97 103 77 60 262 212:
Old : 271: 87 107 55 59 46 180 174:
Other: 243: 115 38 61 73 57 213 134:
:----------------------------------------------------------------------------------------------------
: 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 28.4 30.6 38.4 18.3 20.5 25.0 26.7
Old : 29.2 26.6 40.9 36.1 28.6 24.3 37.4 31.2
Other: 19.2 30.5 30.9 43.4 15.1 23.4 22.0 32.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 48,478: 6,016 4,260 15,598 21,024 23,600 42,638 43,458: 5,840 5,020
Old : 41,102: 5,910 4,934 12,343 17,339 19,282 35,592 36,560: 5,510 4,543
Other: 7,376: 921 141 2,439 3,685 4,319 7,046 6,899: 330 477
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1,651: -910 595 906 804 -865 799 636: 852 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.8 32.2 43.4 48.7 88.0 89.6: 12.0 10.4
Old : 100.0: 14.4 12.0 30.0 42.2 46.9 86.6 88.9: 13.4 11.1
Other: 100.0: 12.5 1.9 33.1 50.0 58.6 95.5 93.5: 4.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 50 37 39 30 22 100 81:
Old : 125: 49 38 38 30 21 100 79:
Other: 37: 15 9 18 11 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 : 25.9 44.4 39.1 56.5 15.8 29.4 24.4 34.9
Old : 23.7 44.3 35.9 54.4 16.7 31.8 25.6 37.5
Other: 54.5 68.4 71.4 81.2 22.0 31.3 29.0 32.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 161,221: 54,004 14,549 21,822 74,610 121,562 150,436 157,933: 10,785 3,288
Old : 95,266: 44,508 13,170 6,451 35,742 73,643 86,701 93,264: 8,565 2,002
Other: 65,954: 11,802 3,685 13,065 38,867 47,918 63,735 64,669: 2,219 1,286
: : :
: : Changes in Commitments from: May 29, 2007 :
: -8,430: -5,651 -2,941 -3,092 1,854 -240 -6,889 -6,274: -1,541 -2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 9.0 13.5 46.3 75.4 93.3 98.0: 6.7 2.0
Old : 100.0: 46.7 13.8 6.8 37.5 77.3 91.0 97.9: 9.0 2.1
Other: 100.0: 17.9 5.6 19.8 58.9 72.7 96.6 98.1: 3.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 75 28 43 46 44 149 96:
Old : 165: 75 30 32 37 35 129 81:
Other: 80: 22 15 24 29 32 66 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 : 26.8 35.9 41.6 52.2 20.5 20.1 26.4 30.4
Old : 24.4 44.3 34.7 60.8 22.2 38.9 30.1 52.2
Other: 44.3 32.7 63.6 49.9 34.0 23.2 42.1 35.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 970,800: 154,857 117,921 183,424 523,068 595,923 861,349 897,267: 109,452 73,533
Old : 970,800: 154,857 117,921 183,424 523,068 595,923 861,349 897,267: 109,452 73,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,598: -830 1,767 574 -18,088 -4,072 -18,344 -1,730: 15,746 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.1 18.9 53.9 61.4 88.7 92.4: 11.3 7.6
Old : 100.0: 16.0 12.1 18.9 53.9 61.4 88.7 92.4: 11.3 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 : 245: 79 66 73 89 83 208 185:
Old : 245: 79 66 73 89 83 208 185:
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 : 18.5 26.2 28.7 36.1 11.6 13.0 17.1 20.1
Old : 18.5 26.2 28.7 36.1 11.6 13.0 17.1 20.1
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, 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 : 207,588: 41,434 33,578 61,078 93,592 105,204 196,104 199,860: 11,484 7,728
Old : 146,705: 40,101 35,145 29,965 68,017 75,962 138,083 141,072: 8,622 5,633
Other: 60,883: 9,116 6,216 23,330 25,575 29,242 58,021 58,788: 2,862 2,095
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,292: 1,269 -11,088 702 -3,833 7,286 -1,863 -3,100: -429 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.2 29.4 45.1 50.7 94.5 96.3: 5.5 3.7
Old : 100.0: 27.3 24.0 20.4 46.4 51.8 94.1 96.2: 5.9 3.8
Other: 100.0: 15.0 10.2 38.3 42.0 48.0 95.3 96.6: 4.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 444: 162 123 147 121 112 362 320:
Old : 433: 166 122 126 112 103 336 298:
Other: 226: 55 63 55 71 81 158 171:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 25.7 33.1 36.7 15.2 14.3 21.4 20.7
Old : 20.7 26.1 31.0 35.6 18.6 23.6 28.7 32.7
Other: 33.7 35.5 51.9 49.6 16.5 13.8 20.6 17.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 29,229: 5,162 19,636 3,584 18,343 2,841 27,089 26,061: 2,140 3,168
Old : 29,229: 5,162 19,636 3,584 18,343 2,841 27,089 26,061: 2,140 3,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -3,694: -1,565 -3,093 207 -2,089 -1,065 -3,447 -3,950: -247 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 67.2 12.3 62.8 9.7 92.7 89.2: 7.3 10.8
Old : 100.0: 17.7 67.2 12.3 62.8 9.7 92.7 89.2: 7.3 10.8
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 : 80: 29 36 16 7 7 44 53:
Old : 80: 29 36 16 7 7 44 53:
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 : 70.1 41.8 81.2 61.6 62.6 40.9 69.8 54.5
Old : 70.1 41.8 81.2 61.6 62.6 40.9 69.8 54.5
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, 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 : 27,042: 17,569 0 0 3,635 22,948 21,204 22,948: 5,839 4,094
Old : 27,042: 17,569 0 0 3,635 22,948 21,204 22,948: 5,839 4,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 8: -240 -306 0 25 523 -215 217: 223 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 0.0 0.0 13.4 84.9 78.4 84.9: 21.6 15.1
Old : 100.0: 65.0 0.0 0.0 13.4 84.9 78.4 84.9: 21.6 15.1
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 : 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 : 53.8 65.1 71.3 83.3 53.8 64.8 71.3 82.5
Old : 53.8 65.1 71.3 83.3 53.8 64.8 71.3 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2007