COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 291,064: 58,665 33,120 66,939 138,807 179,413 264,412 279,471: 26,652 11,592
Old : 15,280: 4,595 3,700 191 5,412 8,849 10,198 12,740: 5,082 2,540
Other: 275,784: 55,725 31,074 65,093 133,395 170,564 254,214 266,731: 21,570 9,052
: : :
: : Changes in Commitments from: June 12, 2007 :
: -31,655: 1,008 -11,176 -20,745 -15,027 646 -34,764 -31,276: 3,109 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.4 23.0 47.7 61.6 90.8 96.0: 9.2 4.0
Old : 100.0: 30.1 24.2 1.3 35.4 57.9 66.7 83.4: 33.3 16.6
Other: 100.0: 20.2 11.3 23.6 48.4 61.8 92.2 96.7: 7.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 106 84 74 71 69 224 185:
Old : 92: 21 18 2 28 33 50 52:
Other: 277: 106 77 67 69 66 214 174:
:----------------------------------------------------------------------------------------------------
: 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 32.4 32.7 43.4 19.7 25.6 27.1 34.2
Old : 22.0 50.6 33.2 61.5 18.2 43.5 28.2 54.4
Other: 21.7 32.6 33.4 43.5 20.5 25.8 28.0 34.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 48,091: 5,216 6,382 13,827 23,832 23,519 42,874 43,728: 5,217 4,363
Old : 40,476: 4,910 7,127 10,615 20,134 18,792 35,659 36,534: 4,817 3,942
Other: 7,615: 1,295 244 2,223 3,697 4,727 7,215 7,194: 400 421
: : :
: : Changes in Commitments from: June 12, 2007 :
: -2,794: -501 987 -4,168 1,828 525 -2,841 -2,656: 48 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.3 28.8 49.6 48.9 89.2 90.9: 10.8 9.1
Old : 100.0: 12.1 17.6 26.2 49.7 46.4 88.1 90.3: 11.9 9.7
Other: 100.0: 17.0 3.2 29.2 48.6 62.1 94.7 94.5: 5.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 44 40 38 32 23 98 82:
Old : 123: 45 41 37 32 22 98 80:
Other: 43: 16 11 20 13 5 36 29:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 42.3 38.6 54.3 16.9 27.2 25.0 32.8
Old : 24.9 43.2 37.5 53.9 17.4 30.7 26.5 37.1
Other: 49.6 68.1 66.3 80.5 26.3 40.0 35.9 41.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 153,631: 56,109 15,979 14,844 71,096 118,138 142,049 148,961: 11,582 4,670
Old : 82,085: 43,931 13,144 4,225 24,868 61,246 73,023 78,616: 9,062 3,469
Other: 71,546: 14,139 4,796 8,658 46,228 56,891 69,025 70,346: 2,521 1,200
: : :
: : Changes in Commitments from: June 12, 2007 :
: 173: 3,849 492 -5,520 3,305 6,672 1,635 1,644: -1,462 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 10.4 9.7 46.3 76.9 92.5 97.0: 7.5 3.0
Old : 100.0: 53.5 16.0 5.1 30.3 74.6 89.0 95.8: 11.0 4.2
Other: 100.0: 19.8 6.7 12.1 64.6 79.5 96.5 98.3: 3.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 70 32 37 48 49 141 101:
Old : 163: 66 34 24 38 40 116 86:
Other: 86: 21 18 24 31 35 67 63:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 38.1 42.0 52.4 21.6 20.8 28.2 31.0
Old : 23.8 43.1 34.5 58.0 23.8 40.7 34.5 54.6
Other: 48.0 34.2 63.6 51.4 34.3 26.0 43.1 37.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 838,395: 155,124 122,937 133,892 462,222 511,558 751,238 768,387: 87,157 70,009
Old : 838,395: 155,124 122,937 133,892 462,222 511,558 751,238 768,387: 87,157 70,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 17,409: -3,479 1,113 15,317 8,555 9,317 20,393 25,747: -2,983 -8,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 14.7 16.0 55.1 61.0 89.6 91.6: 10.4 8.4
Old : 100.0: 18.5 14.7 16.0 55.1 61.0 89.6 91.6: 10.4 8.4
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 : 235: 81 56 65 84 80 195 175:
Old : 235: 81 56 65 84 80 195 175:
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 : 19.0 23.2 29.7 33.6 13.3 14.6 20.1 23.3
Old : 19.0 23.2 29.7 33.6 13.3 14.6 20.1 23.3
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 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 : 192,663: 44,057 30,028 48,442 90,205 107,915 182,704 186,385: 9,959 6,278
Old : 121,130: 37,866 31,291 15,399 59,563 68,816 112,827 115,506: 8,303 5,624
Other: 71,533: 13,763 6,308 25,472 30,643 39,099 69,878 70,879: 1,655 654
: : :
: : Changes in Commitments from: June 12, 2007 :
: -6,091: 1,332 -630 -1,585 -3,193 -1,956 -3,446 -4,171: -2,645 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.6 25.1 46.8 56.0 94.8 96.7: 5.2 3.3
Old : 100.0: 31.3 25.8 12.7 49.2 56.8 93.1 95.4: 6.9 4.6
Other: 100.0: 19.2 8.8 35.6 42.8 54.7 97.7 99.1: 2.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 151 111 122 118 109 321 300:
Old : 395: 149 110 94 102 94 285 264:
Other: 233: 56 64 61 79 86 172 178:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 29.0 34.0 37.9 16.2 15.8 22.5 22.2
Old : 18.8 31.8 31.1 41.7 18.3 26.2 28.7 36.0
Other: 34.5 31.9 50.4 46.8 16.0 9.8 20.3 14.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 20,267: 7,535 10,632 4,684 5,369 2,776 17,587 18,092: 2,680 2,175
Old : 20,267: 7,535 10,632 4,684 5,369 2,776 17,587 18,092: 2,680 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -8,880: 2,375 -4,427 463 -11,431 -4,396 -8,593 -8,360: -287 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 52.5 23.1 26.5 13.7 86.8 89.3: 13.2 10.7
Old : 100.0: 37.2 52.5 23.1 26.5 13.7 86.8 89.3: 13.2 10.7
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 : 68: 34 20 13 7 8 44 39:
Old : 68: 34 20 13 7 8 44 39:
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 : 44.0 40.2 64.4 58.9 36.2 33.8 46.1 46.7
Old : 44.0 40.2 64.4 58.9 36.2 33.8 46.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2007