COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 303,273: 61,648 26,516 74,474 141,093 191,155 277,215 292,144: 26,058 11,129
Old : 245: 1 4 0 222 63 223 67: 22 178
Other: 303,028: 61,648 26,513 74,473 140,871 191,092 276,992 292,077: 26,036 10,951
: : :
: : Changes in Commitments from: June 19, 2007 :
: 12,209: 2,983 -6,604 7,535 2,285 11,742 12,803 12,672: -594 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.7 24.6 46.5 63.0 91.4 96.3: 8.6 3.7
Old : 100.0: 0.4 1.6 0.0 90.6 25.7 91.0 27.3: 9.0 72.7
Other: 100.0: 20.3 8.7 24.6 46.5 63.1 91.4 96.4: 8.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 125 67 77 72 67 237 177:
Old : 8: 1 1 0 4 2 5 3:
Other: 289: 125 67 77 71 67 236 177:
:----------------------------------------------------------------------------------------------------
: 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 33.2 32.7 45.2 19.1 26.6 26.1 35.8
Old : 90.6 27.3 91.0 27.3 90.6 27.3 91.0 27.3
Other: 21.0 33.2 32.7 45.2 19.2 26.7 26.1 35.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 48,737: 4,973 7,605 14,301 24,627 23,027 43,902 44,933: 4,835 3,804
Old : 40,230: 4,595 8,926 10,469 20,787 17,412 35,850 36,807: 4,380 3,423
Other: 8,507: 1,985 285 2,226 3,841 5,615 8,052 8,127: 455 381
: : :
: : Changes in Commitments from: June 19, 2007 :
: 646: -243 1,223 474 796 -492 1,027 1,205: -381 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.6 29.3 50.5 47.2 90.1 92.2: 9.9 7.8
Old : 100.0: 11.4 22.2 26.0 51.7 43.3 89.1 91.5: 10.9 8.5
Other: 100.0: 23.3 3.4 26.2 45.1 66.0 94.6 95.5: 5.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 47 46 37 32 19 99 84:
Old : 128: 46 48 36 31 18 97 82:
Other: 43: 19 9 21 12 5 38 28:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 41.7 38.5 53.0 18.8 27.6 26.6 32.7
Old : 25.2 42.3 36.9 53.4 17.9 30.7 27.7 36.5
Other: 45.5 70.8 66.0 82.3 38.0 53.7 48.0 55.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 166,098: 60,480 16,975 16,217 75,305 126,916 152,001 160,107: 14,097 5,990
Old : 87,826: 49,072 14,677 4,344 24,062 64,640 77,478 83,662: 10,348 4,164
Other: 78,271: 14,520 5,410 8,759 51,243 62,276 74,523 76,445: 3,749 1,826
: : :
: : Changes in Commitments from: June 19, 2007 :
: 12,467: 4,371 995 1,372 4,209 8,778 9,952 11,146: 2,514 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 10.2 9.8 45.3 76.4 91.5 96.4: 8.5 3.6
Old : 100.0: 55.9 16.7 4.9 27.4 73.6 88.2 95.3: 11.8 4.7
Other: 100.0: 18.6 6.9 11.2 65.5 79.6 95.2 97.7: 4.8 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 81 36 39 51 48 155 105:
Old : 180: 72 42 24 40 40 128 90:
Other: 93: 28 17 26 34 34 74 66:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 39.0 40.0 52.3 18.6 20.4 25.4 30.2
Old : 20.3 44.0 31.1 56.8 20.3 41.6 31.1 54.4
Other: 47.6 36.0 63.7 52.3 33.9 28.1 43.1 39.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 845,656: 158,378 111,497 150,584 454,116 515,804 763,078 777,885: 82,578 67,771
Old : 845,656: 158,378 111,497 150,584 454,116 515,804 763,078 777,885: 82,578 67,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 7,260: 3,253 -11,440 16,692 -8,105 4,246 11,840 9,498: -4,579 -2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.2 17.8 53.7 61.0 90.2 92.0: 9.8 8.0
Old : 100.0: 18.7 13.2 17.8 53.7 61.0 90.2 92.0: 9.8 8.0
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 : 246: 84 58 68 90 84 208 180:
Old : 246: 84 58 68 90 84 208 180:
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 : 19.0 21.6 28.6 33.2 13.4 12.2 20.1 20.4
Old : 19.0 21.6 28.6 33.2 13.4 12.2 20.1 20.4
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 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 : 192,656: 45,347 32,757 50,706 85,614 101,540 181,668 185,004: 10,988 7,652
Old : 116,145: 38,792 34,903 14,508 55,261 61,035 108,560 110,446: 7,584 5,699
Other: 76,511: 15,938 7,236 26,817 30,353 40,505 73,107 74,558: 3,404 1,953
: : :
: : Changes in Commitments from: June 19, 2007 :
: -7: 1,290 2,729 2,265 -4,591 -6,375 -1,037 -1,382: 1,029 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 17.0 26.3 44.4 52.7 94.3 96.0: 5.7 4.0
Old : 100.0: 33.4 30.1 12.5 47.6 52.6 93.5 95.1: 6.5 4.9
Other: 100.0: 20.8 9.5 35.0 39.7 52.9 95.6 97.4: 4.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 147 125 123 118 114 321 316:
Old : 404: 142 123 91 99 96 277 275:
Other: 250: 65 68 65 83 92 183 193:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 26.8 31.8 35.9 16.9 16.5 23.1 22.7
Old : 19.6 28.9 31.4 38.8 19.2 27.4 30.3 37.3
Other: 31.9 31.7 48.9 46.0 16.6 11.0 20.9 16.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 25,913: 7,630 18,393 3,655 12,373 1,562 23,658 23,610: 2,255 2,303
Old : 25,913: 7,630 18,393 3,655 12,373 1,562 23,658 23,610: 2,255 2,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 5,646: 95 7,760 -1,028 7,004 -1,214 6,071 5,518: -424 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 71.0 14.1 47.7 6.0 91.3 91.1: 8.7 8.9
Old : 100.0: 29.4 71.0 14.1 47.7 6.0 91.3 91.1: 8.7 8.9
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 : 69: 29 27 13 8 6 41 43:
Old : 69: 29 27 13 8 6 41 43:
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 : 54.8 41.1 75.5 60.3 53.0 38.9 66.7 56.1
Old : 54.8 41.1 75.5 60.3 53.0 38.9 66.7 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007