COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, June 12, 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 : 217,281: 58,375 49,947 22,561 117,146 134,365 198,082 206,873: 19,199 10,408
Old : 61,265: 19,551 25,869 869 30,144 28,153 50,564 54,891: 10,701 6,374
Other: 156,016: 49,362 34,616 11,154 87,002 106,212 147,518 151,982: 8,498 4,034
: : :
: : Changes in Commitments from: June 5, 2007 :
: -6,536: 2,551 -5,050 -4,440 -492 6,484 -2,381 -3,006: -4,155 -3,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 23.0 10.4 53.9 61.8 91.2 95.2: 8.8 4.8
Old : 100.0: 31.9 42.2 1.4 49.2 46.0 82.5 89.6: 17.5 10.4
Other: 100.0: 31.6 22.2 7.1 55.8 68.1 94.6 97.4: 5.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 109 83 73 66 53 215 182:
Old : 201: 72 66 7 46 23 122 92:
Other: 249: 96 71 43 57 50 170 150:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 32.8 35.5 44.4 24.8 28.5 34.6 37.7
Old : 27.2 44.4 37.5 55.7 27.2 44.2 37.5 55.4
Other: 28.9 34.1 38.8 46.9 27.9 30.2 37.8 41.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, June 12, 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 : 32,077: 10,066 4,678 4,868 13,949 19,379 28,883 28,925: 3,194 3,152
Old : 28,424: 8,774 5,270 4,139 12,582 15,992 25,495 25,401: 2,929 3,023
Other: 3,653: 1,987 103 34 1,367 3,387 3,388 3,524: 265 129
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,587: -687 1,141 1,353 715 -798 1,381 1,696: 206 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 14.6 15.2 43.5 60.4 90.0 90.2: 10.0 9.8
Old : 100.0: 30.9 18.5 14.6 44.3 56.3 89.7 89.4: 10.3 10.6
Other: 100.0: 54.4 2.8 0.9 37.4 92.7 92.7 96.5: 7.3 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 42 23 24 26 15 78 57:
Old : 101: 42 25 23 25 15 77 56:
Other: 37: 20 5 3 10 3 31 10:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 52.9 37.2 64.3 23.0 47.7 32.6 55.9
Old : 23.9 52.1 38.2 62.3 23.8 49.7 35.0 57.4
Other: 38.0 94.1 59.1 96.1 38.0 91.4 59.1 92.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, June 12, 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 : 143,987: 53,840 16,278 12,206 65,549 110,107 131,595 138,591: 12,392 5,396
Old : 81,731: 41,812 14,237 1,449 28,106 61,555 71,367 77,241: 10,364 4,490
Other: 62,256: 14,677 4,690 8,108 37,443 48,552 60,228 61,350: 2,028 906
: : :
: : Changes in Commitments from: June 5, 2007 :
: -8,637: -1,778 362 -1,448 -7,508 -10,295 -10,734 -11,381: 2,097 2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 11.3 8.5 45.5 76.5 91.4 96.3: 8.6 3.7
Old : 100.0: 51.2 17.4 1.8 34.4 75.3 87.3 94.5: 12.7 5.5
Other: 100.0: 23.6 7.5 13.0 60.1 78.0 96.7 98.5: 3.3 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 65 31 31 45 38 136 86:
Old : 159: 64 34 17 36 31 115 70:
Other: 80: 21 16 10 28 30 54 52:
:----------------------------------------------------------------------------------------------------
: 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 35.6 42.1 52.2 22.8 21.2 28.8 32.2
Old : 25.8 43.6 35.3 59.6 24.3 41.9 33.5 56.3
Other: 47.8 35.1 66.4 55.1 36.5 26.2 45.9 39.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, June 12, 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 : 688,475: 149,113 140,044 46,674 415,441 432,500 611,228 619,218: 77,247 69,257
Old : 688,475: 149,113 140,044 46,674 415,441 432,500 611,228 619,218: 77,247 69,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -64,180: 4,979 -33,285 -7,124 -45,415 -29,605 -47,560 -70,014: -16,620 5,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 20.3 6.8 60.3 62.8 88.8 89.9: 11.2 10.1
Old : 100.0: 21.7 20.3 6.8 60.3 62.8 88.8 89.9: 11.2 10.1
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 : 228: 61 66 49 78 75 174 161:
Old : 228: 61 66 49 78 75 174 161:
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 : 19.7 24.8 30.8 36.3 16.2 17.4 23.7 25.0
Old : 19.7 24.8 30.8 36.3 16.2 17.4 23.7 25.0
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 - Futures Only, June 12, 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 : 161,803: 46,099 32,499 21,611 82,619 100,181 150,329 154,291: 11,474 7,512
Old : 113,971: 42,209 32,850 2,789 60,034 72,588 105,032 108,227: 8,939 5,744
Other: 47,832: 12,829 8,588 9,883 22,585 27,593 45,297 46,064: 2,535 1,768
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,337: -618 -4,015 -1,289 2,831 6,569 924 1,265: 1,413 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 20.1 13.4 51.1 61.9 92.9 95.4: 7.1 4.6
Old : 100.0: 37.0 28.8 2.4 52.7 63.7 92.2 95.0: 7.8 5.0
Other: 100.0: 26.8 18.0 20.7 47.2 57.7 94.7 96.3: 5.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 123 70 73 108 100 267 225:
Old : 335: 127 75 25 86 87 221 181:
Other: 189: 47 38 33 61 75 126 133:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 32.5 38.6 42.2 19.4 19.1 26.9 27.0
Old : 22.5 35.5 35.9 46.8 21.0 29.0 32.5 39.9
Other: 45.3 40.8 58.0 54.2 24.0 15.3 28.9 22.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, June 12, 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 : 27,553: 4,785 14,710 3,315 16,772 6,919 24,872 24,944: 2,681 2,609
Old : 27,553: 4,785 14,710 3,315 16,772 6,919 24,872 24,944: 2,681 2,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 81: -84 -4,690 870 -1,558 4,302 -772 482: 853 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 53.4 12.0 60.9 25.1 90.3 90.5: 9.7 9.5
Old : 100.0: 17.4 53.4 12.0 60.9 25.1 90.3 90.5: 9.7 9.5
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 : 64: 21 28 11 6 8 37 39:
Old : 64: 21 28 11 6 8 37 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 : 66.0 43.7 77.7 64.3 51.4 32.6 57.8 48.2
Old : 66.0 43.7 77.7 64.3 51.4 32.6 57.8 48.2
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 - Futures Only, June 12, 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 : 32,991: 18,264 0 0 9,064 28,663 27,328 28,663: 5,663 4,328
Old : 32,991: 18,264 0 0 9,064 28,663 27,328 28,663: 5,663 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 6,253: 695 0 0 5,508 5,715 6,203 5,715: 50 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 0.0 0.0 27.5 86.9 82.8 86.9: 17.2 13.1
Old : 100.0: 55.4 0.0 0.0 27.5 86.9 82.8 86.9: 17.2 13.1
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: 7 0 0 7 12 14 12:
Old : 20: 7 0 0 7 12 14 12:
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 : 51.8 62.4 70.9 80.7 47.4 57.0 62.3 69.6
Old : 51.8 62.4 70.9 80.7 47.4 57.0 62.3 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007