COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 297,980: 56,175 66,583 64,697 151,299 150,282 272,171 281,563: 25,809 16,417
Old : 164,684: 28,515 65,684 21,521 100,726 65,053 150,762 152,258: 13,922 12,426
Other: 133,296: 37,801 11,040 33,035 50,573 85,229 121,409 129,305: 11,887 3,992
: : :
: : Changes in Commitments from: April 17, 2007 :
: -2,501: -335 1,106 -1,816 1,154 -1,152 -997 -1,862: -1,504 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 22.3 21.7 50.8 50.4 91.3 94.5: 8.7 5.5
Old : 100.0: 17.3 39.9 13.1 61.2 39.5 91.5 92.5: 8.5 7.5
Other: 100.0: 28.4 8.3 24.8 37.9 63.9 91.1 97.0: 8.9 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 130 116 86 78 60 249 227:
Old : 304: 98 127 55 62 48 188 202:
Other: 202: 92 35 51 63 52 178 115:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 27.9 31.1 37.5 18.9 19.8 26.5 26.6
Old : 28.6 22.5 40.3 31.9 28.1 19.8 38.6 26.2
Other: 21.4 35.4 32.3 50.8 15.3 29.0 22.8 40.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 43,166: 6,622 3,240 12,410 19,572 23,629 38,603 39,278: 4,562 3,888
Old : 37,190: 6,680 3,753 9,609 16,387 19,994 32,676 33,356: 4,513 3,834
Other: 5,976: 552 96 2,191 3,185 3,635 5,927 5,922: 49 54
: : :
: : Changes in Commitments from: April 17, 2007 :
: -6,347: -1,426 484 -3,095 -1,661 -3,058 -6,183 -5,669: -164 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.5 28.7 45.3 54.7 89.4 91.0: 10.6 9.0
Old : 100.0: 18.0 10.1 25.8 44.1 53.8 87.9 89.7: 12.1 10.3
Other: 100.0: 9.2 1.6 36.7 53.3 60.8 99.2 99.1: 0.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 48 34 33 29 19 94 69:
Old : 115: 48 34 33 28 19 93 69:
Other: 31: 15 5 17 10 3 28 22:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 47.4 39.9 60.0 18.1 35.2 25.8 41.6
Old : 23.5 46.5 34.8 58.3 17.9 37.8 26.5 45.5
Other: 60.7 77.6 78.4 89.3 23.2 32.4 28.0 32.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 158,873: 57,656 12,861 19,520 70,115 122,125 147,291 154,506: 11,582 4,367
Old : 105,575: 50,938 11,178 7,975 36,672 82,697 95,585 101,850: 9,990 3,725
Other: 53,299: 7,484 2,449 10,779 33,444 39,428 51,706 52,656: 1,592 643
: : :
: : Changes in Commitments from: April 17, 2007 :
: -6,655: -5,913 -2,531 709 -909 -3,631 -6,113 -5,453: -542 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 8.1 12.3 44.1 76.9 92.7 97.3: 7.3 2.7
Old : 100.0: 48.2 10.6 7.6 34.7 78.3 90.5 96.5: 9.5 3.5
Other: 100.0: 14.0 4.6 20.2 62.7 74.0 97.0 98.8: 3.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 79 35 43 49 46 150 108:
Old : 175: 74 40 36 42 38 136 95:
Other: 73: 20 13 22 25 30 56 55:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 30.5 38.5 48.3 22.7 22.3 28.7 33.0
Old : 25.8 37.1 34.9 52.3 25.7 33.9 33.9 46.9
Other: 41.8 35.1 62.3 53.4 31.7 22.4 40.3 37.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 841,860: 128,658 133,896 130,956 506,279 505,779 765,894 770,631: 75,966 71,229
Old : 841,860: 128,658 133,896 130,956 506,279 505,779 765,894 770,631: 75,966 71,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 21,953: -3,882 2,349 7,494 28,422 16,273 32,034 26,117: -10,081 -4,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.9 15.6 60.1 60.1 91.0 91.5: 9.0 8.5
Old : 100.0: 15.3 15.9 15.6 60.1 60.1 91.0 91.5: 9.0 8.5
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 : 241: 74 69 68 86 83 197 186:
Old : 241: 74 69 68 86 83 197 186:
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 : 21.9 25.0 33.5 36.0 13.8 12.2 21.6 19.9
Old : 21.9 25.0 33.5 36.0 13.8 12.2 21.6 19.9
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, April 24, 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 : 184,866: 36,193 39,923 45,171 91,594 92,128 172,959 177,222: 11,907 7,644
Old : 145,724: 36,357 40,297 25,053 73,883 73,809 135,293 139,159: 10,430 6,565
Other: 39,142: 6,226 6,017 13,728 17,711 18,319 37,665 38,063: 1,477 1,079
: : :
: : Changes in Commitments from: April 17, 2007 :
: 4,042: -902 5,968 3,787 3,048 -5,141 5,934 4,615: -1,892 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 21.6 24.4 49.5 49.8 93.6 95.9: 6.4 4.1
Old : 100.0: 24.9 27.7 17.2 50.7 50.7 92.8 95.5: 7.2 4.5
Other: 100.0: 15.9 15.4 35.1 45.2 46.8 96.2 97.2: 3.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 133 133 109 121 101 307 295:
Old : 398: 134 128 100 115 94 296 280:
Other: 162: 38 35 46 59 67 122 126:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 25.1 34.0 36.5 16.8 16.2 23.4 23.1
Old : 23.6 26.5 34.0 36.9 23.1 25.4 32.7 34.2
Other: 36.5 43.8 52.9 57.5 25.9 28.9 33.0 32.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 40,353: 10,136 29,489 2,703 25,705 3,988 38,544 36,180: 1,809 4,173
Old : 40,353: 10,136 29,489 2,703 25,705 3,988 38,544 36,180: 1,809 4,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 5,806: 274 6,268 119 5,033 -305 5,426 6,082: 380 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 73.1 6.7 63.7 9.9 95.5 89.7: 4.5 10.3
Old : 100.0: 25.1 73.1 6.7 63.7 9.9 95.5 89.7: 4.5 10.3
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 : 77: 22 43 10 5 8 29 60:
Old : 77: 22 43 10 5 8 29 60:
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 : 69.7 41.6 89.5 61.4 63.7 41.4 78.8 56.4
Old : 69.7 41.6 89.5 61.4 63.7 41.4 78.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007