COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 310,223: 56,262 69,002 70,280 159,122 155,075 285,664 294,356: 24,559 15,866
Old : 165,240: 27,720 67,729 23,167 101,380 62,817 152,268 153,713: 12,973 11,527
Other: 144,983: 38,942 11,672 36,713 57,741 92,258 133,396 140,643: 11,587 4,339
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,111: -168 2,875 -392 4,452 3,257 3,892 5,740: 220 -1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.2 22.7 51.3 50.0 92.1 94.9: 7.9 5.1
Old : 100.0: 16.8 41.0 14.0 61.4 38.0 92.1 93.0: 7.9 7.0
Other: 100.0: 26.9 8.1 25.3 39.8 63.6 92.0 97.0: 8.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 131 112 89 80 61 255 227:
Old : 302: 96 125 50 64 47 188 194:
Other: 213: 92 39 51 70 54 187 120:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 27.2 31.5 36.4 19.4 19.0 26.6 25.3
Old : 30.1 22.2 41.5 31.6 29.5 20.4 39.8 27.5
Other: 20.3 33.4 31.6 48.8 15.6 25.9 22.9 36.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 44,770: 6,692 4,227 13,811 19,118 23,220 39,621 41,259: 5,149 3,511
Old : 38,004: 6,703 4,799 10,641 15,595 19,150 32,939 34,590: 5,065 3,414
Other: 6,766: 632 73 2,527 3,524 4,070 6,682 6,669: 84 97
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,556: 183 349 985 153 148 1,322 1,482: 234 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.4 30.8 42.7 51.9 88.5 92.2: 11.5 7.8
Old : 100.0: 17.6 12.6 28.0 41.0 50.4 86.7 91.0: 13.3 9.0
Other: 100.0: 9.3 1.1 37.3 52.1 60.2 98.8 98.6: 1.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 48 39 34 27 19 96 72:
Old : 121: 48 39 34 27 18 96 71:
Other: 32: 17 4 17 10 3 30 21:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 47.4 41.5 60.8 16.5 31.7 24.7 39.2
Old : 25.8 46.3 37.3 58.9 17.3 34.3 26.1 42.0
Other: 59.8 77.2 77.6 89.2 22.2 29.8 26.2 30.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 161,321: 53,831 13,170 24,263 71,418 118,118 149,512 155,550: 11,809 5,771
Old : 103,806: 46,855 14,526 8,898 37,603 75,433 93,356 98,858: 10,450 4,949
Other: 57,515: 11,348 3,016 10,992 33,815 42,684 56,156 56,693: 1,359 822
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,134: -92 939 1,057 130 -1,626 1,095 370: 39 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.2 15.0 44.3 73.2 92.7 96.4: 7.3 3.6
Old : 100.0: 45.1 14.0 8.6 36.2 72.7 89.9 95.2: 10.1 4.8
Other: 100.0: 19.7 5.2 19.1 58.8 74.2 97.6 98.6: 2.4 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 66 33 44 51 47 142 106:
Old : 163: 57 40 35 44 39 127 91:
Other: 75: 23 9 23 27 32 58 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 : 24.2 29.0 36.8 46.5 21.4 21.4 27.6 31.2
Old : 25.3 36.8 33.7 50.8 25.3 33.4 33.0 45.2
Other: 39.1 34.7 59.7 51.6 33.2 23.5 41.3 37.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 888,267: 152,684 131,815 157,508 501,734 526,061 811,926 815,384: 76,341 72,884
Old : 888,267: 152,684 131,815 157,508 501,734 526,061 811,926 815,384: 76,341 72,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 14,427: 8,665 1,033 8,413 1,590 9,452 18,668 18,898: -4,241 -4,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.8 17.7 56.5 59.2 91.4 91.8: 8.6 8.2
Old : 100.0: 17.2 14.8 17.7 56.5 59.2 91.4 91.8: 8.6 8.2
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 : 247: 83 61 73 89 81 204 188:
Old : 247: 83 61 73 89 81 204 188:
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 : 21.6 24.8 32.6 35.2 12.9 12.9 20.7 19.8
Old : 21.6 24.8 32.6 35.2 12.9 12.9 20.7 19.8
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, May 8, 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 : 209,466: 40,193 54,449 54,799 104,034 94,435 199,027 203,683: 10,440 5,783
Old : 163,331: 38,502 53,772 32,568 83,238 72,393 154,308 158,733: 9,023 4,597
Other: 46,136: 6,762 5,748 17,160 20,797 22,042 44,719 44,950: 1,417 1,186
: : :
: : Changes in Commitments from: May 1, 2007 :
: 6,681: 700 3,533 1,765 3,598 2,381 6,064 7,680: 617 -999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.0 26.2 49.7 45.1 95.0 97.2: 5.0 2.8
Old : 100.0: 23.6 32.9 19.9 51.0 44.3 94.5 97.2: 5.5 2.8
Other: 100.0: 14.7 12.5 37.2 45.1 47.8 96.9 97.4: 3.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 157 138 125 126 107 336 326:
Old : 436: 159 135 112 122 98 325 304:
Other: 185: 40 47 54 69 70 138 146:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 25.5 33.7 36.6 15.7 15.7 22.5 22.2
Old : 23.1 25.5 33.2 35.6 21.6 23.5 30.6 32.4
Other: 34.9 41.9 52.3 58.2 21.1 27.1 27.1 30.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 37,659: 8,055 27,009 4,186 23,978 3,877 36,219 35,072: 1,440 2,587
Old : 37,659: 8,055 27,009 4,186 23,978 3,877 36,219 35,072: 1,440 2,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -4,766: -1,490 -3,488 1,227 -3,934 -899 -4,197 -3,161: -570 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 71.7 11.1 63.7 10.3 96.2 93.1: 3.8 6.9
Old : 100.0: 21.4 71.7 11.1 63.7 10.3 96.2 93.1: 3.8 6.9
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 : 81: 22 45 15 7 8 39 59:
Old : 81: 22 45 15 7 8 39 59:
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 : 71.1 40.7 85.1 63.6 64.5 38.0 72.0 54.7
Old : 71.1 40.7 85.1 63.6 64.5 38.0 72.0 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2007