COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 323,998: 57,810 57,748 81,825 158,801 169,842 298,435 309,414: 25,563 14,584
Old : 159,655: 29,708 58,357 23,786 94,018 67,422 147,511 149,565: 12,144 10,091
Other: 164,343: 40,427 11,717 45,714 64,783 102,420 150,924 159,850: 13,419 4,493
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,772: 1,743 -12,238 4,468 -3,286 12,799 2,925 5,030: 847 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.8 25.3 49.0 52.4 92.1 95.5: 7.9 4.5
Old : 100.0: 18.6 36.6 14.9 58.9 42.2 92.4 93.7: 7.6 6.3
Other: 100.0: 24.6 7.1 27.8 39.4 62.3 91.8 97.3: 8.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 134 103 101 79 66 263 232:
Old : 297: 99 115 50 61 53 187 191:
Other: 237: 105 44 57 72 59 206 133:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 29.1 30.7 38.6 18.8 20.7 25.7 26.8
Old : 30.6 26.7 41.7 35.8 30.1 24.5 40.1 31.7
Other: 20.0 32.5 29.7 46.8 14.0 23.4 20.2 33.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 47,646: 8,456 3,643 14,740 19,329 25,286 42,525 43,668: 5,120 3,977
Old : 40,347: 8,409 4,191 11,377 15,678 21,106 35,464 36,673: 4,883 3,673
Other: 7,299: 783 188 2,627 3,652 4,180 7,061 6,995: 238 304
: : :
: : Changes in Commitments from: May 15, 2007 :
: -498: 663 -531 -582 10 236 91 -877: -589 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 7.6 30.9 40.6 53.1 89.3 91.7: 10.7 8.3
Old : 100.0: 20.8 10.4 28.2 38.9 52.3 87.9 90.9: 12.1 9.1
Other: 100.0: 10.7 2.6 36.0 50.0 57.3 96.7 95.8: 3.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 53 33 38 27 19 101 73:
Old : 121: 53 36 37 27 18 101 71:
Other: 34: 16 8 18 9 3 30 24:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 48.8 40.8 61.7 15.2 32.9 24.0 39.6
Old : 25.4 48.9 37.0 60.2 16.3 36.5 26.2 43.8
Other: 57.4 72.6 75.5 85.6 20.2 27.1 25.2 28.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 169,463: 57,536 17,977 25,176 74,354 120,665 157,066 163,818: 12,396 5,645
Old : 107,185: 50,210 16,236 10,488 35,667 75,893 96,366 102,618: 10,819 4,567
Other: 62,278: 9,880 4,294 12,134 38,687 44,772 60,701 61,200: 1,577 1,077
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,115: 1,852 469 1,087 -1,581 1,024 1,359 2,580: 756 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 10.6 14.9 43.9 71.2 92.7 96.7: 7.3 3.3
Old : 100.0: 46.8 15.1 9.8 33.3 70.8 89.9 95.7: 10.1 4.3
Other: 100.0: 15.9 6.9 19.5 62.1 71.9 97.5 98.3: 2.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 72 35 51 47 43 150 110:
Old : 173: 68 43 43 40 37 135 98:
Other: 82: 23 16 23 26 31 62 58:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 33.4 39.2 49.4 20.1 20.1 26.5 30.6
Old : 22.8 41.6 32.9 54.8 22.6 36.5 31.6 49.0
Other: 43.4 33.5 64.3 50.6 33.7 23.6 42.8 37.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 941,869: 148,073 131,111 176,219 533,201 557,329 857,493 864,659: 84,376 77,210
Old : 941,869: 148,073 131,111 176,219 533,201 557,329 857,493 864,659: 84,376 77,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 19,754: 758 -9,076 11,401 9,909 24,571 22,068 26,895: -2,314 -7,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.9 18.7 56.6 59.2 91.0 91.8: 9.0 8.2
Old : 100.0: 15.7 13.9 18.7 56.6 59.2 91.0 91.8: 9.0 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: 75 66 72 89 82 204 187:
Old : 247: 75 66 72 89 82 204 187:
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 : 20.5 25.0 31.0 34.3 11.9 12.6 17.5 18.8
Old : 20.5 25.0 31.0 34.3 11.9 12.6 17.5 18.8
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 22, 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 : 208,191: 39,691 47,179 59,806 99,912 97,460 199,409 204,445: 8,782 3,746
Old : 156,303: 41,103 49,109 31,922 76,182 72,872 149,207 153,903: 7,096 2,400
Other: 51,887: 7,215 6,696 19,256 23,730 24,589 50,202 50,541: 1,686 1,346
: : :
: : Changes in Commitments from: May 15, 2007 :
: 290: -559 -7,242 5,352 -2,226 4,557 2,567 2,667: -2,277 -2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 22.7 28.7 48.0 46.8 95.8 98.2: 4.2 1.8
Old : 100.0: 26.3 31.4 20.4 48.7 46.6 95.5 98.5: 4.5 1.5
Other: 100.0: 13.9 12.9 37.1 45.7 47.4 96.8 97.4: 3.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 160 126 138 129 107 350 324:
Old : 432: 156 132 121 123 101 335 302:
Other: 201: 45 55 51 68 76 139 160:
:----------------------------------------------------------------------------------------------------
: 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 25.0 33.6 36.6 15.8 15.6 22.3 22.2
Old : 22.7 27.4 32.8 37.5 22.3 24.7 31.6 33.6
Other: 32.0 39.4 50.4 55.0 18.5 23.3 24.5 26.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 32,610: 6,148 22,427 3,219 20,507 3,893 29,873 29,539: 2,737 3,071
Old : 32,610: 6,148 22,427 3,219 20,507 3,893 29,873 29,539: 2,737 3,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -3,819: -1,800 -3,535 51 -2,290 76 -4,039 -3,408: 220 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 68.8 9.9 62.9 11.9 91.6 90.6: 8.4 9.4
Old : 100.0: 18.9 68.8 9.9 62.9 11.9 91.6 90.6: 8.4 9.4
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 : 71: 19 39 14 7 7 35 52:
Old : 71: 19 39 14 7 7 35 52:
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 : 74.6 38.5 83.4 62.6 63.9 38.1 69.6 55.0
Old : 74.6 38.5 83.4 62.6 63.9 38.1 69.6 55.0
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 with Delta-adjusted Options and Futures Combined, May 22, 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 : 26,936: 17,737 303 0 3,455 22,404 21,192 22,707: 5,744 4,229
Old : 26,936: 17,737 303 0 3,455 22,404 21,192 22,707: 5,744 4,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 1.1 0.0 12.8 83.2 78.7 84.3: 21.3 15.7
Old : 100.0: 65.8 1.1 0.0 12.8 83.2 78.7 84.3: 21.3 15.7
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 : 21: 8 1 0 5 9 13 10:
Old : 21: 8 1 0 5 9 13 10:
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 : 54.7 65.3 72.1 81.7 54.7 65.0 72.1 81.2
Old : 54.7 65.3 72.1 81.7 54.7 65.0 72.1 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007