COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 322,719: 57,657 44,296 87,684 153,835 178,767 299,176 310,747: 23,543 11,972
Old : 90,976: 19,015 18,103 24,463 36,159 41,754 79,637 84,320: 11,338 6,656
Other: 231,743: 45,002 32,553 56,861 117,676 137,013 219,539 226,427: 12,205 5,316
: : :
: : Changes in Commitments from: June 5, 2007 :
: -5,485: 1,662 -4,784 -2,385 -186 5,459 -909 -1,710: -4,576 -3,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.7 27.2 47.7 55.4 92.7 96.3: 7.3 3.7
Old : 100.0: 20.9 19.9 26.9 39.7 45.9 87.5 92.7: 12.5 7.3
Other: 100.0: 19.4 14.0 24.5 50.8 59.1 94.7 97.7: 5.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 129 88 104 82 64 264 213:
Old : 232: 90 69 54 56 46 179 136:
Other: 280: 102 86 70 75 59 218 176:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 29.3 31.7 39.8 18.3 21.4 24.9 28.2
Old : 19.2 33.4 30.4 43.9 15.7 27.9 21.7 33.8
Other: 22.2 29.7 35.2 41.3 21.2 22.3 27.9 30.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 50,885: 5,717 5,395 17,995 22,004 22,994 45,716 46,384: 5,169 4,501
Old : 44,034: 5,494 6,034 15,049 18,656 18,868 39,199 39,951: 4,835 4,082
Other: 6,851: 1,058 196 2,111 3,348 4,126 6,517 6,433: 334 418
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,407: -299 1,135 2,397 980 -606 3,078 2,926: -671 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.6 35.4 43.2 45.2 89.8 91.2: 10.2 8.8
Old : 100.0: 12.5 13.7 34.2 42.4 42.8 89.0 90.7: 11.0 9.3
Other: 100.0: 15.4 2.9 30.8 48.9 60.2 95.1 93.9: 4.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 51 39 44 29 21 104 85:
Old : 129: 52 40 43 29 20 104 83:
Other: 41: 16 12 20 11 4 34 29:
:----------------------------------------------------------------------------------------------------
: 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 39.8 37.7 53.0 15.5 25.4 23.0 30.9
Old : 22.5 40.4 34.7 51.7 15.8 28.1 24.1 33.9
Other: 52.0 67.6 69.3 80.9 24.9 37.3 33.5 38.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 153,458: 52,259 15,488 20,364 67,790 111,465 140,413 147,317: 13,044 6,141
Old : 85,942: 41,216 14,143 4,674 29,164 62,137 75,054 80,954: 10,888 4,988
Other: 67,516: 13,495 3,797 13,238 38,627 49,329 65,360 66,363: 2,156 1,153
: : :
: : Changes in Commitments from: June 5, 2007 :
: -7,763: -1,745 939 -1,458 -6,820 -10,096 -10,023 -10,616: 2,260 2,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 10.1 13.3 44.2 72.6 91.5 96.0: 8.5 4.0
Old : 100.0: 48.0 16.5 5.4 33.9 72.3 87.3 94.2: 12.7 5.8
Other: 100.0: 20.0 5.6 19.6 57.2 73.1 96.8 98.3: 3.2 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 72 28 44 48 42 147 99:
Old : 164: 66 36 33 42 33 128 85:
Other: 82: 22 16 23 30 32 66 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 : 26.5 33.8 40.4 49.4 21.4 19.5 27.2 29.8
Old : 24.9 41.6 34.0 57.1 23.1 39.4 31.7 53.0
Other: 44.0 32.7 62.0 51.1 33.7 23.8 41.2 35.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 820,986: 158,603 121,824 118,575 453,667 502,241 730,846 742,640: 90,140 78,346
Old : 820,986: 158,603 121,824 118,575 453,667 502,241 730,846 742,640: 90,140 78,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -149,814: 3,747 3,903 -64,849 -69,401 -93,682 -130,503 -154,627: -19,311 4,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 14.8 14.4 55.3 61.2 89.0 90.5: 11.0 9.5
Old : 100.0: 19.3 14.8 14.4 55.3 61.2 89.0 90.5: 11.0 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 : 235: 77 58 61 87 82 194 174:
Old : 235: 77 58 61 87 82 194 174:
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 : 19.2 23.8 28.7 33.8 13.6 14.2 20.2 21.6
Old : 19.2 23.8 28.7 33.8 13.6 14.2 20.2 21.6
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 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 : 198,754: 42,725 30,658 50,027 93,399 109,872 186,150 190,556: 12,603 8,197
Old : 132,321: 39,270 31,914 16,961 66,356 77,228 122,588 126,102: 9,733 6,219
Other: 66,433: 12,521 7,811 24,000 27,042 32,644 63,563 64,454: 2,870 1,979
: : :
: : Changes in Commitments from: June 5, 2007 :
: -8,834: 1,292 -2,920 -11,052 -193 4,668 -9,953 -9,304: 1,119 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.4 25.2 47.0 55.3 93.7 95.9: 6.3 4.1
Old : 100.0: 29.7 24.1 12.8 50.1 58.4 92.6 95.3: 7.4 4.7
Other: 100.0: 18.8 11.8 36.1 40.7 49.1 95.7 97.0: 4.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 145 104 119 118 110 317 294:
Old : 390: 152 101 90 105 98 283 264:
Other: 229: 46 72 60 74 86 164 178:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 29.0 34.1 38.9 15.8 15.3 22.1 21.8
Old : 19.7 30.9 32.3 40.8 18.1 25.0 28.1 34.4
Other: 34.6 34.8 51.0 48.6 17.1 12.8 20.6 16.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 29,147: 5,160 15,059 4,221 16,800 7,173 26,180 26,452: 2,967 2,695
Old : 29,147: 5,160 15,059 4,221 16,800 7,173 26,180 26,452: 2,967 2,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -82: -3 -4,577 637 -1,543 4,332 -909 391: 827 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 51.7 14.5 57.6 24.6 89.8 90.8: 10.2 9.2
Old : 100.0: 17.7 51.7 14.5 57.6 24.6 89.8 90.8: 10.2 9.2
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 : 72: 29 29 16 6 9 46 44:
Old : 72: 29 29 16 6 9 46 44:
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 : 62.4 41.3 73.9 60.7 47.3 30.8 52.8 45.6
Old : 62.4 41.3 73.9 60.7 47.3 30.8 52.8 45.6
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, 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 : 33,052: 18,264 0 0 9,120 28,663 27,384 28,663: 5,668 4,389
Old : 33,052: 18,264 0 0 9,120 28,663 27,384 28,663: 5,668 4,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 6,010: 695 0 0 5,486 5,715 6,181 5,715: -171 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 0.0 0.0 27.6 86.7 82.9 86.7: 17.1 13.3
Old : 100.0: 55.3 0.0 0.0 27.6 86.7 82.9 86.7: 17.1 13.3
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 : 20: 7 0 0 8 12 15 12:
Old : 20: 7 0 0 8 12 15 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 : 51.7 62.3 70.7 80.6 47.3 56.7 62.2 69.3
Old : 51.7 62.3 70.7 80.6 47.3 56.7 62.2 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007