COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 323,396: 67,040 22,548 86,697 143,803 204,784 297,539 314,029: 25,857 9,367
Old : 317,474: 66,167 23,252 84,759 141,440 200,394 292,365 308,405: 25,109 9,069
Other: 5,922: 2,002 425 809 2,363 4,390 5,174 5,624: 748 299
: : :
: : Changes in Commitments from: June 26, 2007 :
: 20,123: 5,391 -3,968 12,223 2,710 13,630 20,324 21,885: -201 -1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 7.0 26.8 44.5 63.3 92.0 97.1: 8.0 2.9
Old : 100.0: 20.8 7.3 26.7 44.6 63.1 92.1 97.1: 7.9 2.9
Other: 100.0: 33.8 7.2 13.7 39.9 74.1 87.4 95.0: 12.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 140 63 87 75 66 256 183:
Old : 303: 141 63 87 75 66 256 183:
Other: 51: 12 13 19 13 17 37 38:
:----------------------------------------------------------------------------------------------------
: 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 34.6 30.5 46.0 17.8 26.8 24.6 36.1
Old : 19.8 35.2 30.6 46.8 18.1 27.4 25.0 36.7
Other: 40.3 53.4 59.5 74.3 38.8 51.0 54.0 67.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 46,512: 5,321 8,607 13,786 22,638 20,839 41,745 43,231: 4,766 3,280
Old : 37,360: 4,373 9,514 10,099 18,569 14,785 33,041 34,398: 4,318 2,962
Other: 9,152: 2,167 312 2,467 4,069 6,054 8,704 8,833: 448 318
: : :
: : Changes in Commitments from: June 26, 2007 :
: -2,225: 348 1,002 -515 -1,989 -2,188 -2,156 -1,702: -69 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 18.5 29.6 48.7 44.8 89.8 92.9: 10.2 7.1
Old : 100.0: 11.7 25.5 27.0 49.7 39.6 88.4 92.1: 11.6 7.9
Other: 100.0: 23.7 3.4 27.0 44.5 66.2 95.1 96.5: 4.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 42 48 35 32 18 94 83:
Old : 125: 41 50 33 31 17 92 80:
Other: 46: 23 7 20 13 6 41 28:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 39.5 37.5 52.4 19.0 28.8 28.1 34.0
Old : 23.5 39.8 36.1 52.1 19.0 30.6 29.7 36.8
Other: 44.4 70.9 63.8 82.1 34.6 51.9 43.7 54.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 180,839: 72,903 18,405 18,249 75,414 137,520 166,566 174,174: 14,272 6,664
Old : 97,994: 60,083 16,689 5,010 21,926 71,360 87,019 93,059: 10,975 4,935
Other: 82,844: 16,958 5,854 9,101 53,489 66,160 79,548 81,115: 3,297 1,729
: : :
: : Changes in Commitments from: June 26, 2007 :
: 14,741: 12,423 1,430 2,033 110 10,604 14,565 14,067: 176 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 10.2 10.1 41.7 76.0 92.1 96.3: 7.9 3.7
Old : 100.0: 61.3 17.0 5.1 22.4 72.8 88.8 95.0: 11.2 5.0
Other: 100.0: 20.5 7.1 11.0 64.6 79.9 96.0 97.9: 4.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 81 40 45 50 48 162 112:
Old : 189: 74 49 25 40 41 132 97:
Other: 100: 37 15 25 35 34 79 68:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 39.2 38.1 51.9 17.5 20.8 25.4 31.3
Old : 21.2 44.9 32.9 56.3 21.2 42.5 32.9 53.9
Other: 47.4 36.5 63.2 52.3 34.2 28.7 44.1 40.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 831,077: 159,574 123,524 149,599 444,537 493,218 753,709 766,340: 77,368 64,737
Old : 831,077: 159,574 123,524 149,599 444,537 493,218 753,709 766,340: 77,368 64,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -14,579: 1,196 12,027 -986 -9,579 -22,586 -9,369 -11,544: -5,210 -3,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 14.9 18.0 53.5 59.3 90.7 92.2: 9.3 7.8
Old : 100.0: 19.2 14.9 18.0 53.5 59.3 90.7 92.2: 9.3 7.8
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 : 245: 85 56 67 89 82 204 179:
Old : 245: 85 56 67 89 82 204 179:
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 : 20.6 20.8 31.5 32.0 13.6 11.8 20.4 19.7
Old : 20.6 20.8 31.5 32.0 13.6 11.8 20.4 19.7
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, July 3, 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 : 200,884: 44,836 38,645 54,290 92,387 101,433 191,513 194,368: 9,371 6,516
Old : 116,947: 36,570 42,571 15,410 58,131 53,707 110,111 111,689: 6,836 5,258
Other: 83,937: 18,514 6,322 28,632 34,256 47,726 81,402 82,679: 2,535 1,258
: : :
: : Changes in Commitments from: June 26, 2007 :
: 8,228: -511 5,887 3,584 6,773 -107 9,845 9,364: -1,617 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 19.2 27.0 46.0 50.5 95.3 96.8: 4.7 3.2
Old : 100.0: 31.3 36.4 13.2 49.7 45.9 94.2 95.5: 5.8 4.5
Other: 100.0: 22.1 7.5 34.1 40.8 56.9 97.0 98.5: 3.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 150 126 129 114 113 321 321:
Old : 407: 140 128 93 98 91 275 275:
Other: 254: 70 67 68 80 96 184 200:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 26.1 32.2 36.1 16.7 15.9 23.5 23.0
Old : 19.8 27.6 31.7 39.2 19.3 26.9 31.2 38.1
Other: 34.1 33.3 50.4 47.0 15.0 11.3 19.2 15.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 36,928: 9,902 28,699 3,583 21,788 1,599 35,273 33,881: 1,655 3,047
Old : 36,928: 9,902 28,699 3,583 21,788 1,599 35,273 33,881: 1,655 3,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 11,015: 2,272 10,306 -72 9,415 37 11,615 10,271: -600 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 77.7 9.7 59.0 4.3 95.5 91.7: 4.5 8.3
Old : 100.0: 26.8 77.7 9.7 59.0 4.3 95.5 91.7: 4.5 8.3
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: 25 39 11 7 8 34 57:
Old : 77: 25 39 11 7 8 34 57:
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 : 67.3 39.7 87.1 61.4 65.6 39.7 80.4 59.3
Old : 67.3 39.7 87.1 61.4 65.6 39.7 80.4 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2007