COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders - Futures Only, 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 : 225,427: 57,028 65,023 23,160 124,159 124,398 204,347 212,581: 21,080 12,846 Old : 127,572: 30,362 66,309 252 86,073 51,406 116,687 117,967: 10,885 9,605 Other: 97,855: 41,941 13,989 7,633 38,086 72,992 87,660 94,614: 10,195 3,241 : : : : : Changes in Commitments from: May 15, 2007 : : 1,648: 1,872 -16,034 3,660 -3,887 15,399 1,645 3,025: 3 -1,377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 28.8 10.3 55.1 55.2 90.6 94.3: 9.4 5.7 Old : 100.0: 23.8 52.0 0.2 67.5 40.3 91.5 92.5: 8.5 7.5 Other: 100.0: 42.9 14.3 7.8 38.9 74.6 89.6 96.7: 10.4 3.3 : : : :# Traders : Number of Traders in Each Category : All : 304: 105 96 75 64 54 211 201: Old : 269: 77 117 4 48 35 129 152: Other: 199: 95 26 36 51 43 153 101: :---------------------------------------------------------------------------------------------------- : 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 : 26.0 32.5 36.2 42.2 25.5 28.4 35.4 36.0 Old : 38.0 30.5 51.1 40.6 38.0 30.3 51.0 40.3 Other: 20.1 40.5 30.6 56.7 20.0 34.3 29.8 49.4 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders - Futures Only, 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 : 30,148: 13,120 2,915 2,768 11,548 21,595 27,436 27,278: 2,712 2,870 Old : 27,087: 11,810 3,304 2,288 10,485 18,698 24,583 24,290: 2,504 2,797 Other: 3,061: 1,744 45 46 1,063 2,897 2,853 2,988: 208 73 : : : : : Changes in Commitments from: May 15, 2007 : : 694: 770 -383 185 -104 633 851 435: -157 259 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.5 9.7 9.2 38.3 71.6 91.0 90.5: 9.0 9.5 Old : 100.0: 43.6 12.2 8.4 38.7 69.0 90.8 89.7: 9.2 10.3 Other: 100.0: 57.0 1.5 1.5 34.7 94.6 93.2 97.6: 6.8 2.4 : : : :# Traders : Number of Traders in Each Category : All : 97: 43 19 24 25 12 81 47: Old : 97: 45 20 24 25 12 81 47: Other: 32: 21 2 3 7 2 28 7: :---------------------------------------------------------------------------------------------------- : 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 : 24.0 62.6 37.7 74.0 23.5 60.6 35.9 70.5 Old : 24.4 61.1 39.4 73.0 24.4 59.9 37.7 70.6 Other: 43.0 96.4 66.2 97.6 43.0 96.1 66.2 96.1 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders - Futures Only, 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 : 157,679: 58,260 18,303 15,497 72,355 118,980 146,112 152,780: 11,567 4,899 Old : 100,416: 50,727 16,308 5,166 34,429 74,949 90,322 96,423: 10,094 3,993 Other: 57,263: 9,582 4,044 8,282 37,926 44,031 55,790 56,357: 1,473 906 : : : : : Changes in Commitments from: May 15, 2007 : : 2,037: 1,897 505 940 -1,628 985 1,209 2,430: 828 -393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 11.6 9.8 45.9 75.5 92.7 96.9: 7.3 3.1 Old : 100.0: 50.5 16.2 5.1 34.3 74.6 89.9 96.0: 10.1 4.0 Other: 100.0: 16.7 7.1 14.5 66.2 76.9 97.4 98.4: 2.6 1.6 : : : :# Traders : Number of Traders in Each Category : All : 169: 64 33 37 44 36 138 89: Old : 163: 65 37 30 36 32 122 81: Other: 78: 17 19 10 25 29 50 51: :---------------------------------------------------------------------------------------------------- : 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 : 27.3 35.7 41.8 52.7 21.6 21.7 28.5 33.2 Old : 24.4 44.5 35.1 58.3 24.2 39.0 33.7 52.4 Other: 47.2 36.2 68.8 54.8 36.8 26.1 46.7 40.7 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders - Futures Only, 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 : 756,122: 138,950 179,973 62,218 481,389 446,989 682,557 689,180: 73,565 66,942 Old : 756,122: 138,950 179,973 62,218 481,389 446,989 682,557 689,180: 73,565 66,942 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2007 : : 18,172: 2,275 -6,162 7,170 8,257 20,195 17,702 21,203: 470 -3,031 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 23.8 8.2 63.7 59.1 90.3 91.1: 9.7 8.9 Old : 100.0: 18.4 23.8 8.2 63.7 59.1 90.3 91.1: 9.7 8.9 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 : 235: 56 74 56 76 71 173 170: Old : 235: 56 74 56 76 71 173 170: 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 : 22.2 25.4 34.8 35.7 18.4 17.1 26.5 24.5 Old : 22.2 25.4 34.8 35.7 18.4 17.1 26.5 24.5 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 - Futures Only, 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 : 158,629: 44,849 49,251 21,294 84,926 85,373 151,069 155,918: 7,560 2,711 Old : 123,363: 45,769 49,883 6,087 65,391 65,886 117,247 121,856: 6,116 1,507 Other: 35,266: 7,418 7,706 6,869 19,535 19,487 33,822 34,062: 1,444 1,204 : : : : : Changes in Commitments from: May 15, 2007 : : -2,081: -2,342 -6,596 3,479 -1,274 3,815 -137 698: -1,944 -2,779 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 31.0 13.4 53.5 53.8 95.2 98.3: 4.8 1.7 Old : 100.0: 37.1 40.4 4.9 53.0 53.4 95.0 98.8: 5.0 1.2 Other: 100.0: 21.0 21.9 19.5 55.4 55.3 95.9 96.6: 4.1 3.4 : : : :# Traders : Number of Traders in Each Category : All : 357: 121 85 70 118 91 272 230: Old : 350: 122 90 45 101 81 246 197: Other: 165: 40 32 30 57 65 112 116: :---------------------------------------------------------------------------------------------------- : 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 : 27.2 30.1 38.3 41.0 20.6 21.1 29.1 29.7 Old : 27.4 34.3 39.1 45.4 27.3 32.1 39.1 43.2 Other: 42.4 46.6 58.3 60.3 27.2 29.3 36.5 36.4 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders - Futures Only, 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 : 30,861: 5,854 22,077 2,247 20,479 3,606 28,580 27,930: 2,281 2,931 Old : 30,861: 5,854 22,077 2,247 20,479 3,606 28,580 27,930: 2,281 2,931 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2007 : : -3,972: -2,029 -3,756 120 -2,317 7 -4,226 -3,629: 254 -343 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 71.5 7.3 66.4 11.7 92.6 90.5: 7.4 9.5 Old : 100.0: 19.0 71.5 7.3 66.4 11.7 92.6 90.5: 7.4 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 : 63: 11 38 9 7 7 25 49: Old : 63: 11 38 9 7 7 25 49: 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 : 78.3 40.4 87.0 65.2 68.9 40.3 74.9 58.1 Old : 78.3 40.4 87.0 65.2 68.9 40.3 74.9 58.1 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 - Futures Only, 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 : 26,615: 17,737 0 0 3,352 22,404 21,089 22,404: 5,526 4,211 Old : 26,615: 17,737 0 0 3,352 22,404 21,089 22,404: 5,526 4,211 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: 66.6 0.0 0.0 12.6 84.2 79.2 84.2: 20.8 15.8 Old : 100.0: 66.6 0.0 0.0 12.6 84.2 79.2 84.2: 20.8 15.8 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 : 20: 8 0 0 5 9 13 9: Old : 20: 8 0 0 5 9 13 9: 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 : 55.4 66.1 73.0 82.6 55.4 66.1 73.0 82.5 Old : 55.4 66.1 73.0 82.6 55.4 66.1 73.0 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007