COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 306,112: 56,430 66,127 70,672 154,670 151,818 281,772 288,617: 24,340 17,495
Old : 165,005: 28,230 65,945 23,496 100,619 62,328 152,345 151,769: 12,660 13,236
Other: 141,106: 39,695 11,676 35,681 54,050 89,490 129,427 136,847: 11,679 4,259
: : :
: : Changes in Commitments from: April 24, 2007 :
: 8,132: 255 -456 5,975 3,371 1,535 9,601 7,054: -1,469 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 21.6 23.1 50.5 49.6 92.0 94.3: 8.0 5.7
Old : 100.0: 17.1 40.0 14.2 61.0 37.8 92.3 92.0: 7.7 8.0
Other: 100.0: 28.1 8.3 25.3 38.3 63.4 91.7 97.0: 8.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 129 112 84 79 63 249 226:
Old : 303: 97 125 47 66 49 187 197:
Other: 208: 95 34 50 67 57 182 121:
:----------------------------------------------------------------------------------------------------
: 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 26.9 31.1 36.6 18.8 18.8 26.1 25.3
Old : 29.7 21.5 41.3 30.9 29.2 19.6 39.7 26.5
Other: 21.0 34.1 31.7 49.4 14.8 27.4 22.4 38.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 43,214: 6,508 3,878 12,827 18,965 23,072 38,300 39,777: 4,915 3,437
Old : 36,980: 6,567 4,424 9,906 15,668 19,325 32,142 33,655: 4,839 3,325
Other: 6,234: 591 104 2,270 3,296 3,748 6,158 6,122: 76 112
: : :
: : Changes in Commitments from: April 24, 2007 :
: 48: -114 638 417 -607 -556 -304 499: 352 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.0 29.7 43.9 53.4 88.6 92.0: 11.4 8.0
Old : 100.0: 17.8 12.0 26.8 42.4 52.3 86.9 91.0: 13.1 9.0
Other: 100.0: 9.5 1.7 36.4 52.9 60.1 98.8 98.2: 1.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 46 39 36 26 17 91 74:
Old : 116: 48 38 36 25 16 90 73:
Other: 31: 15 5 17 10 3 28 22:
:----------------------------------------------------------------------------------------------------
: 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 47.7 40.5 60.4 17.3 33.5 25.1 40.1
Old : 24.9 46.9 35.9 58.5 17.6 36.1 26.1 43.7
Other: 59.8 76.8 78.1 88.5 24.6 31.5 29.1 32.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 160,187: 53,923 12,231 23,206 71,288 119,743 148,417 155,180: 11,770 5,007
Old : 104,093: 47,091 13,473 8,648 37,760 77,653 93,499 99,774: 10,594 4,319
Other: 56,094: 10,521 2,448 10,868 33,528 42,090 54,918 55,406: 1,176 688
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,314: -3,734 -631 3,687 1,173 -2,382 1,126 674: 188 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 7.6 14.5 44.5 74.8 92.7 96.9: 7.3 3.1
Old : 100.0: 45.2 12.9 8.3 36.3 74.6 89.8 95.9: 10.2 4.1
Other: 100.0: 18.8 4.4 19.4 59.8 75.0 97.9 98.8: 2.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 67 31 41 51 50 140 107:
Old : 165: 60 38 32 43 41 124 92:
Other: 74: 21 10 22 27 32 57 56:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 28.3 37.3 46.3 21.8 20.9 28.2 30.9
Old : 26.0 35.3 34.6 49.6 26.0 31.9 33.8 43.9
Other: 39.2 34.5 60.3 52.5 32.8 22.5 41.0 36.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 873,840: 144,019 130,782 149,095 500,144 516,609 793,258 796,486: 80,582 77,354
Old : 873,840: 144,019 130,782 149,095 500,144 516,609 793,258 796,486: 80,582 77,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 31,980: 15,361 -3,114 18,139 -6,136 10,830 27,364 25,855: 4,616 6,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 15.0 17.1 57.2 59.1 90.8 91.1: 9.2 8.9
Old : 100.0: 16.5 15.0 17.1 57.2 59.1 90.8 91.1: 9.2 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 : 242: 75 66 70 85 79 199 181:
Old : 242: 75 66 70 85 79 199 181:
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 : 21.8 24.8 33.0 35.0 13.5 13.3 22.2 20.5
Old : 21.8 24.8 33.0 35.0 13.5 13.3 22.2 20.5
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 202,785: 39,493 50,915 53,034 100,436 92,054 192,963 196,004: 9,823 6,782
Old : 158,102: 38,418 49,775 30,959 80,308 71,726 149,685 152,460: 8,416 5,642
Other: 44,684: 6,592 6,658 16,557 20,128 20,328 43,277 43,544: 1,407 1,140
: : :
: : Changes in Commitments from: April 24, 2007 :
: 17,920: 3,299 10,992 7,863 8,842 -74 20,004 18,782: -2,085 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 25.1 26.2 49.5 45.4 95.2 96.7: 4.8 3.3
Old : 100.0: 24.3 31.5 19.6 50.8 45.4 94.7 96.4: 5.3 3.6
Other: 100.0: 14.8 14.9 37.1 45.0 45.5 96.9 97.4: 3.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 150 135 123 121 102 325 316:
Old : 421: 150 134 112 117 93 314 297:
Other: 179: 39 47 53 65 68 135 141:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 25.0 34.0 36.3 16.0 15.5 22.5 22.2
Old : 23.2 25.4 33.6 35.8 21.7 23.6 30.7 32.8
Other: 35.2 42.9 52.8 57.4 22.7 26.6 29.0 30.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 42,425: 9,545 30,497 2,960 27,912 4,776 40,416 38,233: 2,010 4,193
Old : 42,425: 9,545 30,497 2,960 27,912 4,776 40,416 38,233: 2,010 4,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,073: -592 1,008 257 2,206 788 1,872 2,053: 201 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 71.9 7.0 65.8 11.3 95.3 90.1: 4.7 9.9
Old : 100.0: 22.5 71.9 7.0 65.8 11.3 95.3 90.1: 4.7 9.9
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 : 77: 20 44 11 5 9 30 60:
Old : 77: 20 44 11 5 9 30 60:
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 : 70.2 39.7 89.1 59.2 64.2 39.7 78.4 54.5
Old : 70.2 39.7 89.1 59.2 64.2 39.7 78.4 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007