COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 217,281 COMMITMENTS 58,375 49,947 22,561 117,146 134,365 198,082 206,873 19,199 10,408 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -6,536) 2,551 -5,050 -4,440 -492 6,484 -2,381 -3,006 -4,155 -3,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 23.0 10.4 53.9 61.8 91.2 95.2 8.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 109 83 73 66 53 215 182 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,077 COMMITMENTS 10,066 4,678 4,868 13,949 19,379 28,883 28,925 3,194 3,152 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,587) -687 1,141 1,353 715 -798 1,381 1,696 206 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 14.6 15.2 43.5 60.4 90.0 90.2 10.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 42 23 24 26 15 78 57 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,987 COMMITMENTS 53,840 16,278 12,206 65,549 110,107 131,595 138,591 12,392 5,396 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -8,637) -1,778 362 -1,448 -7,508 -10,295 -10,734 -11,381 2,097 2,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 11.3 8.5 45.5 76.5 91.4 96.3 8.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 65 31 31 45 38 136 86 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 688,475 COMMITMENTS 149,113 140,044 46,674 415,441 432,500 611,228 619,218 77,247 69,257 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -64,180) 4,979 -33,285 -7,124 -45,415 -29,605 -47,560 -70,014 -16,620 5,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 20.3 6.8 60.3 62.8 88.8 89.9 11.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 61 66 49 78 75 174 161 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 161,803 COMMITMENTS 46,099 32,499 21,611 82,619 100,181 150,329 154,291 11,474 7,512 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,337) -618 -4,015 -1,289 2,831 6,569 924 1,265 1,413 1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 20.1 13.4 51.1 61.9 92.9 95.4 7.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 123 70 73 108 100 267 225 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,553 COMMITMENTS 4,785 14,710 3,315 16,772 6,919 24,872 24,944 2,681 2,609 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 81) -84 -4,690 870 -1,558 4,302 -772 482 853 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 53.4 12.0 60.9 25.1 90.3 90.5 9.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 21 28 11 6 8 37 39 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 06/12/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 32,991 COMMITMENTS 18,264 0 0 9,064 28,663 27,328 28,663 5,663 4,328 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 6,253) 695 0 0 5,508 5,715 6,203 5,715 50 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.4 0.0 0.0 27.5 86.9 82.8 86.9 17.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 0 7 12 14 12
Updated June 15, 2007