COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 323,998 COMMITMENTS 57,810 57,748 81,825 158,801 169,842 298,435 309,414 25,563 14,584 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,772) 1,743 -12,238 4,468 -3,286 12,799 2,925 5,030 847 -1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 17.8 25.3 49.0 52.4 92.1 95.5 7.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 134 103 101 79 66 263 232 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,646 COMMITMENTS 8,456 3,643 14,740 19,329 25,286 42,525 43,668 5,120 3,977 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -498) 663 -531 -582 10 236 91 -877 -589 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 7.6 30.9 40.6 53.1 89.3 91.7 10.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 53 33 38 27 19 101 73 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 169,463 COMMITMENTS 57,536 17,977 25,176 74,354 120,665 157,066 163,818 12,396 5,645 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,115) 1,852 469 1,087 -1,581 1,024 1,359 2,580 756 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 10.6 14.9 43.9 71.2 92.7 96.7 7.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 72 35 51 47 43 150 110 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 941,869 COMMITMENTS 148,073 131,111 176,219 533,201 557,329 857,493 864,659 84,376 77,210 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 19,754) 758 -9,076 11,401 9,909 24,571 22,068 26,895 -2,314 -7,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 13.9 18.7 56.6 59.2 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 75 66 72 89 82 204 187 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 208,191 COMMITMENTS 39,691 47,179 59,806 99,912 97,460 199,409 204,445 8,782 3,746 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 290) -559 -7,242 5,352 -2,226 4,557 2,567 2,667 -2,277 -2,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 22.7 28.7 48.0 46.8 95.8 98.2 4.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 160 126 138 129 107 350 324 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,610 COMMITMENTS 6,148 22,427 3,219 20,507 3,893 29,873 29,539 2,737 3,071 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -3,819) -1,800 -3,535 51 -2,290 76 -4,039 -3,408 220 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 68.8 9.9 62.9 11.9 91.6 90.6 8.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 39 14 7 7 35 52 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 26,936 COMMITMENTS 17,737 303 0 3,455 22,404 21,192 22,707 5,744 4,229 CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.8 1.1 0.0 12.8 83.2 78.7 84.3 21.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 1 0 5 9 13 10
Updated May 25, 2007