COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 327,102 COMMITMENTS 55,285 54,312 87,132 158,405 171,674 300,822 313,118 26,281 13,984 CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 3,104) -2,524 -3,435 5,307 -397 1,832 2,386 3,704 718 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 16.6 26.6 48.4 52.5 92.0 95.7 8.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 127 107 104 78 67 264 230 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,826 COMMITMENTS 6,926 3,665 14,693 20,220 24,465 41,839 42,822 4,988 4,004 CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -819) -1,530 22 -47 891 -821 -687 -846 -133 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 7.8 31.4 43.2 52.2 89.3 91.4 10.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 53 32 38 28 21 101 75 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 169,651 COMMITMENTS 59,655 17,490 24,915 72,756 121,802 157,326 164,207 12,325 5,444 CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 188) 2,119 -487 -261 -1,598 1,137 259 389 -71 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 10.3 14.7 42.9 71.8 92.7 96.8 7.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 74 36 54 49 46 161 112 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 973,398 COMMITMENTS 155,686 116,154 182,849 541,157 599,994 879,692 898,997 93,706 74,401 CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 31,529) 7,613 -14,958 6,630 7,956 42,666 22,199 34,338 9,330 -2,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 11.9 18.8 55.6 61.6 90.4 92.4 9.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 84 53 68 88 83 201 180 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 209,880 COMMITMENTS 40,165 44,666 60,377 97,425 97,917 197,967 202,960 11,913 6,920 CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,689) 474 -2,512 571 -2,488 457 -1,442 -1,484 3,131 3,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 21.3 28.8 46.4 46.7 94.3 96.7 5.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448) 164 128 141 125 111 352 333 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,923 COMMITMENTS 6,728 22,729 3,377 20,432 3,905 30,536 30,011 2,387 2,912 CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 313) 580 302 158 -75 13 663 472 -350 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 69.0 10.3 62.1 11.9 92.8 91.2 7.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 28 39 15 7 8 44 54 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 27,034 COMMITMENTS 17,809 306 0 3,609 22,425 21,418 22,731 5,616 4,303 CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 98) 72 4 0 155 21 227 25 -128 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.9 1.1 0.0 13.4 83.0 79.2 84.1 20.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 1 0 6 9 14 10
Updated June 1, 2007