COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 328,204 COMMITMENTS 55,995 49,079 90,069 154,021 173,309 300,085 312,457 28,119 15,747 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,102) 710 -5,233 2,937 -4,383 1,635 -736 -661 1,838 1,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 15.0 27.4 46.9 52.8 91.4 95.2 8.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 131 97 103 77 60 262 212 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,478 COMMITMENTS 6,016 4,260 15,598 21,024 23,600 42,638 43,458 5,840 5,020 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,651) -910 595 906 804 -865 799 636 852 1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 8.8 32.2 43.4 48.7 88.0 89.6 12.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 50 37 39 30 22 100 81 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 161,221 COMMITMENTS 54,004 14,549 21,822 74,610 121,562 150,436 157,933 10,785 3,288 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -8,430) -5,651 -2,941 -3,092 1,854 -240 -6,889 -6,274 -1,541 -2,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 9.0 13.5 46.3 75.4 93.3 98.0 6.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 75 28 43 46 44 149 96 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 970,800 COMMITMENTS 154,857 117,921 183,424 523,068 595,923 861,349 897,267 109,452 73,533 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,598) -830 1,767 574 -18,088 -4,072 -18,344 -1,730 15,746 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 12.1 18.9 53.9 61.4 88.7 92.4 11.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 79 66 73 89 83 208 185 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 207,588 COMMITMENTS 41,434 33,578 61,078 93,592 105,204 196,104 199,860 11,484 7,728 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,292) 1,269 -11,088 702 -3,833 7,286 -1,863 -3,100 -429 809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 16.2 29.4 45.1 50.7 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 162 123 147 121 112 362 320 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,229 COMMITMENTS 5,162 19,636 3,584 18,343 2,841 27,089 26,061 2,140 3,168 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -3,694) -1,565 -3,093 207 -2,089 -1,065 -3,447 -3,950 -247 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 67.2 12.3 62.8 9.7 92.7 89.2 7.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 29 36 16 7 7 44 53 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 27,042 COMMITMENTS 17,569 0 0 3,635 22,948 21,204 22,948 5,839 4,094 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 8) -240 -306 0 25 523 -215 217 223 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.0 0.0 0.0 13.4 84.9 78.4 84.9 21.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 0 0 6 9 14 9
Updated June 8, 2007