COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED 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: 322,719 COMMITMENTS 57,657 44,296 87,684 153,835 178,767 299,176 310,747 23,543 11,972 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -5,485) 1,662 -4,784 -2,385 -186 5,459 -909 -1,710 -4,576 -3,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 13.7 27.2 47.7 55.4 92.7 96.3 7.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 129 88 104 82 64 264 213 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED 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: 50,885 COMMITMENTS 5,717 5,395 17,995 22,004 22,994 45,716 46,384 5,169 4,501 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,407) -299 1,135 2,397 980 -606 3,078 2,926 -671 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 10.6 35.4 43.2 45.2 89.8 91.2 10.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 51 39 44 29 21 104 85 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED 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: 153,458 COMMITMENTS 52,259 15,488 20,364 67,790 111,465 140,413 147,317 13,044 6,141 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -7,763) -1,745 939 -1,458 -6,820 -10,096 -10,023 -10,616 2,260 2,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 10.1 13.3 44.2 72.6 91.5 96.0 8.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 72 28 44 48 42 147 99 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED 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: 820,986 COMMITMENTS 158,603 121,824 118,575 453,667 502,241 730,846 742,640 90,140 78,346 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -149,814) 3,747 3,903 -64,849 -69,401 -93,682 -130,503 -154,627 -19,311 4,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 14.8 14.4 55.3 61.2 89.0 90.5 11.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 77 58 61 87 82 194 174 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED 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: 198,754 COMMITMENTS 42,725 30,658 50,027 93,399 109,872 186,150 190,556 12,603 8,197 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -8,834) 1,292 -2,920 -11,052 -193 4,668 -9,953 -9,304 1,119 469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 15.4 25.2 47.0 55.3 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 145 104 119 118 110 317 294 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED 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: 29,147 COMMITMENTS 5,160 15,059 4,221 16,800 7,173 26,180 26,452 2,967 2,695 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -82) -3 -4,577 637 -1,543 4,332 -909 391 827 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 51.7 14.5 57.6 24.6 89.8 90.8 10.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 29 29 16 6 9 46 44 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED 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: 33,052 COMMITMENTS 18,264 0 0 9,120 28,663 27,384 28,663 5,668 4,389 CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 6,010) 695 0 0 5,486 5,715 6,181 5,715 -171 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.3 0.0 0.0 27.6 86.7 82.9 86.7 17.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 0 8 12 15 12
Updated June 15, 2007