COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 291,064 COMMITMENTS 58,665 33,120 66,939 138,807 179,413 264,412 279,471 26,652 11,592 CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -31,655) 1,008 -11,176 -20,745 -15,027 646 -34,764 -31,276 3,109 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 11.4 23.0 47.7 61.6 90.8 96.0 9.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 106 84 74 71 69 224 185 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,091 COMMITMENTS 5,216 6,382 13,827 23,832 23,519 42,874 43,728 5,217 4,363 CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -2,794) -501 987 -4,168 1,828 525 -2,841 -2,656 48 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 13.3 28.8 49.6 48.9 89.2 90.9 10.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 44 40 38 32 23 98 82 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 153,631 COMMITMENTS 56,109 15,979 14,844 71,096 118,138 142,049 148,961 11,582 4,670 CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 173) 3,849 492 -5,520 3,305 6,672 1,635 1,644 -1,462 -1,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 10.4 9.7 46.3 76.9 92.5 97.0 7.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 70 32 37 48 49 141 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 838,395 COMMITMENTS 155,124 122,937 133,892 462,222 511,558 751,238 768,387 87,157 70,009 CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 17,409) -3,479 1,113 15,317 8,555 9,317 20,393 25,747 -2,983 -8,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 14.7 16.0 55.1 61.0 89.6 91.6 10.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 81 56 65 84 80 195 175 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 192,663 COMMITMENTS 44,057 30,028 48,442 90,205 107,915 182,704 186,385 9,959 6,278 CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -6,091) 1,332 -630 -1,585 -3,193 -1,956 -3,446 -4,171 -2,645 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 15.6 25.1 46.8 56.0 94.8 96.7 5.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 151 111 122 118 109 321 300 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,267 COMMITMENTS 7,535 10,632 4,684 5,369 2,776 17,587 18,092 2,680 2,175 CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -8,880) 2,375 -4,427 463 -11,431 -4,396 -8,593 -8,360 -287 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 52.5 23.1 26.5 13.7 86.8 89.3 13.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 34 20 13 7 8 44 39
Updated June 22, 2007