COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 303,273 COMMITMENTS 61,648 26,516 74,474 141,093 191,155 277,215 292,144 26,058 11,129 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 12,209) 2,983 -6,604 7,535 2,285 11,742 12,803 12,672 -594 -463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 8.7 24.6 46.5 63.0 91.4 96.3 8.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 125 67 77 72 67 237 177 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,737 COMMITMENTS 4,973 7,605 14,301 24,627 23,027 43,902 44,933 4,835 3,804 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 646) -243 1,223 474 796 -492 1,027 1,205 -381 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 15.6 29.3 50.5 47.2 90.1 92.2 9.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 47 46 37 32 19 99 84 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 166,098 COMMITMENTS 60,480 16,975 16,217 75,305 126,916 152,001 160,107 14,097 5,990 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 12,467) 4,371 995 1,372 4,209 8,778 9,952 11,146 2,514 1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 10.2 9.8 45.3 76.4 91.5 96.4 8.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 81 36 39 51 48 155 105 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 845,656 COMMITMENTS 158,378 111,497 150,584 454,116 515,804 763,078 777,885 82,578 67,771 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 7,260) 3,253 -11,440 16,692 -8,105 4,246 11,840 9,498 -4,579 -2,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 13.2 17.8 53.7 61.0 90.2 92.0 9.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 84 58 68 90 84 208 180 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 192,656 COMMITMENTS 45,347 32,757 50,706 85,614 101,540 181,668 185,004 10,988 7,652 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -7) 1,290 2,729 2,265 -4,591 -6,375 -1,037 -1,382 1,029 1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 17.0 26.3 44.4 52.7 94.3 96.0 5.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 147 125 123 118 114 321 316 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,913 COMMITMENTS 7,630 18,393 3,655 12,373 1,562 23,658 23,610 2,255 2,303 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 5,646) 95 7,760 -1,028 7,004 -1,214 6,071 5,518 -424 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 71.0 14.1 47.7 6.0 91.3 91.1 8.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 29 27 13 8 6 41 43
Updated June 29, 2007