COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 323,396 COMMITMENTS 67,040 22,548 86,697 143,803 204,784 297,539 314,029 25,857 9,367 CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 20,123) 5,391 -3,968 12,223 2,710 13,630 20,324 21,885 -201 -1,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 7.0 26.8 44.5 63.3 92.0 97.1 8.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 140 63 87 75 66 256 183 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,512 COMMITMENTS 5,321 8,607 13,786 22,638 20,839 41,745 43,231 4,766 3,280 CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -2,225) 348 1,002 -515 -1,989 -2,188 -2,156 -1,702 -69 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 18.5 29.6 48.7 44.8 89.8 92.9 10.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 42 48 35 32 18 94 83 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 180,839 COMMITMENTS 72,903 18,405 18,249 75,414 137,520 166,566 174,174 14,272 6,664 CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 14,741) 12,423 1,430 2,033 110 10,604 14,565 14,067 176 674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 10.2 10.1 41.7 76.0 92.1 96.3 7.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 81 40 45 50 48 162 112 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 831,077 COMMITMENTS 159,574 123,524 149,599 444,537 493,218 753,709 766,340 77,368 64,737 CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -14,579) 1,196 12,027 -986 -9,579 -22,586 -9,369 -11,544 -5,210 -3,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 14.9 18.0 53.5 59.3 90.7 92.2 9.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 85 56 67 89 82 204 179 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 200,884 COMMITMENTS 44,836 38,645 54,290 92,387 101,433 191,513 194,368 9,371 6,516 CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 8,228) -511 5,887 3,584 6,773 -107 9,845 9,364 -1,617 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 19.2 27.0 46.0 50.5 95.3 96.8 4.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 150 126 129 114 113 321 321 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,928 COMMITMENTS 9,902 28,699 3,583 21,788 1,599 35,273 33,881 1,655 3,047 CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 11,015) 2,272 10,306 -72 9,415 37 11,615 10,271 -600 744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 77.7 9.7 59.0 4.3 95.5 91.7 4.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 25 39 11 7 8 34 57
Updated July 9, 2007