COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 372,707 COMMITMENTS 70,889 12,821 115,490 159,628 233,023 346,008 361,334 26,700 11,373 CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 24,085) -903 -4,631 17,090 9,046 11,095 25,233 23,554 -1,147 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 3.4 31.0 42.8 62.5 92.8 96.9 7.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 146 65 102 72 72 272 196 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,438 COMMITMENTS 5,444 8,599 14,096 21,813 20,374 41,353 43,068 5,085 3,370 CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 47) 86 -162 3 -428 102 -339 -57 386 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 18.5 30.4 47.0 43.9 89.1 92.7 10.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 45 49 35 32 18 100 81 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 181,451 COMMITMENTS 74,599 17,936 18,060 74,075 137,359 166,733 173,355 14,718 8,096 CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -1,622) -701 525 -602 -1,207 -3,051 -2,510 -3,128 888 1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 9.9 10.0 40.8 75.7 91.9 95.5 8.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 86 30 38 50 46 160 100 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 849,479 COMMITMENTS 170,721 117,739 143,480 438,625 525,134 752,826 786,354 96,653 63,126 CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 7,866) 6,248 241 -7,656 -646 15,822 -2,054 8,407 9,920 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 13.9 16.9 51.6 61.8 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 93 53 65 86 84 207 177 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 210,634 COMMITMENTS 46,465 46,301 56,301 95,426 100,140 198,192 202,742 12,442 7,891 CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 3,108) 566 2,550 238 407 -490 1,211 2,299 1,897 809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 22.0 26.7 45.3 47.5 94.1 96.3 5.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 151 128 123 112 112 310 325 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,595 COMMITMENTS 11,102 36,121 3,352 30,761 3,070 45,215 42,543 1,379 4,052 CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 6,779) 890 6,206 -96 6,071 663 6,866 6,773 -88 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 77.5 7.2 66.0 6.6 97.0 91.3 3.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 20 48 11 7 10 35 62 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 27,454 COMMITMENTS 19,903 0 0 1,627 24,159 21,530 24,159 5,924 3,295 CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -326) -1,437 0 0 203 -1,109 -1,234 -1,109 907 783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.5 0.0 0.0 5.9 88.0 78.4 88.0 21.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 0 0 3 9 13 9
Updated July 20, 2007