COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 368,869 COMMITMENTS 67,378 13,397 116,754 157,320 228,558 341,452 358,709 27,417 10,160 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -3,839) -3,511 576 1,263 -2,308 -4,465 -4,556 -2,625 717 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 3.6 31.7 42.6 62.0 92.6 97.2 7.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 149 60 96 71 70 266 189 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,575 COMMITMENTS 5,493 8,593 16,074 22,282 22,062 43,849 46,728 5,726 2,847 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,137) 48 -6 1,978 469 1,688 2,496 3,660 641 -523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 17.3 32.4 44.9 44.5 88.5 94.3 11.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 47 48 34 32 19 102 80 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 182,664 COMMITMENTS 73,855 17,746 20,050 74,305 137,625 168,210 175,422 14,454 7,242 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,213) -744 -190 1,990 230 266 1,476 2,066 -264 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 9.7 11.0 40.7 75.3 92.1 96.0 7.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 88 31 48 48 48 164 113 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 914,225 COMMITMENTS 172,643 105,894 155,361 486,221 593,492 814,225 854,747 99,999 59,477 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 64,745) 1,922 -11,845 11,881 47,596 68,358 61,399 68,394 3,346 -3,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 11.6 17.0 53.2 64.9 89.1 93.5 10.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 101 50 67 84 84 213 175 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 214,522 COMMITMENTS 47,615 41,358 62,862 91,910 103,371 202,387 207,591 12,135 6,932 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,889) 1,150 -4,944 6,561 -3,516 3,230 4,195 4,848 -307 -960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 19.3 29.3 42.8 48.2 94.3 96.8 5.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 161 119 129 120 120 334 325 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,650 COMMITMENTS 11,039 38,991 3,315 33,746 3,200 48,100 45,506 1,549 4,144 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,055) -63 2,870 -37 2,985 130 2,885 2,963 170 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 78.5 6.7 68.0 6.4 96.9 91.7 3.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 49 11 6 10 39 65 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 26,982 COMMITMENTS 18,137 0 0 2,442 23,927 20,579 23,927 6,402 3,055 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -472) -1,766 0 0 815 -232 -951 -232 479 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 0.0 0.0 9.1 88.7 76.3 88.7 23.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 0 0 4 10 13 10
Updated July 27, 2007