COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 205,721: 46,877 67,933 16,526 119,857 110,081 183,260 194,540: 22,461 11,181
Old : 156,806: 35,675 69,877 4,972 100,803 72,287 141,450 147,136: 15,356 9,670
Other: 48,915: 20,443 7,297 2,313 19,054 37,794 41,810 47,404: 7,105 1,511
: : :
: : Changes in Commitments from: February 27, 2007 :
: 4,373: 4,402 -3,351 902 61 7,454 5,365 5,005: -992 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 33.0 8.0 58.3 53.5 89.1 94.6: 10.9 5.4
Old : 100.0: 22.8 44.6 3.2 64.3 46.1 90.2 93.8: 9.8 6.2
Other: 100.0: 41.8 14.9 4.7 39.0 77.3 85.5 96.9: 14.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 90 105 58 61 59 195 187:
Old : 274: 83 105 23 53 52 152 167:
Other: 143: 53 31 23 34 37 99 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 30.6 38.9 39.5 26.7 26.5 37.9 34.1
Old : 32.2 29.2 44.6 39.1 32.2 24.2 44.6 33.9
Other: 26.2 51.3 38.8 66.5 26.2 47.8 38.8 63.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 32,204: 15,114 1,969 3,398 10,041 24,070 28,553 29,437: 3,651 2,767
Old : 31,598: 15,225 1,946 3,235 9,504 23,667 27,964 28,848: 3,634 2,750
Other: 606: 2 136 50 537 403 589 589: 17 17
: : :
: : Changes in Commitments from: February 27, 2007 :
: 2,916: 1,624 -408 932 270 2,073 2,826 2,597: 90 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 6.1 10.6 31.2 74.7 88.7 91.4: 11.3 8.6
Old : 100.0: 48.2 6.2 10.2 30.1 74.9 88.5 91.3: 11.5 8.7
Other: 100.0: 0.3 22.4 8.3 88.6 66.5 97.2 97.2: 2.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 57 23 25 19 21 95 53:
Old : 117: 59 22 25 19 21 95 53:
Other: 9: 1 2 2 4 1 7 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 56.1 31.6 70.8 20.1 55.5 30.2 64.9
Old : 20.0 55.9 30.9 70.9 19.3 55.3 29.5 64.9
Other: 88.6 97.2 97.2 97.2 88.6 88.9 88.9 88.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 169,153: 62,752 13,237 16,242 77,672 132,436 156,666 161,915: 12,487 7,238
Old : 125,697: 58,684 12,331 7,204 48,380 99,495 114,268 119,030: 11,429 6,667
Other: 43,456: 5,288 2,126 7,818 29,292 32,941 42,398 42,885: 1,058 571
: : :
: : Changes in Commitments from: February 27, 2007 :
: 7,139: 644 -1,490 2,080 5,047 6,492 7,771 7,082: -632 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 7.8 9.6 45.9 78.3 92.6 95.7: 7.4 4.3
Old : 100.0: 46.7 9.8 5.7 38.5 79.2 90.9 94.7: 9.1 5.3
Other: 100.0: 12.2 4.9 18.0 67.4 75.8 97.6 98.7: 2.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 77 30 44 53 42 159 102:
Old : 185: 75 34 42 51 41 153 100:
Other: 70: 19 14 10 21 23 47 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 35.0 34.9 52.5 17.5 25.9 26.3 36.7
Old : 21.1 39.6 33.3 56.4 20.4 35.0 30.8 48.1
Other: 47.3 43.8 67.4 64.5 37.0 24.6 48.6 43.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 650,161: 106,147 88,657 50,125 432,535 463,856 588,807 602,638: 61,354 47,523
Old : 650,161: 106,147 88,657 50,125 432,535 463,856 588,807 602,638: 61,354 47,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -18,153: 6,093 -24,133 -3,801 -4,645 32,644 -2,353 4,710: -15,800 -22,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.6 7.7 66.5 71.3 90.6 92.7: 9.4 7.3
Old : 100.0: 16.3 13.6 7.7 66.5 71.3 90.6 92.7: 9.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 53 58 48 66 63 149 143:
Old : 198: 53 58 48 66 63 149 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 32.0 40.8 46.7 18.6 15.2 28.1 23.7
Old : 25.6 32.0 40.8 46.7 18.6 15.2 28.1 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 132,106: 36,966 26,778 10,398 74,771 88,298 122,135 125,474: 9,971 6,632
Old : 113,735: 35,793 26,252 6,537 62,132 75,291 104,462 108,080: 9,273 5,655
Other: 18,371: 3,085 2,438 1,949 12,639 13,007 17,673 17,394: 698 977
: : :
: : Changes in Commitments from: February 27, 2007 :
: 3,976: 1,904 4,091 374 2,751 -896 5,029 3,569: -1,053 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.3 7.9 56.6 66.8 92.5 95.0: 7.5 5.0
Old : 100.0: 31.5 23.1 5.7 54.6 66.2 91.8 95.0: 8.2 5.0
Other: 100.0: 16.8 13.3 10.6 68.8 70.8 96.2 94.7: 3.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 127 77 60 103 92 259 211:
Old : 338: 129 76 55 96 87 250 201:
Other: 95: 24 11 13 29 46 57 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 32.9 39.5 43.0 20.9 22.0 29.4 31.3
Old : 27.5 33.4 39.9 44.0 26.8 31.2 39.0 41.8
Other: 56.6 54.0 73.9 66.9 43.5 40.5 51.4 47.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,328: 10,795 19,455 2,909 14,521 3,541 28,225 25,905: 1,103 3,423
Old : 29,328: 10,795 19,455 2,909 14,521 3,541 28,225 25,905: 1,103 3,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -3,456: -539 -1,262 -71 -2,951 -1,800 -3,561 -3,133: 105 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 66.3 9.9 49.5 12.1 96.2 88.3: 3.8 11.7
Old : 100.0: 36.8 66.3 9.9 49.5 12.1 96.2 88.3: 3.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 12 39 11 4 9 22 54:
Old : 64: 12 39 11 4 9 22 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 35.9 89.8 57.3 73.0 35.9 83.1 53.9
Old : 74.3 35.9 89.8 57.3 73.0 35.9 83.1 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 100,000) :
: : :
All : 28,229: 9,833 1,709 287 13,551 22,769 23,671 24,765: 4,558 3,464
Old : 28,229: 9,833 1,709 287 13,551 22,769 23,671 24,765: 4,558 3,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -9,492: -14,865 1,038 287 6,494 -10,148 -8,084 -8,823: -1,408 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 6.1 1.0 48.0 80.7 83.9 87.7: 16.1 12.3
Old : 100.0: 34.8 6.1 1.0 48.0 80.7 83.9 87.7: 16.1 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 1 11 8 16 10:
Old : 24: 4 2 1 11 8 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 70.1 69.4 85.2 50.2 70.1 69.4 84.1
Old : 50.2 70.1 69.4 85.2 50.2 70.1 69.4 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007