COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 20, 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 : 214,731: 51,694 61,101 22,870 115,674 118,779 190,238 202,750: 24,493 11,981
Old : 158,770: 37,985 64,058 8,629 96,029 75,681 142,643 148,368: 16,127 10,402
Other: 55,961: 24,628 7,962 3,322 19,645 43,098 47,595 54,382: 8,366 1,579
: : :
: : Changes in Commitments from: March 13, 2007 :
: 1,639: 1,159 -613 2,658 -3,338 -909 479 1,136: 1,160 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 28.5 10.7 53.9 55.3 88.6 94.4: 11.4 5.6
Old : 100.0: 23.9 40.3 5.4 60.5 47.7 89.8 93.4: 10.2 6.6
Other: 100.0: 44.0 14.2 5.9 35.1 77.0 85.1 97.2: 14.9 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 109 93 63 56 57 208 178:
Old : 273: 97 94 28 47 50 161 159:
Other: 152: 60 29 26 36 41 106 86:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 31.8 36.6 41.8 25.4 29.2 35.9 37.7
Old : 31.0 32.0 43.1 41.0 31.0 29.8 43.1 38.8
Other: 24.8 49.6 36.1 65.1 24.8 45.7 35.7 61.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 20, 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 : 32,554: 16,229 2,968 2,554 10,080 24,288 28,863 29,810: 3,691 2,744
Old : 31,887: 16,258 3,010 2,473 9,504 23,750 28,235 29,233: 3,652 2,654
Other: 667: 42 29 10 576 538 628 577: 39 90
: : :
: : Changes in Commitments from: March 13, 2007 :
: 34: 157 -71 -292 114 327 -21 -36: 55 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 9.1 7.8 31.0 74.6 88.7 91.6: 11.3 8.4
Old : 100.0: 51.0 9.4 7.8 29.8 74.5 88.5 91.7: 11.5 8.3
Other: 100.0: 6.3 4.3 1.5 86.4 80.7 94.2 86.5: 5.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 60 23 21 22 21 98 51:
Old : 119: 60 23 21 22 21 98 51:
Other: 11: 2 1 1 5 2 8 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 : 20.3 56.5 31.0 71.5 20.0 55.1 30.6 66.8
Old : 19.4 56.8 30.3 72.2 19.2 55.4 30.0 67.5
Other: 82.0 86.5 94.2 86.5 82.0 85.0 92.7 85.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 20, 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 : 173,371: 62,773 15,252 17,444 79,549 133,940 159,766 166,636: 13,605 6,735
Old : 126,100: 57,975 14,596 8,508 46,936 96,823 113,419 119,927: 12,681 6,173
Other: 47,271: 6,166 2,024 7,568 32,613 37,117 46,347 46,709: 924 562
: : :
: : Changes in Commitments from: March 13, 2007 :
: 2,571: 1,336 528 1,719 -1,234 481 1,821 2,728: 750 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 8.8 10.1 45.9 77.3 92.2 96.1: 7.8 3.9
Old : 100.0: 46.0 11.6 6.7 37.2 76.8 89.9 95.1: 10.1 4.9
Other: 100.0: 13.0 4.3 16.0 69.0 78.5 98.0 98.8: 2.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 77 47 40 50 44 161 113:
Old : 202: 74 55 37 46 43 151 111:
Other: 70: 23 12 9 21 24 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 : 22.5 33.8 35.3 50.7 17.9 23.8 25.5 32.8
Old : 21.0 37.4 32.0 52.4 21.0 32.3 30.1 42.5
Other: 44.5 42.8 66.0 63.4 35.0 23.9 45.5 40.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 20, 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 : 651,751: 106,745 114,883 58,822 418,241 420,583 583,808 594,288: 67,943 57,463
Old : 651,751: 106,745 114,883 58,822 418,241 420,583 583,808 594,288: 67,943 57,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 3,927: 3,686 23,609 7,150 -5,123 -33,112 5,713 -2,353: -1,786 6,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.6 9.0 64.2 64.5 89.6 91.2: 10.4 8.8
Old : 100.0: 16.4 17.6 9.0 64.2 64.5 89.6 91.2: 10.4 8.8
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 : 216: 51 71 51 76 72 164 161:
Old : 216: 51 71 51 76 72 164 161:
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 : 23.4 25.9 37.0 37.4 18.8 14.3 28.6 23.0
Old : 23.4 25.9 37.0 37.4 18.8 14.3 28.6 23.0
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 20, 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 : 143,287: 39,176 35,513 15,009 78,479 85,635 132,664 136,157: 10,623 7,130
Old : 124,060: 39,062 35,945 9,467 65,524 72,379 114,053 117,791: 10,007 6,269
Other: 19,227: 3,394 2,848 2,262 12,955 13,256 18,611 18,366: 616 861
: : :
: : Changes in Commitments from: March 13, 2007 :
: 6,817: 1,791 4,822 1,550 2,540 -738 5,881 5,634: 936 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 24.8 10.5 54.8 59.8 92.6 95.0: 7.4 5.0
Old : 100.0: 31.5 29.0 7.6 52.8 58.3 91.9 94.9: 8.1 5.1
Other: 100.0: 17.7 14.8 11.8 67.4 68.9 96.8 95.5: 3.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 121 82 57 111 94 261 214:
Old : 341: 124 81 48 106 86 252 199:
Other: 113: 25 10 16 44 51 75 75:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 31.2 38.8 41.8 21.0 21.4 29.4 30.6
Old : 28.1 31.8 39.5 42.4 27.5 30.0 38.7 40.5
Other: 54.1 55.5 70.0 66.3 42.2 41.6 50.1 50.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 20, 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 : 28,672: 7,718 19,276 2,549 17,735 3,593 28,002 25,418: 670 3,254
Old : 28,672: 7,718 19,276 2,549 17,735 3,593 28,002 25,418: 670 3,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -5,541: -1,806 3,740 -446 -2,801 -8,716 -5,053 -5,422: -488 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 67.2 8.9 61.9 12.5 97.7 88.7: 2.3 11.3
Old : 100.0: 26.9 67.2 8.9 61.9 12.5 97.7 88.7: 2.3 11.3
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 : 60: 8 38 6 5 8 16 51:
Old : 60: 8 38 6 5 8 16 51:
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 : 69.1 30.7 91.4 52.4 62.6 28.8 79.3 45.4
Old : 69.1 30.7 91.4 52.4 62.6 28.8 79.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007