COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,348 COMMITMENTS 42,475 71,284 15,624 119,796 102,627 177,895 189,535 23,453 11,813 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 6,210) 1,671 -2,753 1,594 807 7,881 4,072 6,722 2,138 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 35.4 7.8 59.5 51.0 88.4 94.1 11.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 94 104 53 60 55 186 186 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,288 COMMITMENTS 13,490 2,377 2,466 9,771 21,997 25,727 26,840 3,561 2,448 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,885) 3,178 597 162 -1,630 1,617 1,710 2,376 175 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 8.1 8.4 33.4 75.1 87.8 91.6 12.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 48 20 23 20 23 86 53 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 162,014 COMMITMENTS 62,108 14,727 14,162 72,625 125,944 148,895 154,833 13,119 7,181 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,443) -1,662 -1,724 2,501 51 721 890 1,498 553 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 9.1 8.7 44.8 77.7 91.9 95.6 8.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 78 38 39 53 40 160 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 668,314 COMMITMENTS 100,054 112,790 53,926 437,180 431,212 591,160 597,928 77,154 70,386 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -28,735) 7,229 504 -5,003 -29,471 -15,742 -27,245 -20,241 -1,490 -8,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 16.9 8.1 65.4 64.5 88.5 89.5 11.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 51 64 51 71 67 156 153 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 128,130 COMMITMENTS 35,062 22,687 10,024 72,020 89,194 117,106 121,905 11,024 6,225 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -547) 1,538 -2,036 2,797 -2,524 2,053 1,811 2,814 -2,358 -3,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 17.7 7.8 56.2 69.6 91.4 95.1 8.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 132 70 48 103 94 261 194 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,784 COMMITMENTS 11,334 20,717 2,980 17,472 5,341 31,786 29,038 998 3,746 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 2,997) -3,145 3,266 -8 6,517 -809 3,364 2,449 -367 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 63.2 9.1 53.3 16.3 97.0 88.6 3.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 15 37 10 4 9 23 53 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 37,721 COMMITMENTS 24,698 671 0 7,057 32,917 31,755 33,588 5,966 4,133 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -120) 443 0 0 -390 33 53 33 -173 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.5 1.8 0.0 18.7 87.3 84.2 89.0 15.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 1 0 5 11 12 12
Updated March 2, 2007