COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 205,721 COMMITMENTS 46,877 67,933 16,526 119,857 110,081 183,260 194,540 22,461 11,181 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 4,373) 4,402 -3,351 902 61 7,454 5,365 5,005 -992 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 33.0 8.0 58.3 53.5 89.1 94.6 10.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 90 105 58 61 59 195 187 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,204 COMMITMENTS 15,114 1,969 3,398 10,041 24,070 28,553 29,437 3,651 2,767 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 2,916) 1,624 -408 932 270 2,073 2,826 2,597 90 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 6.1 10.6 31.2 74.7 88.7 91.4 11.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 57 23 25 19 21 95 53 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 169,153 COMMITMENTS 62,752 13,237 16,242 77,672 132,436 156,666 161,915 12,487 7,238 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 7,139) 644 -1,490 2,080 5,047 6,492 7,771 7,082 -632 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 7.8 9.6 45.9 78.3 92.6 95.7 7.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 77 30 44 53 42 159 102 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 650,161 COMMITMENTS 106,147 88,657 50,125 432,535 463,856 588,807 602,638 61,354 47,523 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -18,153) 6,093 -24,133 -3,801 -4,645 32,644 -2,353 4,710 -15,800 -22,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 13.6 7.7 66.5 71.3 90.6 92.7 9.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 53 58 48 66 63 149 143 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 132,106 COMMITMENTS 36,966 26,778 10,398 74,771 88,298 122,135 125,474 9,971 6,632 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 3,976) 1,904 4,091 374 2,751 -896 5,029 3,569 -1,053 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 20.3 7.9 56.6 66.8 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 127 77 60 103 92 259 211 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,328 COMMITMENTS 10,795 19,455 2,909 14,521 3,541 28,225 25,905 1,103 3,423 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -3,456) -539 -1,262 -71 -2,951 -1,800 -3,561 -3,133 105 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 66.3 9.9 49.5 12.1 96.2 88.3 3.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 12 39 11 4 9 22 54 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 28,229 COMMITMENTS 9,833 1,709 287 13,551 22,769 23,671 24,765 4,558 3,464 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -9,492) -14,865 1,038 287 6,494 -10,148 -8,084 -8,823 -1,408 -669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 6.1 1.0 48.0 80.7 83.9 87.7 16.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 1 11 8 16 10
Updated March 9, 2007