COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 213,092 COMMITMENTS 50,535 61,714 20,212 119,012 119,688 189,759 201,614 23,333 11,478 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 7,371) 3,658 -6,219 3,686 -845 9,607 6,499 7,074 872 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 29.0 9.5 55.9 56.2 89.1 94.6 10.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 109 96 60 57 61 206 183 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,520 COMMITMENTS 16,072 3,039 2,846 9,966 23,961 28,884 29,846 3,636 2,674 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 316) 958 1,070 -552 -75 -109 331 409 -15 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 9.3 8.8 30.6 73.7 88.8 91.8 11.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 59 25 24 22 21 99 54 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 170,800 COMMITMENTS 61,437 14,724 15,725 80,783 133,459 157,945 163,908 12,855 6,892 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,647) -1,315 1,487 -517 3,111 1,023 1,279 1,993 368 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 8.6 9.2 47.3 78.1 92.5 96.0 7.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 81 36 41 50 42 155 103 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 647,824 COMMITMENTS 103,059 91,274 51,672 423,364 453,695 578,095 596,641 69,729 51,183 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -2,337) -3,088 2,617 1,547 -9,171 -10,161 -10,712 -5,997 8,375 3,660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 14.1 8.0 65.4 70.0 89.2 92.1 10.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 51 59 50 70 64 153 144 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,470 COMMITMENTS 37,385 30,691 13,459 75,939 86,373 126,783 130,523 9,687 5,947 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,364) 419 3,913 3,061 1,168 -1,925 4,648 5,049 -284 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 22.5 9.9 55.6 63.3 92.9 95.6 7.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 121 78 56 110 93 260 209 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,213 COMMITMENTS 9,524 15,536 2,995 20,536 12,309 33,055 30,840 1,158 3,373 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,885) -1,271 -3,919 86 6,015 8,768 4,830 4,935 55 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 45.4 8.8 60.0 36.0 96.6 90.1 3.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 11 35 12 5 10 21 54 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 37,739 COMMITMENTS 9,217 2,122 363 23,594 30,780 33,174 33,265 4,565 4,474 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 9,510) -616 413 76 10,043 8,011 9,503 8,500 7 1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 5.6 1.0 62.5 81.6 87.9 88.1 12.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 1 12 11 17 14
Updated March 16, 2007