COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 224,796 COMMITMENTS 53,239 61,620 25,596 119,453 124,354 198,288 211,570 26,508 13,226 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 10,065) 1,545 519 2,726 3,779 5,575 8,050 8,820 2,015 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 27.4 11.4 53.1 55.3 88.2 94.1 11.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 115 86 65 55 59 212 178 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,916 COMMITMENTS 15,512 2,213 3,198 10,520 24,540 29,230 29,951 3,686 2,965 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 362) -717 -755 644 440 252 367 141 -5 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 6.7 9.7 32.0 74.6 88.8 91.0 11.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 60 15 25 21 22 94 53 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 178,906 COMMITMENTS 68,750 16,905 18,320 79,090 136,401 166,160 171,626 12,746 7,280 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 5,535) 5,977 1,653 876 -459 2,461 6,394 4,990 -859 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 9.4 10.2 44.2 76.2 92.9 95.9 7.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 87 56 48 50 45 174 126 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 654,751 COMMITMENTS 108,762 132,440 59,746 408,078 397,750 576,586 589,936 78,165 64,815 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 3,000) 2,017 17,557 924 -10,163 -22,833 -7,222 -4,352 10,222 7,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 20.2 9.1 62.3 60.7 88.1 90.1 11.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 52 78 54 75 74 168 169 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,347 COMMITMENTS 42,616 36,550 17,266 79,004 89,260 138,886 143,076 12,461 8,271 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 8,060) 3,440 1,037 2,257 525 3,625 6,222 6,919 1,838 1,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 24.1 11.4 52.2 59.0 91.8 94.5 8.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 126 83 63 106 94 265 221 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,790 COMMITMENTS 8,306 18,896 2,249 17,318 3,866 27,873 25,011 917 3,779 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 118) 588 -380 -300 -417 273 -129 -407 247 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 65.6 7.8 60.2 13.4 96.8 86.9 3.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 40 6 5 9 16 54
Updated March 30, 2007