COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 285,508: 50,419 52,766 67,129 140,489 153,056 258,038 272,952: 27,470 12,556
Old : 199,036: 35,967 54,901 36,738 107,237 96,874 179,942 188,513: 19,094 10,523
Other: 86,472: 22,590 6,003 22,254 33,252 56,182 78,096 84,440: 8,376 2,032
: : :
: : Changes in Commitments from: February 27, 2007 :
: 6,283: 4,509 -6,272 3,627 -585 9,528 7,550 6,883: -1,268 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 18.5 23.5 49.2 53.6 90.4 95.6: 9.6 4.4
Old : 100.0: 18.1 27.6 18.5 53.9 48.7 90.4 94.7: 9.6 5.3
Other: 100.0: 26.1 6.9 25.7 38.5 65.0 90.3 97.6: 9.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 130 91 88 80 68 250 216:
Old : 302: 113 98 69 69 62 216 198:
Other: 170: 64 34 46 54 50 143 105:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 32.9 32.5 41.8 20.1 26.3 28.2 32.3
Old : 25.4 30.1 37.0 39.0 25.4 24.7 35.2 32.4
Other: 22.1 41.8 33.3 57.2 18.5 32.6 25.6 43.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 43,955: 15,339 1,710 9,729 13,239 28,921 38,307 40,360: 5,648 3,595
Old : 43,253: 15,444 1,669 9,552 12,627 28,462 37,623 39,683: 5,630 3,570
Other: 702: 12 158 60 612 459 684 677: 18 25
: : :
: : Changes in Commitments from: February 27, 2007 :
: 4,653: 1,730 -327 1,637 1,196 2,895 4,564 4,205: 89 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 3.9 22.1 30.1 65.8 87.2 91.8: 12.8 8.2
Old : 100.0: 35.7 3.9 22.1 29.2 65.8 87.0 91.7: 13.0 8.3
Other: 100.0: 1.7 22.5 8.5 87.1 65.4 97.4 96.4: 2.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 68 48 35 22 27 115 88:
Old : 155: 69 48 35 21 26 114 87:
Other: 14: 4 4 6 6 2 13 9:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 46.7 27.8 60.4 13.9 41.8 21.2 49.4
Old : 16.2 46.4 27.3 60.3 13.2 41.5 20.7 49.2
Other: 80.2 90.5 94.4 96.4 80.2 81.4 83.2 82.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 178,041: 63,168 13,615 22,327 79,060 134,163 164,555 170,105: 13,486 7,936
Old : 133,014: 58,896 12,721 12,069 49,648 100,877 120,613 125,667: 12,402 7,348
Other: 45,026: 5,358 1,980 9,172 29,412 33,286 43,942 44,438: 1,084 588
: : :
: : Changes in Commitments from: February 27, 2007 :
: 6,667: 195 -1,671 1,999 5,275 6,427 7,470 6,755: -803 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 7.6 12.5 44.4 75.4 92.4 95.5: 7.6 4.5
Old : 100.0: 44.3 9.6 9.1 37.3 75.8 90.7 94.5: 9.3 5.5
Other: 100.0: 11.9 4.4 20.4 65.3 73.9 97.6 98.7: 2.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 80 35 56 56 49 170 121:
Old : 195: 77 40 53 54 46 164 116:
Other: 73: 23 13 21 21 25 56 50:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 33.5 33.6 50.2 17.0 24.8 25.4 35.1
Old : 20.6 37.4 32.2 53.7 19.9 33.1 29.7 45.6
Other: 45.7 42.3 65.3 62.3 35.8 23.8 46.8 41.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 796,661: 119,230 60,616 135,583 469,469 544,034 724,283 740,233: 72,378 56,428
Old : 796,661: 119,230 60,616 135,583 469,469 544,034 724,283 740,233: 72,378 56,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -11,117: 8,545 -24,231 -2,000 -2,295 38,661 4,251 12,431: -15,368 -23,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.6 17.0 58.9 68.3 90.9 92.9: 9.1 7.1
Old : 100.0: 15.0 7.6 17.0 58.9 68.3 90.9 92.9: 9.1 7.1
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 : 213: 69 52 65 77 74 181 159:
Old : 213: 69 52 65 77 74 181 159:
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 : 22.0 31.3 34.7 44.9 15.2 14.8 23.0 23.4
Old : 22.0 31.3 34.7 44.9 15.2 14.8 23.0 23.4
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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 172,069: 33,654 25,928 39,804 86,603 98,951 160,060 164,683: 12,009 7,386
Old : 148,670: 33,416 25,325 31,832 72,223 85,133 137,471 142,290: 11,199 6,380
Other: 23,399: 3,115 3,481 5,094 14,380 13,817 22,589 22,392: 810 1,006
: : :
: : Changes in Commitments from: February 27, 2007 :
: 5,064: 292 4,707 1,240 4,172 -1,385 5,704 4,563: -640 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.1 23.1 50.3 57.5 93.0 95.7: 7.0 4.3
Old : 100.0: 22.5 17.0 21.4 48.6 57.3 92.5 95.7: 7.5 4.3
Other: 100.0: 13.3 14.9 21.8 61.5 59.1 96.5 95.7: 3.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 159 109 119 115 100 329 281:
Old : 405: 166 102 117 111 98 324 276:
Other: 117: 24 27 31 37 51 80 92:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 29.0 32.9 38.6 16.0 16.8 22.6 23.8
Old : 21.5 27.4 32.7 37.7 18.5 24.2 27.2 32.2
Other: 51.2 46.3 65.9 58.0 37.9 30.0 45.3 35.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 29,826: 10,995 19,539 3,115 14,521 3,569 28,631 26,223: 1,195 3,603
Old : 29,826: 10,995 19,539 3,115 14,521 3,569 28,631 26,223: 1,195 3,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -3,592: -714 -1,309 -55 -2,951 -1,814 -3,720 -3,177: 128 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 65.5 10.4 48.7 12.0 96.0 87.9: 4.0 12.1
Old : 100.0: 36.9 65.5 10.4 48.7 12.0 96.0 87.9: 4.0 12.1
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 : 70: 14 43 15 5 9 26 61:
Old : 70: 14 43 15 5 9 26 61:
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 : 73.7 35.3 89.3 56.4 72.0 35.3 82.0 53.0
Old : 73.7 35.3 89.3 56.4 72.0 35.3 82.0 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 100,000) :
: : :
All : 28,316: 9,833 1,742 287 13,624 22,803 23,744 24,833: 4,572 3,484
Old : 28,316: 9,833 1,742 287 13,624 22,803 23,744 24,833: 4,572 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -9,737: -14,865 751 287 6,334 -10,117 -8,244 -9,079: -1,492 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 6.2 1.0 48.1 80.5 83.9 87.7: 16.1 12.3
Old : 100.0: 34.7 6.2 1.0 48.1 80.5 83.9 87.7: 16.1 12.3
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 : 25: 4 3 1 12 9 17 12:
Old : 25: 4 3 1 12 9 17 12:
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 : 50.0 69.9 69.2 84.9 50.0 69.8 69.2 83.7
Old : 50.0 69.9 69.2 84.9 50.0 69.8 69.2 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007