COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 328,435: 59,676 49,801 82,259 152,738 177,646 294,673 309,706: 33,761 18,729 Old : 213,263: 37,717 52,309 43,606 109,079 101,372 190,402 197,288: 22,861 15,975 Other: 115,172: 29,634 5,167 30,978 43,659 76,273 104,271 112,418: 10,901 2,754 : : : : : Changes in Commitments from: March 27, 2007 : : 12,120: 1,384 3,148 660 7,998 4,408 10,042 8,217: 2,078 3,903 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 15.2 25.0 46.5 54.1 89.7 94.3: 10.3 5.7 Old : 100.0: 17.7 24.5 20.4 51.1 47.5 89.3 92.5: 10.7 7.5 Other: 100.0: 25.7 4.5 26.9 37.9 66.2 90.5 97.6: 9.5 2.4 : : : :# Traders : Number of Traders in Each Category : All : 341: 154 93 106 76 66 279 222: Old : 316: 112 116 83 70 59 239 205: Other: 191: 94 25 50 57 52 167 111: :---------------------------------------------------------------------------------------------------- : 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 : 18.3 31.5 30.2 41.4 17.9 24.7 25.0 31.1 Old : 23.4 28.2 35.0 37.6 23.1 22.7 31.7 30.0 Other: 20.6 38.7 32.0 55.3 17.5 29.5 25.8 44.3 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 45,599: 11,841 1,702 11,663 16,463 28,214 39,967 41,578: 5,633 4,021 Old : 42,568: 11,878 1,944 10,353 14,731 26,312 36,962 38,609: 5,606 3,959 Other: 3,031: 283 78 989 1,732 1,902 3,004 2,969: 27 62 : : : : : Changes in Commitments from: March 27, 2007 : : -848: -3,372 -666 1,198 1,169 -1,553 -1,005 -1,020: 157 172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 3.7 25.6 36.1 61.9 87.6 91.2: 12.4 8.8 Old : 100.0: 27.9 4.6 24.3 34.6 61.8 86.8 90.7: 13.2 9.3 Other: 100.0: 9.3 2.6 32.6 57.1 62.7 99.1 97.9: 0.9 2.1 : : : :# Traders : Number of Traders in Each Category : All : 144: 64 43 36 24 26 108 87: Old : 143: 62 46 36 23 25 107 86: Other: 30: 12 7 15 10 3 27 20: :---------------------------------------------------------------------------------------------------- : 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 : 21.8 46.7 33.3 59.6 14.5 37.9 22.3 45.2 Old : 20.2 47.1 30.9 60.0 14.0 39.8 22.4 47.0 Other: 58.2 78.0 74.6 88.8 28.0 36.8 34.2 37.3 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 185,697: 62,186 13,694 31,023 78,000 132,964 171,209 177,682: 14,488 8,015 Old : 134,767: 57,646 12,261 19,740 44,369 95,280 121,754 127,281: 13,013 7,486 Other: 50,930: 5,482 2,375 10,342 33,631 37,684 49,455 50,401: 1,475 529 : : : : : Changes in Commitments from: March 27, 2007 : : -8,943: -8,076 -3,378 1,231 -2,522 -6,268 -9,367 -8,415: 424 -528 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 7.4 16.7 42.0 71.6 92.2 95.7: 7.8 4.3 Old : 100.0: 42.8 9.1 14.6 32.9 70.7 90.3 94.4: 9.7 5.6 Other: 100.0: 10.8 4.7 20.3 66.0 74.0 97.1 99.0: 2.9 1.0 : : : :# Traders : Number of Traders in Each Category : All : 215: 83 48 65 51 52 176 139: Old : 209: 76 55 62 47 49 166 133: Other: 72: 23 11 19 22 28 52 52: :---------------------------------------------------------------------------------------------------- : 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 : 21.9 30.3 34.4 46.1 17.6 21.5 25.0 30.1 Old : 21.6 33.1 31.7 46.6 21.2 29.5 29.7 39.0 Other: 42.5 38.6 62.8 57.8 33.1 22.2 42.8 38.5 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 827,457: 122,815 118,733 149,186 470,975 487,793 742,975 755,712: 84,482 71,745 Old : 827,457: 122,815 118,733 149,186 470,975 487,793 742,975 755,712: 84,482 71,745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2007 : : 12,695: 3,296 14,158 -3,067 19,081 5,399 19,310 16,489: -6,615 -3,795 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 14.3 18.0 56.9 59.0 89.8 91.3: 10.2 8.7 Old : 100.0: 14.8 14.3 18.0 56.9 59.0 89.8 91.3: 10.2 8.7 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 : 244: 73 69 70 89 82 197 190: Old : 244: 73 69 70 89 82 197 190: 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 : 19.8 24.3 30.9 33.4 14.4 12.3 22.3 20.1 Old : 19.8 24.3 30.9 33.4 14.4 12.3 22.3 20.1 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, April 3, 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 : 199,093: 36,877 35,162 53,077 92,444 99,480 182,397 187,718: 16,695 11,374 Old : 166,840: 37,124 35,862 37,722 76,322 82,959 151,168 156,542: 15,672 10,298 Other: 32,253: 4,035 3,582 11,073 16,122 16,521 31,229 31,176: 1,024 1,077 : : : : : Changes in Commitments from: March 27, 2007 : : 4,950: -1,562 -30 2,120 2,237 676 2,795 2,766: 2,156 2,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 17.7 26.7 46.4 50.0 91.6 94.3: 8.4 5.7 Old : 100.0: 22.3 21.5 22.6 45.7 49.7 90.6 93.8: 9.4 6.2 Other: 100.0: 12.5 11.1 34.3 50.0 51.2 96.8 96.7: 3.2 3.3 : : : :# Traders : Number of Traders in Each Category : All : 422: 157 119 119 124 103 334 297: Old : 419: 159 116 113 121 98 327 287: Other: 140: 34 25 37 53 60 105 107: :---------------------------------------------------------------------------------------------------- : 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 : 21.9 26.2 32.1 36.0 15.6 15.9 21.6 22.3 Old : 21.9 25.4 31.4 35.1 20.2 23.3 28.6 31.1 Other: 43.0 48.9 58.5 60.4 28.7 30.3 35.5 35.3 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 30,509: 9,636 20,230 2,189 17,464 4,334 29,289 26,753: 1,220 3,756 Old : 30,509: 9,636 20,230 2,189 17,464 4,334 29,289 26,753: 1,220 3,756 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2007 : : 1,360: 1,223 1,294 -225 145 465 1,143 1,534: 217 -174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 66.3 7.2 57.2 14.2 96.0 87.7: 4.0 12.3 Old : 100.0: 31.6 66.3 7.2 57.2 14.2 96.0 87.7: 4.0 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 : 70: 13 43 11 5 9 21 61: Old : 70: 13 43 11 5 9 21 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 : 70.9 29.4 89.8 51.5 64.2 28.8 77.8 44.0 Old : 70.9 29.4 89.8 51.5 64.2 28.8 77.8 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2007