COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 279,225 COMMITMENTS 45,911 59,039 63,502 141,075 143,529 250,487 266,069 28,738 13,156 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 14,295) 3,030 -3,287 4,131 4,418 13,854 11,579 14,697 2,716 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 21.1 22.7 50.5 51.4 89.7 95.3 10.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 128 93 81 79 62 239 210 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,302 COMMITMENTS 13,609 2,036 8,092 12,043 26,026 33,743 36,154 5,559 3,148 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 4,246) 3,486 46 1,585 -1,448 3,390 3,622 5,021 624 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 5.2 20.6 30.6 66.2 85.9 92.0 14.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 59 41 32 22 28 103 83 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,374 COMMITMENTS 62,973 15,286 20,327 73,785 127,737 157,085 163,349 14,288 8,025 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 980) -2,143 -2,160 2,595 34 606 487 1,041 493 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 8.9 11.9 43.1 74.5 91.7 95.3 8.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 81 40 52 55 48 168 121 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 807,778 COMMITMENTS 110,685 84,846 137,583 471,764 505,373 720,032 727,803 87,746 79,976 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -16,104) 10,907 1,084 -1,592 -25,391 -7,611 -16,076 -8,119 -28 -7,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 10.5 17.0 58.4 62.6 89.1 90.1 10.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 71 51 65 79 75 179 166 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 167,004 COMMITMENTS 33,361 21,221 38,564 82,431 100,335 154,356 160,120 12,648 6,884 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,026) 2,305 -2,050 4,986 -2,143 3,280 5,148 6,216 -2,122 -3,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 12.7 23.1 49.4 60.1 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 158 98 105 116 106 325 263 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,418 COMMITMENTS 11,709 20,848 3,170 17,472 5,383 32,352 29,401 1,067 4,017 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 2,983) -3,091 3,304 -64 6,517 -857 3,362 2,383 -379 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 62.4 9.5 52.3 16.1 96.8 88.0 3.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 17 41 15 5 9 27 61 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 38,053 COMMITMENTS 24,698 991 0 7,290 32,920 31,988 33,912 6,065 4,141 CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -209) 443 -88 0 -442 35 1 -53 -210 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.9 2.6 0.0 19.2 86.5 84.1 89.1 15.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 2 0 6 11 13 13
Updated March 2, 2007