COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 285,508 COMMITMENTS 50,419 52,766 67,129 140,489 153,056 258,038 272,952 27,470 12,556 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 6,283) 4,509 -6,272 3,627 -585 9,528 7,550 6,883 -1,268 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 18.5 23.5 49.2 53.6 90.4 95.6 9.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 130 91 88 80 68 250 216 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 43,955 COMMITMENTS 15,339 1,710 9,729 13,239 28,921 38,307 40,360 5,648 3,595 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 4,653) 1,730 -327 1,637 1,196 2,895 4,564 4,205 89 447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 3.9 22.1 30.1 65.8 87.2 91.8 12.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 68 48 35 22 27 115 88 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 178,041 COMMITMENTS 63,168 13,615 22,327 79,060 134,163 164,555 170,105 13,486 7,936 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 6,667) 195 -1,671 1,999 5,275 6,427 7,470 6,755 -803 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 7.6 12.5 44.4 75.4 92.4 95.5 7.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 80 35 56 56 49 170 121 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 796,661 COMMITMENTS 119,230 60,616 135,583 469,469 544,034 724,283 740,233 72,378 56,428 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -11,117) 8,545 -24,231 -2,000 -2,295 38,661 4,251 12,431 -15,368 -23,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 7.6 17.0 58.9 68.3 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 69 52 65 77 74 181 159 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 172,069 COMMITMENTS 33,654 25,928 39,804 86,603 98,951 160,060 164,683 12,009 7,386 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 5,064) 292 4,707 1,240 4,172 -1,385 5,704 4,563 -640 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 15.1 23.1 50.3 57.5 93.0 95.7 7.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 159 109 119 115 100 329 281 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,826 COMMITMENTS 10,995 19,539 3,115 14,521 3,569 28,631 26,223 1,195 3,603 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -3,592) -714 -1,309 -55 -2,951 -1,814 -3,720 -3,177 128 -415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 65.5 10.4 48.7 12.0 96.0 87.9 4.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 43 15 5 9 26 61 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 28,316 COMMITMENTS 9,833 1,742 287 13,624 22,803 23,744 24,833 4,572 3,484 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -9,737) -14,865 751 287 6,334 -10,117 -8,244 -9,079 -1,492 -658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 6.2 1.0 48.1 80.5 83.9 87.7 16.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 1 12 9 17 12
Updated March 9, 2007