COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 297,695 COMMITMENTS 54,120 45,182 74,607 140,548 164,970 269,275 284,759 28,419 12,936 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 12,187) 3,700 -7,584 7,478 59 11,913 11,237 11,807 949 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 15.2 25.1 47.2 55.4 90.5 95.7 9.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 140 90 92 77 69 262 211 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,045 COMMITMENTS 16,181 2,215 9,594 12,987 28,528 38,761 40,338 5,283 3,707 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 90) 841 506 -135 -252 -393 454 -22 -365 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 5.0 21.8 29.5 64.8 88.0 91.6 12.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 68 53 36 24 26 119 90 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 182,728 COMMITMENTS 63,379 15,978 23,263 82,000 135,679 168,642 174,921 14,086 7,807 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,687) 210 2,364 937 2,939 1,516 4,086 4,816 601 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 8.7 12.7 44.9 74.3 92.3 95.7 7.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 85 39 55 53 49 166 123 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 795,928 COMMITMENTS 116,144 66,177 135,126 462,267 533,446 713,537 734,749 82,391 61,179 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -733) -3,087 5,561 -457 -7,202 -10,588 -10,746 -5,485 10,013 4,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 8.3 17.0 58.1 67.0 89.6 92.3 10.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 71 49 65 81 73 182 159 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 174,985 COMMITMENTS 33,030 29,000 42,917 87,479 96,351 163,426 168,269 11,560 6,716 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 2,917) -624 3,072 3,113 876 -2,599 3,366 3,586 -449 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 16.6 24.5 50.0 55.1 93.4 96.2 6.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 153 107 108 123 102 321 279 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,461 COMMITMENTS 9,591 15,560 3,101 20,536 12,315 33,228 30,976 1,233 3,484 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,635) -1,404 -3,979 -14 6,015 8,746 4,597 4,753 38 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 45.2 9.0 59.6 35.7 96.4 89.9 3.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 13 36 14 5 10 22 57 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 100,000) OPEN INTEREST: 37,815 COMMITMENTS 9,217 2,122 363 23,594 30,780 33,174 33,265 4,641 4,550 CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 9,499) -616 380 76 9,970 7,977 9,430 8,432 69 1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 5.6 1.0 62.4 81.4 87.7 88.0 12.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 1 12 11 17 14
Updated March 16, 2007