COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 304,794 COMMITMENTS 56,268 45,423 79,673 139,451 166,167 275,392 291,263 29,402 13,531 CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 7,099) 2,148 241 5,066 -1,098 1,197 6,116 6,504 983 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 14.9 26.1 45.8 54.5 90.4 95.6 9.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 139 88 91 76 67 260 207 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,355 COMMITMENTS 16,338 2,335 9,186 13,111 29,281 38,636 40,803 5,719 3,552 CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 310) 157 120 -407 124 752 -126 465 436 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 5.3 20.7 29.6 66.0 87.1 92.0 12.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 69 51 33 23 27 116 89 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 187,281 COMMITMENTS 64,868 16,093 26,819 80,805 136,611 172,492 179,523 14,789 7,758 CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 4,553) 1,489 115 3,556 -1,194 932 3,850 4,602 703 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 8.6 14.3 43.1 72.9 92.1 95.9 7.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 84 47 59 53 51 175 135 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 805,044 COMMITMENTS 115,854 88,138 147,766 460,050 500,635 723,670 736,539 81,374 68,505 CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 9,116) -290 21,961 12,640 -2,217 -32,811 10,133 1,790 -1,017 7,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 10.9 18.4 57.1 62.2 89.9 91.5 10.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 78 53 68 87 80 192 177 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 183,371 COMMITMENTS 34,709 34,390 45,303 90,796 95,764 170,807 175,456 12,563 7,914 CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 8,385) 1,679 5,389 2,385 3,318 -587 7,382 7,187 1,004 1,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 18.8 24.7 49.5 52.2 93.1 95.7 6.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 154 114 113 127 107 331 292 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,980 COMMITMENTS 7,820 19,312 2,673 17,735 3,597 28,228 25,583 752 3,397 CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -5,480) -1,771 3,752 -428 -2,801 -8,717 -5,000 -5,394 -480 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 66.6 9.2 61.2 12.4 97.4 88.3 2.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 10 39 10 5 8 18 55
Updated March 23, 2007