COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 316,315 COMMITMENTS 58,292 46,653 81,599 144,740 173,237 284,631 301,489 31,684 14,826 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 11,521) 2,024 1,229 1,926 5,289 7,071 9,240 10,226 2,281 1,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 14.7 25.8 45.8 54.8 90.0 95.3 10.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 148 80 94 76 69 265 209 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,447 COMMITMENTS 15,212 2,367 10,465 15,294 29,766 40,971 42,599 5,476 3,849 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 2,092) -1,126 32 1,278 2,183 486 2,336 1,796 -243 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 5.1 22.5 32.9 64.1 88.2 91.7 11.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 63 50 35 23 28 113 90 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 194,640 COMMITMENTS 70,262 17,072 29,792 80,522 139,232 180,576 186,097 14,064 8,543 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 7,359) 5,394 979 2,974 -284 2,622 8,084 6,574 -725 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 8.8 15.3 41.4 71.5 92.8 95.6 7.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 92 62 67 53 53 189 151 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 814,762 COMMITMENTS 119,520 104,575 152,253 451,893 482,395 723,666 739,222 91,096 75,540 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 9,718) 3,666 16,437 4,487 -8,156 -18,240 -4 2,683 9,722 7,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 12.8 18.7 55.5 59.2 88.8 90.7 11.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 72 66 71 86 81 195 184 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 194,142 COMMITMENTS 38,439 35,192 50,956 90,207 98,804 179,602 184,952 14,540 9,190 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 10,772) 3,731 802 5,654 -589 3,040 8,795 9,496 1,977 1,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 18.1 26.2 46.5 50.9 92.5 95.3 7.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 159 115 117 124 107 336 298 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,150 COMMITMENTS 8,414 18,937 2,414 17,319 3,869 28,147 25,219 1,003 3,930 CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 169) 594 -376 -260 -416 272 -81 -364 250 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 65.0 8.3 59.4 13.3 96.6 86.5 3.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 43 10 5 9 20 59
Updated March 30, 2007