COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 201,348: 42,475 71,284 15,624 119,796 102,627 177,895 189,535: 23,453 11,813
Old : 155,938: 32,222 73,298 5,038 102,351 67,350 139,611 145,686: 16,327 10,252
Other: 45,410: 19,344 7,077 1,495 17,445 35,277 38,284 43,849: 7,126 1,561
: : :
: : Changes in Commitments from: February 20, 2007 :
: 6,210: 1,671 -2,753 1,594 807 7,881 4,072 6,722: 2,138 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 35.4 7.8 59.5 51.0 88.4 94.1: 11.6 5.9
Old : 100.0: 20.7 47.0 3.2 65.6 43.2 89.5 93.4: 10.5 6.6
Other: 100.0: 42.6 15.6 3.3 38.4 77.7 84.3 96.6: 15.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 94 104 53 60 55 186 186:
Old : 272: 79 111 20 51 49 145 167:
Other: 137: 54 26 17 33 36 95 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 28.7 39.4 37.1 27.1 24.2 38.3 32.2
Old : 32.4 25.9 44.8 35.5 32.4 21.2 44.3 29.8
Other: 28.3 52.8 41.6 67.6 28.3 49.9 41.5 63.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 29,288: 13,490 2,377 2,466 9,771 21,997 25,727 26,840: 3,561 2,448
Old : 28,741: 13,604 2,377 2,310 9,284 21,618 25,198 26,305: 3,543 2,436
Other: 547: 2 116 40 487 379 529 535: 18 12
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,885: 3,178 597 162 -1,630 1,617 1,710 2,376: 175 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 8.1 8.4 33.4 75.1 87.8 91.6: 12.2 8.4
Old : 100.0: 47.3 8.3 8.0 32.3 75.2 87.7 91.5: 12.3 8.5
Other: 100.0: 0.4 21.2 7.3 89.0 69.3 96.7 97.8: 3.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 48 20 23 20 23 86 53:
Old : 106: 49 20 23 20 23 86 53:
Other: 9: 1 2 2 4 1 7 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 55.1 33.1 69.4 22.0 54.4 33.0 65.7
Old : 21.1 54.8 32.3 69.4 21.1 54.1 32.3 65.6
Other: 89.0 97.8 96.7 97.8 89.0 90.5 89.4 90.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 162,014: 62,108 14,727 14,162 72,625 125,944 148,895 154,833: 13,119 7,181
Old : 121,018: 58,279 13,083 6,156 44,441 95,023 108,876 114,262: 12,142 6,756
Other: 40,996: 4,558 2,373 7,277 28,184 30,921 40,019 40,571: 977 425
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,443: -1,662 -1,724 2,501 51 721 890 1,498: 553 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.1 8.7 44.8 77.7 91.9 95.6: 8.1 4.4
Old : 100.0: 48.2 10.8 5.1 36.7 78.5 90.0 94.4: 10.0 5.6
Other: 100.0: 11.1 5.8 17.8 68.7 75.4 97.6 99.0: 2.4 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 78 38 39 53 40 160 101:
Old : 190: 79 41 37 51 38 155 97:
Other: 66: 17 14 7 21 23 42 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 36.2 34.9 52.4 18.4 27.5 28.0 37.1
Old : 21.8 39.1 34.6 55.4 21.8 34.4 32.9 47.5
Other: 46.7 46.5 67.9 67.2 35.2 25.9 48.9 42.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 668,314: 100,054 112,790 53,926 437,180 431,212 591,160 597,928: 77,154 70,386
Old : 668,314: 100,054 112,790 53,926 437,180 431,212 591,160 597,928: 77,154 70,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -28,735: 7,229 504 -5,003 -29,471 -15,742 -27,245 -20,241: -1,490 -8,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.9 8.1 65.4 64.5 88.5 89.5: 11.5 10.5
Old : 100.0: 15.0 16.9 8.1 65.4 64.5 88.5 89.5: 11.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 51 64 51 71 67 156 153:
Old : 205: 51 64 51 71 67 156 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 26.9 38.2 40.6 17.6 14.3 26.4 21.9
Old : 22.9 26.9 38.2 40.6 17.6 14.3 26.4 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 128,130: 35,062 22,687 10,024 72,020 89,194 117,106 121,905: 11,024 6,225
Old : 110,304: 33,415 22,709 6,188 60,238 76,132 99,841 105,029: 10,463 5,275
Other: 17,826: 3,574 1,905 1,909 11,782 13,062 17,265 16,876: 561 950
: : :
: : Changes in Commitments from: February 20, 2007 :
: -547: 1,538 -2,036 2,797 -2,524 2,053 1,811 2,814: -2,358 -3,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 17.7 7.8 56.2 69.6 91.4 95.1: 8.6 4.9
Old : 100.0: 30.3 20.6 5.6 54.6 69.0 90.5 95.2: 9.5 4.8
Other: 100.0: 20.0 10.7 10.7 66.1 73.3 96.9 94.7: 3.1 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 132 70 48 103 94 261 194:
Old : 335: 134 70 43 96 90 251 185:
Other: 93: 24 9 14 28 45 56 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 33.7 36.3 44.5 18.6 22.2 26.1 31.3
Old : 24.5 34.0 36.0 44.8 23.9 31.0 34.8 41.7
Other: 53.9 55.5 71.0 66.8 41.8 42.5 51.4 48.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 32,784: 11,334 20,717 2,980 17,472 5,341 31,786 29,038: 998 3,746
Old : 32,784: 11,334 20,717 2,980 17,472 5,341 31,786 29,038: 998 3,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 2,997: -3,145 3,266 -8 6,517 -809 3,364 2,449: -367 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 63.2 9.1 53.3 16.3 97.0 88.6: 3.0 11.4
Old : 100.0: 34.6 63.2 9.1 53.3 16.3 97.0 88.6: 3.0 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 15 37 10 4 9 23 53:
Old : 65: 15 37 10 4 9 23 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 41.7 89.7 60.6 71.6 41.7 82.4 57.3
Old : 75.4 41.7 89.7 60.6 71.6 41.7 82.4 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 100,000) :
: : :
All : 37,721: 24,698 671 0 7,057 32,917 31,755 33,588: 5,966 4,133
Old : 37,721: 24,698 671 0 7,057 32,917 31,755 33,588: 5,966 4,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -120: 443 0 0 -390 33 53 33: -173 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 1.8 0.0 18.7 87.3 84.2 89.0: 15.8 11.0
Old : 100.0: 65.5 1.8 0.0 18.7 87.3 84.2 89.0: 15.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 1 0 5 11 12 12:
Old : 23: 7 1 0 5 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 64.0 80.4 83.5 71.1 63.9 80.4 83.4
Old : 71.1 64.0 80.4 83.5 71.1 63.9 80.4 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007