COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 13, 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 : 213,092: 50,535 61,714 20,212 119,012 119,688 189,759 201,614: 23,333 11,478
Old : 160,710: 38,701 64,088 7,276 98,959 79,392 144,936 150,756: 15,774 9,954
Other: 52,382: 22,207 7,999 2,563 20,053 40,296 44,823 50,858: 7,559 1,524
: : :
: : Changes in Commitments from: March 6, 2007 :
: 7,371: 3,658 -6,219 3,686 -845 9,607 6,499 7,074: 872 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.0 9.5 55.9 56.2 89.1 94.6: 10.9 5.4
Old : 100.0: 24.1 39.9 4.5 61.6 49.4 90.2 93.8: 9.8 6.2
Other: 100.0: 42.4 15.3 4.9 38.3 76.9 85.6 97.1: 14.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 109 96 60 57 61 206 183:
Old : 278: 98 96 24 47 56 157 167:
Other: 148: 58 31 24 36 37 105 81:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 32.4 38.1 41.9 25.9 29.1 36.6 37.4
Old : 31.1 32.4 44.0 41.9 31.1 29.3 44.0 38.8
Other: 24.7 50.6 36.5 65.8 24.7 47.2 36.5 62.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 13, 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 : 32,520: 16,072 3,039 2,846 9,966 23,961 28,884 29,846: 3,636 2,674
Old : 31,882: 16,133 3,060 2,713 9,419 23,448 28,265 29,221: 3,617 2,661
Other: 638: 22 62 50 547 513 619 625: 19 13
: : :
: : Changes in Commitments from: March 6, 2007 :
: 316: 958 1,070 -552 -75 -109 331 409: -15 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 9.3 8.8 30.6 73.7 88.8 91.8: 11.2 8.2
Old : 100.0: 50.6 9.6 8.5 29.5 73.5 88.7 91.7: 11.3 8.3
Other: 100.0: 3.4 9.7 7.8 85.7 80.4 97.0 98.0: 3.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 59 25 24 22 21 99 54:
Old : 120: 59 25 24 22 21 99 54:
Other: 11: 1 3 2 4 2 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 55.8 31.7 70.0 20.2 55.2 30.7 65.4
Old : 20.1 55.8 31.1 70.4 19.3 55.3 30.1 65.7
Other: 85.7 96.2 97.0 98.0 85.7 90.0 89.2 90.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 13, 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 : 170,800: 61,437 14,724 15,725 80,783 133,459 157,945 163,908: 12,855 6,892
Old : 123,895: 57,146 13,853 6,795 48,211 96,910 112,152 117,558: 11,743 6,337
Other: 46,905: 5,525 2,105 7,696 32,572 36,549 45,793 46,350: 1,112 555
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,647: -1,315 1,487 -517 3,111 1,023 1,279 1,993: 368 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 8.6 9.2 47.3 78.1 92.5 96.0: 7.5 4.0
Old : 100.0: 46.1 11.2 5.5 38.9 78.2 90.5 94.9: 9.5 5.1
Other: 100.0: 11.8 4.5 16.4 69.4 77.9 97.6 98.8: 2.4 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 81 36 41 50 42 155 103:
Old : 186: 78 37 38 48 41 148 100:
Other: 67: 17 15 7 21 24 42 43:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 34.2 35.4 51.8 17.5 24.8 25.5 34.8
Old : 21.1 39.2 32.5 55.3 20.8 34.2 30.4 45.8
Other: 44.6 43.1 65.7 63.4 35.1 23.6 45.8 40.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 13, 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 : 647,824: 103,059 91,274 51,672 423,364 453,695 578,095 596,641: 69,729 51,183
Old : 647,824: 103,059 91,274 51,672 423,364 453,695 578,095 596,641: 69,729 51,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -2,337: -3,088 2,617 1,547 -9,171 -10,161 -10,712 -5,997: 8,375 3,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.1 8.0 65.4 70.0 89.2 92.1: 10.8 7.9
Old : 100.0: 15.9 14.1 8.0 65.4 70.0 89.2 92.1: 10.8 7.9
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 : 196: 51 59 50 70 64 153 144:
Old : 196: 51 59 50 70 64 153 144:
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 : 24.7 30.5 40.1 44.0 18.9 14.1 28.5 22.5
Old : 24.7 30.5 40.1 44.0 18.9 14.1 28.5 22.5
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, March 13, 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 : 136,470: 37,385 30,691 13,459 75,939 86,373 126,783 130,523: 9,687 5,947
Old : 117,786: 37,013 31,104 8,357 63,295 73,257 108,665 112,718: 9,121 5,068
Other: 18,684: 3,171 2,386 2,303 12,644 13,116 18,118 17,805: 566 879
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,364: 419 3,913 3,061 1,168 -1,925 4,648 5,049: -284 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 22.5 9.9 55.6 63.3 92.9 95.6: 7.1 4.4
Old : 100.0: 31.4 26.4 7.1 53.7 62.2 92.3 95.7: 7.7 4.3
Other: 100.0: 17.0 12.8 12.3 67.7 70.2 97.0 95.3: 3.0 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 121 78 56 110 93 260 209:
Old : 337: 120 79 47 104 86 250 193:
Other: 106: 24 10 16 37 50 66 75:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 32.0 38.9 42.4 21.3 21.9 29.9 30.8
Old : 27.7 32.8 40.0 43.0 27.0 30.9 38.8 41.0
Other: 55.2 53.5 72.2 66.2 42.8 41.5 50.6 48.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 13, 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 : 34,213: 9,524 15,536 2,995 20,536 12,309 33,055 30,840: 1,158 3,373
Old : 34,213: 9,524 15,536 2,995 20,536 12,309 33,055 30,840: 1,158 3,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,885: -1,271 -3,919 86 6,015 8,768 4,830 4,935: 55 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 45.4 8.8 60.0 36.0 96.6 90.1: 3.4 9.9
Old : 100.0: 27.8 45.4 8.8 60.0 36.0 96.6 90.1: 3.4 9.9
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 : 60: 11 35 12 5 10 21 54:
Old : 60: 11 35 12 5 10 21 54:
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 : 68.7 39.8 89.7 59.2 50.5 22.7 59.8 35.2
Old : 68.7 39.8 89.7 59.2 50.5 22.7 59.8 35.2
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, March 13, 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 : 37,739: 9,217 2,122 363 23,594 30,780 33,174 33,265: 4,565 4,474
Old : 37,739: 9,217 2,122 363 23,594 30,780 33,174 33,265: 4,565 4,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 9,510: -616 413 76 10,043 8,011 9,503 8,500: 7 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.6 1.0 62.5 81.6 87.9 88.1: 12.1 11.9
Old : 100.0: 24.4 5.6 1.0 62.5 81.6 87.9 88.1: 12.1 11.9
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 : 24: 4 3 1 12 11 17 14:
Old : 24: 4 3 1 12 11 17 14:
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 : 54.6 57.1 73.0 78.5 36.4 53.6 53.1 63.4
Old : 54.6 57.1 73.0 78.5 36.4 53.6 53.1 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007