COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 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 : 224,796: 53,239 61,620 25,596 119,453 124,354 198,288 211,570: 26,508 13,226
Old : 162,453: 37,441 65,926 9,604 97,693 75,704 144,738 151,234: 17,715 11,219
Other: 62,343: 27,559 7,455 4,231 21,760 48,650 53,550 60,336: 8,793 2,007
: : :
: : Changes in Commitments from: March 20, 2007 :
: 10,065: 1,545 519 2,726 3,779 5,575 8,050 8,820: 2,015 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 27.4 11.4 53.1 55.3 88.2 94.1: 11.8 5.9
Old : 100.0: 23.0 40.6 5.9 60.1 46.6 89.1 93.1: 10.9 6.9
Other: 100.0: 44.2 12.0 6.8 34.9 78.0 85.9 96.8: 14.1 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 115 86 65 55 59 212 178:
Old : 271: 96 96 31 46 49 165 157:
Other: 158: 70 25 29 38 42 117 87:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 32.0 35.0 41.5 24.4 28.7 34.4 36.8
Old : 30.8 31.3 42.1 40.6 30.8 28.3 42.1 37.0
Other: 23.7 45.1 34.4 65.2 23.7 41.7 34.0 61.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 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 : 32,916: 15,512 2,213 3,198 10,520 24,540 29,230 29,951: 3,686 2,965
Old : 31,933: 15,291 2,292 3,086 9,911 23,674 28,288 29,052: 3,645 2,881
Other: 983: 323 23 10 609 866 942 899: 41 84
: : :
: : Changes in Commitments from: March 20, 2007 :
: 362: -717 -755 644 440 252 367 141: -5 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 6.7 9.7 32.0 74.6 88.8 91.0: 11.2 9.0
Old : 100.0: 47.9 7.2 9.7 31.0 74.1 88.6 91.0: 11.4 9.0
Other: 100.0: 32.9 2.3 1.0 62.0 88.1 95.8 91.5: 4.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 60 15 25 21 22 94 53:
Old : 114: 59 17 25 21 22 94 53:
Other: 23: 13 2 1 6 3 20 5:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 55.4 30.8 70.1 20.1 54.2 30.7 66.1
Old : 19.4 55.5 30.4 70.7 19.4 54.3 30.4 66.6
Other: 64.4 90.4 81.6 91.5 64.4 88.9 81.6 89.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 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 : 178,906: 68,750 16,905 18,320 79,090 136,401 166,160 171,626: 12,746 7,280
Old : 130,799: 64,122 15,870 9,228 45,672 98,727 119,022 123,825: 11,777 6,974
Other: 48,107: 5,927 2,334 7,793 33,418 37,674 47,138 47,801: 969 306
: : :
: : Changes in Commitments from: March 20, 2007 :
: 5,535: 5,977 1,653 876 -459 2,461 6,394 4,990: -859 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 9.4 10.2 44.2 76.2 92.9 95.9: 7.1 4.1
Old : 100.0: 49.0 12.1 7.1 34.9 75.5 91.0 94.7: 9.0 5.3
Other: 100.0: 12.3 4.9 16.2 69.5 78.3 98.0 99.4: 2.0 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 87 56 48 50 45 174 126:
Old : 219: 87 59 45 45 43 163 122:
Other: 76: 22 17 11 20 26 49 49:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 33.0 35.5 49.5 18.7 23.7 27.1 32.4
Old : 22.4 36.7 33.5 50.9 22.4 32.4 32.8 42.4
Other: 44.8 42.1 66.1 62.3 35.3 23.5 45.9 40.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 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 : 654,751: 108,762 132,440 59,746 408,078 397,750 576,586 589,936: 78,165 64,815
Old : 654,751: 108,762 132,440 59,746 408,078 397,750 576,586 589,936: 78,165 64,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 3,000: 2,017 17,557 924 -10,163 -22,833 -7,222 -4,352: 10,222 7,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.2 9.1 62.3 60.7 88.1 90.1: 11.9 9.9
Old : 100.0: 16.6 20.2 9.1 62.3 60.7 88.1 90.1: 11.9 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 : 223: 52 78 54 75 74 168 169:
Old : 223: 52 78 54 75 74 168 169:
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 : 23.9 24.9 36.8 35.7 18.8 13.9 28.5 22.8
Old : 23.9 24.9 36.8 35.7 18.8 13.9 28.5 22.8
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 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 : 151,347: 42,616 36,550 17,266 79,004 89,260 138,886 143,076: 12,461 8,271
Old : 128,746: 42,941 36,792 9,090 65,042 75,538 117,073 121,420: 11,673 7,326
Other: 22,601: 4,645 4,728 3,206 13,962 13,722 21,813 21,656: 788 945
: : :
: : Changes in Commitments from: March 20, 2007 :
: 8,060: 3,440 1,037 2,257 525 3,625 6,222 6,919: 1,838 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 24.1 11.4 52.2 59.0 91.8 94.5: 8.2 5.5
Old : 100.0: 33.4 28.6 7.1 50.5 58.7 90.9 94.3: 9.1 5.7
Other: 100.0: 20.6 20.9 14.2 61.8 60.7 96.5 95.8: 3.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 126 83 63 106 94 265 221:
Old : 348: 130 82 50 100 87 254 203:
Other: 121: 25 20 20 42 50 79 82:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 30.9 37.9 41.3 20.4 20.9 28.6 29.8
Old : 27.1 32.1 38.2 42.5 26.5 29.8 37.7 40.1
Other: 53.2 54.5 69.3 66.2 41.1 40.7 50.7 49.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 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 : 28,790: 8,306 18,896 2,249 17,318 3,866 27,873 25,011: 917 3,779
Old : 28,790: 8,306 18,896 2,249 17,318 3,866 27,873 25,011: 917 3,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 118: 588 -380 -300 -417 273 -129 -407: 247 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 65.6 7.8 60.2 13.4 96.8 86.9: 3.2 13.1
Old : 100.0: 28.9 65.6 7.8 60.2 13.4 96.8 86.9: 3.2 13.1
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 : 63: 8 40 6 5 9 16 54:
Old : 63: 8 40 6 5 9 16 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 : 70.6 28.9 90.9 50.1 63.7 27.0 78.7 43.2
Old : 70.6 28.9 90.9 50.1 63.7 27.0 78.7 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007