COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 279,225: 45,911 59,039 63,502 141,075 143,529 250,487 266,069: 28,738 13,156
Old : 197,867: 32,518 60,417 35,477 109,425 90,701 177,420 186,596: 20,447 11,272
Other: 81,358: 20,909 6,137 20,509 31,649 52,827 73,067 79,474: 8,290 1,884
: : :
: : Changes in Commitments from: February 20, 2007 :
: 14,295: 3,030 -3,287 4,131 4,418 13,854 11,579 14,697: 2,716 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 21.1 22.7 50.5 51.4 89.7 95.3: 10.3 4.7
Old : 100.0: 16.4 30.5 17.9 55.3 45.8 89.7 94.3: 10.3 5.7
Other: 100.0: 25.7 7.5 25.2 38.9 64.9 89.8 97.7: 10.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 128 93 81 79 62 239 210:
Old : 298: 113 98 62 67 57 207 192:
Other: 166: 58 37 46 53 49 140 103:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 31.2 32.8 39.7 20.6 24.2 28.8 30.6
Old : 25.6 27.6 37.1 36.0 25.6 21.8 35.1 29.2
Other: 22.8 42.6 34.3 58.3 19.6 32.8 27.1 44.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 39,302: 13,609 2,036 8,092 12,043 26,026 33,743 36,154: 5,559 3,148
Old : 38,685: 13,722 2,046 7,916 11,507 25,595 33,145 35,557: 5,540 3,127
Other: 618: 13 117 49 536 431 599 597: 19 20
: : :
: : Changes in Commitments from: February 20, 2007 :
: 4,246: 3,486 46 1,585 -1,448 3,390 3,622 5,021: 624 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 5.2 20.6 30.6 66.2 85.9 92.0: 14.1 8.0
Old : 100.0: 35.5 5.3 20.5 29.7 66.2 85.7 91.9: 14.3 8.1
Other: 100.0: 2.1 18.9 8.0 86.8 69.8 96.9 96.7: 3.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 59 41 32 22 28 103 83:
Old : 139: 60 41 32 21 27 102 82:
Other: 13: 4 3 5 6 2 12 8:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 45.9 28.7 59.4 15.5 41.5 23.4 51.9
Old : 17.1 45.6 28.1 59.3 14.7 41.2 22.8 51.8
Other: 79.2 93.4 93.4 96.7 78.8 82.1 82.1 82.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 171,374: 62,973 15,286 20,327 73,785 127,737 157,085 163,349: 14,288 8,025
Old : 129,033: 58,965 13,628 11,234 45,547 96,590 115,746 121,452: 13,287 7,581
Other: 42,341: 4,535 2,185 8,566 28,238 31,147 41,339 41,898: 1,002 443
: : :
: : Changes in Commitments from: February 20, 2007 :
: 980: -2,143 -2,160 2,595 34 606 487 1,041: 493 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 8.9 11.9 43.1 74.5 91.7 95.3: 8.3 4.7
Old : 100.0: 45.7 10.6 8.7 35.3 74.9 89.7 94.1: 10.3 5.9
Other: 100.0: 10.7 5.2 20.2 66.7 73.6 97.6 99.0: 2.4 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 81 40 52 55 48 168 121:
Old : 197: 81 44 49 53 45 162 116:
Other: 67: 23 9 18 21 24 50 46:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 34.6 33.4 49.9 17.7 26.3 27.0 35.3
Old : 21.0 37.0 33.3 52.4 21.0 32.6 31.5 44.9
Other: 45.2 45.0 65.8 65.1 34.1 25.0 47.5 40.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 807,778: 110,685 84,846 137,583 471,764 505,373 720,032 727,803: 87,746 79,976
Old : 807,778: 110,685 84,846 137,583 471,764 505,373 720,032 727,803: 87,746 79,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -16,104: 10,907 1,084 -1,592 -25,391 -7,611 -16,076 -8,119: -28 -7,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.5 17.0 58.4 62.6 89.1 90.1: 10.9 9.9
Old : 100.0: 13.7 10.5 17.0 58.4 62.6 89.1 90.1: 10.9 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 : 216: 71 51 65 79 75 179 166:
Old : 216: 71 51 65 79 75 179 166:
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 : 20.0 26.3 33.3 39.6 14.6 13.6 21.9 20.1
Old : 20.0 26.3 33.3 39.6 14.6 13.6 21.9 20.1
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 with Delta-adjusted Options and Futures Combined, 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 : 167,004: 33,361 21,221 38,564 82,431 100,335 154,356 160,120: 12,648 6,884
Old : 144,421: 32,587 21,257 30,795 69,034 86,448 132,416 138,499: 12,005 5,922
Other: 22,583: 3,569 2,759 4,974 13,397 13,887 21,940 21,621: 643 962
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,026: 2,305 -2,050 4,986 -2,143 3,280 5,148 6,216: -2,122 -3,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.7 23.1 49.4 60.1 92.4 95.9: 7.6 4.1
Old : 100.0: 22.6 14.7 21.3 47.8 59.9 91.7 95.9: 8.3 4.1
Other: 100.0: 15.8 12.2 22.0 59.3 61.5 97.2 95.7: 2.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 158 98 105 116 106 325 263:
Old : 393: 166 91 103 111 104 319 258:
Other: 114: 21 26 30 38 51 79 90:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 29.9 31.4 39.6 14.3 16.9 20.0 24.0
Old : 19.5 28.0 30.0 38.4 16.5 23.9 23.9 32.0
Other: 49.5 47.5 64.7 57.9 37.9 32.3 46.4 37.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 33,418: 11,709 20,848 3,170 17,472 5,383 32,352 29,401: 1,067 4,017
Old : 33,418: 11,709 20,848 3,170 17,472 5,383 32,352 29,401: 1,067 4,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 2,983: -3,091 3,304 -64 6,517 -857 3,362 2,383: -379 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 62.4 9.5 52.3 16.1 96.8 88.0: 3.2 12.0
Old : 100.0: 35.0 62.4 9.5 52.3 16.1 96.8 88.0: 3.2 12.0
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 : 71: 17 41 15 5 9 27 61:
Old : 71: 17 41 15 5 9 27 61:
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 : 74.5 40.9 89.2 59.5 70.5 40.9 81.4 56.2
Old : 74.5 40.9 89.2 59.5 70.5 40.9 81.4 56.2
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 with Delta-adjusted Options and Futures Combined, 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 : 38,053: 24,698 991 0 7,290 32,920 31,988 33,912: 6,065 4,141
Old : 38,053: 24,698 991 0 7,290 32,920 31,988 33,912: 6,065 4,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -209: 443 -88 0 -442 35 1 -53: -210 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 2.6 0.0 19.2 86.5 84.1 89.1: 15.9 10.9
Old : 100.0: 64.9 2.6 0.0 19.2 86.5 84.1 89.1: 15.9 10.9
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: 7 2 0 6 11 13 13:
Old : 24: 7 2 0 6 11 13 13:
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 : 70.5 63.4 79.7 82.7 70.5 62.7 79.7 82.1
Old : 70.5 63.4 79.7 82.7 70.5 62.7 79.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007