COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 297,695: 54,120 45,182 74,607 140,548 164,970 269,275 284,759: 28,419 12,936
Old : 205,544: 38,834 46,905 41,929 105,435 105,766 186,198 194,600: 19,346 10,944
Other: 92,151: 24,032 7,024 23,931 35,113 59,204 83,077 90,159: 9,074 1,991
: : :
: : Changes in Commitments from: March 6, 2007 :
: 12,187: 3,700 -7,584 7,478 59 11,913 11,237 11,807: 949 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.2 25.1 47.2 55.4 90.5 95.7: 9.5 4.3
Old : 100.0: 18.9 22.8 20.4 51.3 51.5 90.6 94.7: 9.4 5.3
Other: 100.0: 26.1 7.6 26.0 38.1 64.2 90.2 97.8: 9.8 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 140 90 92 77 69 262 211:
Old : 307: 124 93 73 68 64 230 195:
Other: 174: 61 42 48 53 50 146 108:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 34.3 31.6 43.2 19.5 28.1 27.3 34.4
Old : 24.4 32.5 36.0 41.2 24.4 28.3 34.5 35.9
Other: 21.0 40.9 31.8 56.0 17.7 32.0 24.9 42.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 44,045: 16,181 2,215 9,594 12,987 28,528 38,761 40,338: 5,283 3,707
Old : 43,310: 16,242 2,225 9,440 12,366 27,961 38,047 39,626: 5,263 3,684
Other: 734: 33 84 60 621 567 714 711: 20 23
: : :
: : Changes in Commitments from: March 6, 2007 :
: 90: 841 506 -135 -252 -393 454 -22: -365 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 5.0 21.8 29.5 64.8 88.0 91.6: 12.0 8.4
Old : 100.0: 37.5 5.1 21.8 28.6 64.6 87.8 91.5: 12.2 8.5
Other: 100.0: 4.5 11.4 8.2 84.6 77.2 97.3 96.9: 2.7 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 68 53 36 24 26 119 90:
Old : 159: 68 53 36 23 25 118 89:
Other: 16: 4 5 6 6 3 13 11:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 46.6 27.8 60.1 14.3 42.3 22.0 50.7
Old : 16.5 46.5 27.3 60.2 13.7 42.1 21.4 50.8
Other: 78.2 88.0 93.0 96.0 78.2 80.5 83.9 83.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 182,728: 63,379 15,978 23,263 82,000 135,679 168,642 174,921: 14,086 7,807
Old : 133,801: 58,707 14,889 12,826 49,329 98,851 120,862 126,566: 12,938 7,234
Other: 48,927: 5,481 1,899 9,627 32,671 36,828 47,779 48,354: 1,148 573
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,687: 210 2,364 937 2,939 1,516 4,086 4,816: 601 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 8.7 12.7 44.9 74.3 92.3 95.7: 7.7 4.3
Old : 100.0: 43.9 11.1 9.6 36.9 73.9 90.3 94.6: 9.7 5.4
Other: 100.0: 11.2 3.9 19.7 66.8 75.3 97.7 98.8: 2.3 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 85 39 55 53 49 166 123:
Old : 195: 80 42 52 51 46 159 118:
Other: 70: 23 12 19 21 26 52 50:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 32.3 33.7 48.8 16.9 23.2 24.4 32.9
Old : 20.3 36.3 31.0 51.7 20.1 31.7 29.0 42.9
Other: 42.8 41.4 63.2 60.8 33.7 22.6 43.8 38.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 795,928: 116,144 66,177 135,126 462,267 533,446 713,537 734,749: 82,391 61,179
Old : 795,928: 116,144 66,177 135,126 462,267 533,446 713,537 734,749: 82,391 61,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -733: -3,087 5,561 -457 -7,202 -10,588 -10,746 -5,485: 10,013 4,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.3 17.0 58.1 67.0 89.6 92.3: 10.4 7.7
Old : 100.0: 14.6 8.3 17.0 58.1 67.0 89.6 92.3: 10.4 7.7
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 : 212: 71 49 65 81 73 182 159:
Old : 212: 71 49 65 81 73 182 159:
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 : 21.2 29.7 34.0 42.3 15.4 14.4 23.3 22.0
Old : 21.2 29.7 34.0 42.3 15.4 14.4 23.3 22.0
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, 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 : 174,985: 33,030 29,000 42,917 87,479 96,351 163,426 168,269: 11,560 6,716
Old : 150,751: 32,966 28,757 33,916 72,974 82,257 139,856 144,930: 10,894 5,820
Other: 24,235: 3,085 3,264 5,980 14,504 14,095 23,569 23,339: 665 896
: : :
: : Changes in Commitments from: March 6, 2007 :
: 2,917: -624 3,072 3,113 876 -2,599 3,366 3,586: -449 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 16.6 24.5 50.0 55.1 93.4 96.2: 6.6 3.8
Old : 100.0: 21.9 19.1 22.5 48.4 54.6 92.8 96.1: 7.2 3.9
Other: 100.0: 12.7 13.5 24.7 59.9 58.2 97.3 96.3: 2.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 153 107 108 123 102 321 279:
Old : 402: 159 101 105 120 99 317 272:
Other: 127: 23 26 32 47 56 91 97:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 28.8 33.3 38.5 16.6 16.8 23.2 23.6
Old : 22.0 26.8 33.4 37.7 19.3 24.3 27.8 31.9
Other: 49.1 44.8 63.6 56.7 36.6 30.1 43.7 35.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 34,461: 9,591 15,560 3,101 20,536 12,315 33,228 30,976: 1,233 3,484
Old : 34,461: 9,591 15,560 3,101 20,536 12,315 33,228 30,976: 1,233 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,635: -1,404 -3,979 -14 6,015 8,746 4,597 4,753: 38 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 45.2 9.0 59.6 35.7 96.4 89.9: 3.6 10.1
Old : 100.0: 27.8 45.2 9.0 59.6 35.7 96.4 89.9: 3.6 10.1
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 : 62: 13 36 14 5 10 22 57:
Old : 62: 13 36 14 5 10 22 57:
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 : 68.6 39.6 89.5 58.8 50.3 22.5 59.5 34.9
Old : 68.6 39.6 89.5 58.8 50.3 22.5 59.5 34.9
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, 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 : 37,815: 9,217 2,122 363 23,594 30,780 33,174 33,265: 4,641 4,550
Old : 37,815: 9,217 2,122 363 23,594 30,780 33,174 33,265: 4,641 4,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 9,499: -616 380 76 9,970 7,977 9,430 8,432: 69 1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.6 1.0 62.4 81.4 87.7 88.0: 12.3 12.0
Old : 100.0: 24.4 5.6 1.0 62.4 81.4 87.7 88.0: 12.3 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 : 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 : 54.5 56.9 72.9 78.3 36.4 53.5 53.0 63.3
Old : 54.5 56.9 72.9 78.3 36.4 53.5 53.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007