COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 304,794: 56,268 45,423 79,673 139,451 166,167 275,392 291,263: 29,402 13,531
Old : 205,346: 38,298 46,150 44,688 102,991 103,066 185,977 193,904: 19,370 11,442
Other: 99,448: 25,706 7,010 27,249 36,460 63,101 89,415 97,359: 10,033 2,089
: : :
: : Changes in Commitments from: March 13, 2007 :
: 7,099: 2,148 241 5,066 -1,098 1,197 6,116 6,504: 983 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 14.9 26.1 45.8 54.5 90.4 95.6: 9.6 4.4
Old : 100.0: 18.7 22.5 21.8 50.2 50.2 90.6 94.4: 9.4 5.6
Other: 100.0: 25.8 7.0 27.4 36.7 63.5 89.9 97.9: 10.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 139 88 91 76 67 260 207:
Old : 300: 123 88 74 68 62 228 191:
Other: 180: 63 41 44 55 54 148 109:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 33.9 30.9 43.1 19.0 27.4 26.5 34.0
Old : 24.2 32.0 35.0 41.0 24.0 28.5 33.4 35.7
Other: 21.9 39.4 32.9 55.2 17.5 30.0 24.5 40.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 44,355: 16,338 2,335 9,186 13,111 29,281 38,636 40,803: 5,719 3,552
Old : 43,585: 16,346 2,347 9,104 12,457 28,680 37,908 40,131: 5,677 3,453
Other: 770: 52 48 22 654 601 728 671: 42 99
: : :
: : Changes in Commitments from: March 13, 2007 :
: 310: 157 120 -407 124 752 -126 465: 436 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 5.3 20.7 29.6 66.0 87.1 92.0: 12.9 8.0
Old : 100.0: 37.5 5.4 20.9 28.6 65.8 87.0 92.1: 13.0 7.9
Other: 100.0: 6.7 6.3 2.9 84.9 78.0 94.5 87.2: 5.5 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 69 51 33 23 27 116 89:
Old : 158: 70 50 33 22 26 115 88:
Other: 16: 4 4 5 7 3 14 9:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 47.2 27.9 60.4 13.9 41.7 21.5 50.9
Old : 16.7 47.3 27.3 60.8 13.2 41.8 21.0 51.2
Other: 73.9 81.8 87.9 87.2 73.9 77.6 84.4 78.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 187,281: 64,868 16,093 26,819 80,805 136,611 172,492 179,523: 14,789 7,758
Old : 137,618: 59,978 15,514 15,680 48,131 99,256 123,788 130,450: 13,830 7,167
Other: 49,663: 6,305 1,994 9,724 32,675 37,355 48,704 49,072: 960 591
: : :
: : Changes in Commitments from: March 13, 2007 :
: 4,553: 1,489 115 3,556 -1,194 932 3,850 4,602: 703 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 8.6 14.3 43.1 72.9 92.1 95.9: 7.9 4.1
Old : 100.0: 43.6 11.3 11.4 35.0 72.1 90.0 94.8: 10.0 5.2
Other: 100.0: 12.7 4.0 19.6 65.8 75.2 98.1 98.8: 1.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 84 47 59 53 51 175 135:
Old : 211: 76 60 54 50 48 166 129:
Other: 74: 31 8 22 21 26 57 52:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 31.7 33.1 47.3 16.9 22.0 24.2 30.7
Old : 20.1 34.3 30.3 48.6 20.1 29.6 28.4 39.2
Other: 42.4 40.8 62.9 60.4 33.4 22.7 43.2 38.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 805,044: 115,854 88,138 147,766 460,050 500,635 723,670 736,539: 81,374 68,505
Old : 805,044: 115,854 88,138 147,766 460,050 500,635 723,670 736,539: 81,374 68,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 9,116: -290 21,961 12,640 -2,217 -32,811 10,133 1,790: -1,017 7,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.9 18.4 57.1 62.2 89.9 91.5: 10.1 8.5
Old : 100.0: 14.4 10.9 18.4 57.1 62.2 89.9 91.5: 10.1 8.5
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 : 230: 78 53 68 87 80 192 177:
Old : 230: 78 53 68 87 80 192 177:
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 : 20.3 25.6 31.9 36.8 15.3 12.6 23.4 20.3
Old : 20.3 25.6 31.9 36.8 15.3 12.6 23.4 20.3
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 20, 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 : 183,371: 34,709 34,390 45,303 90,796 95,764 170,807 175,456: 12,563 7,914
Old : 158,182: 34,655 34,196 35,760 75,911 81,191 146,325 151,146: 11,857 7,036
Other: 25,188: 3,239 3,379 6,358 14,886 14,573 24,482 24,310: 706 878
: : :
: : Changes in Commitments from: March 13, 2007 :
: 8,385: 1,679 5,389 2,385 3,318 -587 7,382 7,187: 1,004 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.8 24.7 49.5 52.2 93.1 95.7: 6.9 4.3
Old : 100.0: 21.9 21.6 22.6 48.0 51.3 92.5 95.6: 7.5 4.4
Other: 100.0: 12.9 13.4 25.2 59.1 57.9 97.2 96.5: 2.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 154 114 113 127 107 331 292:
Old : 414: 160 110 109 124 104 326 286:
Other: 134: 25 24 34 54 58 100 99:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 27.5 33.0 37.4 16.4 16.8 22.8 23.6
Old : 22.4 25.6 32.9 36.2 19.5 23.8 28.4 31.8
Other: 48.5 47.0 61.9 57.3 35.3 30.7 42.3 37.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 28,980: 7,820 19,312 2,673 17,735 3,597 28,228 25,583: 752 3,397
Old : 28,980: 7,820 19,312 2,673 17,735 3,597 28,228 25,583: 752 3,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -5,480: -1,771 3,752 -428 -2,801 -8,717 -5,000 -5,394: -480 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 66.6 9.2 61.2 12.4 97.4 88.3: 2.6 11.7
Old : 100.0: 27.0 66.6 9.2 61.2 12.4 97.4 88.3: 2.6 11.7
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 : 62: 10 39 10 5 8 18 55:
Old : 62: 10 39 10 5 8 18 55:
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 : 68.8 30.4 91.1 51.8 62.3 28.5 78.8 45.0
Old : 68.8 30.4 91.1 51.8 62.3 28.5 78.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007