COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 316,315: 58,292 46,653 81,599 144,740 173,237 284,631 301,489: 31,684 14,826
Old : 209,555: 37,553 47,669 45,792 105,218 103,903 188,563 197,365: 20,992 12,190
Other: 106,760: 28,293 6,537 28,253 39,522 69,334 96,068 104,124: 10,692 2,636
: : :
: : Changes in Commitments from: March 20, 2007 :
: 11,521: 2,024 1,229 1,926 5,289 7,071 9,240 10,226: 2,281 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.7 25.8 45.8 54.8 90.0 95.3: 10.0 4.7
Old : 100.0: 17.9 22.7 21.9 50.2 49.6 90.0 94.2: 10.0 5.8
Other: 100.0: 26.5 6.1 26.5 37.0 64.9 90.0 97.5: 10.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 148 80 94 76 69 265 209:
Old : 301: 119 93 78 69 63 233 193:
Other: 187: 75 37 46 56 54 157 111:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 33.2 30.1 43.0 18.4 26.8 25.7 33.5
Old : 24.1 31.5 34.8 40.6 23.9 26.7 32.7 34.0
Other: 21.7 38.8 32.1 54.1 17.3 29.1 24.2 42.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 46,447: 15,212 2,367 10,465 15,294 29,766 40,971 42,599: 5,476 3,849
Old : 44,362: 15,308 2,397 9,690 13,931 28,518 38,930 40,606: 5,432 3,755
Other: 2,085: 54 120 624 1,363 1,248 2,042 1,992: 44 93
: : :
: : Changes in Commitments from: March 20, 2007 :
: 2,092: -1,126 32 1,278 2,183 486 2,336 1,796: -243 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.1 22.5 32.9 64.1 88.2 91.7: 11.8 8.3
Old : 100.0: 34.5 5.4 21.8 31.4 64.3 87.8 91.5: 12.2 8.5
Other: 100.0: 2.6 5.8 29.9 65.4 59.8 97.9 95.5: 2.1 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 63 50 35 23 28 113 90:
Old : 154: 66 48 35 22 27 112 89:
Other: 24: 5 10 13 7 4 21 18:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 46.4 30.5 59.1 13.8 38.3 21.3 46.9
Old : 18.2 46.6 28.9 59.9 13.6 39.8 21.2 48.7
Other: 68.9 75.5 81.3 84.3 28.7 27.6 33.0 29.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 194,640: 70,262 17,072 29,792 80,522 139,232 180,576 186,097: 14,064 8,543
Old : 143,935: 65,543 16,088 18,305 47,046 101,339 130,894 135,732: 13,041 8,203
Other: 50,705: 5,977 2,243 10,229 33,476 37,893 49,682 50,365: 1,023 340
: : :
: : Changes in Commitments from: March 20, 2007 :
: 7,359: 5,394 979 2,974 -284 2,622 8,084 6,574: -725 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 8.8 15.3 41.4 71.5 92.8 95.6: 7.2 4.4
Old : 100.0: 45.5 11.2 12.7 32.7 70.4 90.9 94.3: 9.1 5.7
Other: 100.0: 11.8 4.4 20.2 66.0 74.7 98.0 99.3: 2.0 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 92 62 67 53 53 189 151:
Old : 232: 87 69 63 49 49 180 143:
Other: 78: 30 11 23 20 28 58 56:
:----------------------------------------------------------------------------------------------------
: 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 30.8 33.1 45.9 17.4 21.8 25.6 30.2
Old : 20.8 33.3 31.6 46.8 20.8 29.4 30.8 39.0
Other: 42.5 39.9 62.8 59.2 33.5 22.2 43.5 38.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 814,762: 119,520 104,575 152,253 451,893 482,395 723,666 739,222: 91,096 75,540
Old : 814,762: 119,520 104,575 152,253 451,893 482,395 723,666 739,222: 91,096 75,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 9,718: 3,666 16,437 4,487 -8,156 -18,240 -4 2,683: 9,722 7,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.8 18.7 55.5 59.2 88.8 90.7: 11.2 9.3
Old : 100.0: 14.7 12.8 18.7 55.5 59.2 88.8 90.7: 11.2 9.3
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 : 235: 72 66 71 86 81 195 184:
Old : 235: 72 66 71 86 81 195 184:
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 : 20.6 24.4 31.7 33.6 15.2 12.3 23.2 20.0
Old : 20.6 24.4 31.7 33.6 15.2 12.3 23.2 20.0
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 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 : 194,142: 38,439 35,192 50,956 90,207 98,804 179,602 184,952: 14,540 9,190
Old : 163,229: 38,983 35,825 36,232 74,373 82,985 149,588 155,042: 13,641 8,187
Other: 30,913: 3,840 3,750 10,341 15,834 15,819 30,015 29,910: 899 1,003
: : :
: : Changes in Commitments from: March 20, 2007 :
: 10,772: 3,731 802 5,654 -589 3,040 8,795 9,496: 1,977 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 18.1 26.2 46.5 50.9 92.5 95.3: 7.5 4.7
Old : 100.0: 23.9 21.9 22.2 45.6 50.8 91.6 95.0: 8.4 5.0
Other: 100.0: 12.4 12.1 33.5 51.2 51.2 97.1 96.8: 2.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 159 115 117 124 107 336 298:
Old : 422: 160 116 110 121 104 330 289:
Other: 140: 33 23 40 53 57 105 105:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 27.0 32.4 36.8 15.9 16.2 22.2 23.1
Old : 21.7 26.0 31.7 36.1 19.9 23.8 28.7 32.0
Other: 44.9 48.4 60.6 60.4 30.6 30.2 37.7 36.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 29,150: 8,414 18,937 2,414 17,319 3,869 28,147 25,219: 1,003 3,930
Old : 29,150: 8,414 18,937 2,414 17,319 3,869 28,147 25,219: 1,003 3,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 169: 594 -376 -260 -416 272 -81 -364: 250 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 65.0 8.3 59.4 13.3 96.6 86.5: 3.4 13.5
Old : 100.0: 28.9 65.0 8.3 59.4 13.3 96.6 86.5: 3.4 13.5
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 : 68: 11 43 10 5 9 20 59:
Old : 68: 11 43 10 5 9 20 59:
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 : 70.2 28.6 90.5 49.5 63.3 26.6 77.9 42.7
Old : 70.2 28.6 90.5 49.5 63.3 26.6 77.9 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007