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