COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      205,721
COMMITMENTS
  46,877   67,933   16,526  119,857  110,081  183,260  194,540   22,461   11,181

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      4,373)
   4,402   -3,351      902       61    7,454    5,365    5,005     -992     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     33.0      8.0     58.3     53.5     89.1     94.6     10.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      90      105       58       61       59      195      187
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,204
COMMITMENTS
  15,114    1,969    3,398   10,041   24,070   28,553   29,437    3,651    2,767

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      2,916)
   1,624     -408      932      270    2,073    2,826    2,597       90      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9      6.1     10.6     31.2     74.7     88.7     91.4     11.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      57       23       25       19       21       95       53
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      169,153
COMMITMENTS
  62,752   13,237   16,242   77,672  132,436  156,666  161,915   12,487    7,238

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      7,139)
     644   -1,490    2,080    5,047    6,492    7,771    7,082     -632       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      7.8      9.6     45.9     78.3     92.6     95.7      7.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      77       30       44       53       42      159      102
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      650,161
COMMITMENTS
 106,147   88,657   50,125  432,535  463,856  588,807  602,638   61,354   47,523

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -18,153)
   6,093  -24,133   -3,801   -4,645   32,644   -2,353    4,710  -15,800  -22,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.6      7.7     66.5     71.3     90.6     92.7      9.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      53       58       48       66       63      149      143
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      132,106
COMMITMENTS
  36,966   26,778   10,398   74,771   88,298  122,135  125,474    9,971    6,632

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      3,976)
   1,904    4,091      374    2,751     -896    5,029    3,569   -1,053      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     20.3      7.9     56.6     66.8     92.5     95.0      7.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     127       77       60      103       92      259      211
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,328
COMMITMENTS
  10,795   19,455    2,909   14,521    3,541   28,225   25,905    1,103    3,423

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -3,456)
    -539   -1,262      -71   -2,951   -1,800   -3,561   -3,133      105     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     66.3      9.9     49.5     12.1     96.2     88.3      3.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      12       39       11        4        9       22       54
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       28,229
COMMITMENTS
   9,833    1,709      287   13,551   22,769   23,671   24,765    4,558    3,464

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -9,492)
 -14,865    1,038      287    6,494  -10,148   -8,084   -8,823   -1,408     -669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      6.1      1.0     48.0     80.7     83.9     87.7     16.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        1       11        8       16       10
 

Updated March 9, 2007