COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 03/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      214,731
COMMITMENTS
  51,694   61,101   22,870  115,674  118,779  190,238  202,750   24,493   11,981

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      1,639)
   1,159     -613    2,658   -3,338     -909      479    1,136    1,160      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     28.5     10.7     53.9     55.3     88.6     94.4     11.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     109       93       63       56       57      208      178
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 03/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,554
COMMITMENTS
  16,229    2,968    2,554   10,080   24,288   28,863   29,810    3,691    2,744

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:         34)
     157      -71     -292      114      327      -21      -36       55       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9      9.1      7.8     31.0     74.6     88.7     91.6     11.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      60       23       21       22       21       98       51
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 03/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      173,371
COMMITMENTS
  62,773   15,252   17,444   79,549  133,940  159,766  166,636   13,605    6,735

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      2,571)
   1,336      528    1,719   -1,234      481    1,821    2,728      750     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      8.8     10.1     45.9     77.3     92.2     96.1      7.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      77       47       40       50       44      161      113
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 03/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      651,751
COMMITMENTS
 106,745  114,883   58,822  418,241  420,583  583,808  594,288   67,943   57,463

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      3,927)
   3,686   23,609    7,150   -5,123  -33,112    5,713   -2,353   -1,786    6,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     17.6      9.0     64.2     64.5     89.6     91.2     10.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      51       71       51       76       72      164      161
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 03/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      143,287
COMMITMENTS
  39,176   35,513   15,009   78,479   85,635  132,664  136,157   10,623    7,130

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      6,817)
   1,791    4,822    1,550    2,540     -738    5,881    5,634      936    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     24.8     10.5     54.8     59.8     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     121       82       57      111       94      261      214
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 03/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,672
COMMITMENTS
   7,718   19,276    2,549   17,735    3,593   28,002   25,418      670    3,254

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     -5,541)
  -1,806    3,740     -446   -2,801   -8,716   -5,053   -5,422     -488     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     67.2      8.9     61.9     12.5     97.7     88.7      2.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8       38        6        5        8       16       51
 

Updated March 23, 2007