COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   285,508:    50,419     52,766     67,129    140,489    153,056    258,038    272,952:    27,470     12,556
Old  :   199,036:    35,967     54,901     36,738    107,237     96,874    179,942    188,513:    19,094     10,523
Other:    86,472:    22,590      6,003     22,254     33,252     56,182     78,096     84,440:     8,376      2,032
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     6,283:     4,509     -6,272      3,627       -585      9,528      7,550      6,883:    -1,268       -600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       18.5       23.5       49.2       53.6       90.4       95.6:       9.6        4.4
Old  :     100.0:      18.1       27.6       18.5       53.9       48.7       90.4       94.7:       9.6        5.3
Other:     100.0:      26.1        6.9       25.7       38.5       65.0       90.3       97.6:       9.7        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       130         91         88         80         68        250        216:
Old  :       302:       113         98         69         69         62        216        198:
Other:       170:        64         34         46         54         50        143        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  :                 20.4       32.9       32.5       41.8       20.1       26.3       28.2       32.3
Old  :                 25.4       30.1       37.0       39.0       25.4       24.7       35.2       32.4
Other:                 22.1       41.8       33.3       57.2       18.5       32.6       25.6       43.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :    43,955:    15,339      1,710      9,729     13,239     28,921     38,307     40,360:     5,648      3,595
Old  :    43,253:    15,444      1,669      9,552     12,627     28,462     37,623     39,683:     5,630      3,570
Other:       702:        12        158         60        612        459        684        677:        18         25
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     4,653:     1,730       -327      1,637      1,196      2,895      4,564      4,205:        89        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        3.9       22.1       30.1       65.8       87.2       91.8:      12.8        8.2
Old  :     100.0:      35.7        3.9       22.1       29.2       65.8       87.0       91.7:      13.0        8.3
Other:     100.0:       1.7       22.5        8.5       87.1       65.4       97.4       96.4:       2.6        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        68         48         35         22         27        115         88:
Old  :       155:        69         48         35         21         26        114         87:
Other:        14:         4          4          6          6          2         13          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  :                 16.9       46.7       27.8       60.4       13.9       41.8       21.2       49.4
Old  :                 16.2       46.4       27.3       60.3       13.2       41.5       20.7       49.2
Other:                 80.2       90.5       94.4       96.4       80.2       81.4       83.2       82.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   178,041:    63,168     13,615     22,327     79,060    134,163    164,555    170,105:    13,486      7,936
Old  :   133,014:    58,896     12,721     12,069     49,648    100,877    120,613    125,667:    12,402      7,348
Other:    45,026:     5,358      1,980      9,172     29,412     33,286     43,942     44,438:     1,084        588
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     6,667:       195     -1,671      1,999      5,275      6,427      7,470      6,755:      -803        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5        7.6       12.5       44.4       75.4       92.4       95.5:       7.6        4.5
Old  :     100.0:      44.3        9.6        9.1       37.3       75.8       90.7       94.5:       9.3        5.5
Other:     100.0:      11.9        4.4       20.4       65.3       73.9       97.6       98.7:       2.4        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        80         35         56         56         49        170        121:
Old  :       195:        77         40         53         54         46        164        116:
Other:        73:        23         13         21         21         25         56         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       33.5       33.6       50.2       17.0       24.8       25.4       35.1
Old  :                 20.6       37.4       32.2       53.7       19.9       33.1       29.7       45.6
Other:                 45.7       42.3       65.3       62.3       35.8       23.8       46.8       41.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   796,661:   119,230     60,616    135,583    469,469    544,034    724,283    740,233:    72,378     56,428
Old  :   796,661:   119,230     60,616    135,583    469,469    544,034    724,283    740,233:    72,378     56,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   -11,117:     8,545    -24,231     -2,000     -2,295     38,661      4,251     12,431:   -15,368    -23,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        7.6       17.0       58.9       68.3       90.9       92.9:       9.1        7.1
Old  :     100.0:      15.0        7.6       17.0       58.9       68.3       90.9       92.9:       9.1        7.1
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  :       213:        69         52         65         77         74        181        159:
Old  :       213:        69         52         65         77         74        181        159:
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  :                 22.0       31.3       34.7       44.9       15.2       14.8       23.0       23.4
Old  :                 22.0       31.3       34.7       44.9       15.2       14.8       23.0       23.4
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 6, 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  :   172,069:    33,654     25,928     39,804     86,603     98,951    160,060    164,683:    12,009      7,386
Old  :   148,670:    33,416     25,325     31,832     72,223     85,133    137,471    142,290:    11,199      6,380
Other:    23,399:     3,115      3,481      5,094     14,380     13,817     22,589     22,392:       810      1,006
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     5,064:       292      4,707      1,240      4,172     -1,385      5,704      4,563:      -640        502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       15.1       23.1       50.3       57.5       93.0       95.7:       7.0        4.3
Old  :     100.0:      22.5       17.0       21.4       48.6       57.3       92.5       95.7:       7.5        4.3
Other:     100.0:      13.3       14.9       21.8       61.5       59.1       96.5       95.7:       3.5        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       159        109        119        115        100        329        281:
Old  :       405:       166        102        117        111         98        324        276:
Other:       117:        24         27         31         37         51         80         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.0       29.0       32.9       38.6       16.0       16.8       22.6       23.8
Old  :                 21.5       27.4       32.7       37.7       18.5       24.2       27.2       32.2
Other:                 51.2       46.3       65.9       58.0       37.9       30.0       45.3       35.5
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :    29,826:    10,995     19,539      3,115     14,521      3,569     28,631     26,223:     1,195      3,603
Old  :    29,826:    10,995     19,539      3,115     14,521      3,569     28,631     26,223:     1,195      3,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -3,592:      -714     -1,309        -55     -2,951     -1,814     -3,720     -3,177:       128       -415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       65.5       10.4       48.7       12.0       96.0       87.9:       4.0       12.1
Old  :     100.0:      36.9       65.5       10.4       48.7       12.0       96.0       87.9:       4.0       12.1
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  :        70:        14         43         15          5          9         26         61:
Old  :        70:        14         43         15          5          9         26         61:
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  :                 73.7       35.3       89.3       56.4       72.0       35.3       82.0       53.0
Old  :                 73.7       35.3       89.3       56.4       72.0       35.3       82.0       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 100,000)                                                 :
     :          :                                                                            :
All  :    28,316:     9,833      1,742        287     13,624     22,803     23,744     24,833:     4,572      3,484
Old  :    28,316:     9,833      1,742        287     13,624     22,803     23,744     24,833:     4,572      3,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -9,737:   -14,865        751        287      6,334    -10,117     -8,244     -9,079:    -1,492       -658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        6.2        1.0       48.1       80.5       83.9       87.7:      16.1       12.3
Old  :     100.0:      34.7        6.2        1.0       48.1       80.5       83.9       87.7:      16.1       12.3
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  :        25:         4          3          1         12          9         17         12:
Old  :        25:         4          3          1         12          9         17         12:
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  :                 50.0       69.9       69.2       84.9       50.0       69.8       69.2       83.7
Old  :                 50.0       69.9       69.2       84.9       50.0       69.8       69.2       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 9, 2007