COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      304,794
COMMITMENTS
  56,268   45,423   79,673  139,451  166,167  275,392  291,263   29,402   13,531

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      7,099)
   2,148      241    5,066   -1,098    1,197    6,116    6,504      983      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     14.9     26.1     45.8     54.5     90.4     95.6      9.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     139       88       91       76       67      260      207
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       44,355
COMMITMENTS
  16,338    2,335    9,186   13,111   29,281   38,636   40,803    5,719    3,552

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        310)
     157      120     -407      124      752     -126      465      436     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8      5.3     20.7     29.6     66.0     87.1     92.0     12.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      69       51       33       23       27      116       89
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      187,281
COMMITMENTS
  64,868   16,093   26,819   80,805  136,611  172,492  179,523   14,789    7,758

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      4,553)
   1,489      115    3,556   -1,194      932    3,850    4,602      703      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      8.6     14.3     43.1     72.9     92.1     95.9      7.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      84       47       59       53       51      175      135
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      805,044
COMMITMENTS
 115,854   88,138  147,766  460,050  500,635  723,670  736,539   81,374   68,505

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      9,116)
    -290   21,961   12,640   -2,217  -32,811   10,133    1,790   -1,017    7,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     10.9     18.4     57.1     62.2     89.9     91.5     10.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      78       53       68       87       80      192      177
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      183,371
COMMITMENTS
  34,709   34,390   45,303   90,796   95,764  170,807  175,456   12,563    7,914

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      8,385)
   1,679    5,389    2,385    3,318     -587    7,382    7,187    1,004    1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     18.8     24.7     49.5     52.2     93.1     95.7      6.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     154      114      113      127      107      331      292
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       28,980
COMMITMENTS
   7,820   19,312    2,673   17,735    3,597   28,228   25,583      752    3,397

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     -5,480)
  -1,771    3,752     -428   -2,801   -8,717   -5,000   -5,394     -480      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     66.6      9.2     61.2     12.4     97.4     88.3      2.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10       39       10        5        8       18       55
 

Updated March 23, 2007