COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      213,092
COMMITMENTS
  50,535   61,714   20,212  119,012  119,688  189,759  201,614   23,333   11,478

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      7,371)
   3,658   -6,219    3,686     -845    9,607    6,499    7,074      872      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     29.0      9.5     55.9     56.2     89.1     94.6     10.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     109       96       60       57       61      206      183
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,520
COMMITMENTS
  16,072    3,039    2,846    9,966   23,961   28,884   29,846    3,636    2,674

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:        316)
     958    1,070     -552      -75     -109      331      409      -15      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4      9.3      8.8     30.6     73.7     88.8     91.8     11.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      59       25       24       22       21       99       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      170,800
COMMITMENTS
  61,437   14,724   15,725   80,783  133,459  157,945  163,908   12,855    6,892

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      1,647)
  -1,315    1,487     -517    3,111    1,023    1,279    1,993      368     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0      8.6      9.2     47.3     78.1     92.5     96.0      7.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      81       36       41       50       42      155      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      647,824
COMMITMENTS
 103,059   91,274   51,672  423,364  453,695  578,095  596,641   69,729   51,183

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     -2,337)
  -3,088    2,617    1,547   -9,171  -10,161  -10,712   -5,997    8,375    3,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     14.1      8.0     65.4     70.0     89.2     92.1     10.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      51       59       50       70       64      153      144
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      136,470
COMMITMENTS
  37,385   30,691   13,459   75,939   86,373  126,783  130,523    9,687    5,947

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      4,364)
     419    3,913    3,061    1,168   -1,925    4,648    5,049     -284     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     22.5      9.9     55.6     63.3     92.9     95.6      7.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     121       78       56      110       93      260      209
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       34,213
COMMITMENTS
   9,524   15,536    2,995   20,536   12,309   33,055   30,840    1,158    3,373

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      4,885)
  -1,271   -3,919       86    6,015    8,768    4,830    4,935       55      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     45.4      8.8     60.0     36.0     96.6     90.1      3.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11       35       12        5       10       21       54
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 03/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       37,739
COMMITMENTS
   9,217    2,122      363   23,594   30,780   33,174   33,265    4,565    4,474

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      9,510)
    -616      413       76   10,043    8,011    9,503    8,500        7    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      5.6      1.0     62.5     81.6     87.9     88.1     12.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        1       12       11       17       14
 

Updated March 16, 2007