COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      224,796
COMMITMENTS
  53,239   61,620   25,596  119,453  124,354  198,288  211,570   26,508   13,226

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     10,065)
   1,545      519    2,726    3,779    5,575    8,050    8,820    2,015    1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     27.4     11.4     53.1     55.3     88.2     94.1     11.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     115       86       65       55       59      212      178
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,916
COMMITMENTS
  15,512    2,213    3,198   10,520   24,540   29,230   29,951    3,686    2,965

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        362)
    -717     -755      644      440      252      367      141       -5      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1      6.7      9.7     32.0     74.6     88.8     91.0     11.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      60       15       25       21       22       94       53
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      178,906
COMMITMENTS
  68,750   16,905   18,320   79,090  136,401  166,160  171,626   12,746    7,280

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      5,535)
   5,977    1,653      876     -459    2,461    6,394    4,990     -859      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      9.4     10.2     44.2     76.2     92.9     95.9      7.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      87       56       48       50       45      174      126
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      654,751
COMMITMENTS
 108,762  132,440   59,746  408,078  397,750  576,586  589,936   78,165   64,815

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      3,000)
   2,017   17,557      924  -10,163  -22,833   -7,222   -4,352   10,222    7,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     20.2      9.1     62.3     60.7     88.1     90.1     11.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      52       78       54       75       74      168      169
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      151,347
COMMITMENTS
  42,616   36,550   17,266   79,004   89,260  138,886  143,076   12,461    8,271

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      8,060)
   3,440    1,037    2,257      525    3,625    6,222    6,919    1,838    1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     24.1     11.4     52.2     59.0     91.8     94.5      8.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     126       83       63      106       94      265      221
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,790
COMMITMENTS
   8,306   18,896    2,249   17,318    3,866   27,873   25,011      917    3,779

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        118)
     588     -380     -300     -417      273     -129     -407      247      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     65.6      7.8     60.2     13.4     96.8     86.9      3.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8       40        6        5        9       16       54
 

Updated March 30, 2007