COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   297,695:    54,120     45,182     74,607    140,548    164,970    269,275    284,759:    28,419     12,936
Old  :   205,544:    38,834     46,905     41,929    105,435    105,766    186,198    194,600:    19,346     10,944
Other:    92,151:    24,032      7,024     23,931     35,113     59,204     83,077     90,159:     9,074      1,991
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :    12,187:     3,700     -7,584      7,478         59     11,913     11,237     11,807:       949        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       15.2       25.1       47.2       55.4       90.5       95.7:       9.5        4.3
Old  :     100.0:      18.9       22.8       20.4       51.3       51.5       90.6       94.7:       9.4        5.3
Other:     100.0:      26.1        7.6       26.0       38.1       64.2       90.2       97.8:       9.8        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       140         90         92         77         69        262        211:
Old  :       307:       124         93         73         68         64        230        195:
Other:       174:        61         42         48         53         50        146        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       34.3       31.6       43.2       19.5       28.1       27.3       34.4
Old  :                 24.4       32.5       36.0       41.2       24.4       28.3       34.5       35.9
Other:                 21.0       40.9       31.8       56.0       17.7       32.0       24.9       42.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    44,045:    16,181      2,215      9,594     12,987     28,528     38,761     40,338:     5,283      3,707
Old  :    43,310:    16,242      2,225      9,440     12,366     27,961     38,047     39,626:     5,263      3,684
Other:       734:        33         84         60        621        567        714        711:        20         23
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :        90:       841        506       -135       -252       -393        454        -22:      -365        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        5.0       21.8       29.5       64.8       88.0       91.6:      12.0        8.4
Old  :     100.0:      37.5        5.1       21.8       28.6       64.6       87.8       91.5:      12.2        8.5
Other:     100.0:       4.5       11.4        8.2       84.6       77.2       97.3       96.9:       2.7        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        68         53         36         24         26        119         90:
Old  :       159:        68         53         36         23         25        118         89:
Other:        16:         4          5          6          6          3         13         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       46.6       27.8       60.1       14.3       42.3       22.0       50.7
Old  :                 16.5       46.5       27.3       60.2       13.7       42.1       21.4       50.8
Other:                 78.2       88.0       93.0       96.0       78.2       80.5       83.9       83.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   182,728:    63,379     15,978     23,263     82,000    135,679    168,642    174,921:    14,086      7,807
Old  :   133,801:    58,707     14,889     12,826     49,329     98,851    120,862    126,566:    12,938      7,234
Other:    48,927:     5,481      1,899      9,627     32,671     36,828     47,779     48,354:     1,148        573
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     4,687:       210      2,364        937      2,939      1,516      4,086      4,816:       601       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        8.7       12.7       44.9       74.3       92.3       95.7:       7.7        4.3
Old  :     100.0:      43.9       11.1        9.6       36.9       73.9       90.3       94.6:       9.7        5.4
Other:     100.0:      11.2        3.9       19.7       66.8       75.3       97.7       98.8:       2.3        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        85         39         55         53         49        166        123:
Old  :       195:        80         42         52         51         46        159        118:
Other:        70:        23         12         19         21         26         52         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  :                 21.6       32.3       33.7       48.8       16.9       23.2       24.4       32.9
Old  :                 20.3       36.3       31.0       51.7       20.1       31.7       29.0       42.9
Other:                 42.8       41.4       63.2       60.8       33.7       22.6       43.8       38.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   795,928:   116,144     66,177    135,126    462,267    533,446    713,537    734,749:    82,391     61,179
Old  :   795,928:   116,144     66,177    135,126    462,267    533,446    713,537    734,749:    82,391     61,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :      -733:    -3,087      5,561       -457     -7,202    -10,588    -10,746     -5,485:    10,013      4,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        8.3       17.0       58.1       67.0       89.6       92.3:      10.4        7.7
Old  :     100.0:      14.6        8.3       17.0       58.1       67.0       89.6       92.3:      10.4        7.7
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  :       212:        71         49         65         81         73        182        159:
Old  :       212:        71         49         65         81         73        182        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  :                 21.2       29.7       34.0       42.3       15.4       14.4       23.3       22.0
Old  :                 21.2       29.7       34.0       42.3       15.4       14.4       23.3       22.0
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 13, 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  :   174,985:    33,030     29,000     42,917     87,479     96,351    163,426    168,269:    11,560      6,716
Old  :   150,751:    32,966     28,757     33,916     72,974     82,257    139,856    144,930:    10,894      5,820
Other:    24,235:     3,085      3,264      5,980     14,504     14,095     23,569     23,339:       665        896
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     2,917:      -624      3,072      3,113        876     -2,599      3,366      3,586:      -449       -670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       16.6       24.5       50.0       55.1       93.4       96.2:       6.6        3.8
Old  :     100.0:      21.9       19.1       22.5       48.4       54.6       92.8       96.1:       7.2        3.9
Other:     100.0:      12.7       13.5       24.7       59.9       58.2       97.3       96.3:       2.7        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       153        107        108        123        102        321        279:
Old  :       402:       159        101        105        120         99        317        272:
Other:       127:        23         26         32         47         56         91         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       28.8       33.3       38.5       16.6       16.8       23.2       23.6
Old  :                 22.0       26.8       33.4       37.7       19.3       24.3       27.8       31.9
Other:                 49.1       44.8       63.6       56.7       36.6       30.1       43.7       35.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    34,461:     9,591     15,560      3,101     20,536     12,315     33,228     30,976:     1,233      3,484
Old  :    34,461:     9,591     15,560      3,101     20,536     12,315     33,228     30,976:     1,233      3,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     4,635:    -1,404     -3,979        -14      6,015      8,746      4,597      4,753:        38       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       45.2        9.0       59.6       35.7       96.4       89.9:       3.6       10.1
Old  :     100.0:      27.8       45.2        9.0       59.6       35.7       96.4       89.9:       3.6       10.1
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  :        62:        13         36         14          5         10         22         57:
Old  :        62:        13         36         14          5         10         22         57:
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  :                 68.6       39.6       89.5       58.8       50.3       22.5       59.5       34.9
Old  :                 68.6       39.6       89.5       58.8       50.3       22.5       59.5       34.9
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 13, 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  :    37,815:     9,217      2,122        363     23,594     30,780     33,174     33,265:     4,641      4,550
Old  :    37,815:     9,217      2,122        363     23,594     30,780     33,174     33,265:     4,641      4,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     9,499:      -616        380         76      9,970      7,977      9,430      8,432:        69      1,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        5.6        1.0       62.4       81.4       87.7       88.0:      12.3       12.0
Old  :     100.0:      24.4        5.6        1.0       62.4       81.4       87.7       88.0:      12.3       12.0
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  :        24:         4          3          1         12         11         17         14:
Old  :        24:         4          3          1         12         11         17         14:
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  :                 54.5       56.9       72.9       78.3       36.4       53.5       53.0       63.3
Old  :                 54.5       56.9       72.9       78.3       36.4       53.5       53.0       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 16, 2007