COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   304,794:    56,268     45,423     79,673    139,451    166,167    275,392    291,263:    29,402     13,531
Old  :   205,346:    38,298     46,150     44,688    102,991    103,066    185,977    193,904:    19,370     11,442
Other:    99,448:    25,706      7,010     27,249     36,460     63,101     89,415     97,359:    10,033      2,089
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :     7,099:     2,148        241      5,066     -1,098      1,197      6,116      6,504:       983        595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       14.9       26.1       45.8       54.5       90.4       95.6:       9.6        4.4
Old  :     100.0:      18.7       22.5       21.8       50.2       50.2       90.6       94.4:       9.4        5.6
Other:     100.0:      25.8        7.0       27.4       36.7       63.5       89.9       97.9:      10.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:       139         88         91         76         67        260        207:
Old  :       300:       123         88         74         68         62        228        191:
Other:       180:        63         41         44         55         54        148        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       33.9       30.9       43.1       19.0       27.4       26.5       34.0
Old  :                 24.2       32.0       35.0       41.0       24.0       28.5       33.4       35.7
Other:                 21.9       39.4       32.9       55.2       17.5       30.0       24.5       40.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    44,355:    16,338      2,335      9,186     13,111     29,281     38,636     40,803:     5,719      3,552
Old  :    43,585:    16,346      2,347      9,104     12,457     28,680     37,908     40,131:     5,677      3,453
Other:       770:        52         48         22        654        601        728        671:        42         99
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :       310:       157        120       -407        124        752       -126        465:       436       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        5.3       20.7       29.6       66.0       87.1       92.0:      12.9        8.0
Old  :     100.0:      37.5        5.4       20.9       28.6       65.8       87.0       92.1:      13.0        7.9
Other:     100.0:       6.7        6.3        2.9       84.9       78.0       94.5       87.2:       5.5       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        69         51         33         23         27        116         89:
Old  :       158:        70         50         33         22         26        115         88:
Other:        16:         4          4          5          7          3         14          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  :                 17.4       47.2       27.9       60.4       13.9       41.7       21.5       50.9
Old  :                 16.7       47.3       27.3       60.8       13.2       41.8       21.0       51.2
Other:                 73.9       81.8       87.9       87.2       73.9       77.6       84.4       78.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   187,281:    64,868     16,093     26,819     80,805    136,611    172,492    179,523:    14,789      7,758
Old  :   137,618:    59,978     15,514     15,680     48,131     99,256    123,788    130,450:    13,830      7,167
Other:    49,663:     6,305      1,994      9,724     32,675     37,355     48,704     49,072:       960        591
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :     4,553:     1,489        115      3,556     -1,194        932      3,850      4,602:       703        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        8.6       14.3       43.1       72.9       92.1       95.9:       7.9        4.1
Old  :     100.0:      43.6       11.3       11.4       35.0       72.1       90.0       94.8:      10.0        5.2
Other:     100.0:      12.7        4.0       19.6       65.8       75.2       98.1       98.8:       1.9        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        84         47         59         53         51        175        135:
Old  :       211:        76         60         54         50         48        166        129:
Other:        74:        31          8         22         21         26         57         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       31.7       33.1       47.3       16.9       22.0       24.2       30.7
Old  :                 20.1       34.3       30.3       48.6       20.1       29.6       28.4       39.2
Other:                 42.4       40.8       62.9       60.4       33.4       22.7       43.2       38.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   805,044:   115,854     88,138    147,766    460,050    500,635    723,670    736,539:    81,374     68,505
Old  :   805,044:   115,854     88,138    147,766    460,050    500,635    723,670    736,539:    81,374     68,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :     9,116:      -290     21,961     12,640     -2,217    -32,811     10,133      1,790:    -1,017      7,326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       10.9       18.4       57.1       62.2       89.9       91.5:      10.1        8.5
Old  :     100.0:      14.4       10.9       18.4       57.1       62.2       89.9       91.5:      10.1        8.5
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  :       230:        78         53         68         87         80        192        177:
Old  :       230:        78         53         68         87         80        192        177:
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  :                 20.3       25.6       31.9       36.8       15.3       12.6       23.4       20.3
Old  :                 20.3       25.6       31.9       36.8       15.3       12.6       23.4       20.3
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 20, 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  :   183,371:    34,709     34,390     45,303     90,796     95,764    170,807    175,456:    12,563      7,914
Old  :   158,182:    34,655     34,196     35,760     75,911     81,191    146,325    151,146:    11,857      7,036
Other:    25,188:     3,239      3,379      6,358     14,886     14,573     24,482     24,310:       706        878
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :     8,385:     1,679      5,389      2,385      3,318       -587      7,382      7,187:     1,004      1,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       18.8       24.7       49.5       52.2       93.1       95.7:       6.9        4.3
Old  :     100.0:      21.9       21.6       22.6       48.0       51.3       92.5       95.6:       7.5        4.4
Other:     100.0:      12.9       13.4       25.2       59.1       57.9       97.2       96.5:       2.8        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       415:       154        114        113        127        107        331        292:
Old  :       414:       160        110        109        124        104        326        286:
Other:       134:        25         24         34         54         58        100         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       27.5       33.0       37.4       16.4       16.8       22.8       23.6
Old  :                 22.4       25.6       32.9       36.2       19.5       23.8       28.4       31.8
Other:                 48.5       47.0       61.9       57.3       35.3       30.7       42.3       37.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    28,980:     7,820     19,312      2,673     17,735      3,597     28,228     25,583:       752      3,397
Old  :    28,980:     7,820     19,312      2,673     17,735      3,597     28,228     25,583:       752      3,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    -5,480:    -1,771      3,752       -428     -2,801     -8,717     -5,000     -5,394:      -480        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       66.6        9.2       61.2       12.4       97.4       88.3:       2.6       11.7
Old  :     100.0:      27.0       66.6        9.2       61.2       12.4       97.4       88.3:       2.6       11.7
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  :        62:        10         39         10          5          8         18         55:
Old  :        62:        10         39         10          5          8         18         55:
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  :                 68.8       30.4       91.1       51.8       62.3       28.5       78.8       45.0
Old  :                 68.8       30.4       91.1       51.8       62.3       28.5       78.8       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 23, 2007