COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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  :   328,435:    59,676     49,801     82,259    152,738    177,646    294,673    309,706:    33,761     18,729
Old  :   213,263:    37,717     52,309     43,606    109,079    101,372    190,402    197,288:    22,861     15,975
Other:   115,172:    29,634      5,167     30,978     43,659     76,273    104,271    112,418:    10,901      2,754
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2007                       :
     :    12,120:     1,384      3,148        660      7,998      4,408     10,042      8,217:     2,078      3,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       15.2       25.0       46.5       54.1       89.7       94.3:      10.3        5.7
Old  :     100.0:      17.7       24.5       20.4       51.1       47.5       89.3       92.5:      10.7        7.5
Other:     100.0:      25.7        4.5       26.9       37.9       66.2       90.5       97.6:       9.5        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       154         93        106         76         66        279        222:
Old  :       316:       112        116         83         70         59        239        205:
Other:       191:        94         25         50         57         52        167        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       31.5       30.2       41.4       17.9       24.7       25.0       31.1
Old  :                 23.4       28.2       35.0       37.6       23.1       22.7       31.7       30.0
Other:                 20.6       38.7       32.0       55.3       17.5       29.5       25.8       44.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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  :    45,599:    11,841      1,702     11,663     16,463     28,214     39,967     41,578:     5,633      4,021
Old  :    42,568:    11,878      1,944     10,353     14,731     26,312     36,962     38,609:     5,606      3,959
Other:     3,031:       283         78        989      1,732      1,902      3,004      2,969:        27         62
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2007                       :
     :      -848:    -3,372       -666      1,198      1,169     -1,553     -1,005     -1,020:       157        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.7       25.6       36.1       61.9       87.6       91.2:      12.4        8.8
Old  :     100.0:      27.9        4.6       24.3       34.6       61.8       86.8       90.7:      13.2        9.3
Other:     100.0:       9.3        2.6       32.6       57.1       62.7       99.1       97.9:       0.9        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        64         43         36         24         26        108         87:
Old  :       143:        62         46         36         23         25        107         86:
Other:        30:        12          7         15         10          3         27         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       46.7       33.3       59.6       14.5       37.9       22.3       45.2
Old  :                 20.2       47.1       30.9       60.0       14.0       39.8       22.4       47.0
Other:                 58.2       78.0       74.6       88.8       28.0       36.8       34.2       37.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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  :   185,697:    62,186     13,694     31,023     78,000    132,964    171,209    177,682:    14,488      8,015
Old  :   134,767:    57,646     12,261     19,740     44,369     95,280    121,754    127,281:    13,013      7,486
Other:    50,930:     5,482      2,375     10,342     33,631     37,684     49,455     50,401:     1,475        529
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2007                       :
     :    -8,943:    -8,076     -3,378      1,231     -2,522     -6,268     -9,367     -8,415:       424       -528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.4       16.7       42.0       71.6       92.2       95.7:       7.8        4.3
Old  :     100.0:      42.8        9.1       14.6       32.9       70.7       90.3       94.4:       9.7        5.6
Other:     100.0:      10.8        4.7       20.3       66.0       74.0       97.1       99.0:       2.9        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        83         48         65         51         52        176        139:
Old  :       209:        76         55         62         47         49        166        133:
Other:        72:        23         11         19         22         28         52         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  :                 21.9       30.3       34.4       46.1       17.6       21.5       25.0       30.1
Old  :                 21.6       33.1       31.7       46.6       21.2       29.5       29.7       39.0
Other:                 42.5       38.6       62.8       57.8       33.1       22.2       42.8       38.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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  :   827,457:   122,815    118,733    149,186    470,975    487,793    742,975    755,712:    84,482     71,745
Old  :   827,457:   122,815    118,733    149,186    470,975    487,793    742,975    755,712:    84,482     71,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2007                       :
     :    12,695:     3,296     14,158     -3,067     19,081      5,399     19,310     16,489:    -6,615     -3,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.3       18.0       56.9       59.0       89.8       91.3:      10.2        8.7
Old  :     100.0:      14.8       14.3       18.0       56.9       59.0       89.8       91.3:      10.2        8.7
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  :       244:        73         69         70         89         82        197        190:
Old  :       244:        73         69         70         89         82        197        190:
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  :                 19.8       24.3       30.9       33.4       14.4       12.3       22.3       20.1
Old  :                 19.8       24.3       30.9       33.4       14.4       12.3       22.3       20.1
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, April 3, 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  :   199,093:    36,877     35,162     53,077     92,444     99,480    182,397    187,718:    16,695     11,374
Old  :   166,840:    37,124     35,862     37,722     76,322     82,959    151,168    156,542:    15,672     10,298
Other:    32,253:     4,035      3,582     11,073     16,122     16,521     31,229     31,176:     1,024      1,077
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2007                       :
     :     4,950:    -1,562        -30      2,120      2,237        676      2,795      2,766:     2,156      2,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       17.7       26.7       46.4       50.0       91.6       94.3:       8.4        5.7
Old  :     100.0:      22.3       21.5       22.6       45.7       49.7       90.6       93.8:       9.4        6.2
Other:     100.0:      12.5       11.1       34.3       50.0       51.2       96.8       96.7:       3.2        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       157        119        119        124        103        334        297:
Old  :       419:       159        116        113        121         98        327        287:
Other:       140:        34         25         37         53         60        105        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       26.2       32.1       36.0       15.6       15.9       21.6       22.3
Old  :                 21.9       25.4       31.4       35.1       20.2       23.3       28.6       31.1
Other:                 43.0       48.9       58.5       60.4       28.7       30.3       35.5       35.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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  :    30,509:     9,636     20,230      2,189     17,464      4,334     29,289     26,753:     1,220      3,756
Old  :    30,509:     9,636     20,230      2,189     17,464      4,334     29,289     26,753:     1,220      3,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2007                       :
     :     1,360:     1,223      1,294       -225        145        465      1,143      1,534:       217       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       66.3        7.2       57.2       14.2       96.0       87.7:       4.0       12.3
Old  :     100.0:      31.6       66.3        7.2       57.2       14.2       96.0       87.7:       4.0       12.3
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  :        70:        13         43         11          5          9         21         61:
Old  :        70:        13         43         11          5          9         21         61:
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  :                 70.9       29.4       89.8       51.5       64.2       28.8       77.8       44.0
Old  :                 70.9       29.4       89.8       51.5       64.2       28.8       77.8       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 6, 2007