COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      285,508
COMMITMENTS
  50,419   52,766   67,129  140,489  153,056  258,038  272,952   27,470   12,556

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      6,283)
   4,509   -6,272    3,627     -585    9,528    7,550    6,883   -1,268     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     18.5     23.5     49.2     53.6     90.4     95.6      9.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     130       91       88       80       68      250      216
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       43,955
COMMITMENTS
  15,339    1,710    9,729   13,239   28,921   38,307   40,360    5,648    3,595

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      4,653)
   1,730     -327    1,637    1,196    2,895    4,564    4,205       89      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      3.9     22.1     30.1     65.8     87.2     91.8     12.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      68       48       35       22       27      115       88
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      178,041
COMMITMENTS
  63,168   13,615   22,327   79,060  134,163  164,555  170,105   13,486    7,936

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      6,667)
     195   -1,671    1,999    5,275    6,427    7,470    6,755     -803      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      7.6     12.5     44.4     75.4     92.4     95.5      7.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      80       35       56       56       49      170      121
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      796,661
COMMITMENTS
 119,230   60,616  135,583  469,469  544,034  724,283  740,233   72,378   56,428

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -11,117)
   8,545  -24,231   -2,000   -2,295   38,661    4,251   12,431  -15,368  -23,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      7.6     17.0     58.9     68.3     90.9     92.9      9.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      69       52       65       77       74      181      159
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      172,069
COMMITMENTS
  33,654   25,928   39,804   86,603   98,951  160,060  164,683   12,009    7,386

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      5,064)
     292    4,707    1,240    4,172   -1,385    5,704    4,563     -640      502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     15.1     23.1     50.3     57.5     93.0     95.7      7.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     159      109      119      115      100      329      281
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,826
COMMITMENTS
  10,995   19,539    3,115   14,521    3,569   28,631   26,223    1,195    3,603

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -3,592)
    -714   -1,309      -55   -2,951   -1,814   -3,720   -3,177      128     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9     65.5     10.4     48.7     12.0     96.0     87.9      4.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14       43       15        5        9       26       61
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       28,316
COMMITMENTS
   9,833    1,742      287   13,624   22,803   23,744   24,833    4,572    3,484

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -9,737)
 -14,865      751      287    6,334  -10,117   -8,244   -9,079   -1,492     -658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      6.2      1.0     48.1     80.5     83.9     87.7     16.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        1       12        9       17       12
 

Updated March 9, 2007