COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      297,695
COMMITMENTS
  54,120   45,182   74,607  140,548  164,970  269,275  284,759   28,419   12,936

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     12,187)
   3,700   -7,584    7,478       59   11,913   11,237   11,807      949      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     15.2     25.1     47.2     55.4     90.5     95.7      9.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     140       90       92       77       69      262      211
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       44,045
COMMITMENTS
  16,181    2,215    9,594   12,987   28,528   38,761   40,338    5,283    3,707

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:         90)
     841      506     -135     -252     -393      454      -22     -365      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      5.0     21.8     29.5     64.8     88.0     91.6     12.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      68       53       36       24       26      119       90
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      182,728
COMMITMENTS
  63,379   15,978   23,263   82,000  135,679  168,642  174,921   14,086    7,807

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      4,687)
     210    2,364      937    2,939    1,516    4,086    4,816      601     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      8.7     12.7     44.9     74.3     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      85       39       55       53       49      166      123
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      795,928
COMMITMENTS
 116,144   66,177  135,126  462,267  533,446  713,537  734,749   82,391   61,179

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:       -733)
  -3,087    5,561     -457   -7,202  -10,588  -10,746   -5,485   10,013    4,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      8.3     17.0     58.1     67.0     89.6     92.3     10.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      71       49       65       81       73      182      159
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      174,985
COMMITMENTS
  33,030   29,000   42,917   87,479   96,351  163,426  168,269   11,560    6,716

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      2,917)
    -624    3,072    3,113      876   -2,599    3,366    3,586     -449     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     16.6     24.5     50.0     55.1     93.4     96.2      6.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     153      107      108      123      102      321      279
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       34,461
COMMITMENTS
   9,591   15,560    3,101   20,536   12,315   33,228   30,976    1,233    3,484

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      4,635)
  -1,404   -3,979      -14    6,015    8,746    4,597    4,753       38     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     45.2      9.0     59.6     35.7     96.4     89.9      3.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      13       36       14        5       10       22       57
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       37,815
COMMITMENTS
   9,217    2,122      363   23,594   30,780   33,174   33,265    4,641    4,550

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      9,499)
    -616      380       76    9,970    7,977    9,430    8,432       69    1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      5.6      1.0     62.4     81.4     87.7     88.0     12.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        3        1       12       11       17       14
 

Updated March 16, 2007