COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      316,315
COMMITMENTS
  58,292   46,653   81,599  144,740  173,237  284,631  301,489   31,684   14,826

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     11,521)
   2,024    1,229    1,926    5,289    7,071    9,240   10,226    2,281    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     14.7     25.8     45.8     54.8     90.0     95.3     10.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     148       80       94       76       69      265      209
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,447
COMMITMENTS
  15,212    2,367   10,465   15,294   29,766   40,971   42,599    5,476    3,849

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      2,092)
  -1,126       32    1,278    2,183      486    2,336    1,796     -243      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      5.1     22.5     32.9     64.1     88.2     91.7     11.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      63       50       35       23       28      113       90
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      194,640
COMMITMENTS
  70,262   17,072   29,792   80,522  139,232  180,576  186,097   14,064    8,543

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      7,359)
   5,394      979    2,974     -284    2,622    8,084    6,574     -725      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      8.8     15.3     41.4     71.5     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      92       62       67       53       53      189      151
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      814,762
COMMITMENTS
 119,520  104,575  152,253  451,893  482,395  723,666  739,222   91,096   75,540

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      9,718)
   3,666   16,437    4,487   -8,156  -18,240       -4    2,683    9,722    7,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     12.8     18.7     55.5     59.2     88.8     90.7     11.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      72       66       71       86       81      195      184
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      194,142
COMMITMENTS
  38,439   35,192   50,956   90,207   98,804  179,602  184,952   14,540    9,190

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     10,772)
   3,731      802    5,654     -589    3,040    8,795    9,496    1,977    1,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     18.1     26.2     46.5     50.9     92.5     95.3      7.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     159      115      117      124      107      336      298
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,150
COMMITMENTS
   8,414   18,937    2,414   17,319    3,869   28,147   25,219    1,003    3,930

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        169)
     594     -376     -260     -416      272      -81     -364      250      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     65.0      8.3     59.4     13.3     96.6     86.5      3.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       43       10        5        9       20       59
 

Updated March 30, 2007