COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      208,355
COMMITMENTS
  40,701   69,455   15,273  129,043  108,072  185,017  192,800   23,338   15,555

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:     12,877)
  -4,352   16,810   -4,797   20,720   -2,073   11,571    9,940    1,306    2,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     33.3      7.3     61.9     51.9     88.8     92.5     11.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      88      107       54       60       59      186      189
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,926
COMMITMENTS
  10,326    2,344    2,512   11,704   20,245   24,542   25,101    3,384    2,825

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:       -671)
    -377     -397     -237     -119     -232     -733     -866       62      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      8.4      9.0     41.9     72.5     87.9     89.9     12.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      46       19       24       23       22       80       57
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      142,376
COMMITMENTS
  58,972   13,545    3,571   69,136  119,933  131,679  137,049   10,697    5,327

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:     -2,034)
   7,317   -1,001   -1,904   -3,453    4,682    1,960    1,777   -3,994   -3,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      9.5      2.5     48.6     84.2     92.5     96.3      7.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      77       31       21       53       42      143       87
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      702,692
COMMITMENTS
  90,488  133,457   58,438  478,204  439,874  627,130  631,769   75,562   70,923

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:     -1,306)
  -2,740    2,784  -19,888   27,308   24,335    4,680    7,231   -5,986   -8,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     19.0      8.3     68.1     62.6     89.2     89.9     10.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      41       75       55       78       69      161      164
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      132,796
COMMITMENTS
  31,349   21,218   10,793   81,141   94,575  123,283  126,586    9,513    6,210

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:     -5,038)
  -3,000   -1,601   -5,019    3,387      735   -4,632   -5,885     -406      847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     16.0      8.1     61.1     71.2     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     122       66       62       99       94      254      205
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,207
COMMITMENTS
  14,240   10,217    2,684    6,327    9,731   23,251   22,632    1,956    2,575

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:        581)
    -511     -839       17      533    1,298       39      476      542      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     40.5     10.6     25.1     38.6     92.2     89.8      7.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18       23        8        4       11       26       40
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 02/13/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       38,221
COMMITMENTS
  26,312      671        0    6,386   34,452   32,698   35,123    5,523    3,098

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:      2,261)
     521      671        0    1,307    2,289    1,828    2,960      433     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8      1.8      0.0     16.7     90.1     85.5     91.9     14.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        1        0        4       12       12       13
 

Updated February 16, 2007