COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      195,138
COMMITMENTS
  40,804   74,037   14,030  118,989   94,746  173,823  182,813   21,315   12,325

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:    -13,217)
     103    4,582   -1,243  -10,054  -13,326  -11,194   -9,987   -2,023   -3,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     37.9      7.2     61.0     48.6     89.1     93.7     10.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      89      108       54       64       64      185      198
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,403
COMMITMENTS
  10,312    1,780    2,304   11,401   20,380   24,017   24,464    3,386    2,939

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -523)
     -14     -564     -208     -303      135     -525     -637        2      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      6.5      8.4     41.6     74.4     87.6     89.3     12.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      40       20       22       22       22       75       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      160,571
COMMITMENTS
  63,770   16,451   11,661   72,574  125,223  148,005  153,335   12,566    7,236

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     18,195)
   4,798    2,906    8,090    3,438    5,290   16,326   16,286    1,869    1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     10.2      7.3     45.2     78.0     92.2     95.5      7.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      83       37       28       51       39      153       93
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      697,049
COMMITMENTS
  92,825  112,286   58,929  466,651  446,954  618,405  618,169   78,644   78,880

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -5,643)
   2,337  -21,171      491  -11,553    7,080   -8,725  -13,600    3,082    7,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     16.1      8.5     66.9     64.1     88.7     88.7     11.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      40       67       52       77       69      156      157
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      128,677
COMMITMENTS
  33,524   24,723    7,227   74,544   87,141  115,295  119,091   13,382    9,586

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -4,119)
   2,175    3,505   -3,566   -6,597   -7,434   -7,988   -7,495    3,869    3,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     19.2      5.6     57.9     67.7     89.6     92.6     10.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     122       76       46       98       90      244      196
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,787
COMMITMENTS
  14,479   17,451    2,988   10,955    6,150   28,422   26,589    1,365    3,198

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      4,580)
     239    7,234      304    4,628   -3,581    5,171    3,957     -591      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     58.6     10.0     36.8     20.6     95.4     89.3      4.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       35        8        3       11       28       51
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       37,841
COMMITMENTS
  24,255      671        0    7,447   32,884   31,702   33,555    6,139    4,286

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -380)
  -2,057        0        0    1,061   -1,568     -996   -1,568      616    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1      1.8      0.0     19.7     86.9     83.8     88.7     16.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        1        0        5       11       12       12
 

Updated February 23, 2007