COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   281,572:    46,703     44,501     73,438    134,310    149,662    254,451    267,601:    27,121     13,971
Old  :   217,729:    33,819     48,059     51,239    111,113    105,460    196,171    204,758:    21,558     12,971
Other:    63,843:    19,011      2,569     16,072     23,198     44,202     58,280     62,843:     5,563      1,000
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    13,848:     3,685      2,838      2,516      6,157      9,073     12,357     14,427:     1,491       -579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       15.8       26.1       47.7       53.2       90.4       95.0:       9.6        5.0
Old  :     100.0:      15.5       22.1       23.5       51.0       48.4       90.1       94.0:       9.9        6.0
Other:     100.0:      29.8        4.0       25.2       36.3       69.2       91.3       98.4:       8.7        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:       131         77         89         77         69        246        209:
Old  :       299:       119         84         84         72         68        229        206:
Other:       144:        53         31         42         43         41        121         89:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       31.4       33.0       40.3       19.2       22.7       27.3       28.7
Old  :                 23.2       25.9       35.9       34.0       22.3       16.1       30.1       23.1
Other:                 23.5       53.1       36.2       66.2       23.2       46.0       32.3       54.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    41,408:    10,112      2,609     10,755     15,171     23,581     36,038     36,946:     5,370      4,462
Old  :    40,876:    10,204      2,602     10,615     14,704     23,250     35,523     36,467:     5,354      4,410
Other:       532:        10        109         38        467        331        515        479:        16         53
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    -1,130:    -2,722       -322      1,358        167     -1,847     -1,197       -811:        67       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        6.3       26.0       36.6       56.9       87.0       89.2:      13.0       10.8
Old  :     100.0:      25.0        6.4       26.0       36.0       56.9       86.9       89.2:      13.1       10.8
Other:     100.0:       1.9       20.6        7.2       87.8       62.3       96.9       90.1:       3.1        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        55         56         41         29         27        111        100:
Old  :       152:        56         55         41         28         26        110         99:
Other:        13:         2          4          4          6          2         12          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       34.8       29.6       48.5       17.1       31.7       25.5       41.1
Old  :                 18.5       34.5       29.1       48.3       16.5       31.4       24.9       40.9
Other:                 82.4       86.4       93.5       90.1       79.8       76.5       83.3       76.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   150,971:    50,875     14,355     10,519     73,733    116,210    135,127    141,085:    15,844      9,886
Old  :   122,983:    47,662     13,187      8,768     51,372     91,706    107,802    113,662:    15,180      9,321
Other:    27,988:     3,935      1,890      1,029     22,361     24,504     27,324     27,423:       664        565
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,119:     4,017     -1,983     -1,528     -6,450        342     -3,960     -3,169:     5,079      4,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        9.5        7.0       48.8       77.0       89.5       93.5:      10.5        6.5
Old  :     100.0:      38.8       10.7        7.1       41.8       74.6       87.7       92.4:      12.3        7.6
Other:     100.0:      14.1        6.8        3.7       79.9       87.6       97.6       98.0:       2.4        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        74         35         38         56         48        152        103:
Old  :       177:        75         35         36         54         46        147        101:
Other:        52:        12         10         11         17         19         35         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       36.2       36.4       51.2       20.0       26.9       27.7       36.9
Old  :                 21.6       37.1       31.8       52.0       21.1       29.8       28.7       40.8
Other:                 49.0       46.0       73.5       71.1       40.1       38.4       63.8       60.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   908,368:    98,090    107,586    189,673    530,443    521,169    818,206    818,428:    90,162     89,940
Old  :   908,368:    98,090    107,586    189,673    530,443    521,169    818,206    818,428:    90,162     89,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    30,952:    -1,991     12,350      6,518     21,080     10,209     25,607     29,076:     5,346      1,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.8       20.9       58.4       57.4       90.1       90.1:       9.9        9.9
Old  :     100.0:      10.8       11.8       20.9       58.4       57.4       90.1       90.1:       9.9        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        71         77         88         85         80        204        203:
Old  :       248:        71         77         88         85         80        204        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       24.7       33.6       35.7       13.0       11.2       20.5       16.5
Old  :                 22.9       24.7       33.6       35.7       13.0       11.2       20.5       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   182,138:    31,387     17,750     51,706     87,090    106,414    170,183    175,870:    11,955      6,268
Old  :   163,007:    30,643     18,342     45,032     75,796     94,129    151,471    157,504:    11,535      5,503
Other:    19,131:     3,222      1,885      4,196     11,293     12,285     18,712     18,366:       419        765
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     6,985:       598       -444        892      7,351      8,127      8,841      8,576:    -1,856     -1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        9.7       28.4       47.8       58.4       93.4       96.6:       6.6        3.4
Old  :     100.0:      18.8       11.3       27.6       46.5       57.7       92.9       96.6:       7.1        3.4
Other:     100.0:      16.8        9.9       21.9       59.0       64.2       97.8       96.0:       2.2        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:       162         89        141        112        104        345        288:
Old  :       401:       166         92        139        112        103        344        284:
Other:       104:        26         25         29         29         43         70         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       29.1       32.4       39.1       13.0       13.6       17.9       19.8
Old  :                 20.3       26.8       31.3       37.2       14.5       18.8       21.1       25.6
Other:                 53.5       51.2       69.3       61.1       40.1       36.2       48.3       41.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    25,047:    14,945     11,103      2,775      5,803      8,453     23,523     22,332:     1,524      2,716
Old  :    25,047:    14,945     11,103      2,775      5,803      8,453     23,523     22,332:     1,524      2,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     2,448:       811      2,079        267      1,802        139      2,879      2,485:      -431        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.7       44.3       11.1       23.2       33.7       93.9       89.2:       6.1       10.8
Old  :     100.0:      59.7       44.3       11.1       23.2       33.7       93.9       89.2:       6.1       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        22         29         15          5         11         32         51:
Old  :        66:        22         29         15          5         11         32         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       45.8       83.2       65.7       63.2       44.7       73.0       59.9
Old  :                 65.9       45.8       83.2       65.7       63.2       44.7       73.0       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 100,000)                                                 :
     :          :                                                                            :
All  :    36,303:    25,791        256          0      5,324     32,214     31,115     32,470:     5,188      3,832
Old  :    36,303:    25,791        256          0      5,324     32,214     31,115     32,470:     5,188      3,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,311:     1,607       -103          0        181      1,754      1,788      1,651:      -477       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0        0.7        0.0       14.7       88.7       85.7       89.4:      14.3       10.6
Old  :     100.0:      71.0        0.7        0.0       14.7       88.7       85.7       89.4:      14.3       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         9          1          0          5         10         14         11:
Old  :        23:         9          1          0          5         10         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       67.1       80.0       86.1       72.0       66.6       80.0       85.6
Old  :                 72.0       67.1       80.0       86.1       72.0       66.6       80.0       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 9, 2007