COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      281,572
COMMITMENTS
  46,703   44,501   73,438  134,310  149,662  254,451  267,601   27,121   13,971

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     13,848)
   3,685    2,838    2,516    6,157    9,073   12,357   14,427    1,491     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     15.8     26.1     47.7     53.2     90.4     95.0      9.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     131       77       89       77       69      246      209
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       41,408
COMMITMENTS
  10,112    2,609   10,755   15,171   23,581   36,038   36,946    5,370    4,462

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -1,130)
  -2,722     -322    1,358      167   -1,847   -1,197     -811       67     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      6.3     26.0     36.6     56.9     87.0     89.2     13.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      55       56       41       29       27      111      100
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      150,971
COMMITMENTS
  50,875   14,355   10,519   73,733  116,210  135,127  141,085   15,844    9,886

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,119)
   4,017   -1,983   -1,528   -6,450      342   -3,960   -3,169    5,079    4,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7      9.5      7.0     48.8     77.0     89.5     93.5     10.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      74       35       38       56       48      152      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      908,368
COMMITMENTS
  98,090  107,586  189,673  530,443  521,169  818,206  818,428   90,162   89,940

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     30,952)
  -1,991   12,350    6,518   21,080   10,209   25,607   29,076    5,346    1,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     11.8     20.9     58.4     57.4     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      71       77       88       85       80      204      203
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      182,138
COMMITMENTS
  31,387   17,750   51,706   87,090  106,414  170,183  175,870   11,955    6,268

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      6,985)
     598     -444      892    7,351    8,127    8,841    8,576   -1,856   -1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      9.7     28.4     47.8     58.4     93.4     96.6      6.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     162       89      141      112      104      345      288
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,047
COMMITMENTS
  14,945   11,103    2,775    5,803    8,453   23,523   22,332    1,524    2,716

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      2,448)
     811    2,079      267    1,802      139    2,879    2,485     -431      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.7     44.3     11.1     23.2     33.7     93.9     89.2      6.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       29       15        5       11       32       51
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       36,303
COMMITMENTS
  25,791      256        0    5,324   32,214   31,115   32,470    5,188    3,832

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,311)
   1,607     -103        0      181    1,754    1,788    1,651     -477     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.0      0.7      0.0     14.7     88.7     85.7     89.4     14.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        1        0        5       10       14       11
 

Updated February 9, 2007