COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      272,727
COMMITMENTS
  42,215   57,878   57,969  144,800  140,174  244,983  256,021   27,744   16,706

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:     -8,844)
  -4,488   13,377  -15,469   10,490   -9,487   -9,468  -11,579      623    2,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     21.2     21.3     53.1     51.4     89.8     93.9     10.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     112       99       79       76       67      228      212
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       39,633
COMMITMENTS
   9,492    2,104    9,901   14,759   23,321   34,152   35,326    5,481    4,308

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:     -1,775)
    -620     -506     -854     -412     -260   -1,886   -1,620      111     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      5.3     25.0     37.2     58.8     86.2     89.1     13.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      56       55       39       27       27      109       98
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      150,823
COMMITMENTS
  59,268   14,114    9,097   70,293  121,415  138,658  144,626   12,165    6,198

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:       -147)
   8,393     -241   -1,422   -3,440    5,204    3,531    3,541   -3,679   -3,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3      9.4      6.0     46.6     80.5     91.9     95.9      8.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      76       38       36       55       47      154      104
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      824,186
COMMITMENTS
  96,527  104,507  138,515  507,236  502,493  742,278  745,515   81,908   78,670

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:    -84,182)
  -1,564   -3,079  -51,158  -23,207  -18,676  -75,929  -72,913   -8,254  -11,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     12.7     16.8     61.5     61.0     90.1     90.5      9.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      58       67       64       84       75      182      171
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      165,533
COMMITMENTS
  29,866   20,050   34,989   89,625  103,663  154,480  158,703   11,054    6,831

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:    -16,604)
  -1,521    2,301  -16,717    2,535   -2,751  -15,704  -17,167     -901      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     12.1     21.1     54.1     62.6     93.3     95.9      6.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     140       92      107      110      103      303      263
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       25,549
COMMITMENTS
  14,394   10,263    2,763    6,327    9,749   23,484   22,776    2,065    2,774

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:        502)
    -551     -840      -12      524    1,296      -39      444      541       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.3     40.2     10.8     24.8     38.2     91.9     89.1      8.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       26       11        5       11       28       46
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       38,649
COMMITMENTS
  26,312    1,080        0    6,674   34,459   32,986   35,539    5,663    3,110

CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST:      2,347)
     521      824        0    1,351    2,245    1,872    3,068      475     -722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1      2.8      0.0     17.3     89.2     85.3     92.0     14.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        2        0        6       12       14       14
 

Updated February 16, 2007