COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      264,930
COMMITMENTS
  42,881   62,326   59,371  136,657  129,675  238,909  251,372   26,021   13,558

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -7,797)
     666    4,448    1,402   -8,143  -10,499   -6,074   -4,649   -1,723   -3,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     23.5     22.4     51.6     48.9     90.2     94.9      9.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     115      102       78       83       69      234      216
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       35,056
COMMITMENTS
  10,123    1,990    6,507   13,491   22,636   30,121   31,133    4,935    3,923

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -4,577)
     631     -114   -3,394   -1,268     -685   -4,031   -4,192     -546     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      5.7     18.6     38.5     64.6     85.9     88.8     14.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      47       43       34       23       26       94       82
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      170,394
COMMITMENTS
  65,116   17,446   17,732   73,751  127,131  156,599  162,308   13,795    8,085

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     19,570)
   5,848    3,332    8,635    3,458    5,716   17,940   17,683    1,630    1,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2     10.2     10.4     43.3     74.6     91.9     95.3      8.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      83       40       43       53       47      162      112
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      823,882
COMMITMENTS
  99,778   83,762  139,175  497,155  512,984  736,108  735,922   87,774   87,961

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -303)
   3,252  -20,745      660  -10,081   10,491   -6,170   -9,594    5,866    9,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     10.2     16.9     60.3     62.3     89.3     89.3     10.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      63       55       62       84       76      179      167
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      163,978
COMMITMENTS
  31,056   23,271   33,578   84,574   97,055  149,208  153,904   14,770   10,074

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,555)
   1,191    3,221   -1,411   -5,051   -6,608   -5,271   -4,799    3,716    3,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     14.2     20.5     51.6     59.2     91.0     93.9      9.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     149       94      101      114      103      304      264
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       30,436
COMMITMENTS
  14,801   17,544    3,234   10,955    6,240   28,990   27,018    1,446    3,418

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      4,886)
     407    7,281      470    4,628   -3,509    5,505    4,242     -619      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6     57.6     10.6     36.0     20.5     95.2     88.8      4.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       40       13        4       11       31       60
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       38,262
COMMITMENTS
  24,255    1,079        0    7,732   32,886   31,987   33,965    6,275    4,298

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -387)
  -2,057       -1        0    1,058   -1,574     -999   -1,574      612    1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.4      2.8      0.0     20.2     85.9     83.6     88.8     16.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        2        0        6       11       13       13
 

Updated February 23, 2007