COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      279,225
COMMITMENTS
  45,911   59,039   63,502  141,075  143,529  250,487  266,069   28,738   13,156

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:     14,295)
   3,030   -3,287    4,131    4,418   13,854   11,579   14,697    2,716     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     21.1     22.7     50.5     51.4     89.7     95.3     10.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     128       93       81       79       62      239      210
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,302
COMMITMENTS
  13,609    2,036    8,092   12,043   26,026   33,743   36,154    5,559    3,148

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      4,246)
   3,486       46    1,585   -1,448    3,390    3,622    5,021      624     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      5.2     20.6     30.6     66.2     85.9     92.0     14.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      59       41       32       22       28      103       83
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,374
COMMITMENTS
  62,973   15,286   20,327   73,785  127,737  157,085  163,349   14,288    8,025

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:        980)
  -2,143   -2,160    2,595       34      606      487    1,041      493      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      8.9     11.9     43.1     74.5     91.7     95.3      8.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      81       40       52       55       48      168      121
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      807,778
COMMITMENTS
 110,685   84,846  137,583  471,764  505,373  720,032  727,803   87,746   79,976

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:    -16,104)
  10,907    1,084   -1,592  -25,391   -7,611  -16,076   -8,119      -28   -7,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     10.5     17.0     58.4     62.6     89.1     90.1     10.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      71       51       65       79       75      179      166
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      167,004
COMMITMENTS
  33,361   21,221   38,564   82,431  100,335  154,356  160,120   12,648    6,884

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      3,026)
   2,305   -2,050    4,986   -2,143    3,280    5,148    6,216   -2,122   -3,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     12.7     23.1     49.4     60.1     92.4     95.9      7.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     158       98      105      116      106      325      263
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       33,418
COMMITMENTS
  11,709   20,848    3,170   17,472    5,383   32,352   29,401    1,067    4,017

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      2,983)
  -3,091    3,304      -64    6,517     -857    3,362    2,383     -379      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     62.4      9.5     52.3     16.1     96.8     88.0      3.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       41       15        5        9       27       61
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       38,053
COMMITMENTS
  24,698      991        0    7,290   32,920   31,988   33,912    6,065    4,141

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:       -209)
     443      -88        0     -442       35        1      -53     -210     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.9      2.6      0.0     19.2     86.5     84.1     89.1     15.9     10.9

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

Updated March 2, 2007