COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, February 13, 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  :   208,355:    40,701     69,455     15,273    129,043    108,072    185,017    192,800:    23,338     15,555
Old  :   170,967:    30,337     69,042      8,484    114,323     79,132    153,144    156,658:    17,823     14,309
Other:    37,388:    15,747      5,796      1,406     14,720     28,940     31,873     36,142:     5,515      1,246
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    12,877:    -4,352     16,810     -4,797     20,720     -2,073     11,571      9,940:     1,306      2,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       33.3        7.3       61.9       51.9       88.8       92.5:      11.2        7.5
Old  :     100.0:      17.7       40.4        5.0       66.9       46.3       89.6       91.6:      10.4        8.4
Other:     100.0:      42.1       15.5        3.8       39.4       77.4       85.2       96.7:      14.8        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        88        107         54         60         59        186        189:
Old  :       279:        82        106         39         54         56        163        179:
Other:       125:        43         31         12         24         36         76         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       30.3       45.4       38.4       25.4       19.5       36.3       26.4
Old  :                 34.6       26.3       50.1       34.6       28.8       14.7       38.8       22.1
Other:                 33.8       60.1       48.6       70.1       33.8       57.4       48.4       67.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, February 13, 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  :    27,926:    10,326      2,344      2,512     11,704     20,245     24,542     25,101:     3,384      2,825
Old  :    27,415:    10,456      2,344      2,350     11,242     19,940     24,048     24,634:     3,367      2,781
Other:       511:         2        132         30        462        305        494        467:        17         44
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :      -671:      -377       -397       -237       -119       -232       -733       -866:        62        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        8.4        9.0       41.9       72.5       87.9       89.9:      12.1       10.1
Old  :     100.0:      38.1        8.6        8.6       41.0       72.7       87.7       89.9:      12.3       10.1
Other:     100.0:       0.4       25.8        5.9       90.4       59.7       96.7       91.4:       3.3        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        46         19         24         23         22         80         57:
Old  :       102:        47         19         24         23         22         80         57:
Other:         9:         1          2          2          4          1          7          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       49.5       38.5       64.9       26.4       48.9       38.3       62.1
Old  :                 25.5       49.3       37.8       65.0       25.5       48.7       37.6       62.2
Other:                 91.4       91.4       96.7       91.4       90.4       85.5       90.8       85.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, February 13, 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  :   142,376:    58,972     13,545      3,571     69,136    119,933    131,679    137,049:    10,697      5,327
Old  :   113,587:    54,991     11,969      2,661     46,140     94,301    103,792    108,931:     9,795      4,656
Other:    28,789:     4,452      2,047        439     22,996     25,632     27,887     28,118:       902        671
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    -2,034:     7,317     -1,001     -1,904     -3,453      4,682      1,960      1,777:    -3,994     -3,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        9.5        2.5       48.6       84.2       92.5       96.3:       7.5        3.7
Old  :     100.0:      48.4       10.5        2.3       40.6       83.0       91.4       95.9:       8.6        4.1
Other:     100.0:      15.5        7.1        1.5       79.9       89.0       96.9       97.7:       3.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        77         31         21         53         42        143         87:
Old  :       176:        79         30         21         51         40        140         85:
Other:        50:         9         11          4         17         19         29         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       40.3       38.6       55.5       21.6       32.2       31.6       41.9
Old  :                 23.5       42.4       35.9       57.8       23.5       37.1       34.2       49.1
Other:                 49.6       45.8       75.3       71.2       47.1       39.1       66.9       61.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, February 13, 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  :   702,692:    90,488    133,457     58,438    478,204    439,874    627,130    631,769:    75,562     70,923
Old  :   702,692:    90,488    133,457     58,438    478,204    439,874    627,130    631,769:    75,562     70,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    -1,306:    -2,740      2,784    -19,888     27,308     24,335      4,680      7,231:    -5,986     -8,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       19.0        8.3       68.1       62.6       89.2       89.9:      10.8       10.1
Old  :     100.0:      12.9       19.0        8.3       68.1       62.6       89.2       89.9:      10.8       10.1
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  :       212:        41         75         55         78         69        161        164:
Old  :       212:        41         75         55         78         69        161        164:
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  :                 25.5       26.8       40.3       37.4       18.8       13.4       28.8       20.4
Old  :                 25.5       26.8       40.3       37.4       18.8       13.4       28.8       20.4
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 - Futures Only, February 13, 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  :   132,796:    31,349     21,218     10,793     81,141     94,575    123,283    126,586:     9,513      6,210
Old  :   117,007:    30,801     21,758      6,849     70,260     83,031    107,910    111,638:     9,097      5,369
Other:    15,789:     2,969      1,881      1,523     10,881     11,544     15,373     14,948:       416        841
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    -5,038:    -3,000     -1,601     -5,019      3,387        735     -4,632     -5,885:      -406        847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       16.0        8.1       61.1       71.2       92.8       95.3:       7.2        4.7
Old  :     100.0:      26.3       18.6        5.9       60.0       71.0       92.2       95.4:       7.8        4.6
Other:     100.0:      18.8       11.9        9.6       68.9       73.1       97.4       94.7:       2.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       122         66         62         99         94        254        205:
Old  :       325:       125         67         56         96         90        250        195:
Other:        87:        24         10         19         26         40         58         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       36.6       41.7       46.8       17.7       18.1       24.3       26.0
Old  :                 28.4       35.4       40.4       45.4       22.0       25.5       31.6       34.4
Other:                 58.2       57.9       75.2       69.0       45.1       45.6       54.8       51.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, February 13, 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  :    25,207:    14,240     10,217      2,684      6,327      9,731     23,251     22,632:     1,956      2,575
Old  :    25,207:    14,240     10,217      2,684      6,327      9,731     23,251     22,632:     1,956      2,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :       581:      -511       -839         17        533      1,298         39        476:       542        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.5       40.5       10.6       25.1       38.6       92.2       89.8:       7.8       10.2
Old  :     100.0:      56.5       40.5       10.6       25.1       38.6       92.2       89.8:       7.8       10.2
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  :        57:        18         23          8          4         11         26         40:
Old  :        57:        18         23          8          4         11         26         40:
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  :                 63.9       50.3       82.3       67.6       61.5       47.3       73.4       61.8
Old  :                 63.9       50.3       82.3       67.6       61.5       47.3       73.4       61.8
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 - Futures Only, February 13, 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  :    38,221:    26,312        671          0      6,386     34,452     32,698     35,123:     5,523      3,098
Old  :    38,221:    26,312        671          0      6,386     34,452     32,698     35,123:     5,523      3,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :     2,261:       521        671          0      1,307      2,289      1,828      2,960:       433       -699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8        1.8        0.0       16.7       90.1       85.5       91.9:      14.5        8.1
Old  :     100.0:      68.8        1.8        0.0       16.7       90.1       85.5       91.9:      14.5        8.1
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  :        25:         8          1          0          4         12         12         13:
Old  :        25:         8          1          0          4         12         12         13:
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  :                 69.2       64.5       80.5       84.6       69.2       64.5       80.5       84.6
Old  :                 69.2       64.5       80.5       84.6       69.2       64.5       80.5       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 16, 2007