COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, February 20, 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  :   195,138:    40,804     74,037     14,030    118,989     94,746    173,823    182,813:    21,315     12,325
Old  :   154,994:    31,587     73,774      5,142    103,359     65,186    140,088    144,102:    14,906     10,892
Other:    40,144:    16,570      7,616      1,535     15,630     29,560     33,735     38,711:     6,409      1,433
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :   -13,217:       103      4,582     -1,243    -10,054    -13,326    -11,194     -9,987:    -2,023     -3,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       37.9        7.2       61.0       48.6       89.1       93.7:      10.9        6.3
Old  :     100.0:      20.4       47.6        3.3       66.7       42.1       90.4       93.0:       9.6        7.0
Other:     100.0:      41.3       19.0        3.8       38.9       73.6       84.0       96.4:      16.0        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        89        108         54         64         64        185        198:
Old  :       281:        82        109         29         58         61        155        185:
Other:       130:        43         33         18         28         37         83         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.6       26.2       41.9       34.5       27.5       21.2       39.0       28.5
Old  :                 32.2       22.6       45.8       31.1       31.9       17.3       42.9       25.5
Other:                 31.9       54.3       45.8       65.3       31.9       51.0       45.3       61.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, February 20, 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  :    27,403:    10,312      1,780      2,304     11,401     20,380     24,017     24,464:     3,386      2,939
Old  :    26,857:    10,429      1,782      2,145     10,919     20,019     23,493     23,946:     3,364      2,911
Other:       546:         2        117         40        482        361        524        518:        22         28
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :      -523:       -14       -564       -208       -303        135       -525       -637:         2        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        6.5        8.4       41.6       74.4       87.6       89.3:      12.4       10.7
Old  :     100.0:      38.8        6.6        8.0       40.7       74.5       87.5       89.2:      12.5       10.8
Other:     100.0:       0.4       21.4        7.3       88.3       66.1       96.0       94.9:       4.0        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        40         20         22         22         22         75         54:
Old  :        97:        41         20         22         22         22         75         54:
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  :                 26.1       50.9       38.8       66.6       26.1       50.3       38.7       63.6
Old  :                 25.2       50.6       38.1       66.6       25.1       49.9       38.0       63.6
Other:                 88.3       94.9       96.0       94.9       88.3       87.5       88.6       87.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, February 20, 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  :   160,571:    63,770     16,451     11,661     72,574    125,223    148,005    153,335:    12,566      7,236
Old  :   120,680:    59,954     14,995      3,891     45,388     95,244    109,233    114,130:    11,447      6,550
Other:    39,891:     4,566      2,206      7,020     27,186     29,979     38,772     39,205:     1,119        686
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    18,195:     4,798      2,906      8,090      3,438      5,290     16,326     16,286:     1,869      1,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       10.2        7.3       45.2       78.0       92.2       95.5:       7.8        4.5
Old  :     100.0:      49.7       12.4        3.2       37.6       78.9       90.5       94.6:       9.5        5.4
Other:     100.0:      11.4        5.5       17.6       68.2       75.2       97.2       98.3:       2.8        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        83         37         28         51         39        153         93:
Old  :       187:        85         37         27         49         36        148         89:
Other:        61:        14         14          7         20         22         38         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       37.0       34.1       52.3       18.6       28.7       28.9       37.5
Old  :                 21.5       40.2       34.7       55.0       21.5       35.2       33.6       47.3
Other:                 45.1       48.2       68.0       69.1       35.5       29.1       49.8       45.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, February 20, 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  :   697,049:    92,825    112,286     58,929    466,651    446,954    618,405    618,169:    78,644     78,880
Old  :   697,049:    92,825    112,286     58,929    466,651    446,954    618,405    618,169:    78,644     78,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -5,643:     2,337    -21,171        491    -11,553      7,080     -8,725    -13,600:     3,082      7,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       16.1        8.5       66.9       64.1       88.7       88.7:      11.3       11.3
Old  :     100.0:      13.3       16.1        8.5       66.9       64.1       88.7       88.7:      11.3       11.3
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  :       203:        40         67         52         77         69        156        157:
Old  :       203:        40         67         52         77         69        156        157:
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  :                 24.4       27.5       39.6       39.0       17.8       13.6       27.9       21.0
Old  :                 24.4       27.5       39.6       39.0       17.8       13.6       27.9       21.0
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 20, 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  :   128,677:    33,524     24,723      7,227     74,544     87,141    115,295    119,091:    13,382      9,586
Old  :   112,354:    32,355     24,927      3,780     63,395     75,006     99,530    103,713:    12,824      8,641
Other:    16,323:     3,021      1,648      1,595     11,149     12,135     15,765     15,378:       558        945
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -4,119:     2,175      3,505     -3,566     -6,597     -7,434     -7,988     -7,495:     3,869      3,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       19.2        5.6       57.9       67.7       89.6       92.6:      10.4        7.4
Old  :     100.0:      28.8       22.2        3.4       56.4       66.8       88.6       92.3:      11.4        7.7
Other:     100.0:      18.5       10.1        9.8       68.3       74.3       96.6       94.2:       3.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       122         76         46         98         90        244        196:
Old  :       328:       125         76         39         94         85        239        184:
Other:        89:        23          8         15         28         43         56         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  :                 27.4       34.1       38.6       44.5       18.4       20.1       25.2       28.7
Old  :                 25.9       33.7       38.3       43.9       23.4       28.2       33.5       38.0
Other:                 55.6       53.7       72.3       65.6       44.0       44.3       53.4       50.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, February 20, 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  :    29,787:    14,479     17,451      2,988     10,955      6,150     28,422     26,589:     1,365      3,198
Old  :    29,787:    14,479     17,451      2,988     10,955      6,150     28,422     26,589:     1,365      3,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     4,580:       239      7,234        304      4,628     -3,581      5,171      3,957:      -591        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       58.6       10.0       36.8       20.6       95.4       89.3:       4.6       10.7
Old  :     100.0:      48.6       58.6       10.0       36.8       20.6       95.4       89.3:       4.6       10.7
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  :        70:        21         35          8          3         11         28         51:
Old  :        70:        21         35          8          3         11         28         51:
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  :                 67.3       41.1       86.9       60.7       65.3       41.1       78.2       56.2
Old  :                 67.3       41.1       86.9       60.7       65.3       41.1       78.2       56.2
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 20, 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  :    37,841:    24,255        671          0      7,447     32,884     31,702     33,555:     6,139      4,286
Old  :    37,841:    24,255        671          0      7,447     32,884     31,702     33,555:     6,139      4,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :      -380:    -2,057          0          0      1,061     -1,568       -996     -1,568:       616      1,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1        1.8        0.0       19.7       86.9       83.8       88.7:      16.2       11.3
Old  :     100.0:      64.1        1.8        0.0       19.7       86.9       83.8       88.7:      16.2       11.3
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  :        23:         7          1          0          5         11         12         12:
Old  :        23:         7          1          0          5         11         12         12:
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  :                 70.2       64.4       79.9       83.4       70.2       64.4       79.9       83.3
Old  :                 70.2       64.4       79.9       83.4       70.2       64.4       79.9       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 23, 2007