COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      201,348
COMMITMENTS
  42,475   71,284   15,624  119,796  102,627  177,895  189,535   23,453   11,813

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      6,210)
   1,671   -2,753    1,594      807    7,881    4,072    6,722    2,138     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     35.4      7.8     59.5     51.0     88.4     94.1     11.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      94      104       53       60       55      186      186
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       29,288
COMMITMENTS
  13,490    2,377    2,466    9,771   21,997   25,727   26,840    3,561    2,448

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      1,885)
   3,178      597      162   -1,630    1,617    1,710    2,376      175     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1      8.1      8.4     33.4     75.1     87.8     91.6     12.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      48       20       23       20       23       86       53
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      162,014
COMMITMENTS
  62,108   14,727   14,162   72,625  125,944  148,895  154,833   13,119    7,181

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      1,443)
  -1,662   -1,724    2,501       51      721      890    1,498      553      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      9.1      8.7     44.8     77.7     91.9     95.6      8.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      78       38       39       53       40      160      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      668,314
COMMITMENTS
 100,054  112,790   53,926  437,180  431,212  591,160  597,928   77,154   70,386

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:    -28,735)
   7,229      504   -5,003  -29,471  -15,742  -27,245  -20,241   -1,490   -8,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     16.9      8.1     65.4     64.5     88.5     89.5     11.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      51       64       51       71       67      156      153
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      128,130
COMMITMENTS
  35,062   22,687   10,024   72,020   89,194  117,106  121,905   11,024    6,225

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:       -547)
   1,538   -2,036    2,797   -2,524    2,053    1,811    2,814   -2,358   -3,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     17.7      7.8     56.2     69.6     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     132       70       48      103       94      261      194
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       32,784
COMMITMENTS
  11,334   20,717    2,980   17,472    5,341   31,786   29,038      998    3,746

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      2,997)
  -3,145    3,266       -8    6,517     -809    3,364    2,449     -367      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     63.2      9.1     53.3     16.3     97.0     88.6      3.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       37       10        4        9       23       53
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY 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:       37,721
COMMITMENTS
  24,698      671        0    7,057   32,917   31,755   33,588    5,966    4,133

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:       -120)
     443        0        0     -390       33       53       33     -173     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.5      1.8      0.0     18.7     87.3     84.2     89.0     15.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        1        0        5       11       12       12
 

Updated March 2, 2007