COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   264,930:    42,881     62,326     59,371    136,657    129,675    238,909    251,372:    26,021     13,558
Old  :   192,314:    31,245     62,702     32,789    109,736     85,076    173,770    180,566:    18,544     11,748
Other:    72,616:    18,795      6,784     19,423     26,921     44,599     65,139     70,806:     7,477      1,811
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -7,797:       666      4,448      1,402     -8,143    -10,499     -6,074     -4,649:    -1,723     -3,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       23.5       22.4       51.6       48.9       90.2       94.9:       9.8        5.1
Old  :     100.0:      16.2       32.6       17.0       57.1       44.2       90.4       93.9:       9.6        6.1
Other:     100.0:      25.9        9.3       26.7       37.1       61.4       89.7       97.5:      10.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       115        102         78         83         69        234        216:
Old  :       304:       110         98         64         72         66        207        204:
Other:       156:        47         40         43         47         49        124        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       28.0       33.9       36.5       21.2       20.4       29.8       27.0
Old  :                 26.5       23.2       37.9       31.6       25.7       15.7       34.6       23.4
Other:                 23.2       42.4       35.3       57.5       21.4       35.4       29.0       43.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    35,056:    10,123      1,990      6,507     13,491     22,636     30,121     31,133:     4,935      3,923
Old  :    34,453:    10,232      1,990      6,341     12,968     22,236     29,541     30,567:     4,913      3,886
Other:       603:         9        118         49        523        400        581        566:        22         37
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -4,577:       631       -114     -3,394     -1,268       -685     -4,031     -4,192:      -546       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        5.7       18.6       38.5       64.6       85.9       88.8:      14.1       11.2
Old  :     100.0:      29.7        5.8       18.4       37.6       64.5       85.7       88.7:      14.3       11.3
Other:     100.0:       1.5       19.5        8.1       86.7       66.3       96.3       93.9:       3.7        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        47         43         34         23         26         94         82:
Old  :       128:        48         43         34         22         25         93         81:
Other:        13:         3          3          5          6          2         12          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       43.6       31.3       57.1       20.1       40.9       30.0       51.4
Old  :                 20.3       43.3       30.7       57.0       19.3       40.5       29.4       51.2
Other:                 79.9       90.7       93.4       93.9       79.9       80.2       82.6       80.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   170,394:    65,116     17,446     17,732     73,751    127,131    156,599    162,308:    13,795      8,085
Old  :   129,146:    61,096     15,944      8,886     46,512     96,934    116,495    121,765:    12,650      7,380
Other:    41,248:     4,696      2,178      8,169     27,238     30,196     40,103     40,543:     1,145        705
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    19,570:     5,848      3,332      8,635      3,458      5,716     17,940     17,683:     1,630      1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       10.2       10.4       43.3       74.6       91.9       95.3:       8.1        4.7
Old  :     100.0:      47.3       12.3        6.9       36.0       75.1       90.2       94.3:       9.8        5.7
Other:     100.0:      11.4        5.3       19.8       66.0       73.2       97.2       98.3:       2.8        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        83         40         43         53         47        162        112:
Old  :       192:        82         43         40         51         43        156        106:
Other:        62:        19         10         17         20         23         45         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       35.3       32.5       49.7       17.8       27.3       27.8       35.7
Old  :                 20.6       37.9       33.3       51.9       20.6       33.3       32.1       44.6
Other:                 43.6       46.6       65.9       66.8       34.3       28.1       48.3       44.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   823,882:    99,778     83,762    139,175    497,155    512,984    736,108    735,922:    87,774     87,961
Old  :   823,882:    99,778     83,762    139,175    497,155    512,984    736,108    735,922:    87,774     87,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :      -303:     3,252    -20,745        660    -10,081     10,491     -6,170     -9,594:     5,866      9,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       10.2       16.9       60.3       62.3       89.3       89.3:      10.7       10.7
Old  :     100.0:      12.1       10.2       16.9       60.3       62.3       89.3       89.3:      10.7       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  :       214:        63         55         62         84         76        179        167:
Old  :       214:        63         55         62         84         76        179        167:
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  :                 21.6       26.9       34.8       38.0       14.3       12.9       22.8       19.5
Old  :                 21.6       26.9       34.8       38.0       14.3       12.9       22.8       19.5
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 with Delta-adjusted Options and Futures Combined, 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  :   163,978:    31,056     23,271     33,578     84,574     97,055    149,208    153,904:    14,770     10,074
Old  :   143,519:    30,294     23,422     26,755     72,331     84,255    129,379    134,431:    14,139      9,087
Other:    20,459:     3,141      2,228      4,445     12,243     12,800     19,829     19,473:       631        987
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -1,555:     1,191      3,221     -1,411     -5,051     -6,608     -5,271     -4,799:     3,716      3,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       14.2       20.5       51.6       59.2       91.0       93.9:       9.0        6.1
Old  :     100.0:      21.1       16.3       18.6       50.4       58.7       90.1       93.7:       9.9        6.3
Other:     100.0:      15.4       10.9       21.7       59.8       62.6       96.9       95.2:       3.1        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       149         94        101        114        103        304        264:
Old  :       379:       156         90         98        112        100        302        257:
Other:       104:        21         23         30         34         47         73         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       30.4       33.5       39.9       14.5       15.6       19.8       22.3
Old  :                 21.6       29.0       32.5       38.8       16.5       22.1       23.8       29.7
Other:                 49.7       48.1       65.5       57.7       38.9       34.5       47.1       39.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    30,436:    14,801     17,544      3,234     10,955      6,240     28,990     27,018:     1,446      3,418
Old  :    30,436:    14,801     17,544      3,234     10,955      6,240     28,990     27,018:     1,446      3,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     4,886:       407      7,281        470      4,628     -3,509      5,505      4,242:      -619        644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       57.6       10.6       36.0       20.5       95.2       88.8:       4.8       11.2
Old  :     100.0:      48.6       57.6       10.6       36.0       20.5       95.2       88.8:       4.8       11.2
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  :        76:        22         40         13          4         11         31         60:
Old  :        76:        22         40         13          4         11         31         60:
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  :                 66.3       40.2       85.9       59.4       63.6       40.2       76.4       55.0
Old  :                 66.3       40.2       85.9       59.4       63.6       40.2       76.4       55.0
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 with Delta-adjusted Options and Futures Combined, 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  :    38,262:    24,255      1,079          0      7,732     32,886     31,987     33,965:     6,275      4,298
Old  :    38,262:    24,255      1,079          0      7,732     32,886     31,987     33,965:     6,275      4,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :      -387:    -2,057         -1          0      1,058     -1,574       -999     -1,574:       612      1,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.4        2.8        0.0       20.2       85.9       83.6       88.8:      16.4       11.2
Old  :     100.0:      63.4        2.8        0.0       20.2       85.9       83.6       88.8:      16.4       11.2
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  :        24:         7          2          0          6         11         13         13:
Old  :        24:         7          2          0          6         11         13         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  :                 69.4       63.7       79.0       82.5       69.4       62.9       79.0       81.7
Old  :                 69.4       63.7       79.0       82.5       69.4       62.9       79.0       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 23, 2007