COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, February 6, 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  :   195,478:    45,053     52,645     20,070    108,323    110,145    173,446    182,860:    22,032     12,618
Old  :   160,473:    35,578     54,696     13,230     94,351     80,674    143,159    148,600:    17,314     11,873
Other:    35,005:    15,705      4,179        610     13,972     29,471     30,287     34,260:     4,718        745
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    11,441:     4,340      3,196        555      4,951      8,275      9,846     12,026:     1,595       -585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       26.9       10.3       55.4       56.3       88.7       93.5:      11.3        6.5
Old  :     100.0:      22.2       34.1        8.2       58.8       50.3       89.2       92.6:      10.8        7.4
Other:     100.0:      44.9       11.9        1.7       39.9       84.2       86.5       97.9:      13.5        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:       107         78         70         59         59        208        182:
Old  :       277:       105         81         61         50         57        188        175:
Other:       122:        43         31         10         24         34         76         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       30.9       40.3       39.6       26.8       26.3       38.4       34.1
Old  :                 30.3       25.1       43.1       34.4       30.3       19.5       40.9       28.5
Other:                 35.6       68.0       51.4       78.1       35.6       66.7       51.4       76.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, February 6, 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  :    28,597:    10,703      2,741      2,749     11,823     20,477     25,275     25,967:     3,322      2,630
Old  :    28,122:    10,806      2,741      2,611     11,399     20,186     24,816     25,538:     3,306      2,584
Other:       475:         5        108         30        424        291        459        429:        16         46
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    -1,520:    -2,086       -186        350        524     -1,679     -1,212     -1,515:      -308         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        9.6        9.6       41.3       71.6       88.4       90.8:      11.6        9.2
Old  :     100.0:      38.4        9.7        9.3       40.5       71.8       88.2       90.8:      11.8        9.2
Other:     100.0:       1.1       22.7        6.3       89.3       61.3       96.6       90.3:       3.4        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        50         20         25         26         22         87         59:
Old  :       110:        50         20         25         26         22         87         59:
Other:        10:         2          2          2          4          1          8          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  :                 25.4       46.5       37.7       62.6       25.4       45.9       37.5       59.6
Old  :                 24.6       46.3       37.0       62.6       24.6       45.7       36.8       59.6
Other:                 90.3       90.3       96.6       90.3       89.3       84.0       90.3       84.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, February 6, 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  :   144,410:    51,655     14,546      5,475     72,589    115,251    129,719    135,272:    14,691      9,138
Old  :   116,860:    48,172     13,161      4,366     50,269     90,747    102,807    108,274:    14,053      8,586
Other:    27,550:     4,190      2,092        402     22,320     24,504     26,912     26,998:       638        552
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     3,758:     4,537     -1,411       -250     -6,025      1,006     -1,738       -655:     5,496      4,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       10.1        3.8       50.3       79.8       89.8       93.7:      10.2        6.3
Old  :     100.0:      41.2       11.3        3.7       43.0       77.7       88.0       92.7:      12.0        7.3
Other:     100.0:      15.2        7.6        1.5       81.0       88.9       97.7       98.0:       2.3        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        78         26         28         55         42        144         89:
Old  :       171:        78         27         26         53         40        140         86:
Other:        51:        13          8          4         17         19         31         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       37.6       37.6       53.3       20.4       27.9       28.3       38.3
Old  :                 22.2       38.7       32.8       54.4       21.6       31.1       29.5       42.6
Other:                 49.8       46.7       74.5       72.2       40.8       39.0       64.7       60.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, February 6, 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  :   703,998:    93,228    130,673     78,326    450,896    415,539    622,450    624,538:    81,548     79,460
Old  :   703,998:    93,228    130,673     78,326    450,896    415,539    622,450    624,538:    81,548     79,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    25,544:       811     12,298      2,986     16,846      8,187     20,643     23,471:     4,901      2,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       18.6       11.1       64.0       59.0       88.4       88.7:      11.6       11.3
Old  :     100.0:      13.2       18.6       11.1       64.0       59.0       88.4       88.7:      11.6       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  :       235:        51         83         72         75         70        174        188:
Old  :       235:        51         83         72         75         70        174        188:
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  :                 23.5       24.4       37.0       34.9       16.2       12.4       24.3       18.3
Old  :                 23.5       24.4       37.0       34.9       16.2       12.4       24.3       18.3
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 6, 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  :   137,834:    34,349     22,819     15,812     77,754     93,840    127,915    132,471:     9,919      5,363
Old  :   122,406:    33,625     23,507     12,091     67,117     82,203    112,833    117,801:     9,573      4,605
Other:    15,428:     2,833      1,421      1,612     10,637     11,637     15,082     14,670:       346        758
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     5,887:     1,004        313       -100      6,868      7,342      7,772      7,555:    -1,885     -1,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       16.6       11.5       56.4       68.1       92.8       96.1:       7.2        3.9
Old  :     100.0:      27.5       19.2        9.9       54.8       67.2       92.2       96.2:       7.8        3.8
Other:     100.0:      18.4        9.2       10.4       68.9       75.4       97.8       95.1:       2.2        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       126         68         92         93         94        281        223:
Old  :       345:       127         75         86         91         91        277        214:
Other:        87:        27         11         15         24         38         54         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       32.6       37.7       43.2       17.2       18.0       23.7       26.9
Old  :                 25.2       31.4       36.5       41.9       21.6       24.7       31.0       34.8
Other:                 59.9       56.8       76.3       68.8       44.4       44.8       54.0       51.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, February 6, 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  :    24,626:    14,751     11,056      2,667      5,794      8,433     23,212     22,156:     1,414      2,470
Old  :    24,626:    14,751     11,056      2,667      5,794      8,433     23,212     22,156:     1,414      2,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     2,399:       702      2,031        321      1,793        140      2,816      2,492:      -417        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9       44.9       10.8       23.5       34.2       94.3       90.0:       5.7       10.0
Old  :     100.0:      59.9       44.9       10.8       23.5       34.2       94.3       90.0:       5.7       10.0
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  :        62:        20         26         10          4         11         29         44:
Old  :        62:        20         26         10          4         11         29         44:
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  :                 66.5       46.6       83.6       66.9       64.0       45.4       73.6       61.0
Old  :                 66.5       46.6       83.6       66.9       64.0       45.4       73.6       61.0
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 - Futures Only, February 6, 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  :    35,960:    25,791          0          0      5,079     32,163     30,870     32,163:     5,090      3,797
Old  :    35,960:    25,791          0          0      5,079     32,163     30,870     32,163:     5,090      3,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,371:     1,607          0          0        212      1,724      1,819      1,724:      -448       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.7        0.0        0.0       14.1       89.4       85.8       89.4:      14.2       10.6
Old  :     100.0:      71.7        0.0        0.0       14.1       89.4       85.8       89.4:      14.2       10.6
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  :        22:         9          0          0          3         10         12         10:
Old  :        22:         9          0          0          3         10         12         10:
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  :                 72.7       67.8       80.7       86.9       72.7       67.8       80.7       86.9
Old  :                 72.7       67.8       80.7       86.9       72.7       67.8       80.7       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 9, 2007