COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, February 27, 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  :   201,348:    42,475     71,284     15,624    119,796    102,627    177,895    189,535:    23,453     11,813
Old  :   155,938:    32,222     73,298      5,038    102,351     67,350    139,611    145,686:    16,327     10,252
Other:    45,410:    19,344      7,077      1,495     17,445     35,277     38,284     43,849:     7,126      1,561
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :     6,210:     1,671     -2,753      1,594        807      7,881      4,072      6,722:     2,138       -512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       35.4        7.8       59.5       51.0       88.4       94.1:      11.6        5.9
Old  :     100.0:      20.7       47.0        3.2       65.6       43.2       89.5       93.4:      10.5        6.6
Other:     100.0:      42.6       15.6        3.3       38.4       77.7       84.3       96.6:      15.7        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        94        104         53         60         55        186        186:
Old  :       272:        79        111         20         51         49        145        167:
Other:       137:        54         26         17         33         36         95         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       28.7       39.4       37.1       27.1       24.2       38.3       32.2
Old  :                 32.4       25.9       44.8       35.5       32.4       21.2       44.3       29.8
Other:                 28.3       52.8       41.6       67.6       28.3       49.9       41.5       63.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, February 27, 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  :    29,288:    13,490      2,377      2,466      9,771     21,997     25,727     26,840:     3,561      2,448
Old  :    28,741:    13,604      2,377      2,310      9,284     21,618     25,198     26,305:     3,543      2,436
Other:       547:         2        116         40        487        379        529        535:        18         12
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :     1,885:     3,178        597        162     -1,630      1,617      1,710      2,376:       175       -491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1        8.1        8.4       33.4       75.1       87.8       91.6:      12.2        8.4
Old  :     100.0:      47.3        8.3        8.0       32.3       75.2       87.7       91.5:      12.3        8.5
Other:     100.0:       0.4       21.2        7.3       89.0       69.3       96.7       97.8:       3.3        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        48         20         23         20         23         86         53:
Old  :       106:        49         20         23         20         23         86         53:
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  :                 22.0       55.1       33.1       69.4       22.0       54.4       33.0       65.7
Old  :                 21.1       54.8       32.3       69.4       21.1       54.1       32.3       65.6
Other:                 89.0       97.8       96.7       97.8       89.0       90.5       89.4       90.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, February 27, 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  :   162,014:    62,108     14,727     14,162     72,625    125,944    148,895    154,833:    13,119      7,181
Old  :   121,018:    58,279     13,083      6,156     44,441     95,023    108,876    114,262:    12,142      6,756
Other:    40,996:     4,558      2,373      7,277     28,184     30,921     40,019     40,571:       977        425
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :     1,443:    -1,662     -1,724      2,501         51        721        890      1,498:       553        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        9.1        8.7       44.8       77.7       91.9       95.6:       8.1        4.4
Old  :     100.0:      48.2       10.8        5.1       36.7       78.5       90.0       94.4:      10.0        5.6
Other:     100.0:      11.1        5.8       17.8       68.7       75.4       97.6       99.0:       2.4        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        78         38         39         53         40        160        101:
Old  :       190:        79         41         37         51         38        155         97:
Other:        66:        17         14          7         21         23         42         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       36.2       34.9       52.4       18.4       27.5       28.0       37.1
Old  :                 21.8       39.1       34.6       55.4       21.8       34.4       32.9       47.5
Other:                 46.7       46.5       67.9       67.2       35.2       25.9       48.9       42.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, February 27, 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  :   668,314:   100,054    112,790     53,926    437,180    431,212    591,160    597,928:    77,154     70,386
Old  :   668,314:   100,054    112,790     53,926    437,180    431,212    591,160    597,928:    77,154     70,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :   -28,735:     7,229        504     -5,003    -29,471    -15,742    -27,245    -20,241:    -1,490     -8,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       16.9        8.1       65.4       64.5       88.5       89.5:      11.5       10.5
Old  :     100.0:      15.0       16.9        8.1       65.4       64.5       88.5       89.5:      11.5       10.5
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  :       205:        51         64         51         71         67        156        153:
Old  :       205:        51         64         51         71         67        156        153:
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  :                 22.9       26.9       38.2       40.6       17.6       14.3       26.4       21.9
Old  :                 22.9       26.9       38.2       40.6       17.6       14.3       26.4       21.9
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 27, 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  :   128,130:    35,062     22,687     10,024     72,020     89,194    117,106    121,905:    11,024      6,225
Old  :   110,304:    33,415     22,709      6,188     60,238     76,132     99,841    105,029:    10,463      5,275
Other:    17,826:     3,574      1,905      1,909     11,782     13,062     17,265     16,876:       561        950
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :      -547:     1,538     -2,036      2,797     -2,524      2,053      1,811      2,814:    -2,358     -3,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       17.7        7.8       56.2       69.6       91.4       95.1:       8.6        4.9
Old  :     100.0:      30.3       20.6        5.6       54.6       69.0       90.5       95.2:       9.5        4.8
Other:     100.0:      20.0       10.7       10.7       66.1       73.3       96.9       94.7:       3.1        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       132         70         48        103         94        261        194:
Old  :       335:       134         70         43         96         90        251        185:
Other:        93:        24          9         14         28         45         56         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       33.7       36.3       44.5       18.6       22.2       26.1       31.3
Old  :                 24.5       34.0       36.0       44.8       23.9       31.0       34.8       41.7
Other:                 53.9       55.5       71.0       66.8       41.8       42.5       51.4       48.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, February 27, 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  :    32,784:    11,334     20,717      2,980     17,472      5,341     31,786     29,038:       998      3,746
Old  :    32,784:    11,334     20,717      2,980     17,472      5,341     31,786     29,038:       998      3,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :     2,997:    -3,145      3,266         -8      6,517       -809      3,364      2,449:      -367        548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       63.2        9.1       53.3       16.3       97.0       88.6:       3.0       11.4
Old  :     100.0:      34.6       63.2        9.1       53.3       16.3       97.0       88.6:       3.0       11.4
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  :        65:        15         37         10          4          9         23         53:
Old  :        65:        15         37         10          4          9         23         53:
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  :                 75.4       41.7       89.7       60.6       71.6       41.7       82.4       57.3
Old  :                 75.4       41.7       89.7       60.6       71.6       41.7       82.4       57.3
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 27, 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  :    37,721:    24,698        671          0      7,057     32,917     31,755     33,588:     5,966      4,133
Old  :    37,721:    24,698        671          0      7,057     32,917     31,755     33,588:     5,966      4,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2007                    :
     :      -120:       443          0          0       -390         33         53         33:      -173       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.5        1.8        0.0       18.7       87.3       84.2       89.0:      15.8       11.0
Old  :     100.0:      65.5        1.8        0.0       18.7       87.3       84.2       89.0:      15.8       11.0
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  :        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  :                 71.1       64.0       80.4       83.5       71.1       63.9       80.4       83.4
Old  :                 71.1       64.0       80.4       83.5       71.1       63.9       80.4       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 2, 2007