COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      195,478
COMMITMENTS
  45,053   52,645   20,070  108,323  110,145  173,446  182,860   22,032   12,618

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     11,441)
   4,340    3,196      555    4,951    8,275    9,846   12,026    1,595     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     26.9     10.3     55.4     56.3     88.7     93.5     11.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     107       78       70       59       59      208      182
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,597
COMMITMENTS
  10,703    2,741    2,749   11,823   20,477   25,275   25,967    3,322    2,630

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -1,520)
  -2,086     -186      350      524   -1,679   -1,212   -1,515     -308       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      9.6      9.6     41.3     71.6     88.4     90.8     11.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      50       20       25       26       22       87       59
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      144,410
COMMITMENTS
  51,655   14,546    5,475   72,589  115,251  129,719  135,272   14,691    9,138

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      3,758)
   4,537   -1,411     -250   -6,025    1,006   -1,738     -655    5,496    4,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     10.1      3.8     50.3     79.8     89.8     93.7     10.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      78       26       28       55       42      144       89
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      703,998
COMMITMENTS
  93,228  130,673   78,326  450,896  415,539  622,450  624,538   81,548   79,460

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     25,544)
     811   12,298    2,986   16,846    8,187   20,643   23,471    4,901    2,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     18.6     11.1     64.0     59.0     88.4     88.7     11.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      51       83       72       75       70      174      188
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      137,834
COMMITMENTS
  34,349   22,819   15,812   77,754   93,840  127,915  132,471    9,919    5,363

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      5,887)
   1,004      313     -100    6,868    7,342    7,772    7,555   -1,885   -1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     16.6     11.5     56.4     68.1     92.8     96.1      7.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     126       68       92       93       94      281      223
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,626
COMMITMENTS
  14,751   11,056    2,667    5,794    8,433   23,212   22,156    1,414    2,470

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      2,399)
     702    2,031      321    1,793      140    2,816    2,492     -417      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9     44.9     10.8     23.5     34.2     94.3     90.0      5.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20       26       10        4       11       29       44
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       35,960
COMMITMENTS
  25,791        0        0    5,079   32,163   30,870   32,163    5,090    3,797

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,371)
   1,607        0        0      212    1,724    1,819    1,724     -448     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7      0.0      0.0     14.1     89.4     85.8     89.4     14.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        0        0        3       10       12       10
 

Updated February 9, 2007