COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, January 9, 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  :   170,473:    43,007     42,037     15,566     93,775    102,348    152,348    159,951:    18,125     10,522
Old  :   147,198:    36,246     42,973     11,584     83,707     82,880    131,537    137,437:    15,661      9,761
Other:    23,275:    10,116      2,419        627     10,068     19,468     20,811     22,514:     2,464        761
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :      -789:    -1,087      1,632        455      1,051     -2,225        419       -138:    -1,208       -651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       24.7        9.1       55.0       60.0       89.4       93.8:      10.6        6.2
Old  :     100.0:      24.6       29.2        7.9       56.9       56.3       89.4       93.4:      10.6        6.6
Other:     100.0:      43.5       10.4        2.7       43.3       83.6       89.4       96.7:      10.6        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        93         72         59         58         57        188        162:
Old  :       255:        90         74         54         50         54        174        157:
Other:        94:        33         19          8         23         28         61         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.0       32.8       40.9       42.0       28.0       30.6       40.7       39.0
Old  :                 29.6       28.7       42.6       38.0       29.6       26.3       42.6       35.6
Other:                 39.8       69.1       57.4       81.2       39.8       68.0       57.4       80.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, January 9, 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  :    27,292:    11,759      5,126      1,519     10,959     18,144     24,237     24,789:     3,055      2,503
Old  :    27,107:    11,759      5,150      1,482     10,823     17,977     24,064     24,609:     3,043      2,498
Other:       185:        25          1         12        136        167        173        180:        12          5
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :       587:      -472        338        -38      1,194        202        684        502:       -97         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       18.8        5.6       40.2       66.5       88.8       90.8:      11.2        9.2
Old  :     100.0:      43.4       19.0        5.5       39.9       66.3       88.8       90.8:      11.2        9.2
Other:     100.0:      13.5        0.5        6.5       73.5       90.3       93.5       97.3:       6.5        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        40         26         17         18         22         72         54:
Old  :       101:        40         26         16         18         22         71         54:
Other:         7:         3          1          2          1          1          5          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  :                 27.5       41.9       41.6       57.7       23.4       38.0       36.9       50.7
Old  :                 27.1       41.6       41.4       57.5       23.1       38.2       36.7       51.1
Other:                 93.0       97.3       93.5       97.3       87.0       90.8       87.0       90.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, January 9, 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  :   150,161:    49,593     12,104      5,057     81,761    125,320    136,411    142,481:    13,750      7,680
Old  :   125,502:    46,868     11,669      3,824     61,799    102,627    112,491    118,120:    13,011      7,382
Other:    24,659:     3,671      1,381        287     19,962     22,693     23,920     24,361:       739        298
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :        77:    -2,769     -1,079       -228      2,512        151       -485     -1,156:       562      1,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        8.1        3.4       54.4       83.5       90.8       94.9:       9.2        5.1
Old  :     100.0:      37.3        9.3        3.0       49.2       81.8       89.6       94.1:      10.4        5.9
Other:     100.0:      14.9        5.6        1.2       81.0       92.0       97.0       98.8:       3.0        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        62         26         27         55         45        133         88:
Old  :       162:        59         30         25         54         43        129         86:
Other:        45:        12          5          3         13         19         25         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       42.6       39.1       59.3       18.4       30.7       27.1       38.7
Old  :                 22.4       43.4       36.1       60.8       19.3       33.0       27.9       42.6
Other:                 54.8       52.0       76.0       76.4       44.0       43.3       63.9       62.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, January 9, 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  :   597,980:    89,577     88,240     66,280    373,492    375,307    529,349    529,827:    68,631     68,153
Old  :   597,980:    89,577     88,240     66,280    373,492    375,307    529,349    529,827:    68,631     68,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    14,408:    -4,455     13,463      4,156     12,211    -14,348     11,912      3,271:     2,496     11,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.8       11.1       62.5       62.8       88.5       88.6:      11.5       11.4
Old  :     100.0:      15.0       14.8       11.1       62.5       62.8       88.5       88.6:      11.5       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  :       209:        56         60         56         78         67        164        158:
Old  :       209:        56         60         56         78         67        164        158:
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  :                 24.1       28.4       37.5       39.6       15.7       14.8       24.1       21.1
Old  :                 24.1       28.4       37.5       39.6       15.7       14.8       24.1       21.1
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, January 9, 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  :   125,640:    40,198     23,082     10,516     62,924     84,323    113,638    117,921:    12,002      7,719
Old  :   113,098:    38,958     23,478      8,506     54,157     73,939    101,621    105,923:    11,477      7,175
Other:    12,542:     2,066        430      1,184      8,767     10,384     12,017     11,998:       525        544
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -2,488:    -6,707       -318      1,238      2,414     -5,032     -3,055     -4,112:       567      1,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       18.4        8.4       50.1       67.1       90.4       93.9:       9.6        6.1
Old  :     100.0:      34.4       20.8        7.5       47.9       65.4       89.9       93.7:      10.1        6.3
Other:     100.0:      16.5        3.4        9.4       69.9       82.8       95.8       95.7:       4.2        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       147         69         75         89         96        283        207:
Old  :       358:       150         73         70         89         93        282        200:
Other:        79:        25          7         16         20         39         50         59:
     :----------------------------------------------------------------------------------------------------
     :             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       29.2       32.9       41.8       17.7       20.6       25.5       31.4
Old  :                 23.1       27.6       33.7       40.2       20.4       26.5       31.1       38.5
Other:                 62.0       60.5       76.7       73.0       43.9       43.7       52.2       49.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, January 9, 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  :    25,856:    11,948     15,254      3,050      9,824      4,987     24,822     23,291:     1,034      2,565
Old  :    25,856:    11,948     15,254      3,050      9,824      4,987     24,822     23,291:     1,034      2,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -2,686:     2,460     -3,747         81     -5,482      1,679     -2,941     -1,987:       255       -699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2       59.0       11.8       38.0       19.3       96.0       90.1:       4.0        9.9
Old  :     100.0:      46.2       59.0       11.8       38.0       19.3       96.0       90.1:       4.0        9.9
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  :        59:        12         31          6          5         11         20         46:
Old  :        59:        12         31          6          5         11         20         46:
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  :                 71.7       44.8       89.7       64.1       67.6       43.4       79.2       57.2
Old  :                 71.7       44.8       89.7       64.1       67.6       43.4       79.2       57.2
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, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    26,846:    17,654          0          0      3,722     23,910     21,376     23,910:     5,470      2,936
Old  :    26,846:    17,654          0          0      3,722     23,910     21,376     23,910:     5,470      2,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -3,907:    -3,963          0          0       -377     -2,781     -4,340     -2,781:       433     -1,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8        0.0        0.0       13.9       89.1       79.6       89.1:      20.4       10.9
Old  :     100.0:      65.8        0.0        0.0       13.9       89.1       79.6       89.1:      20.4       10.9
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  :        20:         6          0          0          6          8         12          8:
Old  :        20:         6          0          0          6          8         12          8:
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  :                 64.3       74.9       72.9       89.1       64.3       74.9       72.9       89.1
Old  :                 64.3       74.9       72.9       89.1       64.3       74.9       72.9       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 12, 2007