COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, January 30, 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  :   184,037:    40,713     49,449     19,515    103,372    101,870    163,600    170,834:    20,437     13,203
Old  :   150,732:    30,452     50,934     14,154     89,742     73,349    134,348    138,437:    16,384     12,295
Other:    33,305:    15,059      3,313        563     13,630     28,521     29,252     32,397:     4,053        908
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     1,608:    -1,525      4,400      1,290      2,883     -3,265      2,648      2,425:    -1,040       -817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       26.9       10.6       56.2       55.4       88.9       92.8:      11.1        7.2
Old  :     100.0:      20.2       33.8        9.4       59.5       48.7       89.1       91.8:      10.9        8.2
Other:     100.0:      45.2        9.9        1.7       40.9       85.6       87.8       97.3:      12.2        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:       103         72         65         57         55        192        173:
Old  :       263:        94         77         55         50         52        175        163:
Other:       111:        39         26          7         23         33         68         61:
     :----------------------------------------------------------------------------------------------------
     :             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       30.4       40.5       39.3       28.0       26.8       40.4       34.9
Old  :                 31.7       24.2       43.2       33.4       31.7       19.6       43.0       28.7
Other:                 38.8       69.3       53.9       79.6       38.8       68.3       53.9       78.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, January 30, 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  :    30,117:    12,789      2,927      2,399     11,299     22,156     26,487     27,482:     3,630      2,635
Old  :    29,728:    12,857      2,930      2,298     10,958     21,888     26,113     27,116:     3,615      2,612
Other:       389:         3         68         30        341        268        374        366:        15         23
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -1,862:    -3,622     -2,049        136      1,630       -348     -1,856     -2,261:        -6        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        9.7        8.0       37.5       73.6       87.9       91.3:      12.1        8.7
Old  :     100.0:      43.2        9.9        7.7       36.9       73.6       87.8       91.2:      12.2        8.8
Other:     100.0:       0.8       17.5        7.7       87.7       68.9       96.1       94.1:       3.9        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        51         25         24         24         22         93         57:
Old  :       115:        52         25         24         24         22         93         57:
Other:         8:         1          2          2          3          1          6          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  :                 23.6       47.9       36.4       63.9       23.6       46.9       36.4       60.4
Old  :                 23.0       47.6       35.9       63.9       22.9       46.6       35.9       60.3
Other:                 92.8       94.1       96.1       94.1       88.4       86.4       88.4       86.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, January 30, 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  :   140,652:    47,118     15,957      5,725     78,614    114,245    131,457    135,927:     9,195      4,725
Old  :   113,749:    43,826     14,628      4,788     56,510     90,015    105,124    109,431:     8,625      4,318
Other:    26,903:     3,816      1,853        413     22,104     24,230     26,333     26,496:       570        407
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -2,760:       102        118        158     -2,156     -3,325     -1,896     -3,049:      -864        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       11.3        4.1       55.9       81.2       93.5       96.6:       6.5        3.4
Old  :     100.0:      38.5       12.9        4.2       49.7       79.1       92.4       96.2:       7.6        3.8
Other:     100.0:      14.2        6.9        1.5       82.2       90.1       97.9       98.5:       2.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        72         28         28         57         42        145         89:
Old  :       173:        71         30         28         56         39        143         86:
Other:        48:        12          7          4         16         19         28         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  :                 24.5       39.1       38.8       55.6       20.2       29.1       28.7       38.2
Old  :                 22.8       40.7       35.6       57.3       21.6       32.4       29.3       44.0
Other:                 50.4       49.2       75.6       74.2       41.2       40.2       65.7       62.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, January 30, 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  :   678,454:    92,417    118,375     75,340    434,050    407,352    601,807    601,067:    76,647     77,387
Old  :   678,454:    92,417    118,375     75,340    434,050    407,352    601,807    601,067:    76,647     77,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    23,899:      -576     11,707      5,940     11,049      1,661     16,413     19,308:     7,486      4,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       17.4       11.1       64.0       60.0       88.7       88.6:      11.3       11.4
Old  :     100.0:      13.6       17.4       11.1       64.0       60.0       88.7       88.6:      11.3       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  :       224:        53         74         66         75         71        170        177:
Old  :       224:        53         74         66         75         71        170        177:
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  :                 25.2       26.0       38.8       35.5       16.6       13.0       24.9       18.9
Old  :                 25.2       26.0       38.8       35.5       16.6       13.0       24.9       18.9
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, January 30, 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  :   131,947:    33,345     22,506     15,912     70,886     86,498    120,143    124,916:    11,804      7,031
Old  :   117,335:    32,720     23,191     12,342     60,795     75,450    105,857    110,983:    11,478      6,352
Other:    14,612:     2,707      1,397      1,488     10,091     11,048     14,286     13,933:       326        679
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     6,002:    -1,099       -245      4,159      2,703      2,139      5,763      6,053:       239        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       17.1       12.1       53.7       65.6       91.1       94.7:       8.9        5.3
Old  :     100.0:      27.9       19.8       10.5       51.8       64.3       90.2       94.6:       9.8        5.4
Other:     100.0:      18.5        9.6       10.2       69.1       75.6       97.8       95.4:       2.2        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       130         65         87         90         90        275        216:
Old  :       341:       131         73         80         87         87        270        206:
Other:        89:        29          9         19         23         39         58         65:
     :----------------------------------------------------------------------------------------------------
     :             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       29.4       34.5       39.9       18.0       18.9       24.9       28.6
Old  :                 24.4       27.7       34.4       38.5       22.1       26.1       32.1       36.8
Other:                 61.1       57.4       77.2       69.3       45.9       45.9       55.7       52.8
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, January 30, 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  :    22,227:    14,049      9,025      2,346      4,001      8,293     20,396     19,664:     1,831      2,563
Old  :    22,227:    14,049      9,025      2,346      4,001      8,293     20,396     19,664:     1,831      2,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       258:     2,001     -1,641       -254     -1,698      2,071         49        176:       209         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.2       40.6       10.6       18.0       37.3       91.8       88.5:       8.2       11.5
Old  :     100.0:      63.2       40.6       10.6       18.0       37.3       91.8       88.5:       8.2       11.5
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  :        62:        21         26          5          4         11         29         39:
Old  :        62:        21         26          5          4         11         29         39:
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  :                 68.6       51.3       82.2       67.7       62.1       48.3       71.9       59.8
Old  :                 68.6       51.3       82.2       67.7       62.1       48.3       71.9       59.8
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 30, 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  :    34,589:    24,184          0          0      4,867     30,439     29,051     30,439:     5,538      4,150
Old  :    34,589:    24,184          0          0      4,867     30,439     29,051     30,439:     5,538      4,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       -55:    -2,578          0          0      1,896       -255       -682       -255:       627        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.9        0.0        0.0       14.1       88.0       84.0       88.0:      16.0       12.0
Old  :     100.0:      69.9        0.0        0.0       14.1       88.0       84.0       88.0:      16.0       12.0
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  :        22:         8          0          0          4         10         12         10:
Old  :        22:         8          0          0          4         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  :                 68.4       69.4       78.7       85.9       68.4       69.4       78.7       85.9
Old  :                 68.4       69.4       78.7       85.9       68.4       69.4       78.7       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 2, 2007