COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      171,262
COMMITMENTS
  44,094   40,405   15,111   92,724  104,573  151,929  160,089   19,333   11,173

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      2,443)
     200     -497    1,150    1,648      299    2,998      952     -555    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     23.6      8.8     54.1     61.1     88.7     93.5     11.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
     110       61       56       56       57      193      154
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,705
COMMITMENTS
  12,231    4,788    1,557    9,765   17,942   23,553   24,287    3,152    2,418

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:        -41)
   2,029      749     -412     -884      397      733      734     -774     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     17.9      5.8     36.6     67.2     88.2     90.9     11.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      41       23       18       21       21       75       51
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      150,084
COMMITMENTS
  52,362   13,183    5,285   79,249  125,169  136,896  143,637   13,188    6,447

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      5,576)
   3,887     -894      912     -495    5,922    4,304    5,940    1,272     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      8.8      3.5     52.8     83.4     91.2     95.7      8.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      63       27       27       56       42      138       86
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      583,572
COMMITMENTS
  94,032   74,777   62,124  361,281  389,655  517,437  526,556   66,135   57,016

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     12,372)
    -174    9,952    4,973    8,170   -7,485   12,969    7,440     -597    4,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     12.8     10.6     61.9     66.8     88.7     90.2     11.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      50       58       49       71       59      149      140
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      128,128
COMMITMENTS
  46,905   23,400    9,278   60,510   89,355  116,693  122,033   11,435    6,095

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      2,685)
    -103    1,232    1,162    2,098      416    3,157    2,810     -472     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     18.3      7.2     47.2     69.7     91.1     95.2      8.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     168       54       66       93       99      297      196
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,542
COMMITMENTS
   9,488   19,001    2,969   15,306    3,308   27,763   25,278      779    3,264

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -1,282)
   1,558   -1,384      210   -2,961       92   -1,193   -1,082      -89     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     66.6     10.4     53.6     11.6     97.3     88.6      2.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9       37        8        5       12       17       55
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       30,753
COMMITMENTS
  21,617        0        0    4,099   26,691   25,716   26,691    5,037    4,062

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.3      0.0      0.0     13.3     86.8     83.6     86.8     16.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        0        0        3        9       13        9
 

Updated January 8, 2007