COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      177,524
COMMITMENTS
  42,362   45,510   17,837   98,469  102,083  158,668  165,430   18,856   12,094

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      7,051)
    -645    3,473    2,271    4,694     -265    6,320    5,479      731    1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     25.6     10.0     55.5     57.5     89.4     93.2     10.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      99       76       65       56       57      195      168
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,178
COMMITMENTS
  12,501    5,174    1,641   10,612   19,030   24,754   25,845    3,424    2,333

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        886)
     742       48      122     -347      886      517    1,056      369     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     18.4      5.8     37.7     67.5     87.8     91.7     12.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      44       26       18       18       22       78       52
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      145,216
COMMITMENTS
  47,661   12,713    5,068   80,969  121,739  133,698  139,520   11,518    5,696

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     -4,945)
  -1,932      609       11     -792   -3,581   -2,713   -2,961   -2,232   -1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      8.8      3.5     55.8     83.8     92.1     96.1      7.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      66       25       29       55       45      139       90
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      627,005
COMMITMENTS
  87,024  105,352   62,422  407,062  387,169  556,508  554,943   70,497   72,062

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     29,025)
  -2,553   17,112   -3,858   33,570   11,862   27,159   25,116    1,866    3,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     16.8     10.0     64.9     61.7     88.8     88.5     11.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      45       69       59       76       70      159      167
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      128,442
COMMITMENTS
  38,084   22,990   12,435   65,811   86,205  116,330  121,630   12,112    6,812

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,802)
  -2,114      -92    1,919    2,887    1,882    2,692    3,709      110     -907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     17.9      9.7     51.2     67.1     90.6     94.7      9.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     148       60       82       92       94      292      210
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,111
COMMITMENTS
  12,064    9,892    2,591    4,744    6,087   19,399   18,570    1,712    2,541

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     -4,745)
     116   -5,362     -459   -5,080    1,100   -5,423   -4,721      678      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     46.9     12.3     22.5     28.8     91.9     88.0      8.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       27        4        5       13       27       43
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 01/16/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       31,568
COMMITMENTS
  22,638        0        0    3,179   28,592   25,817   28,592    5,751    2,976

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      4,722)
   4,984        0        0     -543    4,682    4,441    4,682      281       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7      0.0      0.0     10.1     90.6     81.8     90.6     18.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        0        5       11       11       11
 

Updated January 19, 2007