COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      182,429
COMMITMENTS
  42,238   45,049   18,225  100,489  105,135  160,952  168,409   21,477   14,020

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,905)
    -124     -461      388    2,020    3,052    2,284    2,979    2,621    1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     24.7     10.0     55.1     57.6     88.2     92.3     11.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
     102       67       65       57       55      197      163
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,979
COMMITMENTS
  16,411    4,976    2,263    9,669   22,504   28,343   29,743    3,636    2,236

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,801)
   3,910     -198      622     -943    3,474    3,589    3,898      212      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     15.6      7.1     30.2     70.4     88.6     93.0     11.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      62       25       24       19       23      102       58
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,412
COMMITMENTS
  47,016   15,839    5,567   80,770  117,570  133,353  138,976   10,059    4,436

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -1,804)
    -645    3,126      499     -199   -4,169     -345     -544   -1,459   -1,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     11.0      3.9     56.3     82.0     93.0     96.9      7.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      72       25       29       55       45      143       92
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      654,555
COMMITMENTS
  92,993  106,668   69,400  423,001  405,691  585,394  581,759   69,161   72,796

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     27,550)
   5,969    1,316    6,978   15,939   18,522   28,886   26,816   -1,336      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     16.3     10.6     64.6     62.0     89.4     88.9     10.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      53       68       60       76       70      167      167
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      125,945
COMMITMENTS
  34,444   22,751   11,753   68,183   84,359  114,380  118,863   11,565    7,082

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -2,497)
  -3,640     -239     -682    2,372   -1,846   -1,950   -2,767     -547      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     18.1      9.3     54.1     67.0     90.8     94.4      9.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     139       64       86       95       94      290      215
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,969
COMMITMENTS
  12,048   10,666    2,600    5,699    6,222   20,347   19,488    1,622    2,481

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        858)
     -16      774        9      955      135      948      918      -90      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.8     48.6     11.8     25.9     28.3     92.6     88.7      7.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23       25        6        5       11       29       42
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       34,644
COMMITMENTS
  26,762        0        0    2,971   30,694   29,733   30,694    4,911    3,950

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,076)
   4,124        0        0     -208    2,102    3,916    2,102     -840      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.2      0.0      0.0      8.6     88.6     85.8     88.6     14.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        0        0        5        9       14        9
 

Updated January 26, 2007