COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,037
COMMITMENTS
  40,713   49,449   19,515  103,372  101,870  163,600  170,834   20,437   13,203

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,608)
  -1,525    4,400    1,290    2,883   -3,265    2,648    2,425   -1,040     -817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     26.9     10.6     56.2     55.4     88.9     92.8     11.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
     103       72       65       57       55      192      173
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,117
COMMITMENTS
  12,789    2,927    2,399   11,299   22,156   26,487   27,482    3,630    2,635

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -1,862)
  -3,622   -2,049      136    1,630     -348   -1,856   -2,261       -6      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      9.7      8.0     37.5     73.6     87.9     91.3     12.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      51       25       24       24       22       93       57
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      140,652
COMMITMENTS
  47,118   15,957    5,725   78,614  114,245  131,457  135,927    9,195    4,725

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -2,760)
     102      118      158   -2,156   -3,325   -1,896   -3,049     -864      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     11.3      4.1     55.9     81.2     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      72       28       28       57       42      145       89
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      678,454
COMMITMENTS
  92,417  118,375   75,340  434,050  407,352  601,807  601,067   76,647   77,387

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     23,899)
    -576   11,707    5,940   11,049    1,661   16,413   19,308    7,486    4,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     17.4     11.1     64.0     60.0     88.7     88.6     11.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      53       74       66       75       71      170      177
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      131,947
COMMITMENTS
  33,345   22,506   15,912   70,886   86,498  120,143  124,916   11,804    7,031

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      6,002)
  -1,099     -245    4,159    2,703    2,139    5,763    6,053      239      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     17.1     12.1     53.7     65.6     91.1     94.7      8.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     130       65       87       90       90      275      216
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       22,227
COMMITMENTS
  14,049    9,025    2,346    4,001    8,293   20,396   19,664    1,831    2,563

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        258)
   2,001   -1,641     -254   -1,698    2,071       49      176      209       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2     40.6     10.6     18.0     37.3     91.8     88.5      8.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      21       26        5        4       11       29       39
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       34,589
COMMITMENTS
  24,184        0        0    4,867   30,439   29,051   30,439    5,538    4,150

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        -55)
  -2,578        0        0    1,896     -255     -682     -255      627      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.9      0.0      0.0     14.1     88.0     84.0     88.0     16.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        0        0        4       10       12       10
 

Updated February 2, 2007