COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   259,321:    46,536     35,925     68,053    119,426    141,929    234,015    245,907:    25,306     13,413
Old  :   208,723:    34,576     38,472     51,040    100,855    106,778    186,470    196,290:    22,253     12,433
Other:    50,597:    15,788      1,280     13,185     18,571     35,152     47,544     49,617:     3,053        980
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    15,117:     1,357      2,780      7,344      4,850      3,475     13,551     13,598:     1,566      1,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       13.9       26.2       46.1       54.7       90.2       94.8:       9.8        5.2
Old  :     100.0:      16.6       18.4       24.5       48.3       51.2       89.3       94.0:      10.7        6.0
Other:     100.0:      31.2        2.5       26.1       36.7       69.5       94.0       98.1:       6.0        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       128         66         87         76         66        239        194:
Old  :       289:       123         70         82         74         64        230        191:
Other:       122:        42         28         41         37         36        104         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       32.4       31.0       41.3       20.4       27.0       29.1       33.3
Old  :                 22.5       27.8       33.0       36.7       22.5       22.7       31.6       30.0
Other:                 26.2       51.6       40.2       66.4       25.5       44.5       36.2       54.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :    38,836:    12,556      1,505      9,192     12,649     24,331     34,397     35,027:     4,439      3,809
Old  :    38,538:    12,555      1,530      9,144     12,415     24,067     34,113     34,741:     4,426      3,798
Other:       297:        29          3         21        234        263        284        286:        13         11
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     1,790:       869        305        280        129      1,477      1,278      2,062:       512       -272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        3.9       23.7       32.6       62.7       88.6       90.2:      11.4        9.8
Old  :     100.0:      32.6        4.0       23.7       32.2       62.4       88.5       90.1:      11.5        9.9
Other:     100.0:       9.9        0.8        6.9       78.9       88.6       95.6       96.4:       4.4        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        55         45         32         22         26         94         88:
Old  :       136:        56         45         32         21         25         93         87:
Other:        12:         4          3          4          4          2         11          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       36.0       31.6       51.0       13.4       30.7       22.9       42.1
Old  :                 19.6       35.7       31.3       50.8       13.1       31.0       22.6       41.8
Other:                 82.0       93.7       93.8       96.4       73.6       76.5       75.7       76.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   154,572:    46,870     12,590     11,836     82,781    123,529    141,487    147,955:    13,085      6,617
Old  :   127,605:    43,882     11,996      9,527     61,611     99,587    115,020    121,109:    12,585      6,496
Other:    26,967:     3,931      1,537      1,366     21,170     23,942     26,467     26,845:       500        122
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    -4,225:    -2,034        613        593       -420     -3,455     -1,860     -2,248:    -2,364     -1,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        8.1        7.7       53.6       79.9       91.5       95.7:       8.5        4.3
Old  :     100.0:      34.4        9.4        7.5       48.3       78.0       90.1       94.9:       9.9        5.1
Other:     100.0:      14.6        5.7        5.1       78.5       88.8       98.1       99.5:       1.9        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        67         32         41         58         49        151        105:
Old  :       176:        65         38         38         57         46        146        102:
Other:        50:        14          6         10         15         20         32         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       38.8       36.5       55.2       18.3       28.9       25.7       35.8
Old  :                 21.2       40.1       34.1       56.9       19.1       31.4       26.0       41.2
Other:                 49.3       48.0       72.3       73.1       41.8       39.5       62.3       61.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   830,722:    94,248     81,220    176,804    480,893    491,070    751,945    749,093:    78,777     81,629
Old  :   830,722:    94,248     81,220    176,804    480,893    491,070    751,945    749,093:    78,777     81,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    25,456:      -162      5,613     -5,647     29,803     20,621     23,994     20,586:     1,462      4,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        9.8       21.3       57.9       59.1       90.5       90.2:       9.5        9.8
Old  :     100.0:      11.3        9.8       21.3       57.9       59.1       90.5       90.2:       9.5        9.8
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  :       221:        63         61         74         87         79        187        181:
Old  :       221:        63         61         74         87         79        187        181:
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  :                 23.4       26.9       34.6       37.8       13.3       11.6       20.0       17.6
Old  :                 23.4       26.9       34.6       37.8       13.3       11.6       20.0       17.6
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 with Delta-adjusted Options and Futures Combined, January 16, 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  :   171,887:    35,852     17,252     48,807     72,728     98,173    157,388    164,232:    14,499      7,655
Old  :   155,146:    34,135     17,724     43,987     63,020     86,341    141,143    148,052:    14,003      7,093
Other:    16,741:     2,969        780      3,568      9,708     11,832     16,245     16,180:       496        562
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :       543:    -1,424       -540        256      1,164      1,968         -4      1,684:       547     -1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       10.0       28.4       42.3       57.1       91.6       95.5:       8.4        4.5
Old  :     100.0:      22.0       11.4       28.4       40.6       55.7       91.0       95.4:       9.0        4.6
Other:     100.0:      17.7        4.7       21.3       58.0       70.7       97.0       96.6:       3.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       178         76        131        108        107        356        269:
Old  :       410:       182         81        130        107        106        355        267:
Other:        91:        26         16         29         23         43         62         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       26.1       28.7       36.7       13.7       14.9       19.4       22.7
Old  :                 18.5       23.2       29.1       34.6       15.2       19.2       21.2       27.2
Other:                 53.8       53.9       68.7       66.8       37.7       34.6       44.7       39.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :    21,520:    12,194      9,959      2,729      4,752      6,110     19,675     18,798:     1,845      2,722
Old  :    21,520:    12,194      9,959      2,729      4,752      6,110     19,675     18,798:     1,845      2,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    -4,768:        89     -5,372       -466     -5,089      1,101     -5,466     -4,737:       698        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7       46.3       12.7       22.1       28.4       91.4       87.4:       8.6       12.6
Old  :     100.0:      56.7       46.3       12.7       22.1       28.4       91.4       87.4:       8.6       12.6
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  :        70:        21         31         10          6         13         33         49:
Old  :        70:        21         31         10          6         13         33         49:
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  :                 71.5       46.1       81.0       60.6       63.5       42.3       69.0       51.7
Old  :                 71.5       46.1       81.0       60.6       63.5       42.3       69.0       51.7
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 with Delta-adjusted Options and Futures Combined, January 16, 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  :    31,929:    22,638        245          0      3,438     28,662     26,076     28,907:     5,853      3,022
Old  :    31,929:    22,638        245          0      3,438     28,662     26,076     28,907:     5,853      3,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     4,694:     4,984         37          0       -568      4,640      4,416      4,677:       278         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.9        0.8        0.0       10.8       89.8       81.7       90.5:      18.3        9.5
Old  :     100.0:      70.9        0.8        0.0       10.8       89.8       81.7       90.5:      18.3        9.5
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  :        22:         6          1          0          7         11         13         12:
Old  :        22:         6          1          0          7         11         13         12:
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  :                 68.5       69.9       76.5       87.4       68.5       69.4       76.5       86.8
Old  :                 68.5       69.9       76.5       87.4       68.5       69.4       76.5       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 19, 2007