COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      244,204
COMMITMENTS
  45,179   33,145   60,709  114,576  138,455  220,464  232,309   23,740   11,895

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        128)
  -1,608    2,601     -787    4,343   -1,200    1,948      614   -1,821     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     13.6     24.9     46.9     56.7     90.3     95.1      9.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     111       73       79       77       66      228      187
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,045
COMMITMENTS
  11,687    1,200    8,911   12,520   22,854   33,119   32,965    3,926    4,080

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        484)
    -722       33      205    1,201      -70      684      168     -200      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      3.2     24.1     33.8     61.7     89.4     89.0     10.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      51       43       33       22       26       89       89
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      158,797
COMMITMENTS
  48,904   11,977   11,242   83,201  126,983  143,348  150,203   15,449    8,594

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -3,798)
  -3,639     -834   -2,944    2,381     -972   -4,202   -4,750      404      952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      7.5      7.1     52.4     80.0     90.3     94.6      9.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      65       32       36       58       48      145      100
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      805,266
COMMITMENTS
  94,410   75,607  182,451  451,091  470,449  727,951  728,507   77,315   76,759

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     18,680)
  -3,281   15,193    5,735   15,596  -13,020   18,049    7,908      630   10,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      9.4     22.7     56.0     58.4     90.4     90.5      9.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      74       51       74       89       78      191      178
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      171,344
COMMITMENTS
  37,276   17,793   48,551   71,564   96,204  157,391  162,548   13,952    8,795

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -6,001)
  -7,758      -90   -1,368    2,440   -6,154   -6,686   -7,613      685    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     10.4     28.3     41.8     56.1     91.9     94.9      8.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     175       83      125      107      109      345      267
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,288
COMMITMENTS
  12,105   15,331    3,195    9,841    5,009   25,141   23,535    1,147    2,753

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -2,795)
   2,326   -3,843      112   -5,495    1,689   -3,057   -2,041      261     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0     58.3     12.2     37.4     19.1     95.6     89.5      4.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       35       11        6       11       26       51
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       27,235
COMMITMENTS
  17,654      208        0    4,007   24,022   21,661   24,230    5,575    3,005

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -3,604)
  -3,963      208        0     -153   -2,719   -4,116   -2,510      512   -1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.8      0.8      0.0     14.7     88.2     79.5     89.0     20.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        0        8        8       14        9
 

Updated January 12, 2007