COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      259,321
COMMITMENTS
  46,536   35,925   68,053  119,426  141,929  234,015  245,907   25,306   13,413

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     15,117)
   1,357    2,780    7,344    4,850    3,475   13,551   13,598    1,566    1,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     13.9     26.2     46.1     54.7     90.2     94.8      9.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     128       66       87       76       66      239      194
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       38,836
COMMITMENTS
  12,556    1,505    9,192   12,649   24,331   34,397   35,027    4,439    3,809

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,790)
     869      305      280      129    1,477    1,278    2,062      512     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      3.9     23.7     32.6     62.7     88.6     90.2     11.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      55       45       32       22       26       94       88
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      154,572
COMMITMENTS
  46,870   12,590   11,836   82,781  123,529  141,487  147,955   13,085    6,617

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     -4,225)
  -2,034      613      593     -420   -3,455   -1,860   -2,248   -2,364   -1,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      8.1      7.7     53.6     79.9     91.5     95.7      8.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      67       32       41       58       49      151      105
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      830,722
COMMITMENTS
  94,248   81,220  176,804  480,893  491,070  751,945  749,093   78,777   81,629

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     25,456)
    -162    5,613   -5,647   29,803   20,621   23,994   20,586    1,462    4,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      9.8     21.3     57.9     59.1     90.5     90.2      9.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      63       61       74       87       79      187      181
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      171,887
COMMITMENTS
  35,852   17,252   48,807   72,728   98,173  157,388  164,232   14,499    7,655

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        543)
  -1,424     -540      256    1,164    1,968       -4    1,684      547   -1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     10.0     28.4     42.3     57.1     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     178       76      131      108      107      356      269
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       21,520
COMMITMENTS
  12,194    9,959    2,729    4,752    6,110   19,675   18,798    1,845    2,722

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     -4,768)
      89   -5,372     -466   -5,089    1,101   -5,466   -4,737      698      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.7     46.3     12.7     22.1     28.4     91.4     87.4      8.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       31       10        6       13       33       49
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       31,929
COMMITMENTS
  22,638      245        0    3,438   28,662   26,076   28,907    5,853    3,022

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      4,694)
   4,984       37        0     -568    4,640    4,416    4,677      278       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.9      0.8      0.0     10.8     89.8     81.7     90.5     18.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        1        0        7       11       13       12
 

Updated January 19, 2007