COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      267,095
COMMITMENTS
  47,123   35,593   70,028  121,978  146,077  239,130  251,698   27,965   15,397

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      7,775)
     587     -332    1,975    2,552    4,147    5,115    5,791    2,659    1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     13.3     26.2     45.7     54.7     89.5     94.2     10.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     119       71       85       75       66      236      190
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       43,113
COMMITMENTS
  16,519    1,565    9,817   12,033   28,079   38,369   39,461    4,743    3,651

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,277)
   3,963       60      625     -616    3,749    3,972    4,434      305     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3      3.6     22.8     27.9     65.1     89.0     91.5     11.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      77       44       33       23       27      118       93
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      152,872
COMMITMENTS
  46,693   16,140   11,916   82,566  119,367  141,175  147,423   11,697    5,449

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -1,700)
    -177    3,550       81     -216   -4,162     -312     -531   -1,388   -1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     10.6      7.8     54.0     78.1     92.3     96.4      7.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      72       34       42       58       48      154      108
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      851,850
COMMITMENTS
  99,411   84,259  177,747  497,924  507,812  775,082  769,818   76,768   82,031

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     21,127)
   5,163    3,040      944   17,031   16,742   23,137   20,725   -2,009      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      9.9     20.9     58.5     59.6     91.0     90.4      9.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      63       70       75       87       77      194      182
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      169,124
COMMITMENTS
  30,238   17,276   48,105   76,934   95,880  155,277  161,261   13,847    7,863

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -2,763)
  -5,614       24     -702    4,205   -2,293   -2,111   -2,971     -652      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     10.2     28.4     45.5     56.7     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     162       88      139      111      107      349      281
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       22,346
COMMITMENTS
  12,206   10,732    2,699    5,704    6,240   20,609   19,671    1,737    2,675

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        826)
      11      773      -30      952      130      934      873     -108      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.6     48.0     12.1     25.5     27.9     92.2     88.0      7.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       30       11        6       11       33       49
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       35,078
COMMITMENTS
  26,762      404        0    3,263   30,705   30,025   31,110    5,052    3,968

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,149)
   4,124      159        0     -175    2,043    3,949    2,203     -800      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3      1.2      0.0      9.3     87.5     85.6     88.7     14.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        1        0        7        9       16       10
 

Updated January 26, 2007