COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      267,724
COMMITMENTS
  43,019   41,663   70,922  128,153  140,588  242,093  253,174   25,630   14,550

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        629)
  -4,105    6,071      894    6,175   -5,488    2,964    1,476   -2,335     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     15.6     26.5     47.9     52.5     90.4     94.6      9.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     116       77       87       76       67      234      202
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       42,538
COMMITMENTS
  12,833    2,931    9,397   15,004   25,428   37,235   37,757    5,303    4,781

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -575)
  -3,686    1,366     -419    2,971   -2,651   -1,134   -1,704      559    1,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      6.9     22.1     35.3     59.8     87.5     88.8     12.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      58       61       35       26       27      112       99
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      149,852
COMMITMENTS
  46,858   16,338   12,047   80,182  115,868  139,087  144,254   10,765    5,599

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -3,020)
     165      198      131   -2,384   -3,499   -2,088   -3,170     -932      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3     10.9      8.0     53.5     77.3     92.8     96.3      7.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      74       34       44       59       46      156      108
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      877,415
COMMITMENTS
 100,081   95,236  183,155  509,363  510,960  792,600  789,352   84,816   88,064

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     25,566)
     671   10,977    5,408   11,440    3,149   17,518   19,533    8,048    6,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     10.9     20.9     58.1     58.2     90.3     90.0      9.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      74       67       82       87       79      200      193
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      175,153
COMMITMENTS
  30,789   18,193   50,814   79,739   98,287  161,342  167,294   13,811    7,859

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      6,029)
     551      917    2,709    2,805    2,407    6,065    6,033      -36       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     10.4     29.0     45.5     56.1     92.1     95.5      7.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     160       88      138      104      102      337      281
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       22,599
COMMITMENTS
  14,135    9,024    2,508    4,002    8,315   20,645   19,847    1,955    2,752

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        253)
   1,929   -1,708     -190   -1,703    2,074       36      176      217       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.5     39.9     11.1     17.7     36.8     91.4     87.8      8.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       31       10        5       11       34       45
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       34,992
COMMITMENTS
  24,184      360        0    5,142   30,460   29,326   30,820    5,665    4,172

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        -86)
  -2,578      -45        0    1,879     -245     -699     -290      613      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.1      1.0      0.0     14.7     87.0     83.8     88.1     16.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        0        6       10       14       11
 

Updated February 2, 2007