COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, January 3, 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  :   171,262:    44,094     40,405     15,111     92,724    104,573    151,929    160,089:    19,333     11,173
Old  :   148,667:    37,698     42,337     10,451     83,581     85,637    131,730    138,425:    16,937     10,242
Other:    22,595:    10,462      2,134        594      9,143     18,936     20,199     21,664:     2,396        931
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :     2,443:       200       -497      1,150      1,648        299      2,998        952:      -555      1,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       23.6        8.8       54.1       61.1       88.7       93.5:      11.3        6.5
Old  :     100.0:      25.4       28.5        7.0       56.2       57.6       88.6       93.1:      11.4        6.9
Other:     100.0:      46.3        9.4        2.6       40.5       83.8       89.4       95.9:      10.6        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:       110         61         56         56         57        193        154:
Old  :       256:       104         66         52         50         54        181        149:
Other:        94:        35         19          9         21         27         61         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       33.7       40.0       42.8       27.4       31.5       39.7       40.0
Old  :                 28.9       29.8       41.7       39.3       28.9       27.5       41.7       36.9
Other:                 39.3       68.9       56.4       81.8       39.3       67.9       56.4       80.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, January 3, 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  :    26,705:    12,231      4,788      1,557      9,765     17,942     23,553     24,287:     3,152      2,418
Old  :    26,576:    12,230      4,811      1,521      9,685     17,831     23,436     24,163:     3,140      2,413
Other:       129:        25          1         12         80        111        117        124:        12          5
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :       -41:     2,029        749       -412       -884        397        733        734:      -774       -775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8       17.9        5.8       36.6       67.2       88.2       90.9:      11.8        9.1
Old  :     100.0:      46.0       18.1        5.7       36.4       67.1       88.2       90.9:      11.8        9.1
Other:     100.0:      19.4        0.8        9.3       62.0       86.0       90.7       96.1:       9.3        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        41         23         18         21         21         75         51:
Old  :        99:        42         23         17         21         21         74         51:
Other:         7:         3          1          2          1          1          5          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       41.6       37.0       58.2       23.2       39.4       37.0       53.3
Old  :                 23.3       41.3       36.9       58.1       23.3       39.6       36.9       53.1
Other:                 89.9       96.1       90.7       96.1       81.4       86.8       81.4       86.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, January 3, 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  :   150,084:    52,362     13,183      5,285     79,249    125,169    136,896    143,637:    13,188      6,447
Old  :   126,457:    49,993     12,523      4,247     59,561    103,397    113,801    120,167:    12,656      6,290
Other:    23,627:     3,070      1,361        337     19,688     21,772     23,095     23,470:       532        157
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :     5,576:     3,887       -894        912       -495      5,922      4,304      5,940:     1,272       -364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        8.8        3.5       52.8       83.4       91.2       95.7:       8.8        4.3
Old  :     100.0:      39.5        9.9        3.4       47.1       81.8       90.0       95.0:      10.0        5.0
Other:     100.0:      13.0        5.8        1.4       83.3       92.1       97.7       99.3:       2.3        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        63         27         27         56         42        138         86:
Old  :       167:        61         31         26         55         41        135         85:
Other:        42:        12          5          3         12         18         24         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       43.1       38.6       59.5       18.6       31.7       28.6       39.9
Old  :                 21.4       44.2       35.9       60.7       19.6       33.8       30.0       43.2
Other:                 56.5       53.5       76.9       77.4       45.8       44.8       65.1       62.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, January 3, 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  :   583,572:    94,032     74,777     62,124    361,281    389,655    517,437    526,556:    66,135     57,016
Old  :   583,572:    94,032     74,777     62,124    361,281    389,655    517,437    526,556:    66,135     57,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :    12,372:      -174      9,952      4,973      8,170     -7,485     12,969      7,440:      -597      4,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       12.8       10.6       61.9       66.8       88.7       90.2:      11.3        9.8
Old  :     100.0:      16.1       12.8       10.6       61.9       66.8       88.7       90.2:      11.3        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  :       192:        50         58         49         71         59        149        140:
Old  :       192:        50         58         49         71         59        149        140:
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  :                 24.8       31.2       38.0       43.8       15.4       16.0       23.8       23.2
Old  :                 24.8       31.2       38.0       43.8       15.4       16.0       23.8       23.2
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 - Futures Only, January 3, 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  :   128,128:    46,905     23,400      9,278     60,510     89,355    116,693    122,033:    11,435      6,095
Old  :   115,559:    45,598     23,766      7,295     51,777     78,975    104,670    110,036:    10,889      5,523
Other:    12,569:     2,132        459      1,158      8,733     10,380     12,023     11,997:       546        572
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :     2,685:      -103      1,232      1,162      2,098        416      3,157      2,810:      -472       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       18.3        7.2       47.2       69.7       91.1       95.2:       8.9        4.8
Old  :     100.0:      39.5       20.6        6.3       44.8       68.3       90.6       95.2:       9.4        4.8
Other:     100.0:      17.0        3.7        9.2       69.5       82.6       95.7       95.4:       4.3        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       168         54         66         93         99        297        196:
Old  :       367:       167         60         62         91         96        293        190:
Other:        83:        26          6         14         22         40         52         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       30.1       32.5       43.1       17.6       21.6       25.8       33.0
Old  :                 21.8       28.3       33.2       41.7       19.5       27.4       30.2       40.0
Other:                 62.1       60.2       76.4       72.6       42.7       43.3       50.8       49.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, January 3, 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  :    28,542:     9,488     19,001      2,969     15,306      3,308     27,763     25,278:       779      3,264
Old  :    28,542:     9,488     19,001      2,969     15,306      3,308     27,763     25,278:       779      3,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :    -1,282:     1,558     -1,384        210     -2,961         92     -1,193     -1,082:       -89       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       66.6       10.4       53.6       11.6       97.3       88.6:       2.7       11.4
Old  :     100.0:      33.2       66.6       10.4       53.6       11.6       97.3       88.6:       2.7       11.4
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  :        63:         9         37          8          5         12         17         55:
Old  :        63:         9         37          8          5         12         17         55:
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  :                 79.3       46.4       93.4       60.7       77.2       42.9       83.5       55.7
Old  :                 79.3       46.4       93.4       60.7       77.2       42.9       83.5       55.7
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 - Futures Only, January 3, 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  :    30,753:    21,617          0          0      4,099     26,691     25,716     26,691:     5,037      4,062
Old  :    30,753:    21,617          0          0      4,099     26,691     25,716     26,691:     5,037      4,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.3        0.0        0.0       13.3       86.8       83.6       86.8:      16.4       13.2
Old  :     100.0:      70.3        0.0        0.0       13.3       86.8       83.6       86.8:      16.4       13.2
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:        10          0          0          3          9         13          9:
Old  :        22:        10          0          0          3          9         13          9:
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  :                 65.2       72.6       75.2       85.7       65.2       72.6       75.2       85.7
Old  :                 65.2       72.6       75.2       85.7       65.2       72.6       75.2       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 8, 2007