COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      170,473
COMMITMENTS
  43,007   42,037   15,566   93,775  102,348  152,348  159,951   18,125   10,522

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -789)
  -1,087    1,632      455    1,051   -2,225      419     -138   -1,208     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     24.7      9.1     55.0     60.0     89.4     93.8     10.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      93       72       59       58       57      188      162
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       27,292
COMMITMENTS
  11,759    5,126    1,519   10,959   18,144   24,237   24,789    3,055    2,503

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        587)
    -472      338      -38    1,194      202      684      502      -97       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     18.8      5.6     40.2     66.5     88.8     90.8     11.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      40       26       17       18       22       72       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      150,161
COMMITMENTS
  49,593   12,104    5,057   81,761  125,320  136,411  142,481   13,750    7,680

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:         77)
  -2,769   -1,079     -228    2,512      151     -485   -1,156      562    1,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      8.1      3.4     54.4     83.5     90.8     94.9      9.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      62       26       27       55       45      133       88
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      597,980
COMMITMENTS
  89,577   88,240   66,280  373,492  375,307  529,349  529,827   68,631   68,153

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     14,408)
  -4,455   13,463    4,156   12,211  -14,348   11,912    3,271    2,496   11,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     14.8     11.1     62.5     62.8     88.5     88.6     11.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      56       60       56       78       67      164      158
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      125,640
COMMITMENTS
  40,198   23,082   10,516   62,924   84,323  113,638  117,921   12,002    7,719

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -2,488)
  -6,707     -318    1,238    2,414   -5,032   -3,055   -4,112      567    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     18.4      8.4     50.1     67.1     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     147       69       75       89       96      283      207
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       25,856
COMMITMENTS
  11,948   15,254    3,050    9,824    4,987   24,822   23,291    1,034    2,565

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -2,686)
   2,460   -3,747       81   -5,482    1,679   -2,941   -1,987      255     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     59.0     11.8     38.0     19.3     96.0     90.1      4.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       31        6        5       11       20       46
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY 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:       26,846
COMMITMENTS
  17,654        0        0    3,722   23,910   21,376   23,910    5,470    2,936

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -3,907)
  -3,963        0        0     -377   -2,781   -4,340   -2,781      433   -1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8      0.0      0.0     13.9     89.1     79.6     89.1     20.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        0        6        8       12        8
 

Updated January 12, 2007