COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   244,076:    46,787     30,544     61,496    110,233    139,655    218,515    231,695:    25,561     12,381
Old  :   203,715:    37,700     33,194     47,350     95,897    111,805    180,947    192,349:    22,768     11,366
Other:    40,361:    12,786      1,049     10,446     14,336     27,850     37,568     39,345:     2,793      1,016
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :     1,415:    -1,073     -2,834      2,851      1,299         43      3,077         60:    -1,662      1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       12.5       25.2       45.2       57.2       89.5       94.9:      10.5        5.1
Old  :     100.0:      18.5       16.3       23.2       47.1       54.9       88.8       94.4:      11.2        5.6
Other:     100.0:      31.7        2.6       25.9       35.5       69.0       93.1       97.5:       6.9        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       130         59         80         73         66        231        182:
Old  :       279:       121         64         78         72         64        223        180:
Other:       110:        44         18         37         32         34         93         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       32.6       30.0       41.9       19.7       27.8       28.4       34.5
Old  :                 21.1       29.3       31.6       38.4       21.1       24.3       30.5       32.2
Other:                 26.8       51.0       40.5       65.8       26.2       45.2       36.9       55.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    36,561:    12,409      1,167      8,706     11,319     22,924     32,434     32,797:     4,126      3,764
Old  :    36,374:    12,410      1,190      8,660     11,189     22,766     32,260     32,616:     4,114      3,758
Other:       187:        25          4         20        130        158        175        181:        12          5
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :       390:     1,984        -49        247     -1,205      1,235      1,026      1,434:      -636     -1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        3.2       23.8       31.0       62.7       88.7       89.7:      11.3       10.3
Old  :     100.0:      34.1        3.3       23.8       30.8       62.6       88.7       89.7:      11.3       10.3
Other:     100.0:      13.4        2.0       10.6       69.6       84.6       93.6       97.1:       6.4        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        55         38         32         24         26         90         86:
Old  :       129:        56         38         32         23         25         89         85:
Other:        10:         3          3          4          3          2          9          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       36.0       29.3       51.2       13.7       32.8       23.6       44.2
Old  :                 17.9       35.8       29.3       51.1       13.7       33.0       23.5       44.1
Other:                 83.0       92.7       93.0       97.1       61.0       65.1       61.6       65.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   162,595:    52,543     12,811     14,186     80,821    127,955    147,549    154,952:    15,046      7,643
Old  :   138,585:    50,472     12,442     12,478     61,133    106,183    124,083    131,104:    14,502      7,481
Other:    24,010:     2,855      1,153        924     19,688     21,772     23,466     23,848:       543        161
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :     7,204:     4,637       -761      1,598       -510      6,514      5,725      7,351:     1,480       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        7.9        8.7       49.7       78.7       90.7       95.3:       9.3        4.7
Old  :     100.0:      36.4        9.0        9.0       44.1       76.6       89.5       94.6:      10.5        5.4
Other:     100.0:      11.9        4.8        3.8       82.0       90.7       97.7       99.3:       2.3        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        65         36         39         58         46        151        101:
Old  :       178:        62         41         37         57         45        147        100:
Other:        43:        13          5          9         12         18         28         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       40.6       35.8       55.7       17.2       29.4       26.7       37.6
Old  :                 19.6       40.7       33.2       56.4       18.2       30.9       27.6       39.7
Other:                 55.6       52.7       75.6       76.1       45.1       44.1       64.1       61.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   786,586:    97,691     60,414    176,716    435,495    483,469    709,902    720,599:    76,684     65,987
Old  :   786,586:    97,691     60,414    176,716    435,495    483,469    709,902    720,599:    76,684     65,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :     8,383:    -1,512     16,069        798     11,217    -13,706     10,503      3,161:    -2,120      5,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.7       22.5       55.4       61.5       90.3       91.6:       9.7        8.4
Old  :     100.0:      12.4        7.7       22.5       55.4       61.5       90.3       91.6:       9.7        8.4
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  :       206:        60         57         67         82         73        177        164:
Old  :       206:        60         57         67         82         73        177        164:
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  :                 23.8       29.8       34.3       41.9       11.4       13.1       17.9       19.2
Old  :                 23.8       29.8       34.3       41.9       11.4       13.1       17.9       19.2
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 with Delta-adjusted Options and Futures Combined, 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  :   177,345:    45,033     17,883     49,919     69,125    102,358    164,078    170,161:    13,267      7,184
Old  :   161,978:    43,208     18,249     45,830     60,263     91,299    149,301    155,379:    12,677      6,599
Other:    15,366:     2,888        696      3,027      8,862     11,059     14,777     14,782:       590        585
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :     2,332:      -358      1,282      1,458      2,340        543      3,440      3,283:    -1,109       -951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       10.1       28.1       39.0       57.7       92.5       95.9:       7.5        4.1
Old  :     100.0:      26.7       11.3       28.3       37.2       56.4       92.2       95.9:       7.8        4.1
Other:     100.0:      18.8        4.5       19.7       57.7       72.0       96.2       96.2:       3.8        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       413:       193         73        117        113        115        358        263:
Old  :       412:       190         81        116        111        114        354        262:
Other:        94:        29         11         26         26         44         64         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       25.6       27.3       36.9       12.7       15.5       18.9       24.0
Old  :                 16.6       23.2       27.4       35.1       13.9       19.1       20.5       27.5
Other:                 56.3       53.2       71.2       65.2       39.2       35.6       46.0       40.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    29,084:     9,779     19,174      3,083     15,336      3,320     28,198     25,576:       886      3,507
Old  :    29,084:     9,779     19,174      3,083     15,336      3,320     28,198     25,576:       886      3,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2006                    :
     :    -1,248:     1,587     -1,382        223     -2,957         92     -1,147     -1,067:      -101       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       65.9       10.6       52.7       11.4       97.0       87.9:       3.0       12.1
Old  :     100.0:      33.6       65.9       10.6       52.7       11.4       97.0       87.9:       3.0       12.1
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  :        67:        10         40         11          6         12         21         59:
Old  :        67:        10         40         11          6         12         21         59:
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  :                 78.5       45.6       92.7       59.6       76.2       42.1       82.8       54.6
Old  :                 78.5       45.6       92.7       59.6       76.2       42.1       82.8       54.6
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 with Delta-adjusted Options and Futures Combined, 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  :    30,840:    21,617          0          0      4,159     26,741     25,776     26,741:     5,063      4,099
Old  :    30,840:    21,617          0          0      4,159     26,741     25,776     26,741:     5,063      4,099
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:      70.1        0.0        0.0       13.5       86.7       83.6       86.7:      16.4       13.3
Old  :     100.0:      70.1        0.0        0.0       13.5       86.7       83.6       86.7:      16.4       13.3
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          4          9         14          9:
Old  :        22:        10          0          0          4          9         14          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  :                 65.0       72.4       75.0       85.7       65.0       72.4       75.0       85.7
Old  :                 65.0       72.4       75.0       85.7       65.0       72.4       75.0       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 8, 2007