COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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  :   267,095:    47,123     35,593     70,028    121,978    146,077    239,130    251,698:    27,965     15,397
Old  :   207,959:    32,221     38,558     51,236    100,941    103,931    184,398    193,724:    23,561     14,235
Other:    59,136:    19,368      1,501     14,327     21,037     42,146     54,732     57,974:     4,404      1,162
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     7,775:       587       -332      1,975      2,552      4,147      5,115      5,791:     2,659      1,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       13.3       26.2       45.7       54.7       89.5       94.2:      10.5        5.8
Old  :     100.0:      15.5       18.5       24.6       48.5       50.0       88.7       93.2:      11.3        6.8
Other:     100.0:      32.8        2.5       24.2       35.6       71.3       92.6       98.0:       7.4        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:       119         71         85         75         66        236        190:
Old  :       281:       112         73         81         73         64        225        186:
Other:       129:        50         24         40         37         40        108         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       32.5       30.9       41.3       20.1       26.9       28.6       33.1
Old  :                 23.0       26.7       32.8       35.4       23.0       20.8       31.2       28.2
Other:                 26.8       54.5       40.6       67.6       26.3       48.1       36.7       57.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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  :    43,113:    16,519      1,565      9,817     12,033     28,079     38,369     39,461:     4,743      3,651
Old  :    42,747:    16,522      1,555      9,771     11,725     27,782     38,018     39,108:     4,729      3,639
Other:       366:         8         22         34        308        297        351        354:        15         12
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     4,277:     3,963         60        625       -616      3,749      3,972      4,434:       305       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        3.6       22.8       27.9       65.1       89.0       91.5:      11.0        8.5
Old  :     100.0:      38.7        3.6       22.9       27.4       65.0       88.9       91.5:      11.1        8.5
Other:     100.0:       2.3        6.0        9.4       84.3       81.3       96.0       96.7:       4.0        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        77         44         33         23         27        118         93:
Old  :       162:        78         45         33         22         26        117         92:
Other:        12:         2          4          4          5          2         10          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       39.3       27.8       53.6       12.5       34.9       21.5       46.4
Old  :                 16.6       39.0       27.5       53.4       12.1       34.6       21.1       46.2
Other:                 81.4       90.9       93.9       96.7       73.9       76.8       76.2       76.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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  :   152,872:    46,693     16,140     11,916     82,566    119,367    141,175    147,423:    11,697      5,449
Old  :   125,578:    43,628     15,432      9,947     60,832     95,083    114,406    120,461:    11,172      5,117
Other:    27,294:     3,915      1,559      1,119     21,734     24,284     26,769     26,962:       525        332
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -1,700:      -177      3,550         81       -216     -4,162       -312       -531:    -1,388     -1,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       10.6        7.8       54.0       78.1       92.3       96.4:       7.7        3.6
Old  :     100.0:      34.7       12.3        7.9       48.4       75.7       91.1       95.9:       8.9        4.1
Other:     100.0:      14.3        5.7        4.1       79.6       89.0       98.1       98.8:       1.9        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        72         34         42         58         48        154        108:
Old  :       182:        70         38         39         57         46        149        106:
Other:        47:        12          6         11         16         19         31         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       38.3       36.5       54.1       19.2       27.4       27.3       36.6
Old  :                 21.4       38.1       34.0       55.5       20.2       29.8       27.3       39.6
Other:                 48.8       48.5       73.3       73.3       39.6       39.9       63.6       61.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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  :   851,850:    99,411     84,259    177,747    497,924    507,812    775,082    769,818:    76,768     82,031
Old  :   851,850:    99,411     84,259    177,747    497,924    507,812    775,082    769,818:    76,768     82,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    21,127:     5,163      3,040        944     17,031     16,742     23,137     20,725:    -2,009        403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        9.9       20.9       58.5       59.6       91.0       90.4:       9.0        9.6
Old  :     100.0:      11.7        9.9       20.9       58.5       59.6       91.0       90.4:       9.0        9.6
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  :       229:        63         70         75         87         77        194        182:
Old  :       229:        63         70         75         87         77        194        182:
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  :                 24.3       27.2       35.0       37.9       13.2       11.8       19.8       17.5
Old  :                 24.3       27.2       35.0       37.9       13.2       11.8       19.8       17.5
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 23, 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  :   169,124:    30,238     17,276     48,105     76,934     95,880    155,277    161,261:    13,847      7,863
Old  :   152,650:    29,040     17,601     43,573     66,658     84,157    139,271    145,332:    13,379      7,319
Other:    16,474:     2,750      1,226      2,981     10,276     11,722     16,006     15,929:       467        544
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -2,763:    -5,614         24       -702      4,205     -2,293     -2,111     -2,971:      -652        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       10.2       28.4       45.5       56.7       91.8       95.4:       8.2        4.6
Old  :     100.0:      19.0       11.5       28.5       43.7       55.1       91.2       95.2:       8.8        4.8
Other:     100.0:      16.7        7.4       18.1       62.4       71.2       97.2       96.7:       2.8        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       162         88        139        111        107        349        281:
Old  :       404:       172         87        138        110        105        348        278:
Other:        99:        21         22         33         26         48         68         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       26.9       29.9       37.1       13.8       14.7       19.2       21.8
Old  :                 19.6       23.9       30.2       34.9       15.3       19.5       21.5       27.1
Other:                 56.6       54.5       71.3       66.2       41.3       36.3       48.7       41.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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  :    22,346:    12,206     10,732      2,699      5,704      6,240     20,609     19,671:     1,737      2,675
Old  :    22,346:    12,206     10,732      2,699      5,704      6,240     20,609     19,671:     1,737      2,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       826:        11        773        -30        952        130        934        873:      -108        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       48.0       12.1       25.5       27.9       92.2       88.0:       7.8       12.0
Old  :     100.0:      54.6       48.0       12.1       25.5       27.9       92.2       88.0:       7.8       12.0
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  :        69:        23         30         11          6         11         33         49:
Old  :        69:        23         30         11          6         11         33         49:
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  :                 67.0       45.2       80.7       65.0       61.1       44.0       69.6       56.9
Old  :                 67.0       45.2       80.7       65.0       61.1       44.0       69.6       56.9
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 23, 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  :    35,078:    26,762        404          0      3,263     30,705     30,025     31,110:     5,052      3,968
Old  :    35,078:    26,762        404          0      3,263     30,705     30,025     31,110:     5,052      3,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     3,149:     4,124        159          0       -175      2,043      3,949      2,203:      -800        946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.3        1.2        0.0        9.3       87.5       85.6       88.7:      14.4       11.3
Old  :     100.0:      76.3        1.2        0.0        9.3       87.5       85.6       88.7:      14.4       11.3
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  :        24:         9          1          0          7          9         16         10:
Old  :        24:         9          1          0          7          9         16         10:
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  :                 69.4       68.2       76.8       86.6       69.4       67.4       76.8       85.8
Old  :                 69.4       68.2       76.8       86.6       69.4       67.4       76.8       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 26, 2007