COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   184,683:    32,826     58,406     22,242    110,604     86,951    165,672    167,599:    19,011     17,084
Old  :   173,581:    30,351     58,837     19,814    105,386     78,350    155,551    157,001:    18,030     16,580
Other:    11,102:     4,540      1,634        363      5,218      8,601     10,121     10,598:       981        504
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2006                   :
     :     2,316:    -3,666      4,109        698      2,675     -4,807       -293          0:     2,609      2,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       31.6       12.0       59.9       47.1       89.7       90.7:      10.3        9.3
Old  :     100.0:      17.5       33.9       11.4       60.7       45.1       89.6       90.4:      10.4        9.6
Other:     100.0:      40.9       14.7        3.3       47.0       77.5       91.2       95.5:       8.8        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        68        108         53         69         52        167        194:
Old  :       266:        66        111         52         69         50        166        191:
Other:        54:        10         16          5         13         19         26         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       31.5       37.9       39.7       23.6       26.0       35.4       33.4
Old  :                 24.1       31.5       38.1       39.3       23.7       25.8       35.5       32.7
Other:                 57.2       64.3       76.7       74.7       57.2       64.3       76.7       74.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,584:    13,487      1,709      2,035     10,720     23,309     26,242     27,053:     4,342      3,531
Old  :    17,401:     7,899      1,994         53      6,514     12,586     14,466     14,633:     2,935      2,768
Other:    13,183:     6,769        896        801      4,206     10,723     11,776     12,420:     1,407        763
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2006                   :
     :     1,579:       501       -368       -486        441      1,486        456        632:     1,123        947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1        5.6        6.7       35.1       76.2       85.8       88.5:      14.2       11.5
Old  :     100.0:      45.4       11.5        0.3       37.4       72.3       83.1       84.1:      16.9       15.9
Other:     100.0:      51.3        6.8        6.1       31.9       81.3       89.3       94.2:      10.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        45         13         21         22         19         73         48:
Old  :        80:        34         15          1         17         15         51         31:
Other:        58:        28          6         13         13         13         44         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  :                 21.6       56.0       34.7       69.7       21.6       54.7       33.6       65.5
Old  :                 24.1       60.3       43.7       71.5       24.1       60.3       43.7       71.5
Other:                 36.0       57.2       52.8       79.4       36.0       57.2       52.3       79.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   146,930:    31,504     30,520      3,352     98,460    101,772    133,316    135,644:    13,614     11,286
Old  :   134,084:    30,879     29,834      3,186     86,569     89,792    120,634    122,812:    13,450     11,272
Other:    12,846:       777        838         14     11,891     11,980     12,682     12,832:       164         14
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2006                   :
     :     6,132:     1,439      4,940        534      1,095     -1,823      3,068      3,651:     3,064      2,481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       20.8        2.3       67.0       69.3       90.7       92.3:       9.3        7.7
Old  :     100.0:      23.0       22.3        2.4       64.6       67.0       90.0       91.6:      10.0        8.4
Other:     100.0:       6.0        6.5        0.1       92.6       93.3       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        50         45         22         50         36        109         99:
Old  :       159:        53         44         22         50         35        109         97:
Other:        30:         6          5          2         11         11         19         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.1       36.5       44.2       50.2       20.3       19.6       28.1       29.0
Old  :                 26.8       35.0       43.0       48.3       19.7       21.4       28.5       31.0
Other:                 72.0       85.5       87.8       97.1       48.6       66.0       63.3       71.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   432,984:    90,108     61,469     38,452    252,811    277,201    381,371    377,122:    51,613     55,862
Old  :   432,984:    90,108     61,469     38,452    252,811    277,201    381,371    377,122:    51,613     55,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2006                   :
     :   -40,494:    -1,320      4,995     -2,962    -36,751    -47,273    -41,033    -45,240:       539      4,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       14.2        8.9       58.4       64.0       88.1       87.1:      11.9       12.9
Old  :     100.0:      20.8       14.2        8.9       58.4       64.0       88.1       87.1:      11.9       12.9
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  :       182:        41         60         41         63         54        133        130:
Old  :       182:        41         60         41         63         54        133        130:
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  :                 21.6       30.6       36.1       43.2       21.5       23.4       31.9       33.9
Old  :                 21.6       30.6       36.1       43.2       21.5       23.4       31.9       33.9
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, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   110,868:    30,475     32,380     10,729     58,483     58,410     99,687    101,519:    11,181      9,349
Old  :   104,184:    30,822     33,027      6,864     55,542     55,320     93,228     95,211:    10,956      8,973
Other:     6,684:     1,555      1,255      1,963      2,941      3,090      6,459      6,308:       225        376
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2006                   :
     :     5,067:     1,104        371       -128      3,096      2,335      4,072      2,578:       995      2,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       29.2        9.7       52.8       52.7       89.9       91.6:      10.1        8.4
Old  :     100.0:      29.6       31.7        6.6       53.3       53.1       89.5       91.4:      10.5        8.6
Other:     100.0:      23.3       18.8       29.4       44.0       46.2       96.6       94.4:       3.4        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       102         85         48         95         91        227        206:
Old  :       324:       108         83         45         95         90        225        203:
Other:        31:         5          9          5          9          8         19         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       24.3       34.5       35.6       22.0       18.0       31.2       26.7
Old  :                 23.8       25.4       35.3       35.7       23.5       21.4       34.1       30.9
Other:                 81.9       83.9       90.9       90.5       59.7       57.7       65.2       61.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    24,522:    13,482      8,270      3,102      5,596     10,808     22,180     22,180:     2,342      2,342
Old  :    24,522:    13,482      8,270      3,102      5,596     10,808     22,180     22,180:     2,342      2,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2006                   :
     :     4,977:     6,000        122        420     -1,904      4,409      4,516      4,951:       461         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.0       33.7       12.6       22.8       44.1       90.4       90.4:       9.6        9.6
Old  :     100.0:      55.0       33.7       12.6       22.8       44.1       90.4       90.4:       9.6        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  :        66:        26         25          4          6          9         35         36:
Old  :        66:        26         25          4          6          9         35         36:
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  :                 56.5       54.8       72.8       69.8       53.6       51.6       62.3       62.1
Old  :                 56.5       54.8       72.8       69.8       53.6       51.6       62.3       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 6, 2006