COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, October 31, 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  :   185,353:    32,175     62,025     24,526    109,747     84,878    166,448    171,429:    18,905     13,924
Old  :   172,895:    28,532     61,670     22,802    103,887     74,974    155,221    159,446:    17,674     13,449
Other:    12,458:     5,061      1,773        306      5,860      9,904     11,227     11,983:     1,231        475
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     1,583:     1,607     -2,166         16        650      4,981      2,273      2,831:      -690     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       33.5       13.2       59.2       45.8       89.8       92.5:      10.2        7.5
Old  :     100.0:      16.5       35.7       13.2       60.1       43.4       89.8       92.2:      10.2        7.8
Other:     100.0:      40.6       14.2        2.5       47.0       79.5       90.1       96.2:       9.9        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        67        104         62         72         50        176        191:
Old  :       264:        65        108         62         71         49        175        190:
Other:        67:        16         21          7         18         21         38         45:
     :----------------------------------------------------------------------------------------------------
     :             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       30.0       37.1       38.7       22.7       24.4       34.6       31.9
Old  :                 23.6       29.6       37.2       38.5       22.6       23.8       34.6       30.5
Other:                 58.3       62.6       77.9       76.1       58.3       61.5       77.9       75.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, October 31, 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  :    29,911:    12,168      2,311      2,683     11,758     23,288     26,609     28,282:     3,302      1,629
Old  :     2,731:        56        112          0      2,603      2,458      2,659      2,570:        72        161
Other:    27,180:    12,271      2,358      2,524      9,155     20,830     23,950     25,712:     3,230      1,468
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :      -683:       946        724       -647       -826       -772       -527       -695:      -156         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7        7.7        9.0       39.3       77.9       89.0       94.6:      11.0        5.4
Old  :     100.0:       2.1        4.1        0.0       95.3       90.0       97.4       94.1:       2.6        5.9
Other:     100.0:      45.1        8.7        9.3       33.7       76.6       88.1       94.6:      11.9        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        50         21         20         21         18         87         47:
Old  :        18:         3          3          0          9          3         12          6:
Other:       106:        52         21         18         18         18         83         46:
     :----------------------------------------------------------------------------------------------------
     :             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       55.7       36.1       72.3       23.2       51.7       34.9       65.6
Old  :                 79.9       93.2       93.5       94.1       79.9       93.2       93.5       94.1
Other:                 24.4       52.7       37.3       70.9       24.4       52.2       37.3       68.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, October 31, 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  :   155,081:    36,749     40,467      6,742     99,283     99,705    142,774    146,914:    12,307      8,167
Old  :   138,113:    36,190     39,522      6,439     83,579     84,270    126,208    130,231:    11,905      7,882
Other:    16,968:       828      1,214         34     15,704     15,435     16,566     16,683:       402        285
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -6,368:        11     -7,489      1,852     -6,914       -234     -5,051     -5,871:    -1,317       -497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       26.1        4.3       64.0       64.3       92.1       94.7:       7.9        5.3
Old  :     100.0:      26.2       28.6        4.7       60.5       61.0       91.4       94.3:       8.6        5.7
Other:     100.0:       4.9        7.2        0.2       92.6       91.0       97.6       98.3:       2.4        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        51         55         27         53         37        124        107:
Old  :       172:        54         53         27         52         37        123        106:
Other:        31:         6          5          2         12         12         20         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       35.5       45.1       53.6       19.2       24.3       28.6       33.3
Old  :                 31.2       34.8       43.7       52.8       19.7       27.4       31.2       37.5
Other:                 69.0       80.0       87.2       91.9       44.7       59.4       62.9       67.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, October 31, 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  :   472,934:    91,922     58,402     37,131    288,777    322,094    417,830    417,627:    55,104     55,307
Old  :   472,934:    91,922     58,402     37,131    288,777    322,094    417,830    417,627:    55,104     55,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    15,761:       929      2,569        747     11,287     11,817     12,963     15,133:     2,798        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       12.3        7.9       61.1       68.1       88.3       88.3:      11.7       11.7
Old  :     100.0:      19.4       12.3        7.9       61.1       68.1       88.3       88.3:      11.7       11.7
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  :       172:        42         51         38         66         55        134        119:
Old  :       172:        42         51         38         66         55        134        119:
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       30.0       37.2       44.9       19.1       20.8       28.7       29.6
Old  :                 21.6       30.0       37.2       44.9       19.1       20.8       28.7       29.6
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 31, 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  :   116,804:    31,703     28,301     14,539     59,130     68,341    105,372    111,181:    11,432      5,623
Old  :   107,757:    31,537     28,860     10,930     54,137     62,719     96,604    102,509:    11,153      5,248
Other:     9,047:     1,852      1,127      1,923      4,993      5,622      8,768      8,672:       279        375
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     4,128:     1,500     -2,603      3,309     -1,887      3,371      2,922      4,077:     1,206         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       24.2       12.4       50.6       58.5       90.2       95.2:       9.8        4.8
Old  :     100.0:      29.3       26.8       10.1       50.2       58.2       89.6       95.1:      10.4        4.9
Other:     100.0:      20.5       12.5       21.3       55.2       62.1       96.9       95.9:       3.1        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       120         82         84         92         92        264        229:
Old  :       353:       127         81         80         92         91        262        225:
Other:        55:        15         11         20         14         15         43         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       26.5       32.6       36.7       19.5       18.2       28.2       27.0
Old  :                 21.9       25.7       33.1       35.8       21.1       22.5       31.0       32.2
Other:                 57.3       65.3       74.0       74.0       46.1       49.7       54.6       55.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, October 31, 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  :    32,961:    11,910      8,172      2,971     15,248     18,825     30,129     29,968:     2,832      2,993
Old  :    32,961:    11,910      8,172      2,971     15,248     18,825     30,129     29,968:     2,832      2,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :      -828:    -9,831        659        430      9,393     -2,857         -8     -1,768:      -820        940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       24.8        9.0       46.3       57.1       91.4       90.9:       8.6        9.1
Old  :     100.0:      36.1       24.8        9.0       46.3       57.1       91.4       90.9:       8.6        9.1
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  :        53:        23         15          7          6          9         30         31:
Old  :        53:        23         15          7          6          9         30         31:
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  :                 60.6       65.9       78.2       78.5       58.2       63.7       70.6       73.9
Old  :                 60.6       65.9       78.2       78.5       58.2       63.7       70.6       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 3, 2006