COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, November 28, 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  :   158,274:    35,606     63,566     11,550     95,727     71,628    142,883    146,744:    15,391     11,530
Old  :   139,976:    30,200     65,938      7,248     89,037     55,739    126,485    128,925:    13,491     11,051
Other:    18,298:     9,044      1,266        664      6,690     15,889     16,398     17,819:     1,900        479
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,396:     2,327     -3,775        682        550      7,472      3,559      4,379:      -163       -983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       40.2        7.3       60.5       45.3       90.3       92.7:       9.7        7.3
Old  :     100.0:      21.6       47.1        5.2       63.6       39.8       90.4       92.1:       9.6        7.9
Other:     100.0:      49.4        6.9        3.6       36.6       86.8       89.6       97.4:      10.4        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        66         98         43         59         48        155        166:
Old  :       253:        62        105         37         55         45        145        163:
Other:        78:        35          9         10         19         21         59         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  :                 26.9       27.8       40.7       37.4       26.9       25.8       40.4       35.1
Old  :                 28.2       24.6       42.6       33.5       28.2       22.3       42.6       31.3
Other:                 39.8       71.3       56.0       86.7       39.8       70.6       56.0       85.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, November 28, 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  :    30,160:    11,698      3,191      3,993     11,084     21,183     26,775     28,367:     3,385      1,793
Old  :    30,087:    11,698      3,218      3,952     11,064     21,127     26,714     28,297:     3,373      1,790
Other:        73:        30          3         11         20         56         61         70:        12          3
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       129:      -197       -184        606       -189       -433        220        -11:       -91        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       10.6       13.2       36.8       70.2       88.8       94.1:      11.2        5.9
Old  :     100.0:      38.9       10.7       13.1       36.8       70.2       88.8       94.1:      11.2        5.9
Other:     100.0:      41.1        4.1       15.1       27.4       76.7       83.6       95.9:      16.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        49         21         28         18         19         88         55:
Old  :       108:        50         22         27         18         19         87         55:
Other:         7:         2          2          2          1          1          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       46.5       35.1       65.9       23.4       43.5       34.4       60.3
Old  :                 23.4       46.4       35.1       65.9       23.4       43.5       34.5       60.3
Other:                 83.6       94.5       83.6       95.9       68.5       80.8       68.5       80.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, November 28, 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  :   131,990:    35,182     31,645      1,698     85,190     92,604    122,070    125,947:     9,920      6,043
Old  :   113,403:    34,487     30,737      1,178     68,129     75,680    103,794    107,595:     9,609      5,808
Other:    18,587:     1,048      1,261        167     17,061     16,924     18,276     18,352:       311        235
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     2,623:       228      3,874       -669      2,669        128      2,228      3,333:       395       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       24.0        1.3       64.5       70.2       92.5       95.4:       7.5        4.6
Old  :     100.0:      30.4       27.1        1.0       60.1       66.7       91.5       94.9:       8.5        5.1
Other:     100.0:       5.6        6.8        0.9       91.8       91.1       98.3       98.7:       1.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        47         44         12         51         35        104         88:
Old  :       154:        48         44         12         50         34        102         86:
Other:        34:         6          5          3         12         15         20         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       33.9       44.8       53.0       20.9       24.4       31.4       35.5
Old  :                 24.2       32.3       41.3       52.4       21.9       25.0       34.1       35.7
Other:                 65.3       76.8       85.3       88.6       41.0       53.8       59.6       62.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, November 28, 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  :   524,037:    85,511     58,689     46,462    328,351    366,110    460,324    471,261:    63,713     52,776
Old  :   524,037:    85,511     58,689     46,462    328,351    366,110    460,324    471,261:    63,713     52,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    16,200:     3,069     -2,130      2,356      7,088     17,023     12,513     17,249:     3,687     -1,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.2        8.9       62.7       69.9       87.8       89.9:      12.2       10.1
Old  :     100.0:      16.3       11.2        8.9       62.7       69.9       87.8       89.9:      12.2       10.1
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  :       180:        42         52         44         73         57        146        126:
Old  :       180:        42         52         44         73         57        146        126:
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  :                 23.3       32.4       37.1       47.3       16.1       18.5       24.8       26.9
Old  :                 23.3       32.4       37.1       47.3       16.1       18.5       24.8       26.9
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, November 28, 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  :   114,569:    43,699     22,391      7,454     51,852     78,275    103,005    108,120:    11,564      6,449
Old  :   105,146:    42,787     23,047      4,642     46,560     71,408     93,989     99,097:    11,157      6,049
Other:     9,423:     1,910        342      1,814      5,292      6,867      9,016      9,023:       407        400
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     2,889:     2,150        871        -87         71      1,959      2,134      2,743:       755        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       19.5        6.5       45.3       68.3       89.9       94.4:      10.1        5.6
Old  :     100.0:      40.7       21.9        4.4       44.3       67.9       89.4       94.2:      10.6        5.8
Other:     100.0:      20.3        3.6       19.3       56.2       72.9       95.7       95.8:       4.3        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       169         48         53         86         97        283        180:
Old  :       359:       167         52         48         85         94        279        173:
Other:        70:        22          6         17         19         29         45         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       28.3       28.3       41.2       17.8       21.7       25.9       32.9
Old  :                 19.4       28.5       29.1       41.2       19.4       26.3       28.2       38.6
Other:                 55.0       59.3       71.4       69.5       44.3       47.8       52.4       53.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, November 28, 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  :    37,290:    10,311     17,632      2,293     22,858     12,867     35,462     32,792:     1,828      4,498
Old  :    37,290:    10,311     17,632      2,293     22,858     12,867     35,462     32,792:     1,828      4,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,708:    -2,268      5,583        -92      5,655     -3,178      3,295      2,313:       413      1,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       47.3        6.1       61.3       34.5       95.1       87.9:       4.9       12.1
Old  :     100.0:      27.7       47.3        6.1       61.3       34.5       95.1       87.9:       4.9       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  :        66:        12         38          5          7          9         20         52:
Old  :        66:        12         38          5          7          9         20         52:
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  :                 75.2       49.4       87.1       62.0       73.8       47.8       81.8       59.0
Old  :                 75.2       49.4       87.1       62.0       73.8       47.8       81.8       59.0
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 - Futures Only, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    43,629:    33,498        453          1      4,506     39,966     38,005     40,420:     5,624      3,209
Old  :    43,629:    33,498        453          1      4,506     39,966     38,005     40,420:     5,624      3,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       798:    -1,247         31          0      1,814        736        567        767:       231         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        1.0        0.0       10.3       91.6       87.1       92.6:      12.9        7.4
Old  :     100.0:      76.8        1.0        0.0       10.3       91.6       87.1       92.6:      12.9        7.4
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  :        27:         9          1          1          6         13         15         15:
Old  :        27:         9          1          1          6         13         15         15:
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  :                 71.7       77.4       81.1       85.8       71.7       77.4       80.6       85.6
Old  :                 71.7       77.4       81.1       85.8       71.7       77.4       80.6       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 1, 2006