COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, December 12, 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  :   162,068:    39,467     53,528     13,007     91,006     84,150    143,480    150,685:    18,588     11,383
Old  :   142,373:    33,817     55,112      8,935     83,550     67,707    126,302    131,754:    16,071     10,619
Other:    19,695:     9,102      1,868        620      7,456     16,443     17,178     18,931:     2,517        764
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     1,904:      -794     -5,186      1,180        351      5,048        737      1,042:     1,167        862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       33.0        8.0       56.2       51.9       88.5       93.0:      11.5        7.0
Old  :     100.0:      23.8       38.7        6.3       58.7       47.6       88.7       92.5:      11.3        7.5
Other:     100.0:      46.2        9.5        3.1       37.9       83.5       87.2       96.1:      12.8        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        82         81         43         56         51        165        154:
Old  :       248:        81         83         38         52         48        156        150:
Other:        81:        29         16          9         19         26         54         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  :                 27.7       29.5       40.9       38.4       27.7       27.9       40.7       36.8
Old  :                 29.1       26.4       43.0       34.8       29.1       24.6       43.0       32.8
Other:                 39.1       67.0       56.7       81.5       39.1       65.9       56.7       79.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, December 12, 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  :    30,022:    11,248      5,355      2,354     10,907     18,002     24,509     25,711:     5,513      4,311
Old  :    29,949:    11,233      5,368      2,327     10,887     17,946     24,447     25,641:     5,502      4,308
Other:        73:        31          3         11         20         56         62         70:        11          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     1,234:    -1,414      1,856       -351        206     -2,771     -1,559     -1,266:     2,793      2,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       17.8        7.8       36.3       60.0       81.6       85.6:      18.4       14.4
Old  :     100.0:      37.5       17.9        7.8       36.4       59.9       81.6       85.6:      18.4       14.4
Other:     100.0:      42.5        4.1       15.1       27.4       76.7       84.9       95.9:      15.1        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        46         26         21         19         19         82         53:
Old  :       107:        46         27         20         19         19         81         53:
Other:         8:         3          2          2          1          1          5          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  :                 22.0       40.0       33.7       53.7       22.0       36.8       33.7       48.1
Old  :                 22.0       39.9       33.8       53.7       22.0       36.9       33.8       48.0
Other:                 83.6       94.5       84.9       95.9       69.9       80.8       69.9       80.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, December 12, 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  :   136,596:    41,628     13,291      3,129     80,505    113,005    125,262    129,425:    11,334      7,171
Old  :   117,184:    40,564     12,831      2,424     63,167     95,093    106,155    110,348:    11,029      6,836
Other:    19,412:     1,534        930        235     17,338     17,912     19,107     19,077:       305        335
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     1,525:     2,041    -14,029      1,061     -2,366     14,088        736      1,120:       789        405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        9.7        2.3       58.9       82.7       91.7       94.8:       8.3        5.2
Old  :     100.0:      34.6       10.9        2.1       53.9       81.1       90.6       94.2:       9.4        5.8
Other:     100.0:       7.9        4.8        1.2       89.3       92.3       98.4       98.3:       1.6        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        58         32         18         53         41        124         82:
Old  :       160:        55         35         18         53         40        123         80:
Other:        38:        11          3          3         11         17         22         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       42.1       43.0       60.1       20.2       32.4       29.1       39.3
Old  :                 26.3       42.8       41.1       60.8       22.0       33.3       30.5       42.1
Other:                 62.7       65.1       82.6       83.9       48.6       53.4       68.1       68.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, December 12, 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  :   564,627:    90,543     70,809     51,255    342,861    370,785    484,659    492,849:    79,968     71,778
Old  :   564,627:    90,543     70,809     51,255    342,861    370,785    484,659    492,849:    79,968     71,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    14,484:     4,377     10,916     -3,213      4,712     -9,472      5,876     -1,769:     8,608     16,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.5        9.1       60.7       65.7       85.8       87.3:      14.2       12.7
Old  :     100.0:      16.0       12.5        9.1       60.7       65.7       85.8       87.3:      14.2       12.7
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  :       191:        46         54         44         73         59        146        136:
Old  :       191:        46         54         44         73         59        146        136:
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  :                 23.0       31.4       36.4       44.8       15.7       18.1       24.2       25.8
Old  :                 23.0       31.4       36.4       44.8       15.7       18.1       24.2       25.8
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, December 12, 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  :   123,449:    48,346     22,618      7,385     54,548     85,812    110,279    115,815:    13,170      7,634
Old  :   112,232:    47,045     23,017      5,169     47,565     77,064     99,779    105,250:    12,453      6,982
Other:    11,217:     2,008        308      1,509      6,983      8,748     10,500     10,565:       717        652
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     4,861:     2,048       -992       -285      1,872      4,681      3,635      3,404:     1,226      1,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       18.3        6.0       44.2       69.5       89.3       93.8:      10.7        6.2
Old  :     100.0:      41.9       20.5        4.6       42.4       68.7       88.9       93.8:      11.1        6.2
Other:     100.0:      17.9        2.7       13.5       62.3       78.0       93.6       94.2:       6.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       174         48         56         87         96        291        183:
Old  :       364:       173         54         52         87         94        288        179:
Other:        71:        22          4         15         18         35         44         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       28.5       30.9       42.1       18.1       21.3       26.3       33.0
Old  :                 20.3       28.0       31.5       41.2       19.9       26.5       29.0       39.4
Other:                 60.2       56.5       75.5       68.6       42.5       41.9       49.6       47.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, December 12, 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  :    46,967:    12,528     24,955      3,787     29,540     13,747     45,855     42,489:     1,112      4,478
Old  :    46,967:    12,528     24,955      3,787     29,540     13,747     45,855     42,489:     1,112      4,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     7,285:    -5,457      3,613      1,086     11,637      2,543      7,266      7,242:        19         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       53.1        8.1       62.9       29.3       97.6       90.5:       2.4        9.5
Old  :     100.0:      26.7       53.1        8.1       62.9       29.3       97.6       90.5:       2.4        9.5
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  :        72:         9         46         12          8         11         23         65:
Old  :        72:         9         46         12          8         11         23         65:
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  :                 71.9       38.2       90.3       57.7       66.8       35.4       77.6       51.1
Old  :                 71.9       38.2       90.3       57.7       66.8       35.4       77.6       51.1
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, December 12, 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  :    50,062:    28,769        719         29     14,096     43,988     42,894     44,736:     7,168      5,326
Old  :    50,062:    28,769        719         29     14,096     43,988     42,894     44,736:     7,168      5,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :       -32:    -2,972        -40         29      1,655     -1,995     -1,288     -2,006:     1,256      1,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5        1.4        0.1       28.2       87.9       85.7       89.4:      14.3       10.6
Old  :     100.0:      57.5        1.4        0.1       28.2       87.9       85.7       89.4:      14.3       10.6
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  :        26:         9          1          1          8         13         17         15:
Old  :        26:         9          1          1          8         13         17         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  :                 66.3       71.3       74.5       84.2       52.6       58.7       59.4       65.6
Old  :                 66.3       71.3       74.5       84.2       52.6       58.7       59.4       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 15, 2006