COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 10/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      183,770
COMMITMENTS
  30,568   64,191   24,510  109,097   79,897  164,175  168,598   19,595   15,172

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -735)
    -235    2,409     -800   -1,703   -3,339   -2,738   -1,730    2,003      995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     34.9     13.3     59.4     43.5     89.3     91.7     10.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      63      110       56       67       46      167      185
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 10/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,594
COMMITMENTS
  11,222    1,587    3,330   12,584   24,060   27,136   28,977    3,458    1,617

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -2,486)
  -2,343   -1,051     -320     -107     -920   -2,770   -2,291      284     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      5.2     10.9     41.1     78.6     88.7     94.7     11.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      53       16       24       22       18       88       48
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 10/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      161,449
COMMITMENTS
  36,738   47,956    4,890  106,197   99,939  147,825  152,785   13,624    8,664

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      4,763)
   3,058    3,868    1,436      377     -954    4,871    4,350     -108      413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     29.7      3.0     65.8     61.9     91.6     94.6      8.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      54       52       26       56       36      123      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 10/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      457,173
COMMITMENTS
  90,993   55,833   36,384  277,490  310,277  404,867  402,494   52,306   54,679

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      2,046)
  -3,482    2,952   -3,763    8,745    4,115    1,500    3,304      546   -1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     12.2      8.0     60.7     67.9     88.6     88.0     11.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      44       47       40       64       54      134      118
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 10/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      112,676
COMMITMENTS
  30,203   30,904   11,230   61,017   64,970  102,450  107,104   10,226    5,572

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      2,169)
     777   -3,663      666     -736    5,279      707    2,282    1,462     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     27.4     10.0     54.2     57.7     90.9     95.1      9.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     107       88       59       90       91      233      214
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 10/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       33,789
COMMITMENTS
  21,741    7,513    2,541    5,855   21,682   30,137   31,736    3,652    2,053

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -2,956)
  -2,908     -488      126     -427   -2,785   -3,209   -3,147      253      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3     22.2      7.5     17.3     64.2     89.2     93.9     10.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      39       14        4        4       11       45       28
 

Updated October 27, 2006