COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      185,353
COMMITMENTS
  32,175   62,025   24,526  109,747   84,878  166,448  171,429   18,905   13,924

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      1,583)
   1,607   -2,166       16      650    4,981    2,273    2,831     -690   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     33.5     13.2     59.2     45.8     89.8     92.5     10.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      67      104       62       72       50      176      191
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,911
COMMITMENTS
  12,168    2,311    2,683   11,758   23,288   26,609   28,282    3,302    1,629

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:       -683)
     946      724     -647     -826     -772     -527     -695     -156       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      7.7      9.0     39.3     77.9     89.0     94.6     11.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      50       21       20       21       18       87       47
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      155,081
COMMITMENTS
  36,749   40,467    6,742   99,283   99,705  142,774  146,914   12,307    8,167

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -6,368)
      11   -7,489    1,852   -6,914     -234   -5,051   -5,871   -1,317     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     26.1      4.3     64.0     64.3     92.1     94.7      7.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      51       55       27       53       37      124      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      472,934
COMMITMENTS
  91,922   58,402   37,131  288,777  322,094  417,830  417,627   55,104   55,307

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     15,761)
     929    2,569      747   11,287   11,817   12,963   15,133    2,798      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     12.3      7.9     61.1     68.1     88.3     88.3     11.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      42       51       38       66       55      134      119
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      116,804
COMMITMENTS
  31,703   28,301   14,539   59,130   68,341  105,372  111,181   11,432    5,623

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      4,128)
   1,500   -2,603    3,309   -1,887    3,371    2,922    4,077    1,206       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     24.2     12.4     50.6     58.5     90.2     95.2      9.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     120       82       84       92       92      264      229
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,961
COMMITMENTS
  11,910    8,172    2,971   15,248   18,825   30,129   29,968    2,832    2,993

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:       -828)
  -9,831      659      430    9,393   -2,857       -8   -1,768     -820      940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     24.8      9.0     46.3     57.1     91.4     90.9      8.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      23       15        7        6        9       30       31
 

Updated November 3, 2006