COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      183,796
COMMITMENTS
  32,677   59,700   23,781  106,375   84,022  162,833  167,503   20,963   16,293

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -1,557)
     502   -2,325     -745   -3,372     -856   -3,615   -3,926    2,058    2,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     32.5     12.9     57.9     45.7     88.6     91.1     11.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      69      105       66       76       54      190      191
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,162
COMMITMENTS
  12,926    3,076    3,010   11,007   22,392   26,943   28,478    3,219    1,684

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        251)
     758      765      327     -751     -896      334      196      -83       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     10.2     10.0     36.5     74.2     89.3     94.4     10.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      54       20       22       20       18       89       50
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      145,174
COMMITMENTS
  35,564   32,821    5,587   92,090   99,281  133,241  137,689   11,933    7,485

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -9,907)
  -1,185   -7,646   -1,155   -7,193     -424   -9,533   -9,225     -374     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     22.6      3.8     63.4     68.4     91.8     94.8      8.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      52       42       24       51       39      117       97
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      487,900
COMMITMENTS
  91,596   63,948   37,262  298,770  332,207  427,628  433,417   60,272   54,483

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     14,966)
    -326    5,546      131    9,993   10,113    9,798   15,790    5,168     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     13.1      7.6     61.2     68.1     87.6     88.8     12.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      40       52       38       69       57      136      123
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      122,312
COMMITMENTS
  37,324   25,564   17,029   56,993   74,273  111,346  116,866   10,966    5,446

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      5,508)
   5,621   -2,737    2,490   -2,137    5,932    5,974    5,685     -466     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     20.9     13.9     46.6     60.7     91.0     95.5      9.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     151       71       85       93      105      298      235
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       34,478
COMMITMENTS
  12,826   10,235    3,481   15,780   17,652   32,087   31,368    2,391    3,110

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,517)
     916    2,063      510      532   -1,173    1,958    1,400     -441      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     29.7     10.1     45.8     51.2     93.1     91.0      6.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19       20       10        4       12       26       40
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       43,094
COMMITMENTS
  33,410      695        1    2,894   37,881   36,305   38,577    6,789    4,517

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.5      1.6      0.0      6.7     87.9     84.2     89.5     15.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        1        1        3       10       11       12
 

Updated November 13, 2006