COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      154,878
COMMITMENTS
  33,279   67,341   10,868   95,177   64,156  139,324  142,365   15,554   12,513

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:    -17,811)
     452   -1,795   -4,535  -10,175   -8,560  -14,258  -14,890   -3,553   -2,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     43.5      7.0     61.5     41.4     90.0     91.9     10.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      63      107       38       52       47      142      169
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,031
COMMITMENTS
  11,895    3,375    3,387   11,273   21,616   26,555   28,378    3,476    1,653

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        664)
     322      557      440     -156       28      606    1,025       58     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     11.2     11.3     37.5     72.0     88.4     94.5     11.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      50       20       25       19       19       87       52
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,367
COMMITMENTS
  34,954   27,771    2,367   82,521   92,476  119,842  122,614    9,525    6,753

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,461)
  -1,411    2,499       33    4,889    1,715    3,511    4,247      -50     -786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     21.5      1.8     63.8     71.5     92.6     94.8      7.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      43       42       13       49       36      100       89
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      507,837
COMMITMENTS
  82,442   60,819   44,106  321,263  349,087  447,811  454,012   60,026   53,825

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      7,546)
  -5,328    2,576    2,250   12,352    5,421    9,274   10,247   -1,728   -2,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     12.0      8.7     63.3     68.7     88.2     89.4     11.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      42       52       42       71       58      142      126
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      111,680
COMMITMENTS
  41,549   21,520    7,541   51,781   76,316  100,871  105,377   10,809    6,303

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -6,893)
   1,592      599   -5,690   -1,202   -1,700   -5,300   -6,791   -1,593     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     19.3      6.8     46.4     68.3     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     157       50       50       86      101      274      181
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       33,582
COMMITMENTS
  12,579   12,049    2,385   17,203   16,045   32,167   30,479    1,415    3,103

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:       -950)
      13   -1,263      -48   -1,007      131   -1,042   -1,180       92      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     35.9      7.1     51.2     47.8     95.8     90.8      4.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       30       10        4       11       21       49
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       42,831
COMMITMENTS
  34,745      422        1    2,692   39,230   37,438   39,653    5,393    3,178

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:         63)
     293       16        0        1       12      294       28     -231       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.1      1.0      0.0      6.3     91.6     87.4     92.6     12.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        1        1        3       10       12       12
 

Updated November 27, 2006