COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      160,164
COMMITMENTS
  40,261   58,714   11,827   90,655   79,102  142,743  149,643   17,421   10,521

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      1,890)
   4,655   -4,852      277   -5,072    7,474     -140    2,899    2,030   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     36.7      7.4     56.6     49.4     89.1     93.4     10.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      81       90       43       56       51      165      161
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,788
COMMITMENTS
  12,662    3,499    2,705   10,701   20,773   26,068   26,977    2,720    1,811

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,372)
     964      308   -1,288     -383     -410     -707   -1,390     -665       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     12.2      9.4     37.2     72.2     90.6     93.7      9.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      56       19       25       19       21       90       56
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      135,071
COMMITMENTS
  39,587   27,320    2,068   82,871   98,917  124,526  128,305   10,545    6,766

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      3,081)
   4,405   -4,325      370   -2,319    6,313    2,456    2,358      625      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     20.2      1.5     61.4     73.2     92.2     95.0      7.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      49       43       12       51       38      107       87
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      550,143
COMMITMENTS
  86,166   59,893   54,468  338,149  380,257  478,783  494,618   71,360   55,525

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     26,106)
     655    1,204    8,006    9,798   14,147   18,459   23,357    7,647    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     10.9      9.9     61.5     69.1     87.0     89.9     13.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      48       53       48       71       61      149      136
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      118,588
COMMITMENTS
  46,298   23,610    7,670   52,676   81,131  106,644  112,411   11,944    6,177

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      4,019)
   2,599    1,219      216      824    2,856    3,639    4,291      380     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     19.9      6.5     44.4     68.4     89.9     94.8     10.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     172       60       59       89      103      293      198
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       39,682
COMMITMENTS
  17,985   21,342    2,701   17,903   11,204   38,589   35,247    1,093    4,435

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      2,392)
   7,674    3,710      408   -4,955   -1,663    3,127    2,455     -735      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     53.8      6.8     45.1     28.2     97.2     88.8      2.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       41        8        5       10       22       57
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 12/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       50,094
COMMITMENTS
  31,741      759        0   12,441   45,983   44,182   46,742    5,912    3,352

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      6,465)
  -1,757      306       -1    7,935    6,017    6,177    6,322      288      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4      1.5      0.0     24.8     91.8     88.2     93.3     11.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        1        0        7       12       16       13
 

Updated December 8, 2006