COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      162,068
COMMITMENTS
  39,467   53,528   13,007   91,006   84,150  143,480  150,685   18,588   11,383

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      1,904)
    -794   -5,186    1,180      351    5,048      737    1,042    1,167      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     33.0      8.0     56.2     51.9     88.5     93.0     11.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      82       81       43       56       51      165      154
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,022
COMMITMENTS
  11,248    5,355    2,354   10,907   18,002   24,509   25,711    5,513    4,311

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      1,234)
  -1,414    1,856     -351      206   -2,771   -1,559   -1,266    2,793    2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     17.8      7.8     36.3     60.0     81.6     85.6     18.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      46       26       21       19       19       82       53
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,596
COMMITMENTS
  41,628   13,291    3,129   80,505  113,005  125,262  129,425   11,334    7,171

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      1,525)
   2,041  -14,029    1,061   -2,366   14,088      736    1,120      789      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      9.7      2.3     58.9     82.7     91.7     94.8      8.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      58       32       18       53       41      124       82
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      564,627
COMMITMENTS
  90,543   70,809   51,255  342,861  370,785  484,659  492,849   79,968   71,778

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     14,484)
   4,377   10,916   -3,213    4,712   -9,472    5,876   -1,769    8,608   16,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     12.5      9.1     60.7     65.7     85.8     87.3     14.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      46       54       44       73       59      146      136
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      123,449
COMMITMENTS
  48,346   22,618    7,385   54,548   85,812  110,279  115,815   13,170    7,634

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      4,861)
   2,048     -992     -285    1,872    4,681    3,635    3,404    1,226    1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     18.3      6.0     44.2     69.5     89.3     93.8     10.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     174       48       56       87       96      291      183
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,967
COMMITMENTS
  12,528   24,955    3,787   29,540   13,747   45,855   42,489    1,112    4,478

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      7,285)
  -5,457    3,613    1,086   11,637    2,543    7,266    7,242       19       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     53.1      8.1     62.9     29.3     97.6     90.5      2.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9       46       12        8       11       23       65
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 12/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       50,062
COMMITMENTS
  28,769      719       29   14,096   43,988   42,894   44,736    7,168    5,326

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        -32)
  -2,972      -40       29    1,655   -1,995   -1,288   -2,006    1,256    1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5      1.4      0.1     28.2     87.9     85.7     89.4     14.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        1        1        8       13       17       15
 

Updated December 15, 2006