COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      166,083
COMMITMENTS
  42,236   43,560   14,245   90,118   97,141  146,599  154,946   19,484   11,137

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      4,015)
   2,769   -9,968    1,238     -888   12,991    3,119    4,261      896     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     26.2      8.6     54.3     58.5     88.3     93.3     11.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      99       69       52       56       53      185      150
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,514
COMMITMENTS
  10,356    4,200    2,068    9,777   16,933   22,201   23,201    4,313    3,313

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     -3,508)
    -892   -1,155     -286   -1,130   -1,069   -2,308   -2,510   -1,200     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     15.8      7.8     36.9     63.9     83.7     87.5     16.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      37       24       14       19       19       68       47
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      144,753
COMMITMENTS
  48,320   13,722    4,395   80,045  119,089  132,760  137,206   11,993    7,547

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      8,157)
   6,692      431    1,266     -460    6,084    7,498    7,781      659      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      9.5      3.0     55.3     82.3     91.7     94.8      8.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      71       30       24       55       40      143       84
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      567,027
COMMITMENTS
  92,404   64,467   55,607  350,233  380,297  498,244  500,371   68,783   66,656

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      2,400)
   1,861   -6,342    4,352    7,372    9,512   13,585    7,522  -11,185   -5,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.4      9.8     61.8     67.1     87.9     88.2     12.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      49       50       48       66       59      140      136
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      121,993
COMMITMENTS
  45,991   22,563    7,494   56,282   84,962  109,767  115,019   12,226    6,974

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     -1,456)
  -2,355      -55      109    1,734     -850     -512     -796     -944     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     18.5      6.1     46.1     69.6     90.0     94.3     10.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     158       47       59       90       94      279      182
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,678
COMMITMENTS
   8,708   21,141    2,782   18,337    3,160   29,827   27,083      851    3,595

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:    -16,289)
  -3,820   -3,814   -1,005  -11,203  -10,587  -16,028  -15,406     -261     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     68.9      9.1     59.8     10.3     97.2     88.3      2.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       8       47        5        6       12       15       64
 

Updated December 22, 2006