COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      168,819
COMMITMENTS
  43,894   40,902   13,961   91,076  104,274  148,931  159,137   19,888    9,682

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      2,736)
   1,658   -2,658     -284      958    7,133    2,332    4,191      404   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     24.2      8.3     53.9     61.8     88.2     94.3     11.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
     105       70       54       56       56      194      156
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,746
COMMITMENTS
  10,202    4,039    1,969   10,649   17,545   22,820   23,553    3,926    3,193

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        232)
    -154     -161      -99      872      612      619      352     -387     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     15.1      7.4     39.8     65.6     85.3     88.1     14.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      37       23       17       20       20       69       51
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      144,508
COMMITMENTS
  48,475   14,077    4,373   79,744  119,247  132,592  137,697   11,916    6,811

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -245)
     155      355      -22     -301      158     -168      491      -77     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      9.7      3.0     55.2     82.5     91.8     95.3      8.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      62       38       25       57       42      139       89
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      571,200
COMMITMENTS
  94,206   64,825   57,151  353,111  397,140  504,468  519,116   66,732   52,084

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      4,173)
   1,802      358    1,544    2,878   16,843    6,224   18,745   -2,051  -14,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     11.3     10.0     61.8     69.5     88.3     90.9     11.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      49       49       48       69       61      145      136
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      125,443
COMMITMENTS
  47,008   22,168    8,116   58,412   88,939  113,536  119,223   11,907    6,220

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      3,450)
   1,017     -395      622    2,130    3,977    3,769    4,204     -319     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     17.7      6.5     46.6     70.9     90.5     95.0      9.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     162       49       64       88       94      284      187
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,824
COMMITMENTS
   7,930   20,385    2,759   18,267    3,216   28,956   26,360      868    3,464

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -854)
    -778     -756      -23      -70       56     -871     -723       17     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     68.4      9.3     61.2     10.8     97.1     88.4      2.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7       43        5        6       12       15       59
 

Updated December 29, 2006