COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   219,665:    34,304     54,454     48,443    113,708    100,248    196,455    203,145:    23,210     16,520
Old  :   197,782:    28,755     55,689     41,488    106,063     84,504    176,305    181,681:    21,476     16,100
Other:    21,883:     7,734        949      4,770      7,645     15,744     20,149     21,463:     1,734        420
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :   -38,946:      -608      4,253    -22,375    -13,023    -19,636    -36,005    -37,758:    -2,941     -1,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       24.8       22.1       51.8       45.6       89.4       92.5:      10.6        7.5
Old  :     100.0:      14.5       28.2       21.0       53.6       42.7       89.1       91.9:      10.9        8.1
Other:     100.0:      35.3        4.3       21.8       34.9       71.9       92.1       98.1:       7.9        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        82        101         69         70         55        186        198:
Old  :       268:        84        102         68         69         55        183        198:
Other:        88:        32         17         32         26         23         76         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       28.6       32.6       37.5       19.5       21.9       29.4       29.2
Old  :                 20.4       26.9       33.3       35.2       19.9       19.5       30.3       26.6
Other:                 37.9       51.7       54.8       68.5       37.9       50.3       53.1       64.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    49,008:    10,868      1,577     12,358     19,933     31,657     43,159     45,593:     5,849      3,415
Old  :    48,945:    10,854      1,582     12,340     19,913     31,611     43,107     45,534:     5,838      3,411
Other:        63:        21          2         11         20         46         52         59:        11          4
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :      -107:    -1,243       -160         39        627       -744       -577       -864:       469        757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        3.2       25.2       40.7       64.6       88.1       93.0:      11.9        7.0
Old  :     100.0:      22.2        3.2       25.2       40.7       64.6       88.1       93.0:      11.9        7.0
Other:     100.0:      33.3        3.2       17.5       31.7       73.0       82.5       93.7:      17.5        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        58         35         39         25         22         99         85:
Old  :       132:        57         37         39         25         22         99         85:
Other:         7:         3          1          2          1          1          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       46.4       37.3       61.9       10.2       30.4       16.8       39.7
Old  :                 24.3       46.3       37.4       61.9       10.3       30.4       16.8       39.7
Other:                 81.0       93.7       82.5       93.7       65.1       76.2       65.1       76.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   133,286:    34,280     24,694      8,611     79,568     91,885    122,459    125,189:    10,827      8,096
Old  :   115,308:    33,853     24,024      7,602     63,235     75,821    104,690    107,447:    10,618      7,861
Other:    17,978:     1,017      1,259        419     16,333     16,064     17,769     17,742:       209        236
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :   -18,706:       315     -7,507     -2,730    -13,889     -8,573    -16,304    -18,810:    -2,402        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       18.5        6.5       59.7       68.9       91.9       93.9:       8.1        6.1
Old  :     100.0:      29.4       20.8        6.6       54.8       65.8       90.8       93.2:       9.2        6.8
Other:     100.0:       5.7        7.0        2.3       90.9       89.4       98.8       98.7:       1.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        48         44         30         50         42        116        101:
Old  :       154:        48         44         29         50         41        114         99:
Other:        34:         5          7          7         12         15         22         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       33.5       41.9       49.1       19.7       22.5       30.2       30.9
Old  :                 23.8       32.5       39.8       46.7       20.3       22.5       32.5       31.2
Other:                 68.0       76.1       85.2       87.3       45.4       57.0       62.6       65.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   686,189:    93,151     38,246    154,837    363,526    425,559    611,513    618,642:    74,675     67,547
Old  :   686,189:    93,151     38,246    154,837    363,526    425,559    611,513    618,642:    74,675     67,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :     8,904:    -2,652     -4,529     -2,256     12,088     13,765      7,181      6,980:     1,724      1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        5.6       22.6       53.0       62.0       89.1       90.2:      10.9        9.8
Old  :     100.0:      13.6        5.6       22.6       53.0       62.0       89.1       90.2:      10.9        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        61         41         53         79         69        163        142:
Old  :       189:        61         41         53         79         69        163        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       29.0       31.6       43.8       12.4       14.6       19.5       22.0
Old  :                 19.8       29.0       31.6       43.8       12.4       14.6       19.5       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   155,363:    39,905     16,987     42,289     59,289     88,539    141,483    147,815:    13,880      7,548
Old  :   143,911:    39,089     17,343     37,406     53,872     81,919    130,367    136,667:    13,544      7,244
Other:    11,452:     2,532      1,361      3,167      5,417      6,621     11,116     11,148:       336        303
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :   -10,210:     3,640     -3,600     -8,891     -6,131      1,804    -11,382    -10,687:     1,172        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       10.9       27.2       38.2       57.0       91.1       95.1:       8.9        4.9
Old  :     100.0:      27.2       12.1       26.0       37.4       56.9       90.6       95.0:       9.4        5.0
Other:     100.0:      22.1       11.9       27.7       47.3       57.8       97.1       97.4:       2.9        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       169         71        116        103        116        334        260:
Old  :       395:       176         69        114        103        115        333        257:
Other:        76:        12         24         25         23         30         54         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       24.1       24.3       34.6       13.0       14.8       18.5       23.4
Old  :                 14.5       22.6       23.9       33.3       14.0       17.5       19.9       26.0
Other:                 51.6       58.8       70.6       68.3       41.2       39.5       49.1       44.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    35,231:    12,731     13,295      2,777     18,268     15,914     33,776     31,986:     1,455      3,245
Old  :    35,231:    12,731     13,295      2,777     18,268     15,914     33,776     31,986:     1,455      3,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :        31:      -275      3,054     -1,045      2,418     -1,738      1,099        270:    -1,067       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       37.7        7.9       51.9       45.2       95.9       90.8:       4.1        9.2
Old  :     100.0:      36.1       37.7        7.9       51.9       45.2       95.9       90.8:       4.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        16         36         12          5         11         24         57:
Old  :        67:        16         36         12          5         11         24         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       57.5       85.8       70.5       64.7       55.3       79.8       66.8
Old  :                 66.9       57.5       85.8       70.5       64.7       55.3       79.8       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    43,300:    34,984        937          1      2,691     39,218     37,676     40,156:     5,624      3,144
Old  :    43,300:    34,984        937          1      2,691     39,218     37,676     40,156:     5,624      3,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :      -307:     1,061       -269          0       -203      1,337        858      1,068:    -1,165     -1,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.8        2.2        0.0        6.2       90.6       87.0       92.7:      13.0        7.3
Old  :     100.0:      80.8        2.2        0.0        6.2       90.6       87.0       92.7:      13.0        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          2          1          4         10         12         13:
Old  :        23:         8          2          1          4         10         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       80.0       83.7       88.1       75.5       80.0       83.7       88.1
Old  :                 75.5       80.0       83.7       88.1       75.5       80.0       83.7       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 17, 2006