COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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  :   215,913:    42,088     49,433     48,355    103,011    106,549    193,454    204,337:    22,459     11,576
Old  :   187,450:    34,736     51,742     38,409     94,159     86,344    167,304    176,494:    20,146     10,956
Other:    28,463:    10,545        884      6,753      8,853     20,206     26,151     27,843:     2,313        620
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2006                    :
     :     7,530:     4,852     -3,123      2,808     -2,542      8,783      5,118      8,468:     2,412       -938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       22.9       22.4       47.7       49.3       89.6       94.6:      10.4        5.4
Old  :     100.0:      18.5       27.6       20.5       50.2       46.1       89.3       94.2:      10.7        5.8
Other:     100.0:      37.0        3.1       23.7       31.1       71.0       91.9       97.8:       8.1        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:       104         84         68         69         63        199        193:
Old  :       275:        93         94         67         68         61        195        191:
Other:        94:        41          9         32         29         28         80         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  :                 20.4       29.4       31.6       38.5       20.4       24.8       30.4       32.4
Old  :                 21.6       26.8       32.9       35.3       21.6       21.7       32.3       29.2
Other:                 30.7       51.5       46.0       67.1       30.7       48.7       44.5       61.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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  :    47,941:    12,445      1,532     13,608     17,625     30,017     43,678     45,157:     4,263      2,784
Old  :    47,868:    12,445      1,560     13,566     17,605     29,961     43,616     45,087:     4,252      2,781
Other:        73:        31          3         11         20         56         62         70:        11          3
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2006                    :
     :    -1,855:     1,137       -231       -809     -1,432       -180     -1,105     -1,220:      -751       -635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.2       28.4       36.8       62.6       91.1       94.2:       8.9        5.8
Old  :     100.0:      26.0        3.3       28.3       36.8       62.6       91.1       94.2:       8.9        5.8
Other:     100.0:      42.5        4.1       15.1       27.4       76.7       84.9       95.9:      15.1        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        65         44         42         22         25        103        100:
Old  :       146:        66         45         42         22         25        103        100:
Other:         8:         3          2          2          1          1          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       41.1       36.8       55.9       10.0       27.5       17.0       36.7
Old  :                 23.7       41.1       36.9       55.9       10.0       27.5       17.1       36.6
Other:                 83.6       94.5       84.9       95.9       69.9       80.8       69.9       80.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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  :   144,167:    37,682     27,298      8,756     85,004    100,495    131,443    136,550:    12,725      7,618
Old  :   124,727:    37,074     26,437      7,802     67,368     83,125    112,245    117,365:    12,482      7,362
Other:    19,441:       959      1,212        603     17,636     17,370     19,198     19,185:       243        256
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2006                    :
     :     4,632:     4,339     -4,031        961     -2,119      6,756      3,181      3,687:     1,451        945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       18.9        6.1       59.0       69.7       91.2       94.7:       8.8        5.3
Old  :     100.0:      29.7       21.2        6.3       54.0       66.6       90.0       94.1:      10.0        5.9
Other:     100.0:       4.9        6.2        3.1       90.7       89.3       98.8       98.7:       1.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        53         47         30         53         42        121        105:
Old  :       163:        55         44         29         52         41        118        103:
Other:        36:         4          7          7         13         16         22         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       33.8       41.9       51.8       19.6       24.6       29.0       32.6
Old  :                 24.6       32.1       38.4       50.7       20.7       23.8       30.6       33.2
Other:                 63.1       74.1       83.7       85.6       40.9       53.2       60.3       62.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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  :   756,391:    93,059     43,948    173,703    407,515    475,780    674,277    693,431:    82,114     62,960
Old  :   756,391:    93,059     43,948    173,703    407,515    475,780    674,277    693,431:    82,114     62,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2006                    :
     :    31,510:      -867      7,547      7,702     19,252     15,544     26,087     30,794:     5,423        716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        5.8       23.0       53.9       62.9       89.1       91.7:      10.9        8.3
Old  :     100.0:      12.3        5.8       23.0       53.9       62.9       89.1       91.7:      10.9        8.3
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  :       200:        60         50         61         83         72        176        152:
Old  :       200:        60         50         61         83         72        176        152:
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  :                 22.6       29.8       33.2       43.8       11.4       14.9       17.6       21.7
Old  :                 22.6       29.8       33.2       43.8       11.4       14.9       17.6       21.7
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, December 5, 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  :   171,839:    45,869     18,001     50,738     61,215     95,342    157,821    164,081:    14,018      7,758
Old  :   159,291:    44,007     18,471     46,061     55,716     87,433    145,785    151,965:    13,506      7,325
Other:    12,549:     3,013        680      3,525      5,499      7,910     12,037     12,116:       512        433
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2006                    :
     :     9,003:     2,856      1,019      4,195      1,201      3,875      8,253      9,089:       750        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       10.5       29.5       35.6       55.5       91.8       95.5:       8.2        4.5
Old  :     100.0:      27.6       11.6       28.9       35.0       54.9       91.5       95.4:       8.5        4.6
Other:     100.0:      24.0        5.4       28.1       43.8       63.0       95.9       96.5:       4.1        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       183         87        113        111        121        354        269:
Old  :       419:       183         90        111        111        120        351        267:
Other:        84:        25         11         28         23         38         58         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       23.3       26.5       35.3       12.7       15.1       19.0       23.1
Old  :                 15.5       21.8       26.6       33.8       13.8       17.1       20.1       25.1
Other:                 52.7       50.7       66.6       61.4       39.4       36.6       45.1       41.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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  :    41,275:    18,343     21,761      3,096     18,405     11,206     39,844     36,062:     1,431      5,212
Old  :    41,275:    18,343     21,761      3,096     18,405     11,206     39,844     36,062:     1,431      5,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2006                    :
     :     2,800:     7,677      3,919        503     -4,727     -1,661      3,453      2,761:      -653         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       52.7        7.5       44.6       27.1       96.5       87.4:       3.5       12.6
Old  :     100.0:      44.4       52.7        7.5       44.6       27.1       96.5       87.4:       3.5       12.6
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  :        76:        13         47         11          6         10         24         65:
Old  :        76:        13         47         11          6         10         24         65:
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  :                 73.7       40.8       88.8       57.6       73.1       40.7       84.8       55.6
Old  :                 73.7       40.8       88.8       57.6       73.1       40.7       84.8       55.6
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, December 5, 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  :    50,987:    31,741        759          0     12,754     46,240     44,495     46,999:     6,493      3,989
Old  :    50,987:    31,741        759          0     12,754     46,240     44,495     46,999:     6,493      3,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2006                    :
     :     6,464:    -2,338       -244         -1      7,935      6,017      5,596      5,772:       869        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.3        1.5        0.0       25.0       90.7       87.3       92.2:      12.7        7.8
Old  :     100.0:      62.3        1.5        0.0       25.0       90.7       87.3       92.2:      12.7        7.8
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  :        26:         9          1          0          8         12         17         13:
Old  :        26:         9          1          0          8         12         17         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  :                 71.1       75.8       79.2       86.9       57.7       64.1       64.6       71.2
Old  :                 71.1       75.8       79.2       86.9       57.7       64.1       64.6       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 8, 2006