COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      245,261
COMMITMENTS
  31,230   55,657   60,876  131,491  110,195  223,597  226,728   21,664   18,533

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      6,553)
    -566    4,975    2,497    2,422   -3,218    4,352    4,254    2,201    2,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     22.7     24.8     53.6     44.9     91.2     92.4      8.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      89      113       75       87       62      212      221
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       54,628
COMMITMENTS
   8,991    1,434   15,343   23,108   32,926   47,443   49,703    7,185    4,925

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      1,933)
     330     -410     -667      632    1,977      295      901    1,638    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      2.6     28.1     42.3     60.3     86.8     91.0     13.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      51       35       33       28       25       93       79
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      157,869
COMMITMENTS
  28,366   29,530   12,810  101,785  103,486  142,961  145,826   14,908   12,043

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      6,908)
     796    4,659    1,512    1,505   -1,765    3,813    4,406    3,095    2,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     18.7      8.1     64.5     65.6     90.6     92.4      9.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      48       55       40       53       38      124      114
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      607,584
COMMITMENTS
  93,202   50,750  151,345  300,310  337,145  544,857  539,240   62,727   68,344

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:    -29,064)
  -2,109    6,606    6,114  -34,950  -48,996  -30,944  -36,276    1,880    7,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      8.4     24.9     49.4     55.5     89.7     88.8     10.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      52       56       55       72       67      156      149
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      142,062
COMMITMENTS
  27,173   29,645   36,669   65,513   65,451  129,355  131,765   12,707   10,297

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      5,521)
     712      318      535    3,214    2,316    4,461    3,169    1,061    2,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     20.9     25.8     46.1     46.1     91.1     92.8      8.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     117      106      108      112      102      283      271
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,193
COMMITMENTS
  13,657    8,279    3,415    5,629   10,818   22,701   22,513    2,492    2,681

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      4,977)
   5,955      106      457   -1,911    4,408    4,502    4,971      475        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.2     32.9     13.6     22.3     42.9     90.1     89.4      9.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       30        9        7        9       41       41
 

Updated October 6, 2006