COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      254,411
COMMITMENTS
  31,267   56,063   70,319  132,270  112,156  233,857  238,539   20,554   15,872

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,245)
      81   -2,470    2,971      392    4,244    3,443    4,746    1,801      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     22.0     27.6     52.0     44.1     91.9     93.8      8.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     100      109       80       85       63      220      223
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       58,777
COMMITMENTS
  10,161    1,566   17,985   24,093   35,597   52,239   55,148    6,538    3,630

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      4,972)
   1,850     -940    1,910     -721    4,374    3,039    5,344    1,933     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      2.7     30.6     41.0     60.6     88.9     93.8     11.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      59       35       39       27       25      103       82
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      168,384
COMMITMENTS
  29,536   43,539   13,501  109,993  102,100  153,030  159,141   15,353    9,243

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     11,324)
   1,200   11,108    1,816    6,514   -1,021    9,529   11,903    1,795     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     25.9      8.0     65.3     60.6     90.9     94.5      9.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      61       57       38       58       37      133      122
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      637,302
COMMITMENTS
  97,385   35,649  156,834  317,205  375,857  571,424  568,340   65,878   68,963

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     33,012)
   2,199   -8,206   10,403   12,004   29,180   24,606   31,377    8,406    1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      5.6     24.6     49.8     59.0     89.7     89.2     10.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      58       42       53       72       65      156      135
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      139,345
COMMITMENTS
  27,017   33,015   34,048   68,128   65,930  129,193  132,993   10,152    6,351

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -2,665)
     -51    2,324   -3,377    1,614     -735   -1,814   -1,788     -851     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     23.7     24.4     48.9     47.3     92.7     95.4      7.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     120      117      105      108       99      282      276
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       37,544
COMMITMENTS
  24,742    8,142    2,789    6,420   24,467   33,951   35,397    3,593    2,146

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,910)
   5,527      230     -452      693    6,509    5,768    6,288      143     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.9     21.7      7.4     17.1     65.2     90.4     94.3      9.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      41       25       11        6       11       54       41
 

Updated October 20, 2006