COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      253,572
COMMITMENTS
  31,449   54,119   70,624  128,665  112,358  230,737  237,101   22,835   16,472

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -838)
     181   -1,944      305   -3,605      201   -3,119   -1,438    2,281      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     21.3     27.9     50.7     44.3     91.0     93.5      9.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      95      106       81       84       60      220      213
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       48,412
COMMITMENTS
  10,596    1,226   11,272   20,910   33,350   42,778   45,848    5,634    2,563

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:    -10,366)
     435     -340   -6,713   -3,184   -2,247   -9,461   -9,299     -904   -1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      2.5     23.3     43.2     68.9     88.4     94.7     11.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      62       26       35       25       22       99       73
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      173,480
COMMITMENTS
  32,716   47,189   15,321  110,037  101,223  158,075  163,733   15,406    9,748

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      5,096)
   3,180    3,650    1,820       45     -878    5,044    4,592       52      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     27.2      8.8     63.4     58.3     91.1     94.4      8.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      61       55       42       59       38      139      124
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      643,592
COMMITMENTS
  95,252   37,957  153,986  329,397  385,126  578,635  577,069   64,957   66,523

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      6,290)
  -2,133    2,308   -2,848   12,192    9,269    7,211    8,729     -921   -2,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      5.9     23.9     51.2     59.8     89.9     89.7     10.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      57       40       54       72       66      154      137
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      143,758
COMMITMENTS
  29,002   28,011   35,846   67,180   73,323  132,027  137,180   11,730    6,578

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      4,413)
   1,985   -5,004    1,798     -948    7,393    2,835    4,187    1,578      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     19.5     24.9     46.7     51.0     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     121      104      112      104      105      287      271
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       34,556
COMMITMENTS
  21,865    7,630    2,881    5,977   21,682   30,723   32,193    3,833    2,364

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -2,987)
  -2,877     -512       93     -443   -2,785   -3,227   -3,204      240      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.3     22.1      8.3     17.3     62.7     88.9     93.2     11.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      41       21        9        5       11       52       36
 

Updated October 27, 2006