COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      215,913
COMMITMENTS
  42,088   49,433   48,355  103,011  106,549  193,454  204,337   22,459   11,576

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      7,530)
   4,852   -3,123    2,808   -2,542    8,783    5,118    8,468    2,412     -938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     22.9     22.4     47.7     49.3     89.6     94.6     10.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
     104       84       68       69       63      199      193
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,941
COMMITMENTS
  12,445    1,532   13,608   17,625   30,017   43,678   45,157    4,263    2,784

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     -1,855)
   1,137     -231     -809   -1,432     -180   -1,105   -1,220     -751     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      3.2     28.4     36.8     62.6     91.1     94.2      8.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      65       44       42       22       25      103      100
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      144,167
COMMITMENTS
  37,682   27,298    8,756   85,004  100,495  131,443  136,550   12,725    7,618

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      4,632)
   4,339   -4,031      961   -2,119    6,756    3,181    3,687    1,451      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     18.9      6.1     59.0     69.7     91.2     94.7      8.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      53       47       30       53       42      121      105
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      756,391
COMMITMENTS
  93,059   43,948  173,703  407,515  475,780  674,277  693,431   82,114   62,960

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:     31,510)
    -867    7,547    7,702   19,252   15,544   26,087   30,794    5,423      716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      5.8     23.0     53.9     62.9     89.1     91.7     10.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      60       50       61       83       72      176      152
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      171,839
COMMITMENTS
  45,869   18,001   50,738   61,215   95,342  157,821  164,081   14,018    7,758

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      9,003)
   2,856    1,019    4,195    1,201    3,875    8,253    9,089      750      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     10.5     29.5     35.6     55.5     91.8     95.5      8.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     183       87      113      111      121      354      269
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       41,275
COMMITMENTS
  18,343   21,761    3,096   18,405   11,206   39,844   36,062    1,431    5,212

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      2,800)
   7,677    3,919      503   -4,727   -1,661    3,453    2,761     -653       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.4     52.7      7.5     44.6     27.1     96.5     87.4      3.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      13       47       11        6       10       24       65
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       50,987
COMMITMENTS
  31,741      759        0   12,754   46,240   44,495   46,999    6,493    3,989

CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST:      6,464)
  -2,338     -244       -1    7,935    6,017    5,596    5,772      869      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.3      1.5      0.0     25.0     90.7     87.3     92.2     12.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        1        0        8       12       17       13
 

Updated December 8, 2006