COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      234,259
COMMITMENTS
  45,918   35,790   55,307  107,212  130,683  208,437  221,781   25,822   12,479

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     10,716)
   3,967   -9,398    3,257    2,202   16,664    9,426   10,523    1,291      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     15.3     23.6     45.8     55.8     89.0     94.7     11.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     122       68       73       73       65      224      180
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,498
COMMITMENTS
  10,519    1,402    8,451   11,430   20,940   30,399   30,793    5,098    4,705

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     -7,476)
    -890     -221   -3,209   -1,669   -2,881   -5,768   -6,311   -1,708   -1,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      3.9     23.8     32.2     59.0     85.6     86.7     14.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      51       39       32       21       23       85       83
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      157,500
COMMITMENTS
  48,185   13,456   13,493   81,920  121,828  143,598  148,776   13,902    8,724

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      9,257)
   7,175      144    2,276     -836    6,414    8,615    8,833      642      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      8.5      8.6     52.0     77.4     91.2     94.5      8.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      75       37       41       56       46      155      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      777,807
COMMITMENTS
  98,727   42,952  176,153  420,818  482,757  695,697  701,862   82,110   75,946

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     16,050)
   1,730  -10,983   15,160    6,836   16,413   23,726   20,591   -7,675   -4,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      5.5     22.6     54.1     62.1     89.4     90.2     10.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      69       40       62       78       70      168      153
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      167,635
COMMITMENTS
  43,676   17,454   45,126   64,658   96,799  153,459  159,378   14,176    8,257

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     -2,749)
  -3,891     -151     -426    2,249   -1,730   -2,068   -2,307     -681     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     10.4     26.9     38.6     57.7     91.5     95.1      8.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     179       63      103      110      110      335      241
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       31,265
COMMITMENTS
   9,014   21,283    2,891   18,385    3,170   30,290   27,343      976    3,922

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:    -16,284)
  -3,840   -3,829     -996  -11,226  -10,579  -16,063  -15,404     -221     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     68.1      9.2     58.8     10.1     96.9     87.5      3.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       49        9        6       12       19       67
 

Updated December 22, 2006