COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   201,950:    34,583     56,934     42,698    104,905     88,749    182,185    188,380:    19,764     13,569
Old  :   177,416:    28,752     58,216     34,664     96,252     71,465    159,669    164,345:    17,747     13,071
Other:    24,534:     7,997        885      5,867      8,652     17,283     22,516     24,035:     2,017        499
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :   -17,715:       279      2,480     -5,745     -8,803    -11,500    -14,269    -14,764:    -3,446     -2,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       28.2       21.1       51.9       43.9       90.2       93.3:       9.8        6.7
Old  :     100.0:      16.2       32.8       19.5       54.3       40.3       90.0       92.6:      10.0        7.4
Other:     100.0:      32.6        3.6       23.9       35.3       70.4       91.8       98.0:       8.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        84         99         59         63         59        172        196:
Old  :       267:        82        102         58         63         58        170        195:
Other:        86:        32         15         31         26         24         74         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       26.0       33.5       35.6       21.3       21.2       32.1       29.5
Old  :                 22.3       23.4       34.5       32.5       22.3       18.3       33.7       26.3
Other:                 34.1       51.8       49.9       68.3       34.1       49.3       47.3       61.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    49,132:    11,514      1,578     13,254     19,321     31,261     44,089     46,093:     5,043      3,039
Old  :    49,059:    11,514      1,605     13,213     19,301     31,205     44,028     46,023:     5,031      3,036
Other:        73:        30          3         11         20         56         61         70:        12          3
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :       124:       646          0        896       -612       -396        930        500:      -806       -376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        3.2       27.0       39.3       63.6       89.7       93.8:      10.3        6.2
Old  :     100.0:      23.5        3.3       26.9       39.3       63.6       89.7       93.8:      10.3        6.2
Other:     100.0:      41.1        4.1       15.1       27.4       76.7       83.6       95.9:      16.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        59         41         38         22         22         99         88:
Old  :       137:        60         42         38         22         22         99         88:
Other:         7:         2          2          2          1          1          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       43.7       38.1       59.3       10.1       27.5       16.9       37.9
Old  :                 25.1       43.6       38.1       59.3       10.2       27.4       16.9       37.8
Other:                 83.6       94.5       83.6       95.9       68.5       80.8       68.5       80.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   136,439:    33,012     27,384      8,219     84,527     93,538    125,758    129,141:    10,681      7,298
Old  :   118,134:    32,527     26,754      7,177     67,962     76,944    107,666    110,875:    10,468      7,259
Other:    18,305:       986      1,132        541     16,565     16,594     18,092     18,266:       213         39
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :     3,153:    -1,268      2,691       -392      4,959      1,653      3,299      3,951:      -146       -798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       20.1        6.0       62.0       68.6       92.2       94.7:       7.8        5.3
Old  :     100.0:      27.5       22.6        6.1       57.5       65.1       91.1       93.9:       8.9        6.1
Other:     100.0:       5.4        6.2        3.0       90.5       90.7       98.8       99.8:       1.2        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        49         45         32         52         42        116        109:
Old  :       159:        49         47         31         52         42        114        108:
Other:        35:         6          6          7         12         14         23         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       33.6       42.3       50.6       20.3       23.9       30.4       33.2
Old  :                 22.9       31.6       39.3       49.2       20.9       22.8       32.6       33.0
Other:                 66.8       76.5       84.7       88.2       44.3       57.5       62.2       66.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   698,652:    89,093     40,243    158,680    379,540    436,258    627,312    635,181:    71,340     63,471
Old  :   698,652:    89,093     40,243    158,680    379,540    436,258    627,312    635,181:    71,340     63,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :    12,463:    -4,058      1,997      3,843     16,014     10,699     15,799     16,539:    -3,336     -4,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        5.8       22.7       54.3       62.4       89.8       90.9:      10.2        9.1
Old  :     100.0:      12.8        5.8       22.7       54.3       62.4       89.8       90.9:      10.2        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        64         37         53         80         69        165        141:
Old  :       189:        64         37         53         80         69        165        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       28.9       31.9       43.7       12.0       13.8       18.7       20.8
Old  :                 20.6       28.9       31.9       43.7       12.0       13.8       18.7       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   155,139:    40,325     16,947     43,069     59,476     87,919    142,870    147,936:    12,269      7,203
Old  :   143,076:    38,999     17,242     38,260     53,938     80,692    131,197    136,194:    11,879      6,882
Other:    12,063:     2,620      1,000      3,515      5,538      7,227     11,673     11,742:       390        321
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :      -224:       420        -40        780        186       -620      1,387        120:    -1,611       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       10.9       27.8       38.3       56.7       92.1       95.4:       7.9        4.6
Old  :     100.0:      27.3       12.1       26.7       37.7       56.4       91.7       95.2:       8.3        4.8
Other:     100.0:      21.7        8.3       29.1       45.9       59.9       96.8       97.3:       3.2        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       158         82        105        104        113        326        244:
Old  :       384:       164         81        104        104        112        325        242:
Other:        82:        13         22         27         25         35         57         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       23.8       26.5       35.1       13.2       14.5       19.1       23.1
Old  :                 16.1       22.6       26.2       33.5       14.3       17.3       20.6       25.6
Other:                 50.6       53.0       66.9       63.0       39.1       36.9       46.9       41.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    34,281:    12,689     12,014      2,750     17,263     16,045     32,702     30,809:     1,579      3,472
Old  :    34,281:    12,689     12,014      2,750     17,263     16,045     32,702     30,809:     1,579      3,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :      -950:       -42     -1,281        -27     -1,005        131     -1,074     -1,177:       124        227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       35.0        8.0       50.4       46.8       95.4       89.9:       4.6       10.1
Old  :     100.0:      37.0       35.0        8.0       50.4       46.8       95.4       89.9:       4.6       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        14         38         12          5         11         24         57:
Old  :        67:        14         38         12          5         11         24         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       55.3       86.3       69.0       63.5       53.0       80.1       64.8
Old  :                 65.7       55.3       86.3       69.0       63.5       53.0       80.1       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    43,381:    35,295        972          1      2,692     39,230     37,988     40,203:     5,393      3,178
Old  :    43,381:    35,295        972          1      2,692     39,230     37,988     40,203:     5,393      3,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :        81:       311         34          0          1         12        312         46:      -231         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4        2.2        0.0        6.2       90.4       87.6       92.7:      12.4        7.3
Old  :     100.0:      81.4        2.2        0.0        6.2       90.4       87.6       92.7:      12.4        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9          2          1          4         10         13         13:
Old  :        24:         9          2          1          4         10         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       79.8       83.2       88.0       75.0       79.8       83.2       88.0
Old  :                 75.0       79.8       83.2       88.0       75.0       79.8       83.2       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 27, 2006