COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      184,505
COMMITMENTS
  30,803   61,782   25,310  110,800   83,236  166,913  170,328   17,592   14,177

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        235)
    -115     -973     -724     -311    1,568   -1,150     -129    1,385      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     33.5     13.7     60.1     45.1     90.5     92.3      9.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      64      114       58       68       49      169      195
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       33,080
COMMITMENTS
  13,565    2,638    3,650   12,691   24,980   29,906   31,268    3,174    1,812

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      3,691)
     490      291    1,285    1,301    2,854    3,076    4,430      615     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0      8.0     11.0     38.4     75.5     90.4     94.5      9.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      52       17       21       24       16       87       45
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      156,686
COMMITMENTS
  33,680   44,088    3,454  105,820  100,893  142,954  148,435   13,732    8,251

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     10,417)
   1,940   11,226      883    6,186     -955    9,009   11,154    1,408     -737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     28.1      2.2     67.5     64.4     91.2     94.7      8.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      57       51       24       55       35      119      108
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      455,127
COMMITMENTS
  94,475   52,881   40,147  268,745  306,162  403,367  399,190   51,760   55,937

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     18,149)
   4,216   -5,141    1,627    6,016   20,404   11,859   16,890    6,290    1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     11.6      8.8     59.0     67.3     88.6     87.7     11.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      52       42       42       63       54      136      118
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      110,507
COMMITMENTS
  29,426   34,567   10,564   61,753   59,691  101,743  104,822    8,764    5,685

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        738)
    -559    1,715     -491    2,513      301    1,463    1,525     -725     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     31.3      9.6     55.9     54.0     92.1     94.9      7.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     104      104       54       92       86      230      220
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       36,745
COMMITMENTS
  24,649    8,001    2,415    6,282   24,467   33,346   34,883    3,399    1,862

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,834)
   5,596      178     -499      578    6,528    5,675    6,207      159     -373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1     21.8      6.6     17.1     66.6     90.7     94.9      9.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      39       18        6        5       11       47       33
 

Updated October 20, 2006