COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      158,274
COMMITMENTS
  35,606   63,566   11,550   95,727   71,628  142,883  146,744   15,391   11,530

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      3,396)
   2,327   -3,775      682      550    7,472    3,559    4,379     -163     -983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     40.2      7.3     60.5     45.3     90.3     92.7      9.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      66       98       43       59       48      155      166
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,160
COMMITMENTS
  11,698    3,191    3,993   11,084   21,183   26,775   28,367    3,385    1,793

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        129)
    -197     -184      606     -189     -433      220      -11      -91      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     10.6     13.2     36.8     70.2     88.8     94.1     11.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      49       21       28       18       19       88       55
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      131,990
COMMITMENTS
  35,182   31,645    1,698   85,190   92,604  122,070  125,947    9,920    6,043

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      2,623)
     228    3,874     -669    2,669      128    2,228    3,333      395     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     24.0      1.3     64.5     70.2     92.5     95.4      7.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      47       44       12       51       35      104       88
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      524,037
COMMITMENTS
  85,511   58,689   46,462  328,351  366,110  460,324  471,261   63,713   52,776

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     16,200)
   3,069   -2,130    2,356    7,088   17,023   12,513   17,249    3,687   -1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.2      8.9     62.7     69.9     87.8     89.9     12.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      42       52       44       73       57      146      126
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      114,569
COMMITMENTS
  43,699   22,391    7,454   51,852   78,275  103,005  108,120   11,564    6,449

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      2,889)
   2,150      871      -87       71    1,959    2,134    2,743      755      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     19.5      6.5     45.3     68.3     89.9     94.4     10.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     169       48       53       86       97      283      180
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       37,290
COMMITMENTS
  10,311   17,632    2,293   22,858   12,867   35,462   32,792    1,828    4,498

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      3,708)
  -2,268    5,583      -92    5,655   -3,178    3,295    2,313      413    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     47.3      6.1     61.3     34.5     95.1     87.9      4.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      12       38        5        7        9       20       52
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 11/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       43,629
COMMITMENTS
  33,498      453        1    4,506   39,966   38,005   40,420    5,624    3,209

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        798)
  -1,247       31        0    1,814      736      567      767      231       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      1.0      0.0     10.3     91.6     87.1     92.6     12.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        1        1        6       13       15       15
 

Updated December 1, 2006