COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      208,383
COMMITMENTS
  37,237   52,556   45,547  105,553   97,766  188,337  195,869   20,047   12,515

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      6,434)
   2,653   -4,378    2,849      649    9,017    6,151    7,489      283   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     25.2     21.9     50.7     46.9     90.4     94.0      9.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      85       93       63       71       60      186      193
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       49,796
COMMITMENTS
  11,308    1,763   14,417   19,057   30,197   44,782   46,377    5,014    3,419

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        664)
    -206      185    1,163     -263   -1,064      694      284      -30      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      3.5     29.0     38.3     60.6     89.9     93.1     10.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      58       42       42       21       22      101       91
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      139,535
COMMITMENTS
  33,344   31,329    7,795   87,123   93,739  128,262  132,863   11,274    6,673

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      3,096)
     331    3,945     -424    2,597      201    2,504    3,722      592     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     22.5      5.6     62.4     67.2     91.9     95.2      8.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      51       48       30       53       40      119      106
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      724,881
COMMITMENTS
  93,926   36,401  166,001  388,263  460,236  648,190  662,637   76,691   62,244

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     26,229)
   4,833   -3,842    7,321    8,723   23,978   20,877   27,456    5,352   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      5.0     22.9     53.6     63.5     89.4     91.4     10.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      64       38       57       81       70      170      144
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      162,836
COMMITMENTS
  43,013   16,982   46,542   60,014   91,467  149,569  154,992   13,268    7,844

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      7,698)
   2,688       35    3,473      538    3,549    6,699    7,056      998      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     10.4     28.6     36.9     56.2     91.9     95.2      8.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     177       76      106      106      113      337      249
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       38,474
COMMITMENTS
  10,666   17,841    2,593   23,132   12,867   36,391   33,301    2,083    5,173

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      4,193)
  -2,023    5,827     -157    5,869   -3,178    3,689    2,492      504    1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     46.4      6.7     60.1     33.4     94.6     86.6      5.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      12       43        9        8        9       22       60
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       44,523
COMMITMENTS
  34,079    1,003        1    4,819   40,223   38,899   41,227    5,624    3,296

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      1,142)
  -1,216       31        0    2,127      993      911    1,024      231      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.5      2.3      0.0     10.8     90.3     87.4     92.6     12.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        2        1        7       13       16       16
 

Updated December 1, 2006