COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, October 17, 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  :   184,505:    30,803     61,782     25,310    110,800     83,236    166,913    170,328:    17,592     14,177
Old  :   173,014:    27,937     61,507     23,085    105,382     74,633    156,404    159,225:    16,610     13,789
Other:    11,491:     4,555      1,964        536      5,418      8,603     10,509     11,103:       982        388
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :       235:      -115       -973       -724       -311      1,568     -1,150       -129:     1,385        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       33.5       13.7       60.1       45.1       90.5       92.3:       9.5        7.7
Old  :     100.0:      16.1       35.6       13.3       60.9       43.1       90.4       92.0:       9.6        8.0
Other:     100.0:      39.6       17.1        4.7       47.1       74.9       91.5       96.6:       8.5        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        64        114         58         68         49        169        195:
Old  :       268:        65        113         58         67         48        168        194:
Other:        60:         9         22          7         15         19         30         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       30.6       37.0       39.3       22.8       25.2       34.5       32.7
Old  :                 23.5       30.6       37.2       39.0       22.9       24.9       34.6       32.1
Other:                 57.4       61.7       77.2       74.4       57.4       61.5       77.1       73.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, October 17, 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  :    33,080:    13,565      2,638      3,650     12,691     24,980     29,906     31,268:     3,174      1,812
Old  :    11,977:     6,830      2,698         33      4,172      8,450     11,035     11,181:       942        796
Other:    21,103:     8,462      1,667      1,890      8,519     16,530     18,871     20,087:     2,232      1,016
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     3,691:       490        291      1,285      1,301      2,854      3,076      4,430:       615       -739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0        8.0       11.0       38.4       75.5       90.4       94.5:       9.6        5.5
Old  :     100.0:      57.0       22.5        0.3       34.8       70.6       92.1       93.4:       7.9        6.6
Other:     100.0:      40.1        7.9        9.0       40.4       78.3       89.4       95.2:      10.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        52         17         21         24         16         87         45:
Old  :        64:        29         12          1         16          7         46         19:
Other:        86:        43         13         13         20         15         68         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       56.3       32.1       72.4       20.3       52.0       30.6       64.8
Old  :                 32.3       73.1       50.4       85.7       32.3       73.1       50.4       85.7
Other:                 25.2       57.8       38.1       74.3       24.6       57.8       36.6       71.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, October 17, 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  :   156,686:    33,680     44,088      3,454    105,820    100,893    142,954    148,435:    13,732      8,251
Old  :   142,299:    32,965     43,212      3,306     92,477     87,571    128,748    134,089:    13,551      8,210
Other:    14,387:       807        968         56     13,343     13,322     14,206     14,346:       181         41
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    10,417:     1,940     11,226        883      6,186       -955      9,009     11,154:     1,408       -737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       28.1        2.2       67.5       64.4       91.2       94.7:       8.8        5.3
Old  :     100.0:      23.2       30.4        2.3       65.0       61.5       90.5       94.2:       9.5        5.8
Other:     100.0:       5.6        6.7        0.4       92.7       92.6       98.7       99.7:       1.3        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        57         51         24         55         35        119        108:
Old  :       172:        58         50         24         55         34        119        106:
Other:        29:         4          5          3         12         11         19         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.1       34.2       45.3       51.7       18.9       21.0       27.2       31.6
Old  :                 30.1       33.0       44.4       50.7       19.4       23.3       30.1       34.9
Other:                 67.3       82.6       87.1       94.8       40.3       59.0       60.0       67.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, October 17, 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  :   455,127:    94,475     52,881     40,147    268,745    306,162    403,367    399,190:    51,760     55,937
Old  :   455,127:    94,475     52,881     40,147    268,745    306,162    403,367    399,190:    51,760     55,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    18,149:     4,216     -5,141      1,627      6,016     20,404     11,859     16,890:     6,290      1,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       11.6        8.8       59.0       67.3       88.6       87.7:      11.4       12.3
Old  :     100.0:      20.8       11.6        8.8       59.0       67.3       88.6       87.7:      11.4       12.3
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  :       171:        52         42         42         63         54        136        118:
Old  :       171:        52         42         42         63         54        136        118:
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       31.8       35.9       44.8       19.7       23.0       29.7       32.4
Old  :                 20.6       31.8       35.9       44.8       19.7       23.0       29.7       32.4
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 - Futures Only, October 17, 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  :   110,507:    29,426     34,567     10,564     61,753     59,691    101,743    104,822:     8,764      5,685
Old  :   102,716:    29,678     35,312      6,886     57,641     55,215     94,205     97,413:     8,511      5,303
Other:     7,791:     1,605      1,112      1,821      4,112      4,476      7,538      7,409:       253        382
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :       738:      -559      1,715       -491      2,513        301      1,463      1,525:      -725       -787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       31.3        9.6       55.9       54.0       92.1       94.9:       7.9        5.1
Old  :     100.0:      28.9       34.4        6.7       56.1       53.8       91.7       94.8:       8.3        5.2
Other:     100.0:      20.6       14.3       23.4       52.8       57.5       96.8       95.1:       3.2        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       104        104         54         92         86        230        220:
Old  :       342:       108        105         51         92         85        229        217:
Other:        39:         8          9         11         11         13         27         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       25.3       35.8       36.6       21.7       17.6       30.9       26.0
Old  :                 24.5       25.7       36.0       35.7       23.4       21.5       34.1       30.9
Other:                 66.4       70.6       80.8       80.1       55.3       54.0       61.1       58.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, October 17, 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  :    36,745:    24,649      8,001      2,415      6,282     24,467     33,346     34,883:     3,399      1,862
Old  :    36,745:    24,649      8,001      2,415      6,282     24,467     33,346     34,883:     3,399      1,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     5,834:     5,596        178       -499        578      6,528      5,675      6,207:       159       -373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       21.8        6.6       17.1       66.6       90.7       94.9:       9.3        5.1
Old  :     100.0:      67.1       21.8        6.6       17.1       66.6       90.7       94.9:       9.3        5.1
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  :        73:        39         18          6          5         11         47         33:
Old  :        73:        39         18          6          5         11         47         33:
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  :                 40.5       66.3       63.1       82.1       39.1       66.3       58.2       78.1
Old  :                 40.5       66.3       63.1       82.1       39.1       66.3       58.2       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 20, 2006