COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, November 7, 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  :   183,796:    32,677     59,700     23,781    106,375     84,022    162,833    167,503:    20,963     16,293
Old  :   170,285:    28,309     60,024     22,066    100,488     72,376    150,863    154,466:    19,422     15,819
Other:    13,511:     5,792      1,100        291      5,887     11,646     11,970     13,037:     1,541        474
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    -1,557:       502     -2,325       -745     -3,372       -856     -3,615     -3,926:     2,058      2,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       32.5       12.9       57.9       45.7       88.6       91.1:      11.4        8.9
Old  :     100.0:      16.6       35.2       13.0       59.0       42.5       88.6       90.7:      11.4        9.3
Other:     100.0:      42.9        8.1        2.2       43.6       86.2       88.6       96.5:      11.4        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        69        105         66         76         54        190        191:
Old  :       270:        64        111         66         75         53        188        190:
Other:        71:        24         16          7         18         20         46         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       29.4       37.4       38.2       22.8       24.1       34.8       31.6
Old  :                 24.0       28.6       37.8       37.3       22.9       22.8       35.0       29.4
Other:                 53.8       66.6       73.3       82.3       53.8       65.6       73.3       81.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, November 7, 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  :    30,162:    12,926      3,076      3,010     11,007     22,392     26,943     28,478:     3,219      1,684
Old  :    30,129:    12,926      3,094      2,988     11,007     22,366     26,921     28,448:     3,208      1,681
Other:        33:        21          3          1          0         26         22         30:        11          3
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       251:       758        765        327       -751       -896        334        196:       -83         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9       10.2       10.0       36.5       74.2       89.3       94.4:      10.7        5.6
Old  :     100.0:      42.9       10.3        9.9       36.5       74.2       89.4       94.4:      10.6        5.6
Other:     100.0:      63.6        9.1        3.0        0.0       78.8       66.7       90.9:      33.3        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        54         20         22         20         18         89         50:
Old  :       110:        54         21         22         20         18         89         50:
Other:         6:         3          2          1          0          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       53.2       34.1       70.8       22.5       50.7       34.1       65.5
Old  :                 22.6       53.2       34.1       70.8       22.6       50.7       34.1       65.5
Other:                 66.7       90.9       66.7       90.9       63.6       87.9       63.6       87.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, November 7, 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  :   145,174:    35,564     32,821      5,587     92,090     99,281    133,241    137,689:    11,933      7,485
Old  :   127,926:    35,191     31,911      5,080     75,900     83,506    116,171    120,497:    11,755      7,429
Other:    17,248:       846      1,383         34     16,190     15,775     17,070     17,192:       178         56
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    -9,907:    -1,185     -7,646     -1,155     -7,193       -424     -9,533     -9,225:      -374       -682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       22.6        3.8       63.4       68.4       91.8       94.8:       8.2        5.2
Old  :     100.0:      27.5       24.9        4.0       59.3       65.3       90.8       94.2:       9.2        5.8
Other:     100.0:       4.9        8.0        0.2       93.9       91.5       99.0       99.7:       1.0        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        52         42         24         51         39        117         97:
Old  :       156:        52         43         24         51         38        117         95:
Other:        32:         6          5          2         12         15         20         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       34.2       46.5       51.1       18.9       22.0       29.2       31.2
Old  :                 30.3       33.2       44.0       49.3       19.3       25.1       30.8       34.8
Other:                 70.1       78.9       88.0       90.7       46.2       58.7       64.1       67.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, November 7, 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  :   487,900:    91,596     63,948     37,262    298,770    332,207    427,628    433,417:    60,272     54,483
Old  :   487,900:    91,596     63,948     37,262    298,770    332,207    427,628    433,417:    60,272     54,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    14,966:      -326      5,546        131      9,993     10,113      9,798     15,790:     5,168       -824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       13.1        7.6       61.2       68.1       87.6       88.8:      12.4       11.2
Old  :     100.0:      18.8       13.1        7.6       61.2       68.1       87.6       88.8:      12.4       11.2
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  :       175:        40         52         38         69         57        136        123:
Old  :       175:        40         52         38         69         57        136        123:
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  :                 21.8       31.4       37.3       46.3       18.5       20.3       27.9       29.3
Old  :                 21.8       31.4       37.3       46.3       18.5       20.3       27.9       29.3
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, November 7, 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  :   122,312:    37,324     25,564     17,029     56,993     74,273    111,346    116,866:    10,966      5,446
Old  :   113,032:    36,833     25,826     13,606     51,937     68,463    102,376    107,895:    10,656      5,137
Other:     9,280:     1,887      1,134      2,027      5,056      5,810      8,970      8,971:       310        309
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     5,508:     5,621     -2,737      2,490     -2,137      5,932      5,974      5,685:      -466       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       20.9       13.9       46.6       60.7       91.0       95.5:       9.0        4.5
Old  :     100.0:      32.6       22.8       12.0       45.9       60.6       90.6       95.5:       9.4        4.5
Other:     100.0:      20.3       12.2       21.8       54.5       62.6       96.7       96.7:       3.3        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       151         71         85         93        105        298        235:
Old  :       386:       159         71         83         92        102        295        231:
Other:        61:        17         12         19         15         20         43         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       27.7       28.8       37.7       16.7       19.7       24.5       28.7
Old  :                 18.5       27.1       29.1       37.2       18.0       24.0       26.6       33.7
Other:                 57.2       65.5       73.5       73.9       44.9       48.8       53.2       53.5
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, November 7, 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  :    34,478:    12,826     10,235      3,481     15,780     17,652     32,087     31,368:     2,391      3,110
Old  :    34,478:    12,826     10,235      3,481     15,780     17,652     32,087     31,368:     2,391      3,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     1,517:       916      2,063        510        532     -1,173      1,958      1,400:      -441        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       29.7       10.1       45.8       51.2       93.1       91.0:       6.9        9.0
Old  :     100.0:      37.2       29.7       10.1       45.8       51.2       93.1       91.0:       6.9        9.0
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  :        55:        19         20         10          4         12         26         40:
Old  :        55:        19         20         10          4         12         26         40:
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  :                 60.6       59.5       78.9       74.8       58.5       59.5       71.5       69.7
Old  :                 60.6       59.5       78.9       74.8       58.5       59.5       71.5       69.7
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 - Futures Only, November 7, 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  :    43,094:    33,410        695          1      2,894     37,881     36,305     38,577:     6,789      4,517
Old  :    43,094:    33,410        695          1      2,894     37,881     36,305     38,577:     6,789      4,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.5        1.6        0.0        6.7       87.9       84.2       89.5:      15.8       10.5
Old  :     100.0:      77.5        1.6        0.0        6.7       87.9       84.2       89.5:      15.8       10.5
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  :        22:         8          1          1          3         10         11         12:
Old  :        22:         8          1          1          3         10         11         12:
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  :                 73.4       78.2       81.5       86.3       73.4       78.2       81.5       86.3
Old  :                 73.4       78.2       81.5       86.3       73.4       78.2       81.5       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 13, 2006