COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, November 14, 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  :   172,689:    32,827     69,136     15,403    105,352     72,716    153,582    157,255:    19,107     15,434
Old  :   157,441:    28,593     70,271     12,182     99,135     59,935    139,910    142,388:    17,531     15,053
Other:    15,248:     6,798      1,429        657      6,217     12,781     13,672     14,867:     1,576        381
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :   -11,107:       150      9,436     -8,378     -1,023    -11,306     -9,251    -10,248:    -1,856       -859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       40.0        8.9       61.0       42.1       88.9       91.1:      11.1        8.9
Old  :     100.0:      18.2       44.6        7.7       63.0       38.1       88.9       90.4:      11.1        9.6
Other:     100.0:      44.6        9.4        4.3       40.8       83.8       89.7       97.5:      10.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        60        111         54         65         49        167        180:
Old  :       254:        60        114         49         65         48        161        179:
Other:        77:        30         16         12         19         19         56         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.8       25.8       39.1       35.2       24.5       20.4       37.2       29.4
Old  :                 25.2       23.9       40.1       32.7       25.0       19.3       38.0       26.9
Other:                 47.7       66.4       66.0       83.9       47.7       65.5       66.0       81.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, November 14, 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  :    29,367:    11,573      2,818      2,947     11,429     21,588     25,949     27,353:     3,418      2,014
Old  :    29,304:    11,559      2,823      2,929     11,409     21,542     25,897     27,294:     3,407      2,010
Other:        63:        21          2         11         20         46         52         59:        11          4
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :      -795:    -1,353       -258        -63        422       -804       -994     -1,125:       199        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        9.6       10.0       38.9       73.5       88.4       93.1:      11.6        6.9
Old  :     100.0:      39.4        9.6       10.0       38.9       73.5       88.4       93.1:      11.6        6.9
Other:     100.0:      33.3        3.2       17.5       31.7       73.0       82.5       93.7:      17.5        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        48         20         21         21         18         84         49:
Old  :       105:        47         22         21         21         18         84         49:
Other:         7:         3          1          2          1          1          5          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  :                 23.8       51.5       35.0       70.9       23.8       49.3       34.7       65.0
Old  :                 23.9       51.4       35.0       70.9       23.9       49.2       34.8       65.0
Other:                 81.0       93.7       82.5       93.7       65.1       76.2       65.1       76.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, November 14, 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  :   125,906:    36,365     25,272      2,334     77,632     90,761    116,331    118,367:     9,575      7,539
Old  :   108,211:    35,782     24,448      1,762     61,299     74,697     98,843    100,907:     9,368      7,304
Other:    17,695:     1,110      1,351         45     16,333     16,064     17,488     17,460:       207        235
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :   -19,268:       801     -7,549     -3,253    -14,458     -8,520    -16,910    -19,322:    -2,358         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       20.1        1.9       61.7       72.1       92.4       94.0:       7.6        6.0
Old  :     100.0:      33.1       22.6        1.6       56.6       69.0       91.3       93.3:       8.7        6.7
Other:     100.0:       6.3        7.6        0.3       92.3       90.8       98.8       98.7:       1.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        47         39         10         46         38        100         83:
Old  :       147:        48         38         10         46         37         99         81:
Other:        34:         6          6          3         12         15         21         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       35.3       44.1       51.3       20.8       23.8       31.7       32.8
Old  :                 25.3       34.3       41.9       49.1       21.6       24.0       34.4       33.3
Other:                 69.1       77.3       86.6       88.7       46.1       57.9       63.6       66.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, November 14, 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  :   500,291:    87,770     58,243     41,856    308,911    343,666    438,537    443,765:    61,754     56,526
Old  :   500,291:    87,770     58,243     41,856    308,911    343,666    438,537    443,765:    61,754     56,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :    12,391:    -3,826     -5,705      4,594     10,141     11,459     10,909     10,348:     1,482      2,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       11.6        8.4       61.7       68.7       87.7       88.7:      12.3       11.3
Old  :     100.0:      17.5       11.6        8.4       61.7       68.7       87.7       88.7:      12.3       11.3
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  :       178:        43         52         38         71         57        140        123:
Old  :       178:        43         52         38         71         57        140        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  :                 22.0       31.2       36.7       46.6       17.0       18.7       26.2       27.0
Old  :                 22.0       31.2       36.7       46.6       17.0       18.7       26.2       27.0
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 14, 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  :   118,573:    39,957     20,921     13,231     52,983     78,016    106,171    112,168:    12,402      6,405
Old  :   108,802:    39,627     21,531      9,430     47,650     71,739     96,707    102,700:    12,095      6,102
Other:     9,771:     1,881        941      2,250      5,333      6,277      9,464      9,468:       307        303
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :    -3,739:     2,633     -4,643     -3,798     -4,010      3,743     -5,175     -4,698:     1,436        959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       17.6       11.2       44.7       65.8       89.5       94.6:      10.5        5.4
Old  :     100.0:      36.4       19.8        8.7       43.8       65.9       88.9       94.4:      11.1        5.6
Other:     100.0:      19.3        9.6       23.0       54.6       64.2       96.9       96.9:       3.1        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       153         58         74         88        105        287        212:
Old  :       363:       155         61         72         87        103        285        208:
Other:        66:        19         10         18         20         25         47         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       28.1       27.7       39.8       17.0       20.3       24.2       31.3
Old  :                 18.5       28.1       27.9       40.0       18.5       24.9       26.4       36.8
Other:                 54.7       64.3       72.9       73.6       42.7       46.3       50.6       51.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, November 14, 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  :    34,532:    12,566     13,312      2,433     18,210     15,914     33,209     31,659:     1,323      2,873
Old  :    34,532:    12,566     13,312      2,433     18,210     15,914     33,209     31,659:     1,323      2,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :        54:      -260      3,077     -1,048      2,430     -1,738      1,122        291:    -1,068       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       38.5        7.0       52.7       46.1       96.2       91.7:       3.8        8.3
Old  :     100.0:      36.4       38.5        7.0       52.7       46.1       96.2       91.7:       3.8        8.3
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  :        59:        15         29         10          4         11         22         48:
Old  :        59:        15         29         10          4         11         22         48:
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  :                 67.5       58.7       86.8       72.0       65.5       56.5       80.8       68.2
Old  :                 67.5       58.7       86.8       72.0       65.5       56.5       80.8       68.2
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 14, 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  :    42,768:    34,452        406          1      2,691     39,218     37,144     39,625:     5,624      3,143
Old  :    42,768:    34,452        406          1      2,691     39,218     37,144     39,625:     5,624      3,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2006                     :
     :      -326:     1,042       -289          0       -203      1,337        839      1,048:    -1,165     -1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.6        0.9        0.0        6.3       91.7       86.8       92.7:      13.2        7.3
Old  :     100.0:      80.6        0.9        0.0        6.3       91.7       86.8       92.7:      13.2        7.3
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  :        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  :                 76.5       81.0       84.5       89.2       76.5       81.0       84.5       89.2
Old  :                 76.5       81.0       84.5       89.2       76.5       81.0       84.5       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 17, 2006