COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,270
COMMITMENTS
  30,918   62,755   26,034  111,111   81,668  168,063  170,457   16,207   13,813

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -413)
  -1,908    4,349    3,792      507   -5,283    2,391    2,858   -2,804   -3,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     34.1     14.1     60.3     44.3     91.2     92.5      8.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      67      116       59       68       51      170      203
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,389
COMMITMENTS
  13,075    2,347    2,365   11,390   22,126   26,830   26,838    2,559    2,551

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -1,195)
    -412      638      330      670   -1,183      588     -215   -1,783     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5      8.0      8.0     38.8     75.3     91.3     91.3      8.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      51       13       23       24       17       81       49
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      146,269
COMMITMENTS
  31,740   32,862    2,571   99,634  101,848  133,945  137,281   12,324    8,988

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -661)
     236    2,342     -781    1,174       76      629    1,637   -1,290   -2,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     22.5      1.8     68.1     69.6     91.6     93.9      8.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      46       48       20       53       37      107      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      436,978
COMMITMENTS
  90,259   58,022   38,520  262,729  285,758  391,508  382,300   45,470   54,678

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      3,994)
     151   -3,447       68    9,918    8,557   10,137    5,178   -6,143   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     13.3      8.8     60.1     65.4     89.6     87.5     10.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      48       44       40       64       55      131      122
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      109,769
COMMITMENTS
  29,985   32,852   11,055   59,240   59,390  100,280  103,297    9,489    6,472

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -1,099)
    -490      472      326      757      980      593    1,778   -1,692   -2,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     29.9     10.1     54.0     54.1     91.4     94.1      8.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     100       94       49       97       85      224      209
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,911
COMMITMENTS
  19,053    7,823    2,914    5,704   17,939   27,671   28,676    3,240    2,235

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      6,389)
   5,571     -447     -188      108    7,131    5,491    6,496      898     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.6     25.3      9.4     18.5     58.0     89.5     92.8     10.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      39       18        7        5       10       48       32
 

Updated October 13, 2006