COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      172,689
COMMITMENTS
  32,827   69,136   15,403  105,352   72,716  153,582  157,255   19,107   15,434

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:    -11,107)
     150    9,436   -8,378   -1,023  -11,306   -9,251  -10,248   -1,856     -859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     40.0      8.9     61.0     42.1     88.9     91.1     11.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      60      111       54       65       49      167      180
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,367
COMMITMENTS
  11,573    2,818    2,947   11,429   21,588   25,949   27,353    3,418    2,014

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:       -795)
  -1,353     -258      -63      422     -804     -994   -1,125      199      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      9.6     10.0     38.9     73.5     88.4     93.1     11.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      48       20       21       21       18       84       49
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      125,906
COMMITMENTS
  36,365   25,272    2,334   77,632   90,761  116,331  118,367    9,575    7,539

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:    -19,268)
     801   -7,549   -3,253  -14,458   -8,520  -16,910  -19,322   -2,358       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     20.1      1.9     61.7     72.1     92.4     94.0      7.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      47       39       10       46       38      100       83
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      500,291
COMMITMENTS
  87,770   58,243   41,856  308,911  343,666  438,537  443,765   61,754   56,526

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     12,391)
  -3,826   -5,705    4,594   10,141   11,459   10,909   10,348    1,482    2,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     11.6      8.4     61.7     68.7     87.7     88.7     12.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      43       52       38       71       57      140      123
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      118,573
COMMITMENTS
  39,957   20,921   13,231   52,983   78,016  106,171  112,168   12,402    6,405

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     -3,739)
   2,633   -4,643   -3,798   -4,010    3,743   -5,175   -4,698    1,436      959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     17.6     11.2     44.7     65.8     89.5     94.6     10.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     153       58       74       88      105      287      212
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       34,532
COMMITMENTS
  12,566   13,312    2,433   18,210   15,914   33,209   31,659    1,323    2,873

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:         54)
    -260    3,077   -1,048    2,430   -1,738    1,122      291   -1,068     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     38.5      7.0     52.7     46.1     96.2     91.7      3.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      15       29       10        4       11       22       48
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 11/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       42,768
COMMITMENTS
  34,452      406        1    2,691   39,218   37,144   39,625    5,624    3,143

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:       -326)
   1,042     -289        0     -203    1,337      839    1,048   -1,165   -1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.6      0.9      0.0      6.3     91.7     86.8     92.7     13.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        1        1        3       10       11       12
 

Updated November 17, 2006