COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   253,572:    31,449     54,119     70,624    128,665    112,358    230,737    237,101:    22,835     16,472
Old  :   237,727:    27,811     55,051     65,914    122,407    100,797    216,132    221,762:    21,595     15,965
Other:    15,845:     4,966        396      3,382      6,257     11,561     14,605     15,339:     1,240        507
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :      -838:       181     -1,944        305     -3,605        201     -3,119     -1,438:     2,281        600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       21.3       27.9       50.7       44.3       91.0       93.5:       9.0        6.5
Old  :     100.0:      11.7       23.2       27.7       51.5       42.4       90.9       93.3:       9.1        6.7
Other:     100.0:      31.3        2.5       21.3       39.5       73.0       92.2       96.8:       7.8        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        95        106         81         84         60        220        213:
Old  :       299:        91        110         81         84         60        220        213:
Other:        66:        24          9         25         21         23         54         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       31.4       30.5       39.6       17.0       20.8       25.5       26.9
Old  :                 18.4       31.0       30.7       39.1       16.9       19.7       25.5       25.7
Other:                 46.4       55.3       63.1       68.5       46.4       54.3       60.4       64.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :    48,412:    10,596      1,226     11,272     20,910     33,350     42,778     45,848:     5,634      2,563
Old  :     6,243:     1,872        462          0      3,771      5,279      5,643      5,741:       600        502
Other:    42,169:     9,705      1,746     10,291     17,139     28,071     37,135     40,107:     5,034      2,061
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :   -10,366:       435       -340     -6,713     -3,184     -2,247     -9,461     -9,299:      -904     -1,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        2.5       23.3       43.2       68.9       88.4       94.7:      11.6        5.3
Old  :     100.0:      30.0        7.4        0.0       60.4       84.6       90.4       92.0:       9.6        8.0
Other:     100.0:      23.0        4.1       24.4       40.6       66.6       88.1       95.1:      11.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        62         26         35         25         22         99         73:
Old  :        40:        13          8          0         13          6         26         14:
Other:       120:        57         28         31         24         21         92         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       47.0       35.9       63.4        9.5       31.1       16.2       40.1
Old  :                 50.7       82.6       74.9       89.8       50.7       82.6       74.9       89.8
Other:                 28.7       44.7       40.4       62.2       10.5       31.2       17.4       39.7
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   173,480:    32,716     47,189     15,321    110,037    101,223    158,075    163,733:    15,406      9,748
Old  :   157,722:    32,089     46,620     14,699     95,734     86,691    142,522    148,009:    15,200      9,713
Other:    15,758:       824        766        426     14,303     14,532     15,553     15,724:       205         35
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     5,096:     3,180      3,650      1,820         45       -878      5,044      4,592:        52        504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       27.2        8.8       63.4       58.3       91.1       94.4:       8.9        5.6
Old  :     100.0:      20.3       29.6        9.3       60.7       55.0       90.4       93.8:       9.6        6.2
Other:     100.0:       5.2        4.9        2.7       90.8       92.2       98.7       99.8:       1.3        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        61         55         42         59         38        139        124:
Old  :       186:        61         56         41         59         37        138        122:
Other:        29:         5          6          7         11         11         19         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  :                 30.0       33.5       42.6       50.7       17.8       20.7       25.6       30.2
Old  :                 28.9       33.0       41.6       49.3       17.6       22.8       27.8       33.2
Other:                 70.4       82.0       88.5       94.1       48.4       63.3       66.1       71.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   643,592:    95,252     37,957    153,986    329,397    385,126    578,635    577,069:    64,957     66,523
Old  :   643,592:    95,252     37,957    153,986    329,397    385,126    578,635    577,069:    64,957     66,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     6,290:    -2,133      2,308     -2,848     12,192      9,269      7,211      8,729:      -921     -2,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        5.9       23.9       51.2       59.8       89.9       89.7:      10.1       10.3
Old  :     100.0:      14.8        5.9       23.9       51.2       59.8       89.9       89.7:      10.1       10.3
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  :       179:        57         40         54         72         66        154        137:
Old  :       179:        57         40         54         72         66        154        137:
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  :                 17.4       25.5       30.7       41.6       14.0       16.6       21.6       24.2
Old  :                 17.4       25.5       30.7       41.6       14.0       16.6       21.6       24.2
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 with Delta-adjusted Options and Futures Combined, October 24, 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  :   143,758:    29,002     28,011     35,846     67,180     73,323    132,027    137,180:    11,730      6,578
Old  :   134,782:    28,873     28,355     31,835     62,712     68,419    123,420    128,609:    11,362      6,173
Other:     8,976:     1,906      1,433      2,234      4,468      4,904      8,607      8,571:       368        405
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     4,413:     1,985     -5,004      1,798       -948      7,393      2,835      4,187:     1,578        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       19.5       24.9       46.7       51.0       91.8       95.4:       8.2        4.6
Old  :     100.0:      21.4       21.0       23.6       46.5       50.8       91.6       95.4:       8.4        4.6
Other:     100.0:      21.2       16.0       24.9       49.8       54.6       95.9       95.5:       4.1        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       121        104        112        104        105        287        271:
Old  :       368:       129        100        112        104        104        286        270:
Other:        55:         9         19         22         15         16         42         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  :                 18.2       22.7       28.5       32.1       16.6       13.0       23.7       20.3
Old  :                 18.5       21.3       28.4       31.2       17.7       16.1       25.2       23.5
Other:                 56.8       63.0       74.7       73.1       48.9       47.1       56.0       52.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :    34,556:    21,865      7,630      2,881      5,977     21,682     30,723     32,193:     3,833      2,364
Old  :    34,556:    21,865      7,630      2,881      5,977     21,682     30,723     32,193:     3,833      2,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    -2,987:    -2,877       -512         93       -443     -2,785     -3,227     -3,204:       240        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.3       22.1        8.3       17.3       62.7       88.9       93.2:      11.1        6.8
Old  :     100.0:      63.3       22.1        8.3       17.3       62.7       88.9       93.2:      11.1        6.8
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  :        77:        41         21          9          5         11         52         36:
Old  :        77:        41         21          9          5         11         52         36:
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  :                 36.8       66.3       57.9       80.8       35.2       66.0       52.1       75.9
Old  :                 36.8       66.3       57.9       80.8       35.2       66.0       52.1       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 27, 2006