COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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  :   208,383:    37,237     52,556     45,547    105,553     97,766    188,337    195,869:    20,047     12,515
Old  :   181,861:    30,539     54,175     36,515     96,821     79,224    163,874    169,914:    17,986     11,946
Other:    26,523:     9,315        998      6,414      8,733     18,542     24,462     25,955:     2,060        568
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     6,434:     2,653     -4,378      2,849        649      9,017      6,151      7,489:       283     -1,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       25.2       21.9       50.7       46.9       90.4       94.0:       9.6        6.0
Old  :     100.0:      16.8       29.8       20.1       53.2       43.6       90.1       93.4:       9.9        6.6
Other:     100.0:      35.1        3.8       24.2       32.9       69.9       92.2       97.9:       7.8        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        85         93         63         71         60        186        193:
Old  :       271:        81         99         60         70         59        181        192:
Other:        91:        32         16         31         28         25         78         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       28.6       32.5       38.1       20.7       24.4       31.1       32.4
Old  :                 21.7       26.1       33.6       35.0       21.7       21.7       32.8       29.4
Other:                 32.4       51.5       48.1       68.2       32.4       48.9       45.6       61.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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  :    49,796:    11,308      1,763     14,417     19,057     30,197     44,782     46,377:     5,014      3,419
Old  :    49,723:    11,308      1,790     14,376     19,037     30,141     44,721     46,307:     5,002      3,416
Other:        73:        30          3         11         20         56         61         70:        12          3
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       664:      -206        185      1,163       -263     -1,064        694        284:       -30        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        3.5       29.0       38.3       60.6       89.9       93.1:      10.1        6.9
Old  :     100.0:      22.7        3.6       28.9       38.3       60.6       89.9       93.1:      10.1        6.9
Other:     100.0:      41.1        4.1       15.1       27.4       76.7       83.6       95.9:      16.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        58         42         42         21         22        101         91:
Old  :       138:        59         43         42         21         22        101         91:
Other:         7:         2          2          2          1          1          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.6       41.1       37.7       56.6       10.2       25.3       16.9       35.4
Old  :                 24.6       41.0       37.7       56.6       10.2       25.2       16.9       35.3
Other:                 83.6       94.5       83.6       95.9       68.5       80.8       68.5       80.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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  :   139,535:    33,344     31,329      7,795     87,123     93,739    128,262    132,863:    11,274      6,673
Old  :   120,662:    32,772     30,544      6,866     70,062     76,815    109,701    114,226:    10,961      6,437
Other:    18,873:       957      1,171        543     17,061     16,924     18,561     18,637:       313        236
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,096:       331      3,945       -424      2,597        201      2,504      3,722:       592       -626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       22.5        5.6       62.4       67.2       91.9       95.2:       8.1        4.8
Old  :     100.0:      27.2       25.3        5.7       58.1       63.7       90.9       94.7:       9.1        5.3
Other:     100.0:       5.1        6.2        2.9       90.4       89.7       98.3       98.7:       1.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        51         48         30         53         40        119        106:
Old  :       163:        53         47         29         53         39        117        104:
Other:        34:         5          6          7         12         15         21         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       32.5       42.6       50.7       19.8       23.0       29.9       33.6
Old  :                 23.0       30.7       39.0       49.9       20.7       23.6       32.3       33.6
Other:                 64.4       75.7       84.0       87.2       40.4       53.0       58.7       61.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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  :   724,881:    93,926     36,401    166,001    388,263    460,236    648,190    662,637:    76,691     62,244
Old  :   724,881:    93,926     36,401    166,001    388,263    460,236    648,190    662,637:    76,691     62,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    26,229:     4,833     -3,842      7,321      8,723     23,978     20,877     27,456:     5,352     -1,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        5.0       22.9       53.6       63.5       89.4       91.4:      10.6        8.6
Old  :     100.0:      13.0        5.0       22.9       53.6       63.5       89.4       91.4:      10.6        8.6
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  :       191:        64         38         57         81         70        170        144:
Old  :       191:        64         38         57         81         70        170        144:
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  :                 21.1       30.3       32.1       44.5       11.7       15.0       18.3       22.5
Old  :                 21.1       30.3       32.1       44.5       11.7       15.0       18.3       22.5
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, November 28, 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  :   162,836:    43,013     16,982     46,542     60,014     91,467    149,569    154,992:    13,268      7,844
Old  :   150,777:    41,321     17,228     42,075     54,553     84,054    137,948    143,358:    12,829      7,420
Other:    12,059:     2,696        758      3,463      5,461      7,413     11,621     11,634:       438        425
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     7,698:     2,688         35      3,473        538      3,549      6,699      7,056:       998        641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       10.4       28.6       36.9       56.2       91.9       95.2:       8.1        4.8
Old  :     100.0:      27.4       11.4       27.9       36.2       55.7       91.5       95.1:       8.5        4.9
Other:     100.0:      22.4        6.3       28.7       45.3       61.5       96.4       96.5:       3.6        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       177         76        106        106        113        337        249:
Old  :       397:       179         76        104        106        112        334        247:
Other:        81:        19         15         27         24         35         56         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       23.6       26.0       34.9       12.6       14.9       18.5       23.2
Old  :                 16.1       22.0       25.8       33.3       13.6       17.0       19.7       25.2
Other:                 51.5       51.6       66.8       61.9       39.6       37.6       47.3       42.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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  :    38,474:    10,666     17,841      2,593     23,132     12,867     36,391     33,301:     2,083      5,173
Old  :    38,474:    10,666     17,841      2,593     23,132     12,867     36,391     33,301:     2,083      5,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     4,193:    -2,023      5,827       -157      5,869     -3,178      3,689      2,492:       504      1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       46.4        6.7       60.1       33.4       94.6       86.6:       5.4       13.4
Old  :     100.0:      27.7       46.4        6.7       60.1       33.4       94.6       86.6:       5.4       13.4
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  :        71:        12         43          9          8          9         22         60:
Old  :        71:        12         43          9          8          9         22         60:
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  :                 74.1       47.9       86.6       60.1       72.5       46.3       81.2       57.1
Old  :                 74.1       47.9       86.6       60.1       72.5       46.3       81.2       57.1
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 with Delta-adjusted Options and Futures Combined, November 28, 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  :    44,523:    34,079      1,003          1      4,819     40,223     38,899     41,227:     5,624      3,296
Old  :    44,523:    34,079      1,003          1      4,819     40,223     38,899     41,227:     5,624      3,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     1,142:    -1,216         31          0      2,127        993        911      1,024:       231        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.5        2.3        0.0       10.8       90.3       87.4       92.6:      12.6        7.4
Old  :     100.0:      76.5        2.3        0.0       10.8       90.3       87.4       92.6:      12.6        7.4
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  :        28:         9          2          1          7         13         16         16:
Old  :        28:         9          2          1          7         13         16         16:
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  :                 70.3       75.9       79.5       84.4       70.3       75.9       79.2       84.4
Old  :                 70.3       75.9       79.5       84.4       70.3       75.9       79.2       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 1, 2006