COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   223,543:    41,951     45,188     52,050    105,010    114,019    199,011    211,257:    24,532     12,286
Old  :   192,804:    34,771     47,746     41,256     94,893     92,391    170,920    181,393:    21,884     11,411
Other:    30,739:    10,807      1,069      7,167     10,117     21,628     28,091     29,864:     2,648        875
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     7,630:      -137     -4,245      3,695      1,999      7,470      5,557      6,920:     2,073        710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       20.2       23.3       47.0       51.0       89.0       94.5:      11.0        5.5
Old  :     100.0:      18.0       24.8       21.4       49.2       47.9       88.6       94.1:      11.4        5.9
Other:     100.0:      35.2        3.5       23.3       32.9       70.4       91.4       97.2:       8.6        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:       106         76         69         71         62        203        185:
Old  :       269:        97         83         67         70         60        198        183:
Other:        95:        35         16         32         31         28         82         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       29.6       31.6       38.5       20.4       24.6       29.9       31.9
Old  :                 21.5       26.9       33.0       35.4       21.5       21.4       31.7       28.8
Other:                 30.1       50.2       43.9       64.8       30.1       47.0       43.2       58.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :    42,974:    11,409      1,623     11,660     13,099     23,821     36,168     37,104:     6,806      5,870
Old  :    42,901:    11,394      1,636     11,633     13,079     23,765     36,106     37,034:     6,795      5,867
Other:        73:        31          3         11         20         56         62         70:        11          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -4,967:    -1,036         91     -1,947     -4,527     -6,196     -7,510     -8,053:     2,543      3,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        3.8       27.1       30.5       55.4       84.2       86.3:      15.8       13.7
Old  :     100.0:      26.6        3.8       27.1       30.5       55.4       84.2       86.3:      15.8       13.7
Other:     100.0:      42.5        4.1       15.1       27.4       76.7       84.9       95.9:      15.1        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        60         49         39         22         24        100         98:
Old  :       146:        60         50         39         22         24        100         98:
Other:         8:         3          2          2          1          1          5          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  :                 17.7       32.0       29.0       46.8       10.9       28.8       18.9       37.6
Old  :                 17.8       32.0       29.1       46.7       10.9       28.8       19.0       37.6
Other:                 83.6       94.5       84.9       95.9       69.9       80.8       69.9       80.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   148,243:    41,010     13,312     11,217     82,755    115,414    134,982    139,943:    13,260      8,300
Old  :   128,466:    39,906     12,809     10,192     65,417     97,502    115,515    120,503:    12,951      7,963
Other:    19,777:     1,593        991        537     17,338     17,912     19,468     19,440:       309        337
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     4,075:     3,328    -13,987      2,461     -2,249     14,919      3,540      3,393:       536        682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        9.0        7.6       55.8       77.9       91.1       94.4:       8.9        5.6
Old  :     100.0:      31.1       10.0        7.9       50.9       75.9       89.9       93.8:      10.1        6.2
Other:     100.0:       8.1        5.0        2.7       87.7       90.6       98.4       98.3:       1.6        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        61         38         38         56         45        141        101:
Old  :       170:        58         41         37         56         44        139         99:
Other:        39:        10          5          7         11         17         23         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       39.7       40.0       56.3       18.9       29.8       27.2       36.4
Old  :                 24.1       39.4       37.9       56.5       20.4       30.4       28.3       38.5
Other:                 61.5       63.9       81.1       82.3       47.7       52.4       66.8       67.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   761,757:    96,997     53,934    160,993    413,982    466,344    671,972    681,271:    89,786     80,486
Old  :   761,757:    96,997     53,934    160,993    413,982    466,344    671,972    681,271:    89,786     80,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     5,366:     3,938      9,987    -12,710      6,467     -9,437     -2,306    -12,160:     7,672     17,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        7.1       21.1       54.3       61.2       88.2       89.4:      11.8       10.6
Old  :     100.0:      12.7        7.1       21.1       54.3       61.2       88.2       89.4:      11.8       10.6
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  :       202:        54         56         57         84         72        172        154:
Old  :       202:        54         56         57         84         72        172        154:
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  :                 22.3       30.4       33.0       43.2       11.7       13.7       18.2       20.5
Old  :                 22.3       30.4       33.0       43.2       11.7       13.7       18.2       20.5
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, December 12, 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  :   170,384:    47,566     17,605     45,551     62,409     98,529    155,527    161,685:    14,858      8,699
Old  :   156,423:    45,634     17,836     41,370     55,324     89,196    142,328    148,402:    14,095      8,021
Other:    13,961:     2,783        620      3,331      7,086      9,333     13,199     13,284:       762        678
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -1,455:     1,697       -396     -5,186      1,194      3,187     -2,295     -2,396:       840        941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       10.3       26.7       36.6       57.8       91.3       94.9:       8.7        5.1
Old  :     100.0:      29.2       11.4       26.4       35.4       57.0       91.0       94.9:       9.0        5.1
Other:     100.0:      19.9        4.4       23.9       50.8       66.9       94.5       95.1:       5.5        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       189         64         98        107        113        343        240:
Old  :       398:       191         67         96        107        112        340        239:
Other:        79:        21         11         26         22         38         54         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  :                 15.9       23.9       26.9       35.9       13.2       15.4       19.5       24.0
Old  :                 15.5       22.1       27.0       34.3       14.3       18.5       20.8       27.0
Other:                 54.8       49.9       71.0       62.5       39.5       34.2       44.9       38.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :    47,549:    12,854     25,112      3,887     29,611     13,749     46,352     42,747:     1,196      4,801
Old  :    47,549:    12,854     25,112      3,887     29,611     13,749     46,352     42,747:     1,196      4,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     6,274:    -5,489      3,351        791     11,206      2,543      6,509      6,685:      -234       -411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       52.8        8.2       62.3       28.9       97.5       89.9:       2.5       10.1
Old  :     100.0:      27.0       52.8        8.2       62.3       28.9       97.5       89.9:       2.5       10.1
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  :        76:        10         49         12          8         11         24         68:
Old  :        76:        10         49         12          8         11         24         68:
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  :                 71.5       37.7       90.0       57.0       66.4       34.9       77.4       50.4
Old  :                 71.5       37.7       90.0       57.0       66.4       34.9       77.4       50.4
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, December 12, 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  :    50,254:    28,769        719         29     14,271     44,132     43,069     44,880:     7,185      5,375
Old  :    50,254:    28,769        719         29     14,271     44,132     43,069     44,880:     7,185      5,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :      -733:    -2,972        -40         29      1,517     -2,108     -1,426     -2,119:       692      1,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.2        1.4        0.1       28.4       87.8       85.7       89.3:      14.3       10.7
Old  :     100.0:      57.2        1.4        0.1       28.4       87.8       85.7       89.3:      14.3       10.7
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  :        26:         9          1          1          9         13         18         15:
Old  :        26:         9          1          1          9         13         18         15:
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  :                 66.1       71.0       74.3       83.9       52.4       58.5       59.2       65.3
Old  :                 66.1       71.0       74.3       83.9       52.4       58.5       59.2       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 15, 2006