COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      257,078
COMMITMENTS
  33,556   51,539   71,384  129,812  118,880  234,752  241,803   22,327   15,275

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      3,506)
   2,107   -2,580      760    1,147    6,523    4,014    4,702     -508   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     20.0     27.8     50.5     46.2     91.3     94.1      8.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     103       98       85       88       64      229      218
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       48,942
COMMITMENTS
  11,539    1,275   11,594   20,203   33,422   43,336   46,292    5,606    2,651

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:        531)
     943       49      322     -706       72      558      443      -28       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      2.6     23.7     41.3     68.3     88.5     94.6     11.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      61       31       35       24       22       97       80
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      166,240
COMMITMENTS
  33,074   39,641   16,608  102,577  100,908  152,259  157,157   13,980    9,082

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -7,241)
     358   -7,548    1,287   -7,460     -314   -5,816   -6,575   -1,425     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     23.8     10.0     61.7     60.7     91.6     94.5      8.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      54       61       46       54       39      139      123
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      661,406
COMMITMENTS
  96,915   40,261  156,735  339,880  397,869  593,530  594,866   67,875   66,540

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     17,813)
   1,662    2,304    2,750   10,483   12,743   14,895   17,797    2,918       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      6.1     23.7     51.4     60.2     89.7     89.9     10.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      58       40       53       76       66      158      136
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      151,090
COMMITMENTS
  31,185   24,640   41,033   65,915   78,794  138,132  144,467   12,957    6,623

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      7,332)
   2,183   -3,372    5,187   -1,265    5,471    6,105    7,287    1,227       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     16.3     27.2     43.6     52.2     91.4     95.6      8.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     132      106      131      106      105      317      283
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       33,700
COMMITMENTS
  12,096    8,173    3,313   15,321   18,825   30,730   30,312    2,971    3,389

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:       -856)
  -9,769      544      432    9,343   -2,857        6   -1,881     -862    1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     24.3      9.8     45.5     55.9     91.2     89.9      8.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23       22       11        7        9       32       41
 

Updated November 3, 2006