COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      219,665
COMMITMENTS
  34,304   54,454   48,443  113,708  100,248  196,455  203,145   23,210   16,520

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:    -38,946)
    -608    4,253  -22,375  -13,023  -19,636  -36,005  -37,758   -2,941   -1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     24.8     22.1     51.8     45.6     89.4     92.5     10.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      82      101       69       70       55      186      198
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       49,008
COMMITMENTS
  10,868    1,577   12,358   19,933   31,657   43,159   45,593    5,849    3,415

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:       -107)
  -1,243     -160       39      627     -744     -577     -864      469      757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      3.2     25.2     40.7     64.6     88.1     93.0     11.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      58       35       39       25       22       99       85
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      133,286
COMMITMENTS
  34,280   24,694    8,611   79,568   91,885  122,459  125,189   10,827    8,096

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:    -18,706)
     315   -7,507   -2,730  -13,889   -8,573  -16,304  -18,810   -2,402      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     18.5      6.5     59.7     68.9     91.9     93.9      8.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      48       44       30       50       42      116      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      686,189
COMMITMENTS
  93,151   38,246  154,837  363,526  425,559  611,513  618,642   74,675   67,547

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:      8,904)
  -2,652   -4,529   -2,256   12,088   13,765    7,181    6,980    1,724    1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      5.6     22.6     53.0     62.0     89.1     90.2     10.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      61       41       53       79       69      163      142
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      155,363
COMMITMENTS
  39,905   16,987   42,289   59,289   88,539  141,483  147,815   13,880    7,548

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:    -10,210)
   3,640   -3,600   -8,891   -6,131    1,804  -11,382  -10,687    1,172      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     10.9     27.2     38.2     57.0     91.1     95.1      8.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     169       71      116      103      116      334      260
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       35,231
COMMITMENTS
  12,731   13,295    2,777   18,268   15,914   33,776   31,986    1,455    3,245

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:         31)
    -275    3,054   -1,045    2,418   -1,738    1,099      270   -1,067     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     37.7      7.9     51.9     45.2     95.9     90.8      4.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       36       12        5       11       24       57
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       43,300
COMMITMENTS
  34,984      937        1    2,691   39,218   37,676   40,156    5,624    3,144

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:       -307)
   1,061     -269        0     -203    1,337      858    1,068   -1,165   -1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.8      2.2      0.0      6.2     90.6     87.0     92.7     13.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        2        1        4       10       12       13
 

Updated November 17, 2006