COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      223,543
COMMITMENTS
  41,951   45,188   52,050  105,010  114,019  199,011  211,257   24,532   12,286

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      7,630)
    -137   -4,245    3,695    1,999    7,470    5,557    6,920    2,073      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     20.2     23.3     47.0     51.0     89.0     94.5     11.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     106       76       69       71       62      203      185
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       42,974
COMMITMENTS
  11,409    1,623   11,660   13,099   23,821   36,168   37,104    6,806    5,870

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     -4,967)
  -1,036       91   -1,947   -4,527   -6,196   -7,510   -8,053    2,543    3,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      3.8     27.1     30.5     55.4     84.2     86.3     15.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      60       49       39       22       24      100       98
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      148,243
COMMITMENTS
  41,010   13,312   11,217   82,755  115,414  134,982  139,943   13,260    8,300

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      4,075)
   3,328  -13,987    2,461   -2,249   14,919    3,540    3,393      536      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      9.0      7.6     55.8     77.9     91.1     94.4      8.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      61       38       38       56       45      141      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      761,757
COMMITMENTS
  96,997   53,934  160,993  413,982  466,344  671,972  681,271   89,786   80,486

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      5,366)
   3,938    9,987  -12,710    6,467   -9,437   -2,306  -12,160    7,672   17,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      7.1     21.1     54.3     61.2     88.2     89.4     11.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      54       56       57       84       72      172      154
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      170,384
COMMITMENTS
  47,566   17,605   45,551   62,409   98,529  155,527  161,685   14,858    8,699

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     -1,455)
   1,697     -396   -5,186    1,194    3,187   -2,295   -2,396      840      941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     10.3     26.7     36.6     57.8     91.3     94.9      8.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     189       64       98      107      113      343      240
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       47,549
COMMITMENTS
  12,854   25,112    3,887   29,611   13,749   46,352   42,747    1,196    4,801

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      6,274)
  -5,489    3,351      791   11,206    2,543    6,509    6,685     -234     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     52.8      8.2     62.3     28.9     97.5     89.9      2.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       49       12        8       11       24       68
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       50,254
COMMITMENTS
  28,769      719       29   14,271   44,132   43,069   44,880    7,185    5,375

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -733)
  -2,972      -40       29    1,517   -2,108   -1,426   -2,119      692    1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.2      1.4      0.1     28.4     87.8     85.7     89.3     14.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        1        1        9       13       18       15
 

Updated December 15, 2006