COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      242,661
COMMITMENTS
  47,859   33,377   58,645  108,933  139,612  215,438  231,635   27,223   11,026

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      8,402)
   1,941   -2,413    3,339    1,721    8,929    7,001    9,854    1,400   -1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     13.8     24.2     44.9     57.5     88.8     95.5     11.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     129       66       81       74       66      235      187
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,170
COMMITMENTS
  10,425    1,216    8,459   12,524   21,688   31,408   31,363    4,762    4,807

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        672)
     -93     -186        8    1,095      748    1,009      570     -337      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      3.4     23.4     34.6     60.0     86.8     86.7     13.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      51       36       35       23       25       86       87
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      155,390
COMMITMENTS
  47,906   13,572   12,588   81,331  121,441  141,824  147,601   13,566    7,790

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -2,109)
    -279      116     -905     -589     -387   -1,774   -1,175     -336     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      8.7      8.1     52.3     78.2     91.3     95.0      8.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      64       46       39       59       47      152      106
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      778,203
COMMITMENTS
  99,203   44,345  175,918  424,277  497,175  699,398  717,438   78,805   60,765

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        396)
     477    1,394     -235    3,460   14,418    3,701   15,577   -3,305  -15,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      5.7     22.6     54.5     63.9     89.9     92.2     10.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      62       46       63       78       71      170      153
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      175,013
COMMITMENTS
  45,391   16,602   48,461   66,785  101,815  160,637  166,878   14,375    8,135

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      7,377)
   1,715     -852    3,336    2,127    5,016    7,178    7,500      199     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      9.5     27.7     38.2     58.2     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     183       67      108      109      111      340      248
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,331
COMMITMENTS
   8,192   20,556    2,859   18,294    3,228   29,345   26,643      986    3,688

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -934)
    -822     -727      -31      -92       58     -944     -700       11     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     67.8      9.4     60.3     10.6     96.7     87.8      3.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8       45        9        6       12       19       62
 

Updated December 29, 2006