COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 25, 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  :   161,696:    34,793     50,781     13,437     97,072     84,092    145,302    148,310:    16,394     13,386
Old  :   157,321:    34,824     51,284     12,195     94,748     80,724    141,767    144,203:    15,554     13,118
Other:     4,375:       809        337        402      2,324      3,368      3,535      4,107:       840        268
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :       429:    -2,129     -6,099      1,475      1,382      5,169        728        545:      -299       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       31.4        8.3       60.0       52.0       89.9       91.7:      10.1        8.3
Old  :     100.0:      22.1       32.6        7.8       60.2       51.3       90.1       91.7:       9.9        8.3
Other:     100.0:      18.5        7.7        9.2       53.1       77.0       80.8       93.9:      19.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        71         81         52         63         44        162        162:
Old  :       243:        72         81         49         62         44        160        160:
Other:        30:         7          3          3         10         14         19         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       31.2       41.4       41.1       27.8       28.0       41.4       36.7
Old  :                 28.2       31.0       41.9       41.0       28.2       27.8       41.9       36.9
Other:                 43.5       67.2       64.7       87.0       43.4       67.0       61.8       79.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 25, 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  :    26,084:    11,669      3,039      2,321      8,228     19,066     22,218     24,426:     3,866      1,658
Old  :    22,526:    11,640      2,701        988      6,454     17,313     19,082     21,002:     3,444      1,524
Other:     3,558:     1,111      1,420        251      1,774      1,753      3,136      3,424:       422        134
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :      -329:      -179       -508        -43         14        372       -208       -179:      -121       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       11.7        8.9       31.5       73.1       85.2       93.6:      14.8        6.4
Old  :     100.0:      51.7       12.0        4.4       28.7       76.9       84.7       93.2:      15.3        6.8
Other:     100.0:      31.2       39.9        7.1       49.9       49.3       88.1       96.2:      11.9        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        48         14         19         13         16         72         41:
Old  :        91:        48         16         13         12         16         68         38:
Other:        31:         7         13          5          6          6         15         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       56.8       37.4       73.0       23.9       55.2       36.8       71.0
Old  :                 23.0       59.9       37.0       74.7       23.0       59.9       36.9       74.7
Other:                 59.1       68.1       79.7       82.2       56.8       65.3       77.0       78.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 25, 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  :   146,639:    43,349     10,454     10,947     80,889    120,374    135,185    141,775:    11,454      4,864
Old  :    63,182:    31,738     18,117        132     24,229     41,749     56,099     59,998:     7,083      3,184
Other:    83,457:    20,780      1,506      1,646     56,660     78,625     79,086     81,777:     4,371      1,680
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :   -12,766:   -10,498       -829     -1,675      1,456     -8,362    -10,717    -10,866:    -2,049     -1,900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        7.1        7.5       55.2       82.1       92.2       96.7:       7.8        3.3
Old  :     100.0:      50.2       28.7        0.2       38.3       66.1       88.8       95.0:      11.2        5.0
Other:     100.0:      24.9        1.8        2.0       67.9       94.2       94.8       98.0:       5.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        62         21         31         50         45        133         90:
Old  :       144:        51         35          2         34         29         86         65:
Other:       106:        41          8         14         37         39         82         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       38.4       38.0       51.7       20.4       26.9       29.3       37.4
Old  :                 31.1       40.0       43.2       54.2       31.1       40.0       41.9       54.2
Other:                 36.0       43.2       55.6       64.1       27.4       33.3       38.7       49.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 25, 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  :   464,034:    95,546     40,319     45,659    261,164    331,733    402,369    417,711:    61,665     46,323
Old  :   464,034:    95,546     40,319     45,659    261,164    331,733    402,369    417,711:    61,665     46,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :     1,859:    -3,079     -4,918      6,307     -1,151     -3,638      2,077     -2,249:      -218      4,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        8.7        9.8       56.3       71.5       86.7       90.0:      13.3       10.0
Old  :     100.0:      20.6        8.7        9.8       56.3       71.5       86.7       90.0:      13.3       10.0
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  :       168:        48         40         43         62         50        142        105:
Old  :       168:        48         40         43         62         50        142        105:
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  :                 20.9       34.7       35.3       48.7       19.3       27.2       29.7       38.9
Old  :                 20.9       34.7       35.3       48.7       19.3       27.2       29.7       38.9
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 - Futures Only, July 25, 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  :   123,006:    33,849     41,600     14,320     62,921     58,559    111,090    114,479:    11,916      8,527
Old  :    78,820:    24,793     45,447      1,272     44,240     25,642     70,305     72,361:     8,515      6,459
Other:    44,186:    17,396      4,493      4,708     18,681     32,917     40,785     42,118:     3,401      2,068
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :     2,645:       567      4,347       -420      2,701     -1,758      2,848      2,169:      -203        476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       33.8       11.6       51.2       47.6       90.3       93.1:       9.7        6.9
Old  :     100.0:      31.5       57.7        1.6       56.1       32.5       89.2       91.8:      10.8        8.2
Other:     100.0:      39.4       10.2       10.7       42.3       74.5       92.3       95.3:       7.7        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:       117         98         59        100         87        245        226:
Old  :       329:       112        100          8         79         51        196        154:
Other:       205:        53         41         21         75         80        138        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       20.7       30.8       31.7       19.8       16.5       28.7       25.5
Old  :                 24.6       22.3       37.9       36.4       24.6       20.9       37.9       35.0
Other:                 26.9       37.6       41.8       51.3       22.5       29.4       32.1       39.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 25, 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  :    16,878:     8,205      8,065      2,473      4,695      3,889     15,373     14,427:     1,505      2,451
Old  :    16,878:     8,205      8,065      2,473      4,695      3,889     15,373     14,427:     1,505      2,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :      -355:      -642        211       -422        934        222       -130         11:      -225       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       47.8       14.7       27.8       23.0       91.1       85.5:       8.9       14.5
Old  :     100.0:      48.6       47.8       14.7       27.8       23.0       91.1       85.5:       8.9       14.5
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  :        55:        21         20          8          5          8         32         31:
Old  :        55:        21         20          8          5          8         32         31:
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  :                 66.0       47.5       75.6       63.7       58.4       41.3       64.9       54.2
Old  :                 66.0       47.5       75.6       63.7       58.4       41.3       64.9       54.2
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 - Futures Only, July 25, 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  :    34,421:    13,959        426          0     15,226     30,845     29,185     31,271:     5,236      3,150
Old  :    34,421:    13,959        426          0     15,226     30,845     29,185     31,271:     5,236      3,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :      -335:      -731          9          0      1,784        797      1,053        806:    -1,388     -1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        1.2        0.0       44.2       89.6       84.8       90.8:      15.2        9.2
Old  :     100.0:      40.6        1.2        0.0       44.2       89.6       84.8       90.8:      15.2        9.2
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  :        24:         8          1          0          3         14         11         15:
Old  :        24:         8          1          0          3         14         11         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  :                 75.3       63.9       83.3       78.7       75.3       63.9       83.3       78.7
Old  :                 75.3       63.9       83.3       78.7       75.3       63.9       83.3       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 28, 2006