COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, August 8, 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  :   163,582:    33,228     38,826     15,877     97,203     97,692    146,308    152,395:    17,274     11,187
Old  :   157,457:    31,846     39,148     15,024     94,017     92,500    140,887    146,672:    16,570     10,785
Other:     6,125:     1,759         55        476      3,186      5,192      5,421      5,723:       704        402
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :      -989:    -1,851     -8,344      1,483       -944      7,439     -1,312        578:       323     -1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       23.7        9.7       59.4       59.7       89.4       93.2:      10.6        6.8
Old  :     100.0:      20.2       24.9        9.5       59.7       58.7       89.5       93.2:      10.5        6.8
Other:     100.0:      28.7        0.9        7.8       52.0       84.8       88.5       93.4:      11.5        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        76         76         55         62         46        170        155:
Old  :       239:        76         77         53         61         45        167        153:
Other:        34:         9          2          3         11         17         22         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       36.5       40.9       46.5       27.3       32.8       40.5       41.5
Old  :                 27.5       36.0       41.3       46.3       27.5       32.5       40.9       41.7
Other:                 53.9       73.2       74.9       86.3       53.8       73.0       73.1       80.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, August 8, 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  :    28,872:    13,771      4,178      2,078      9,156     20,642     25,005     26,898:     3,867      1,974
Old  :    23,828:    12,963      3,759        858      6,606     17,396     20,427     22,013:     3,401      1,815
Other:     5,044:     1,868      1,479        160      2,550      3,246      4,578      4,885:       466        159
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :       978:       632        749       -131        731        243      1,232        861:      -254        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       14.5        7.2       31.7       71.5       86.6       93.2:      13.4        6.8
Old  :     100.0:      54.4       15.8        3.6       27.7       73.0       85.7       92.4:      14.3        7.6
Other:     100.0:      37.0       29.3        3.2       50.6       64.4       90.8       96.8:       9.2        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        53         16         17         15         18         78         42:
Old  :        97:        49         20         11         13         18         71         40:
Other:        34:        11         11          5          7          6         20         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       58.6       35.2       72.1       23.1       55.3       34.4       68.6
Old  :                 21.6       62.7       34.7       72.3       21.6       62.7       34.7       72.1
Other:                 58.4       75.4       77.2       88.1       57.3       73.7       75.3       85.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, August 8, 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  :   141,330:    44,000     14,405      4,947     80,679    115,435    129,626    134,787:    11,704      6,543
Old  :    29,253:     8,307      7,118          5     15,420     20,276     23,732     27,399:     5,521      1,854
Other:   112,077:    38,495     10,089      2,140     65,259     95,159    105,894    107,388:     6,183      4,689
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :    -1,814:     1,987        987     -2,292     -1,740       -289     -2,045     -1,594:       231       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       10.2        3.5       57.1       81.7       91.7       95.4:       8.3        4.6
Old  :     100.0:      28.4       24.3        0.0       52.7       69.3       81.1       93.7:      18.9        6.3
Other:     100.0:      34.3        9.0        1.9       58.2       84.9       94.5       95.8:       5.5        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        57         22         24         48         39        118         79:
Old  :        97:        30         16          1         34         21         65         37:
Other:       126:        49         19         15         39         36         96         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       40.7       39.9       55.3       22.3       27.1       32.6       38.6
Old  :                 24.3       54.3       36.3       67.5       19.6       50.7       30.5       62.4
Other:                 32.8       40.7       50.2       58.7       28.1       27.7       39.4       40.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, August 8, 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  :   472,069:    88,709     51,235     48,956    278,997    319,044    416,662    419,235:    55,407     52,834
Old  :   472,069:    88,709     51,235     48,956    278,997    319,044    416,662    419,235:    55,407     52,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :     2,944:    -9,014      2,607      1,458     14,021     -5,976      6,465     -1,911:    -3,521      4,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.9       10.4       59.1       67.6       88.3       88.8:      11.7       11.2
Old  :     100.0:      18.8       10.9       10.4       59.1       67.6       88.3       88.8:      11.7       11.2
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  :       175:        52         43         45         65         49        144        114:
Old  :       175:        52         43         45         65         49        144        114:
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  :                 20.6       33.8       34.5       45.7       19.0       26.6       29.4       36.6
Old  :                 20.6       33.8       34.5       45.7       19.0       26.6       29.4       36.6
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, August 8, 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  :   112,927:    32,113     28,353     12,728     56,561     65,330    101,402    106,411:    11,525      6,516
Old  :    52,000:    18,653     25,733      1,145     24,815     21,857     44,613     48,735:     7,387      3,265
Other:    60,927:    19,622      8,782      5,421     31,746     43,473     56,789     57,676:     4,138      3,251
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :    -7,799:      -568    -11,141     -1,263     -4,909      5,792     -6,740     -6,612:    -1,059     -1,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       25.1       11.3       50.1       57.9       89.8       94.2:      10.2        5.8
Old  :     100.0:      35.9       49.5        2.2       47.7       42.0       85.8       93.7:      14.2        6.3
Other:     100.0:      32.2       14.4        8.9       52.1       71.4       93.2       94.7:       6.8        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       121         78         78         97         95        262        220:
Old  :       308:       114         71         11         72         59        193        134:
Other:       251:        74         55         32         80         83        173        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       21.2       30.4       32.4       19.7       16.9       28.8       26.8
Old  :                 21.6       26.0       33.3       42.2       21.6       24.6       33.3       40.2
Other:                 21.0       30.4       35.0       43.8       19.9       25.8       31.1       35.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, August 8, 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  :    18,272:     7,873      9,849      2,137      7,315      2,859     17,325     14,845:       947      3,427
Old  :    18,272:     7,873      9,849      2,137      7,315      2,859     17,325     14,845:       947      3,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :     2,596:     1,065      2,366        -25      1,897       -221      2,937      2,120:      -341        476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       53.9       11.7       40.0       15.6       94.8       81.2:       5.2       18.8
Old  :     100.0:      43.1       53.9       11.7       40.0       15.6       94.8       81.2:       5.2       18.8
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  :        54:        10         31          4          7          7         19         41:
Old  :        54:        10         31          4          7          7         19         41:
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  :                 72.4       41.9       85.3       57.4       64.3       32.8       72.4       44.9
Old  :                 72.4       41.9       85.3       57.4       64.3       32.8       72.4       44.9
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, August 8, 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  :    34,077:    28,828        809          0          6     29,988     28,834     30,797:     5,243      3,280
Old  :    34,077:    28,828        809          0          6     29,988     28,834     30,797:     5,243      3,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2006                       :
     :     1,150:    16,565         44          0    -15,254      1,106      1,311      1,150:      -161          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.6        2.4        0.0        0.0       88.0       84.6       90.4:      15.4        9.6
Old  :     100.0:      84.6        2.4        0.0        0.0       88.0       84.6       90.4:      15.4        9.6
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  :        23:         9          1          0          1         13         10         14:
Old  :        23:         9          1          0          1         13         10         14:
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  :                 74.5       64.0       83.4       79.2       74.5       64.0       83.4       79.1
Old  :                 74.5       64.0       83.4       79.2       74.5       64.0       83.4       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 11, 2006