COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, September 19, 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  :   181,639:    36,668     55,472     20,280    107,528     90,376    164,476    166,128:    17,163     15,511
Old  :   172,036:    34,141     56,021     18,642    103,208     82,381    155,991    157,044:    16,045     14,992
Other:     9,603:     3,646        570        519      4,320      7,995      8,485      9,084:     1,118        519
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     5,766:      -344      2,707      2,168      3,519        506      5,343      5,381:       423        385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       30.5       11.2       59.2       49.8       90.6       91.5:       9.4        8.5
Old  :     100.0:      19.8       32.6       10.8       60.0       47.9       90.7       91.3:       9.3        8.7
Other:     100.0:      38.0        5.9        5.4       45.0       83.3       88.4       94.6:      11.6        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        71         98         54         67         48        166        189:
Old  :       263:        71        101         53         67         47        165        188:
Other:        43:         7         12          3         13         17         22         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       31.9       37.8       40.5       23.9       27.0       35.8       34.3
Old  :                 24.1       32.1       38.1       40.1       24.1       26.7       35.9       33.8
Other:                 57.3       65.5       74.8       80.6       57.3       65.5       73.8       77.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, September 19, 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  :    29,924:    13,390      2,385      2,226     10,787     22,984     26,403     27,595:     3,521      2,329
Old  :    20,440:    11,192      3,111         49      6,595     15,399     17,836     18,559:     2,604      1,881
Other:     9,484:     3,665        741        710      4,192      7,585      8,567      9,036:       917        448
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :       256:    -1,169        288        284      1,236       -399        351        173:       -95         83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7        8.0        7.4       36.0       76.8       88.2       92.2:      11.8        7.8
Old  :     100.0:      54.8       15.2        0.2       32.3       75.3       87.3       90.8:      12.7        9.2
Other:     100.0:      38.6        7.8        7.5       44.2       80.0       90.3       95.3:       9.7        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        47         16         19         20         16         76         42:
Old  :        90:        43         17          1         18         15         61         33:
Other:        46:        24          4         12         11          9         37         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       60.0       33.8       73.8       20.3       54.8       32.2       66.7
Old  :                 20.7       64.4       36.9       75.6       20.7       64.3       36.4       75.6
Other:                 46.9       70.4       63.0       86.2       42.3       70.4       56.0       81.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, September 19, 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  :   146,140:    30,522     33,105      4,330     99,811    100,123    134,663    137,558:    11,477      8,582
Old  :   135,697:    30,332     33,601      3,552     90,491     89,966    124,375    127,119:    11,322      8,578
Other:    10,443:       951        265         17      9,320     10,157     10,288     10,439:       155          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     7,551:    -2,440      7,358      2,013      7,934     -2,423      7,507      6,948:        44        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       22.7        3.0       68.3       68.5       92.1       94.1:       7.9        5.9
Old  :     100.0:      22.4       24.8        2.6       66.7       66.3       91.7       93.7:       8.3        6.3
Other:     100.0:       9.1        2.5        0.2       89.2       97.3       98.5      100.0:       1.5        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        55         48         25         48         34        114        101:
Old  :       165:        54         50         24         48         33        113         99:
Other:        30:         7          4          1         10         11         17         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.8       35.8       45.3       51.1       21.3       19.4       29.3       30.4
Old  :                 27.4       33.7       44.9       49.2       20.7       20.7       30.7       32.6
Other:                 71.4       88.6       88.4       98.9       49.2       73.4       66.2       77.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, September 19, 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  :   500,233:    96,650     56,701     45,684    298,486    339,866    440,820    442,251:    59,413     57,982
Old  :   500,233:    96,650     56,701     45,684    298,486    339,866    440,820    442,251:    59,413     57,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :   -10,128:      -593     -7,707      5,119    -10,117        877     -5,591     -1,711:    -4,537     -8,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       11.3        9.1       59.7       67.9       88.1       88.4:      11.9       11.6
Old  :     100.0:      19.3       11.3        9.1       59.7       67.9       88.1       88.4:      11.9       11.6
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  :       177:        45         49         44         71         52        144        123:
Old  :       177:        45         49         44         71         52        144        123:
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  :                 20.1       34.0       34.1       48.3       18.3       24.9       27.7       32.6
Old  :                 20.1       34.0       34.1       48.3       18.3       24.9       27.7       32.6
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, September 19, 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  :   107,299:    30,477     34,258     11,016     56,176     54,769     97,669    100,043:     9,630      7,256
Old  :   101,979:    31,488     34,888      6,962     54,080     53,182     92,530     95,032:     9,449      6,947
Other:     5,320:     1,145      1,526      1,898      2,096      1,587      5,139      5,011:       181        309
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     3,200:      -426      4,297        597      2,776     -2,283      2,947      2,611:       253        589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       31.9       10.3       52.4       51.0       91.0       93.2:       9.0        6.8
Old  :     100.0:      30.9       34.2        6.8       53.0       52.1       90.7       93.2:       9.3        6.8
Other:     100.0:      21.5       28.7       35.7       39.4       29.8       96.6       94.2:       3.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       104         90         52         96         86        229        209:
Old  :       329:       106         93         50         96         86        227        208:
Other:        27:         8          8          6          8          4         20         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       23.6       34.6       35.3       22.2       17.5       31.6       26.5
Old  :                 23.4       24.3       34.6       34.4       23.4       19.7       33.3       29.2
Other:                 78.2       89.6       90.0       92.6       42.7       46.0       49.1       47.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, September 19, 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  :    17,288:     6,876      7,225      3,020      4,834      5,059     14,730     15,304:     2,558      1,984
Old  :    17,288:     6,876      7,225      3,020      4,834      5,059     14,730     15,304:     2,558      1,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :    -4,879:    -5,041     -1,790        -18        171     -2,541     -4,888     -4,349:         9       -530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       41.8       17.5       28.0       29.3       85.2       88.5:      14.8       11.5
Old  :     100.0:      39.8       41.8       17.5       28.0       29.3       85.2       88.5:      14.8       11.5
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  :        60:        26         21          8          5          8         35         34:
Old  :        60:        26         21          8          5          8         35         34:
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  :                 53.8       48.2       63.8       66.8       41.0       43.6       48.7       54.1
Old  :                 53.8       48.2       63.8       66.8       41.0       43.6       48.7       54.1
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, September 19, 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  :    31,933:    25,610        762          1      1,112     28,456     26,723     29,219:     5,210      2,714
Old  :    31,933:    25,610        762          1      1,112     28,456     26,723     29,219:     5,210      2,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :   -11,065:     1,314       -698         -8    -12,573    -10,177    -11,267    -10,883:       202       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.2        2.4        0.0        3.5       89.1       83.7       91.5:      16.3        8.5
Old  :     100.0:      80.2        2.4        0.0        3.5       89.1       83.7       91.5:      16.3        8.5
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  :        20:        10          1          1          1          8         11         10:
Old  :        20:        10          1          1          1          8         11         10:
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  :                 70.3       78.4       80.8       90.0       70.3       78.4       80.8       90.0
Old  :                 70.3       78.4       80.8       90.0       70.3       78.4       80.8       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 22, 2006