COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 07/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      161,577
COMMITMENTS
  38,203   59,186   11,562   95,469   76,636  145,234  147,384   16,343   14,193

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:        875)
  -1,556    2,800    1,237      932   -3,826      613      211      262      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     36.6      7.2     59.1     47.4     89.9     91.2     10.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      79      100       51       64       41      167      181
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 07/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,813
COMMITMENTS
  13,960    3,065    2,252    6,801   19,994   23,013   25,311    3,800    1,502

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     -1,767)
  -1,613     -828      342      182     -899   -1,089   -1,385     -678     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     11.4      8.4     25.4     74.6     85.8     94.4     14.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      53       13       17       15       18       78       40
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 07/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      162,683
COMMITMENTS
  62,029   13,315    8,251   79,464  133,521  149,744  155,087   12,939    7,596

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     28,732)
  20,246   -4,094    4,057    3,303   27,788   27,606   27,751    1,126      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      8.2      5.1     48.8     82.1     92.0     95.3      8.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      79       43       28       49       46      152       98
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 07/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      455,705
COMMITMENTS
  97,847   46,897   33,499  257,392  340,989  388,738  421,385   66,967   34,320

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     27,768)
   6,848    8,616    5,120    9,915   19,580   21,883   33,316    5,885   -5,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     10.3      7.4     56.5     74.8     85.3     92.5     14.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      55       38       43       63       51      148      106
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 07/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      118,855
COMMITMENTS
  31,808   36,327   13,755   61,209   60,758  106,772  110,840   12,083    8,015

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:      2,993)
     605     -613    1,328      646      781    2,579    1,496      414    1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     30.6     11.6     51.5     51.1     89.8     93.3     10.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     127       92       62      103       85      259      218
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 07/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,530
COMMITMENTS
   7,920   12,524    2,096    9,408    2,922   19,424   17,542    1,106    2,988

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:      1,709)
     831    1,389        9      697       38    1,537    1,436      172      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     61.0     10.2     45.8     14.2     94.6     85.4      5.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       27        6        8        7       24       39
 

Updated July 14, 2006