COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      164,571
COMMITMENTS
  35,079   47,170   14,394   98,147   90,253  147,620  151,817   16,951   12,754

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      2,875)
     286   -3,611      957    1,075    6,161    2,318    3,507      557     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     28.7      8.7     59.6     54.8     89.7     92.3     10.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      81       79       54       64       45      173      161
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,894
COMMITMENTS
  13,139    3,429    2,209    8,425   20,399   23,773   26,037    4,121    1,857

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      1,810)
   1,470      390     -112      197    1,333    1,555    1,611      255      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     12.3      7.9     30.2     73.1     85.2     93.3     14.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      52       15       20       15       20       78       46
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,144
COMMITMENTS
  42,013   13,418    7,239   82,419  115,724  131,671  136,381   11,473    6,763

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -3,495)
  -1,336    2,964   -3,708    1,530   -4,650   -3,514   -5,394       19    1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      9.4      5.1     57.6     80.8     92.0     95.3      8.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      58       19       31       52       45      128       90
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      469,125
COMMITMENTS
  97,723   48,628   47,498  264,976  325,020  410,197  421,146   58,928   47,979

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      5,091)
   2,177    8,309    1,839    3,812   -6,713    7,828    3,435   -2,737    1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     10.4     10.1     56.5     69.3     87.4     89.8     12.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      51       41       44       65       53      144      114
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      120,726
COMMITMENTS
  32,681   39,494   13,991   61,470   59,538  108,142  113,023   12,584    7,703

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -2,280)
  -1,168   -2,106     -329   -1,451      979   -2,948   -1,456      668     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     32.7     11.6     50.9     49.3     89.6     93.6     10.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     124       92       69       98       90      251      231
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       15,676
COMMITMENTS
   6,808    7,483    2,162    5,418    3,080   14,388   12,725    1,288    2,951

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -1,202)
  -1,397     -582     -311      723     -809     -985   -1,702     -217      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     47.7     13.8     34.6     19.6     91.8     81.2      8.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       23        6        7        7       23       33
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       32,927
COMMITMENTS
  12,263      765        0   15,260   28,882   27,523   29,647    5,404    3,280

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -1,494)
  -1,696      339        0       34   -1,963   -1,662   -1,624      168      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      2.3      0.0     46.3     87.7     83.6     90.0     16.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        1        0        2       13        9       14
 

Updated August 4, 2006