COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      163,582
COMMITMENTS
  33,228   38,826   15,877   97,203   97,692  146,308  152,395   17,274   11,187

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -989)
  -1,851   -8,344    1,483     -944    7,439   -1,312      578      323   -1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     23.7      9.7     59.4     59.7     89.4     93.2     10.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      76       76       55       62       46      170      155
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,872
COMMITMENTS
  13,771    4,178    2,078    9,156   20,642   25,005   26,898    3,867    1,974

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        978)
     632      749     -131      731      243    1,232      861     -254      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     14.5      7.2     31.7     71.5     86.6     93.2     13.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      53       16       17       15       18       78       42
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      141,330
COMMITMENTS
  44,000   14,405    4,947   80,679  115,435  129,626  134,787   11,704    6,543

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -1,814)
   1,987      987   -2,292   -1,740     -289   -2,045   -1,594      231     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     10.2      3.5     57.1     81.7     91.7     95.4      8.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      57       22       24       48       39      118       79
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      472,069
COMMITMENTS
  88,709   51,235   48,956  278,997  319,044  416,662  419,235   55,407   52,834

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,944)
  -9,014    2,607    1,458   14,021   -5,976    6,465   -1,911   -3,521    4,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     10.9     10.4     59.1     67.6     88.3     88.8     11.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      52       43       45       65       49      144      114
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      112,927
COMMITMENTS
  32,113   28,353   12,728   56,561   65,330  101,402  106,411   11,525    6,516

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -7,799)
    -568  -11,141   -1,263   -4,909    5,792   -6,740   -6,612   -1,059   -1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     25.1     11.3     50.1     57.9     89.8     94.2     10.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     121       78       78       97       95      262      220
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,272
COMMITMENTS
   7,873    9,849    2,137    7,315    2,859   17,325   14,845      947    3,427

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,596)
   1,065    2,366      -25    1,897     -221    2,937    2,120     -341      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     53.9     11.7     40.0     15.6     94.8     81.2      5.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       31        4        7        7       19       41
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       34,077
COMMITMENTS
  28,828      809        0        6   29,988   28,834   30,797    5,243    3,280

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,150)
  16,565       44        0  -15,254    1,106    1,311    1,150     -161        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.6      2.4      0.0      0.0     88.0     84.6     90.4     15.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        1        0        1       13       10       14
 

Updated August 11, 2006