COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      166,261
COMMITMENTS
  34,588   39,318   16,924   98,685   97,249  150,197  153,491   16,064   12,770

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,679)
   1,360      492    1,047    1,482     -443    3,889    1,096   -1,210    1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     23.6     10.2     59.4     58.5     90.3     92.3      9.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      71       83       58       62       45      168      162
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,248
COMMITMENTS
  14,540    4,242    2,139    9,699   21,742   26,378   28,123    3,870    2,125

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,376)
     769       64       61      543    1,100    1,373    1,225        3      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     14.0      7.1     32.1     71.9     87.2     93.0     12.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      54       18       17       15       17       78       43
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      132,397
COMMITMENTS
  46,833   14,253    3,317   72,638  109,098  122,788  126,668    9,609    5,729

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -8,933)
   2,833     -152   -1,630   -8,041   -6,337   -6,838   -8,119   -2,095     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     10.8      2.5     54.9     82.4     92.7     95.7      7.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      53       26       21       44       41      111       82
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      479,535
COMMITMENTS
  88,311   57,226   46,336  286,859  320,570  421,506  424,132   58,029   55,403

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,466)
    -398    5,991   -2,620    7,862    1,526    4,844    4,897    2,622    2,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     11.9      9.7     59.8     66.9     87.9     88.4     12.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      45       53       46       68       48      145      117
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,829
COMMITMENTS
  29,277   24,363    9,800   56,858   66,493   95,935  100,656   11,894    7,173

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -5,098)
  -2,836   -3,990   -2,928      297    1,163   -5,467   -5,755      369      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     22.6      9.1     52.7     61.7     89.0     93.3     11.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      99       71       54       95       90      228      193
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,471
COMMITMENTS
   7,371   10,055    2,166    7,901    2,942   17,438   15,163    1,033    3,308

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        199)
    -502      206       29      586       83      113      318       86     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     54.4     11.7     42.8     15.9     94.4     82.1      5.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       31        6        7        8       20       42
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       36,370
COMMITMENTS
  30,915      664        0        6   31,997   30,921   32,661    5,449    3,709

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,293)
   2,087     -145        0        0    2,009    2,087    1,864      206      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.0      1.8      0.0      0.0     88.0     85.0     89.8     15.0     10.2

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

Updated August 18, 2006