COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      169,024
COMMITMENTS
  35,372   39,896   18,175   99,293   98,476  152,840  156,547   16,184   12,477

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,763)
     784      578    1,251      608    1,227    2,643    3,056      120     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     23.6     10.8     58.7     58.3     90.4     92.6      9.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      71       80       56       58       44      159      163
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,655
COMMITMENTS
  14,131    2,436    1,617   10,784   24,612   26,532   28,665    4,123    1,990

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        407)
    -409   -1,806     -522    1,085    2,870      154      542      253     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1      7.9      5.3     35.2     80.3     86.6     93.5     13.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      51       15       18       18       21       82       44
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      128,976
COMMITMENTS
  44,853   15,915    3,050   72,278  104,907  120,181  123,872    8,795    5,104

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -3,421)
  -1,980    1,662     -267     -360   -4,191   -2,607   -2,796     -814     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     12.3      2.4     56.0     81.3     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      54       29       17       43       40      108       80
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      476,171
COMMITMENTS
  87,551   61,322   47,482  281,967  309,557  417,000  418,361   59,171   57,810

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -3,364)
    -760    4,096    1,146   -4,892  -11,013   -4,506   -5,771    1,142    2,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     12.9     10.0     59.2     65.0     87.6     87.9     12.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      47       55       48       69       47      148      120
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      101,960
COMMITMENTS
  30,430   22,546    9,993   50,326   62,297   90,749   94,836   11,211    7,124

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -5,869)
   1,153   -1,817      193   -6,532   -4,196   -5,186   -5,820     -683      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     22.1      9.8     49.4     61.1     89.0     93.0     11.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     109       63       40       84       93      215      180
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,174
COMMITMENTS
   7,304   10,549    2,221    8,699    3,258   18,224   16,028      950    3,146

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        703)
     -67      494       55      798      316      786      865      -83     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     55.0     11.6     45.4     17.0     95.0     83.6      5.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10       34        6        8        8       21       46
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       36,754
COMMITMENTS
  30,907      751        0        6   31,968   30,913   32,719    5,841    4,035

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        384)
      -8       87        0        0      -29       -8       58      392      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.1      2.0      0.0      0.0     87.0     84.1     89.0     15.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        1        0        1       12        9       13
 

Updated August 18, 2006