COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      170,183
COMMITMENTS
  35,306   40,981   17,893  100,663   98,778  153,862  157,652   16,321   12,531

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,159)
     -66    1,085     -282    1,370      302    1,022    1,105      137       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     24.1     10.5     59.1     58.0     90.4     92.6      9.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      71       83       57       60       45      161      169
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,835
COMMITMENTS
  15,001    2,310    2,334    9,215   24,053   26,550   28,697    4,285    2,138

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        180)
     870     -126      717   -1,569     -559       18       32      162      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6      7.5      7.6     29.9     78.0     86.1     93.1     13.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      58       15       19       18       20       89       45
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      128,803
COMMITMENTS
  33,490   21,582    2,486   82,158   98,131  118,134  122,199   10,669    6,604

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:       -173)
 -11,363    5,667     -564    9,880   -6,776   -2,047   -1,673    1,874    1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     16.8      1.9     63.8     76.2     91.7     94.9      8.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      52       33       14       47       35      106       78
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      494,058
COMMITMENTS
  89,986   63,434   49,223  294,374  319,803  433,583  432,460   60,475   61,598

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     17,887)
   2,435    2,112    1,741   12,407   10,246   16,583   14,099    1,304    3,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     12.8     10.0     59.6     64.7     87.8     87.5     12.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      46       55       46       67       49      147      121
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       99,833
COMMITMENTS
  30,328   24,458    9,166   50,839   60,333   90,333   93,957    9,500    5,876

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -2,127)
    -102    1,912     -827      513   -1,964     -416     -879   -1,711   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     24.5      9.2     50.9     60.4     90.5     94.1      9.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     107       72       49       84       94      216      195
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,685
COMMITMENTS
   8,533   11,061    2,261    7,954    3,267   18,748   16,589      937    3,096

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        511)
   1,229      512       40     -745        9      524      561      -13      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     56.2     11.5     40.4     16.6     95.2     84.3      4.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      12       33        6        8        8       23       45
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       38,979
COMMITMENTS
  32,661        0        0      728   35,643   33,389   35,643    5,590    3,336

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      2,225)
   1,754     -751        0      722    3,675    2,476    2,924     -251     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.8      0.0      0.0      1.9     91.4     85.7     91.4     14.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        0        0        2       15       13       15
 

Updated September 1, 2006