COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      173,161
COMMITMENTS
  36,360   47,177   17,577  102,537   94,943  156,474  159,697   16,687   13,464

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      2,978)
   1,054    6,196     -316    1,874   -3,835    2,612    2,045      366      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     27.2     10.2     59.2     54.8     90.4     92.2      9.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      75       90       52       59       46      159      175
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,239
COMMITMENTS
  14,684    2,070    1,600    8,144   22,438   24,428   26,108    3,811    2,131

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -2,596)
    -317     -240     -734   -1,071   -1,615   -2,122   -2,589     -474       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0      7.3      5.7     28.8     79.5     86.5     92.5     13.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      60       14       18       17       16       87       40
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      134,548
COMMITMENTS
  33,580   24,845    2,351   87,894   99,935  123,825  127,131   10,723    7,417

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      5,745)
      90    3,263     -135    5,736    1,804    5,691    4,932       54      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     18.5      1.7     65.3     74.3     92.0     94.5      8.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      50       42       13       45       35      103       86
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      505,361
COMMITMENTS
  95,058   73,453   45,727  300,001  325,262  440,786  444,442   64,575   60,919

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     11,303)
   5,072   10,019   -3,496    5,627    5,459    7,203   11,982    4,100     -679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     14.5      9.0     59.4     64.4     87.2     87.9     12.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      47       62       45       67       50      147      127
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      101,785
COMMITMENTS
  31,035   25,567    9,049   51,599   61,671   91,683   96,287   10,102    5,498

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      1,952)
     707    1,109     -117      760    1,338    1,350    2,330      602     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     25.1      8.9     50.7     60.6     90.1     94.6      9.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     117       72       46       85       92      226      190
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,114
COMMITMENTS
   8,207   11,635    2,314    8,575    3,237   19,096   17,186    1,018    2,928

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        429)
    -326      574       53      621      -30      348      597       81     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     57.8     11.5     42.6     16.1     94.9     85.4      5.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       8       35        7        8        8       21       46
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       38,687
COMMITMENTS
  33,791        0        0      738   35,981   34,529   35,981    4,158    2,706

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -292)
   1,130        0        0       10      338    1,140      338   -1,432     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.3      0.0      0.0      1.9     93.0     89.3     93.0     10.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        0        0        3       15       15       15
 
 
EURO FX/BRITISH POUND XRATE - NEW YORK BOARD OF TRADE                Code-599661
FUTURES ONLY POSITIONS AS OF 09/05/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       14,971
COMMITMENTS
   1,722    7,827       47   10,946    2,746   12,715   10,620    2,256    4,351

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     52.3      0.3     73.1     18.3     84.9     70.9     15.1     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        2       11        3       15        9
 

Updated September 8, 2006