COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      175,873
COMMITMENTS
  37,012   52,765   18,112  104,009   89,870  159,133  160,747   16,740   15,126

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,712)
     652    5,588      535    1,472   -5,073    2,659    1,050       53    1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     30.0     10.3     59.1     51.1     90.5     91.4      9.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      73       93       55       63       47      162      182
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,668
COMMITMENTS
  14,559    2,097    1,942    9,551   23,383   26,052   27,422    3,616    2,246

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,429)
    -125       27      342    1,407      945    1,624    1,314     -195      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1      7.1      6.5     32.2     78.8     87.8     92.4     12.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      56       16       20       19       16       85       43
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,589
COMMITMENTS
  32,962   25,747    2,317   91,877  102,546  127,156  130,610   11,433    7,979

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      4,041)
    -618      902      -34    3,983    2,611    3,331    3,479      710      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.6      1.7     66.3     74.0     91.8     94.2      8.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      49       41       14       47       34      104       86
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      510,361
COMMITMENTS
  97,243   64,408   40,565  308,603  338,989  446,411  443,962   63,950   66,399

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      5,000)
   2,185   -9,045   -5,162    8,602   13,727    5,625     -480     -625    5,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     12.6      7.9     60.5     66.4     87.5     87.0     12.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      43       53       33       69       48      136      113
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      104,099
COMMITMENTS
  30,903   29,961   10,419   53,400   57,052   94,722   97,432    9,377    6,667

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,314)
    -132    4,394    1,370    1,801   -4,619    3,039    1,145     -725    1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     28.8     10.0     51.3     54.8     91.0     93.6      9.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     106       82       49       93       86      224      201
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       22,167
COMMITMENTS
  11,917    9,015    3,038    4,663    7,600   19,618   19,653    2,549    2,514

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,053)
   3,710   -2,620      724   -3,912    4,363      522    2,467    1,531     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8     40.7     13.7     21.0     34.3     88.5     88.7     11.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      24       25       16        5       10       42       41
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       42,998
COMMITMENTS
  24,296    1,460        9   13,685   38,633   37,990   40,102    5,008    2,896

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      4,311)
  -9,495    1,460        9   12,947    2,652    3,461    4,121      850      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5      3.4      0.0     31.8     89.8     88.4     93.3     11.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        2        1        7       13       16       15
 

Updated September 15, 2006