COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      181,639
COMMITMENTS
  36,668   55,472   20,280  107,528   90,376  164,476  166,128   17,163   15,511

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      5,766)
    -344    2,707    2,168    3,519      506    5,343    5,381      423      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     30.5     11.2     59.2     49.8     90.6     91.5      9.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      71       98       54       67       48      166      189
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,924
COMMITMENTS
  13,390    2,385    2,226   10,787   22,984   26,403   27,595    3,521    2,329

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        256)
  -1,169      288      284    1,236     -399      351      173      -95       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7      8.0      7.4     36.0     76.8     88.2     92.2     11.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      47       16       19       20       16       76       42
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      146,140
COMMITMENTS
  30,522   33,105    4,330   99,811  100,123  134,663  137,558   11,477    8,582

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      7,551)
  -2,440    7,358    2,013    7,934   -2,423    7,507    6,948       44      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     22.7      3.0     68.3     68.5     92.1     94.1      7.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      55       48       25       48       34      114      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      500,233
COMMITMENTS
  96,650   56,701   45,684  298,486  339,866  440,820  442,251   59,413   57,982

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -10,128)
    -593   -7,707    5,119  -10,117      877   -5,591   -1,711   -4,537   -8,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.3      9.1     59.7     67.9     88.1     88.4     11.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      45       49       44       71       52      144      123
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,299
COMMITMENTS
  30,477   34,258   11,016   56,176   54,769   97,669  100,043    9,630    7,256

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      3,200)
    -426    4,297      597    2,776   -2,283    2,947    2,611      253      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     31.9     10.3     52.4     51.0     91.0     93.2      9.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     104       90       52       96       86      229      209
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,288
COMMITMENTS
   6,876    7,225    3,020    4,834    5,059   14,730   15,304    2,558    1,984

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -4,879)
  -5,041   -1,790      -18      171   -2,541   -4,888   -4,349        9     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     41.8     17.5     28.0     29.3     85.2     88.5     14.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      26       21        8        5        8       35       34
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       31,933
COMMITMENTS
  25,610      762        1    1,112   28,456   26,723   29,219    5,210    2,714

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -11,065)
   1,314     -698       -8  -12,573  -10,177  -11,267  -10,883      202     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.2      2.4      0.0      3.5     89.1     83.7     91.5     16.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        1        1        1        8       11       10
 

Updated September 22, 2006