COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      182,367
COMMITMENTS
  36,492   54,297   21,544  107,929   91,758  165,965  167,599   16,402   14,768

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        728)
    -176   -1,175    1,264      401    1,382    1,489    1,471     -761     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     29.8     11.8     59.2     50.3     91.0     91.9      9.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      71      100       54       64       49      163      187
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,005
COMMITMENTS
  12,986    2,077    2,521   10,279   21,823   25,786   26,421    3,219    2,584

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -919)
    -404     -308      295     -508   -1,161     -617   -1,174     -302      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      7.2      8.7     35.4     75.2     88.9     91.1     11.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      45       16       21       20       15       74       44
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      140,798
COMMITMENTS
  30,065   25,580    2,818   97,365  103,595  130,248  131,993   10,550    8,805

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -5,342)
    -457   -7,525   -1,512   -2,446    3,472   -4,415   -5,565     -927      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     18.2      2.0     69.2     73.6     92.5     93.7      7.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      48       39       20       48       34      103       88
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      473,478
COMMITMENTS
  91,428   56,474   41,414  289,562  324,474  422,404  422,362   51,074   51,116

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:    -26,755)
  -5,222     -227   -4,270   -8,924  -15,392  -18,416  -19,889   -8,339   -6,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.9      8.7     61.2     68.5     89.2     89.2     10.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      43       55       38       67       52      134      121
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      105,801
COMMITMENTS
  29,371   32,009   10,857   55,387   56,075   95,615   98,941   10,186    6,860

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -1,498)
  -1,106   -2,249     -159     -789    1,306   -2,054   -1,102      556     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     30.3     10.3     52.4     53.0     90.4     93.5      9.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      98       87       53       94       89      223      207
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,545
COMMITMENTS
   7,482    8,148    2,682    7,500    6,399   17,664   17,229    1,881    2,316

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      2,257)
     606      923     -338    2,666    1,340    2,934    1,925     -677      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     41.7     13.7     38.4     32.7     90.4     88.2      9.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23       24        6        6        8       33       35
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       31,712
COMMITMENTS
  24,919      833        1    1,615   28,083   26,535   28,917    5,177    2,795

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -221)
    -691       71        0      503     -373     -188     -302      -33       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.6      2.6      0.0      5.1     88.6     83.7     91.2     16.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        1        1        3        8       12       10
 

Updated September 29, 2006