COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      214,301
COMMITMENTS
  31,753   57,136   45,265  117,231   96,300  194,250  198,701   20,051   15,600

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:      4,348)
     332    2,719    2,788      432   -1,925    3,553    3,582      795      766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     26.7     21.1     54.7     44.9     90.6     92.7      9.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      76      118       72       79       54      198      211
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       44,976
COMMITMENTS
  13,206    1,261   12,989   11,772   28,580   37,967   42,830    7,010    2,146

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     -3,291)
  -3,536      309      230      984   -3,572   -2,322   -3,033     -969     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      2.8     28.9     26.2     63.5     84.4     95.2     15.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      73       17       24       21       21      104       53
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      174,984
COMMITMENTS
  62,019   11,513   17,212   80,987  137,103  160,218  165,827   14,766    9,157

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     29,706)
  21,090   -5,194    5,116    2,485   28,532   28,692   28,454    1,015    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4      6.6      9.8     46.3     78.4     91.6     94.8      8.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      85       45       43       49       50      164      113
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      638,156
COMMITMENTS
 109,230   18,611  148,066  297,768  425,830  555,064  592,507   83,092   45,649

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     28,159)
   6,838    6,365    5,207   10,074   20,483   22,119   32,055    6,040   -3,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      2.9     23.2     46.7     66.7     87.0     92.8     13.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      68       32       60       70       64      165      132
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      154,188
COMMITMENTS
  28,308   35,628   42,802   69,556   66,992  140,666  145,421   13,523    8,767

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     -3,289)
       0   -1,759   -2,908     -682      -39   -3,590   -4,705      300    1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     23.1     27.8     45.1     43.4     91.2     94.3      8.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     138      116      115      113       99      307      282
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,508
COMMITMENTS
   8,322   12,658    2,470    9,435    2,930   20,227   18,058    1,281    3,450

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:      1,706)
     934    1,440      -65      696       37    1,565    1,412      140      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     58.9     11.5     43.9     13.6     94.0     84.0      6.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       32       11        8        8       26       49
 

Updated July 14, 2006