COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      220,348
COMMITMENTS
  30,356   48,001   49,670  119,680  107,856  199,707  205,527   20,641   14,821

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      4,088)
  -1,614   -6,595    3,476    2,713    7,437    4,575    4,318     -487     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     21.8     22.5     54.3     48.9     90.6     93.3      9.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      77       94       75       83       57      206      190
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,151
COMMITMENTS
  11,223    1,670   14,056   13,514   29,265   38,793   44,991    8,358    2,160

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      3,006)
     434     -764    1,153      118    2,928    1,705    3,317    1,301     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      3.5     29.8     28.7     62.1     82.3     95.4     17.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      71       17       25       20       20      101       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      159,118
COMMITMENTS
  43,092   10,037   19,208   83,700  123,739  146,000  152,984   13,118    6,135

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:    -13,130)
 -11,300       84   -1,836    1,861   -9,248  -11,275  -11,001   -1,855   -2,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      6.3     12.1     52.6     77.8     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      66       25       48       50       50      141      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      630,918
COMMITMENTS
 101,341   17,526  149,196  305,354  407,249  555,891  573,970   75,027   56,948

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      4,774)
  -4,459   -2,841    7,774    2,121   -3,135    5,435    1,797     -661    2,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      2.8     23.6     48.4     64.5     88.1     91.0     11.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      57       37       61       70       63      161      131
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      155,756
COMMITMENTS
  28,156   40,379   42,536   71,775   63,654  142,468  146,569   13,288    9,187

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      4,320)
    -318    4,130    1,084    3,746   -1,392    4,512    3,822     -192      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     25.9     27.3     46.1     40.9     91.5     94.1      8.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     137      116      107      110      102      295      286
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,788
COMMITMENTS
   8,290    7,947    3,085    4,748    3,897   16,123   14,930    1,665    2,858

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -382)
    -809       11     -240      939      221     -111       -9     -270     -373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6     44.7     17.3     26.7     21.9     90.6     83.9      9.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       26       15        7        9       37       41
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       34,873
COMMITMENTS
  13,959      875        0   15,512   30,845   29,471   31,720    5,401    3,152

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -284)
    -731       61        0    1,817      797    1,086      858   -1,370   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0      2.5      0.0     44.5     88.5     84.5     91.0     15.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        2        0        5       14       13       16
 

Updated July 28, 2006