COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      228,078
COMMITMENTS
  32,063   35,325   53,562  120,242  126,092  205,866  214,979   22,211   13,099

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,555)
     -73   -8,488    1,919     -554    9,608    1,292    3,039      263   -1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     15.5     23.5     52.7     55.3     90.3     94.3      9.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      88       83       78       80       59      215      183
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       52,252
COMMITMENTS
  12,395    2,188   15,713   16,638   31,320   44,746   49,222    7,506    3,031

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -675)
     151      494     -466    1,169     -823      855     -795   -1,529      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      4.2     30.1     31.8     59.9     85.6     94.2     14.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      73       21       25       21       23      104       60
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      150,100
COMMITMENTS
  43,163   14,690   11,358   82,448  116,823  136,968  142,870   13,132    7,230

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -6,589)
   2,050    1,607   -5,234   -3,195   -2,229   -6,379   -5,856     -210     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      9.8      7.6     54.9     77.8     91.3     95.2      8.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      54       32       37       50       41      127       93
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      642,302
COMMITMENTS
  95,061   31,589  151,670  329,309  395,248  576,040  578,508   66,262   63,794

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      9,692)
  -7,382    3,381    4,649   17,692   -3,595   14,959    4,435   -5,267    5,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      4.9     23.6     51.3     61.5     89.7     90.1     10.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      64       42       61       72       67      165      143
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      153,905
COMMITMENTS
  30,025   24,663   47,417   63,411   74,055  140,854  146,135   13,052    7,770

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        730)
   1,227  -13,096    5,620   -5,148    8,995    1,699    1,519     -970     -790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     16.0     30.8     41.2     48.1     91.5     95.0      8.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     141      101      122      115      112      317      285
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,412
COMMITMENTS
   8,477    9,952    2,454    7,398    2,862   18,329   15,268    1,083    4,144

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,579)
   1,366    2,637     -321    1,902     -222    2,948    2,094     -369      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7     51.3     12.6     38.1     14.7     94.4     78.7      5.6     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       33       10        7        8       24       47
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       34,565
COMMITMENTS
  28,828    1,296        0      316   29,988   29,144   31,284    5,421    3,282

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,212)
  16,565      107        0  -15,214    1,106    1,351    1,213     -139       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.4      3.7      0.0      0.9     86.8     84.3     90.5     15.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        2        0        3       13       12       15
 

Updated August 11, 2006