COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      231,154
COMMITMENTS
  31,581   43,940   54,816  124,556  117,487  210,953  216,244   20,202   14,911

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      1,806)
    -956    6,071    1,207    1,750   -6,273    2,001    1,005     -195      801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     19.0     23.7     53.9     50.8     91.3     93.5      8.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      86      100       77       78       58      204      203
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       51,707
COMMITMENTS
  12,064      968   14,176   19,014   33,187   45,253   48,330    6,453    3,376

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -3,414)
    -829     -124     -595   -1,178   -2,655   -2,602   -3,373     -812      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      1.9     27.4     36.8     64.2     87.5     93.5     12.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      73       22       33       22       22      108       66
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,552
COMMITMENTS
  31,833   24,728    9,328   90,245  101,210  131,406  135,267   12,145    8,285

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      4,504)
     226    2,918   -1,062    5,244    1,771    4,408    3,628       96      876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     17.2      6.5     62.9     70.5     91.5     94.2      8.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      51       48       32       47       37      115      104
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      708,389
COMMITMENTS
 105,028   45,675  170,232  356,777  417,527  632,038  633,435   76,352   74,955

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     15,165)
   3,747    7,247    1,712    6,911    7,775   12,370   16,734    2,795   -1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      6.4     24.0     50.4     58.9     89.2     89.4     10.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      66       52       61       76       67      171      152
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      133,046
COMMITMENTS
  28,175   23,232   35,005   58,487   68,197  121,668  126,435   11,379    6,612

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      3,043)
     626      145    1,320      645    1,962    2,590    3,427      453     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     17.5     26.3     44.0     51.3     91.4     95.0      8.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     127       98      111      102      101      284      259
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,118
COMMITMENTS
   8,744   11,790    2,598    8,650    3,239   19,992   17,627    1,126    3,491

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        380)
    -323      600       -3      618      -34      292      563       88     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.4     55.8     12.3     41.0     15.3     94.7     83.5      5.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      11       37       12        8        9       26       52
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       39,249
COMMITMENTS
  33,791      550        0    1,088   35,981   34,879   36,531    4,370    2,718

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -280)
   1,130        0        0       10      338    1,140      338   -1,420     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    86.1      1.4      0.0      2.8     91.7     88.9     93.1     11.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        1        0        5       15       17       16
 
 
EURO FX/BRITISH POUND XRATE - NEW YORK BOARD OF TRADE                Code-599661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       14,986
COMMITMENTS
   1,722    7,816       58   10,946    2,746   12,726   10,620    2,260    4,366

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     52.2      0.4     73.0     18.3     84.9     70.9     15.1     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        2       11        3       15        9
 

Updated September 8, 2006