COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      238,708
COMMITMENTS
  31,796   50,682   58,379  129,070  113,413  219,245  222,474   19,463   16,234

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        -57)
   1,259   -1,692      871   -1,383    1,497      747      677     -804     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     21.2     24.5     54.1     47.5     91.8     93.2      8.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      96      100       82       83       59      213      215
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       52,695
COMMITMENTS
   8,661    1,843   16,010   22,476   30,949   47,148   48,802    5,547    3,893

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        392)
    -681      -38    1,085     -379   -1,003       25       44      367      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      3.5     30.4     42.7     58.7     89.5     92.6     10.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      50       34       33       25       22       94       71
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      150,960
COMMITMENTS
  27,570   24,870   11,298  100,280  105,251  139,147  141,419   11,813    9,541

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -5,800)
  -1,387   -8,568     -756   -2,753    3,282   -4,897   -6,043     -904      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     16.5      7.5     66.4     69.7     92.2     93.7      7.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      49       45       35       50       38      116      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      636,649
COMMITMENTS
  95,311   44,144  145,231  335,260  386,141  575,802  575,516   60,847   61,133

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -8,377)
  -5,441    2,936    8,129   -1,666  -12,226    1,022   -1,161   -9,399   -7,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      6.9     22.8     52.7     60.7     90.4     90.4      9.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      51       52       53       74       64      155      139
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      136,541
COMMITMENTS
  26,461   29,327   36,134   62,299   63,135  124,895  128,596   11,646    7,945

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -1,758)
     167   -3,055     -447   -2,192    1,812   -2,472   -1,689      714      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     21.5     26.5     45.6     46.2     91.5     94.2      8.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     109      109      102      105       97      269      260
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       20,217
COMMITMENTS
   7,702    8,174    2,958    7,540    6,410   18,199   17,542    2,017    2,675

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      2,368)
     701    1,020     -387    2,668    1,351    2,983    1,985     -615      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     40.4     14.6     37.3     31.7     90.0     86.8     10.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      24       27       11        7        8       38       40
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       32,055
COMMITMENTS
  25,261    1,163        1    1,615   28,083   26,877   29,247    5,178    2,808

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -236)
    -706       56        0      503     -373     -203     -317      -33       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.8      3.6      0.0      5.0     87.6     83.8     91.2     16.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        2        1        4        8       13       11
 

Updated September 29, 2006