COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   161,577:    38,203     59,186     11,562     95,469     76,636    145,234    147,384:    16,343     14,193
Old  :   158,446:    38,391     59,540     10,514     94,022     74,386    142,927    144,440:    15,519     14,006
Other:     3,131:       548        382        312      1,447      2,250      2,307      2,944:       824        187
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :       875:    -1,556      2,800      1,237        932     -3,826        613        211:       262        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       36.6        7.2       59.1       47.4       89.9       91.2:      10.1        8.8
Old  :     100.0:      24.2       37.6        6.6       59.3       46.9       90.2       91.2:       9.8        8.8
Other:     100.0:      17.5       12.2       10.0       46.2       71.9       73.7       94.0:      26.3        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        79        100         51         64         41        167        181:
Old  :       267:        81        102         48         64         41        166        179:
Other:        26:         7          3          3          9         11         17         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       28.7       42.1       38.7       28.6       26.2       42.1       34.9
Old  :                 29.2       28.3       42.6       38.4       29.2       26.0       42.6       35.0
Other:                 42.4       75.9       62.7       90.9       42.4       75.9       57.2       82.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    26,813:    13,960      3,065      2,252      6,801     19,994     23,013     25,311:     3,800      1,502
Old  :    24,060:    13,981      2,287      1,201      5,541     19,220     20,723     22,708:     3,337      1,352
Other:     2,753:       825      1,624        205      1,260        774      2,290      2,603:       463        150
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :    -1,767:    -1,613       -828        342        182       -899     -1,089     -1,385:      -678       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       11.4        8.4       25.4       74.6       85.8       94.4:      14.2        5.6
Old  :     100.0:      58.1        9.5        5.0       23.0       79.9       86.1       94.4:      13.9        5.6
Other:     100.0:      30.0       59.0        7.4       45.8       28.1       83.2       94.6:      16.8        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        53         13         17         15         18         78         40:
Old  :        97:        55         13         12         14         18         75         37:
Other:        29:         5         14          7          5          6         15         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       57.2       37.7       72.3       23.4       57.0       36.1       71.8
Old  :                 22.2       61.0       36.3       75.5       21.9       61.0       35.0       75.5
Other:                 63.1       54.3       78.2       74.1       61.3       49.7       73.6       67.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   162,683:    62,029     13,315      8,251     79,464    133,521    149,744    155,087:    12,939      7,596
Old  :    85,463:    51,783     18,948        138     23,143     60,737     75,064     79,823:    10,399      5,640
Other:    77,220:    17,272      1,393      1,087     56,321     72,784     74,680     75,264:     2,540      1,956
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :    28,732:    20,246     -4,094      4,057      3,303     27,788     27,606     27,751:     1,126        981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        8.2        5.1       48.8       82.1       92.0       95.3:       8.0        4.7
Old  :     100.0:      60.6       22.2        0.2       27.1       71.1       87.8       93.4:      12.2        6.6
Other:     100.0:      22.4        1.8        1.4       72.9       94.3       96.7       97.5:       3.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        79         43         28         49         46        152         98:
Old  :       178:        72         45          2         33         35        106         81:
Other:       100:        34         10          8         36         40         73         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       36.8       36.1       51.0       17.7       24.7       25.5       34.4
Old  :                 26.8       40.0       37.2       52.0       26.8       39.8       36.9       51.7
Other:                 40.5       41.8       61.2       63.3       26.7       31.6       40.6       46.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   455,705:    97,847     46,897     33,499    257,392    340,989    388,738    421,385:    66,967     34,320
Old  :   455,705:    97,847     46,897     33,499    257,392    340,989    388,738    421,385:    66,967     34,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :    27,768:     6,848      8,616      5,120      9,915     19,580     21,883     33,316:     5,885     -5,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       10.3        7.4       56.5       74.8       85.3       92.5:      14.7        7.5
Old  :     100.0:      21.5       10.3        7.4       56.5       74.8       85.3       92.5:      14.7        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        55         38         43         63         51        148        106:
Old  :       175:        55         38         43         63         51        148        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       36.6       37.2       52.4       18.7       26.6       29.0       38.7
Old  :                 22.9       36.6       37.2       52.4       18.7       26.6       29.0       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   118,855:    31,808     36,327     13,755     61,209     60,758    106,772    110,840:    12,083      8,015
Old  :    82,477:    24,857     39,152      1,616     46,146     35,720     72,619     76,488:     9,858      5,989
Other:    36,378:    15,474      5,698      3,616     15,063     25,038     34,153     34,352:     2,225      2,026
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     2,993:       605       -613      1,328        646        781      2,579      1,496:       414      1,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       30.6       11.6       51.5       51.1       89.8       93.3:      10.2        6.7
Old  :     100.0:      30.1       47.5        2.0       56.0       43.3       88.0       92.7:      12.0        7.3
Other:     100.0:      42.5       15.7        9.9       41.4       68.8       93.9       94.4:       6.1        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       127         92         62        103         85        259        218:
Old  :       337:       126         93         10         78         59        209        157:
Other:       199:        51         41         18         69         74        131        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       21.5       30.0       32.7       18.7       15.9       27.6       24.7
Old  :                 24.9       27.1       36.3       39.2       24.9       25.3       36.3       36.7
Other:                 30.7       29.0       47.9       42.8       23.0       26.2       34.4       36.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    20,530:     7,920     12,524      2,096      9,408      2,922     19,424     17,542:     1,106      2,988
Old  :    20,530:     7,920     12,524      2,096      9,408      2,922     19,424     17,542:     1,106      2,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     1,709:       831      1,389          9        697         38      1,537      1,436:       172        273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       61.0       10.2       45.8       14.2       94.6       85.4:       5.4       14.6
Old  :     100.0:      38.6       61.0       10.2       45.8       14.2       94.6       85.4:       5.4       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        14         27          6          8          7         24         39:
Old  :        55:        14         27          6          8          7         24         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       43.6       82.1       62.6       59.9       40.0       72.8       54.8
Old  :                 63.7       43.6       82.1       62.6       59.9       40.0       72.8       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 14, 2006