COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 18, 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  :   161,267:    36,922     56,880     11,962     95,690     78,923    144,574    147,765:    16,693     13,502
Old  :   157,658:    37,133     57,233     10,819     93,850     76,385    141,802    144,437:    15,856     13,221
Other:     3,609:       612        470        320      1,840      2,538      2,772      3,328:       837        281
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :      -310:    -1,281     -2,306        400        221      2,287       -660        381:       350       -691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       35.3        7.4       59.3       48.9       89.6       91.6:      10.4        8.4
Old  :     100.0:      23.6       36.3        6.9       59.5       48.4       89.9       91.6:      10.1        8.4
Other:     100.0:      17.0       13.0        8.9       51.0       70.3       76.8       92.2:      23.2        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        83         92         53         63         41        169        173:
Old  :       261:        86         92         50         63         41        168        171:
Other:        28:         7          3          3         10         12         19         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  :                 28.2       29.8       41.8       39.6       28.2       27.0       41.8       35.7
Old  :                 28.8       29.5       42.4       39.4       28.8       26.9       42.4       35.9
Other:                 45.1       65.8       62.6       86.4       45.1       65.8       58.4       79.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 18, 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  :    26,413:    11,848      3,547      2,364      8,214     18,694     22,426     24,605:     3,987      1,808
Old  :    23,071:    11,904      3,079      1,005      6,616     17,350     19,525     21,434:     3,546      1,637
Other:     3,342:     1,086      1,610        217      1,598      1,344      2,901      3,171:       441        171
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :      -400:    -2,112        482        112      1,413     -1,300       -587       -706:       187        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       13.4        9.0       31.1       70.8       84.9       93.2:      15.1        6.8
Old  :     100.0:      51.6       13.3        4.4       28.7       75.2       84.6       92.9:      15.4        7.1
Other:     100.0:      32.5       48.2        6.5       47.8       40.2       86.8       94.9:      13.2        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        45         19         20         15         16         72         45:
Old  :        92:        45         20         12         14         16         68         40:
Other:        32:         8         13          7          6          6         16         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.0       55.0       36.9       70.8       23.4       54.0       36.3       69.4
Old  :                 22.0       58.2       36.1       73.2       22.0       58.2       35.7       73.2
Other:                 56.8       66.2       78.1       81.9       55.3       62.4       76.0       78.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 18, 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  :   159,405:    53,847     11,283     12,622     79,433    128,736    145,902    152,641:    13,503      6,764
Old  :    77,261:    44,092     19,735        236     23,192     52,355     67,520     72,326:     9,741      4,935
Other:    82,144:    19,298      1,091      2,843     56,241     76,381     78,382     80,315:     3,762      1,829
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :    -3,278:    -8,182     -2,032      4,371        -31     -4,785     -3,842     -2,446:       564       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        7.1        7.9       49.8       80.8       91.5       95.8:       8.5        4.2
Old  :     100.0:      57.1       25.5        0.3       30.0       67.8       87.4       93.6:      12.6        6.4
Other:     100.0:      23.5        1.3        3.5       68.5       93.0       95.4       97.8:       4.6        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        71         24         33         51         46        145         90:
Old  :       160:        60         36          4         34         35         97         73:
Other:       106:        41          8         17         36         40         81         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       36.4       34.4       49.2       17.0       25.7       25.9       35.8
Old  :                 27.7       38.1       38.6       52.2       27.7       38.1       38.5       51.9
Other:                 35.0       40.4       55.4       61.5       24.3       30.5       39.1       46.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 18, 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  :   462,175:    98,625     45,237     39,352    262,315    335,371    400,292    419,960:    61,883     42,215
Old  :   462,175:    98,625     45,237     39,352    262,315    335,371    400,292    419,960:    61,883     42,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :     6,470:       778     -1,660      5,853      4,923     -5,618     11,554     -1,425:    -5,084      7,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        9.8        8.5       56.8       72.6       86.6       90.9:      13.4        9.1
Old  :     100.0:      21.3        9.8        8.5       56.8       72.6       86.6       90.9:      13.4        9.1
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  :       173:        53         39         42         63         49        147        103:
Old  :       173:        53         39         42         63         49        147        103:
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  :                 21.9       34.9       36.1       49.9       19.0       25.5       29.5       38.1
Old  :                 21.9       34.9       36.1       49.9       19.0       25.5       29.5       38.1
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 18, 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  :   120,361:    33,282     37,253     14,740     60,220     60,317    108,242    112,310:    12,119      8,051
Old  :    80,036:    24,527     42,790      1,458     44,972     29,985     70,957     74,233:     9,079      5,803
Other:    40,325:    18,215      3,923      3,822     15,248     30,332     37,285     38,077:     3,040      2,248
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :     1,506:     1,474        926        985       -989       -441      1,470      1,470:        36         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       31.0       12.2       50.0       50.1       89.9       93.3:      10.1        6.7
Old  :     100.0:      30.6       53.5        1.8       56.2       37.5       88.7       92.7:      11.3        7.3
Other:     100.0:      45.2        9.7        9.5       37.8       75.2       92.5       94.4:       7.5        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       118         96         62        101         86        250        223:
Old  :       332:       116         98         11         77         54        199        157:
Other:       197:        53         38         23         70         74        132        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       20.5       30.5       31.9       19.4       16.1       28.3       24.7
Old  :                 25.1       24.0       37.9       36.6       25.1       22.6       37.9       35.1
Other:                 28.8       32.2       44.3       48.9       23.4       26.3       34.3       40.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 18, 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  :    17,233:     8,847      7,854      2,895      3,761      3,667     15,503     14,416:     1,730      2,817
Old  :    17,233:     8,847      7,854      2,895      3,761      3,667     15,503     14,416:     1,730      2,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :    -3,297:       927     -4,670        799     -5,647        745     -3,921     -3,126:       624       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3       45.6       16.8       21.8       21.3       90.0       83.7:      10.0       16.3
Old  :     100.0:      51.3       45.6       16.8       21.8       21.3       90.0       83.7:      10.0       16.3
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  :        59:        25         20          8          5          9         35         33:
Old  :        59:        25         20          8          5          9         35         33:
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  :                 60.9       46.8       75.5       63.1       56.4       40.0       61.5       48.8
Old  :                 60.9       46.8       75.5       63.1       56.4       40.0       61.5       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders - Futures Only, July 18, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    34,756:    14,690        417          0     13,442     30,048     28,132     30,465:     6,624      4,291
Old  :    34,756:    14,690        417          0     13,442     30,048     28,132     30,465:     6,624      4,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :     2,041:    -1,570        417          0      2,135      1,521        565      1,938:     1,476        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        1.2        0.0       38.7       86.5       80.9       87.7:      19.1       12.3
Old  :     100.0:      42.3        1.2        0.0       38.7       86.5       80.9       87.7:      19.1       12.3
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  :        23:         7          1          0          3         14         10         15:
Old  :        23:         7          1          0          3         14         10         15:
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  :                 73.0       62.4       80.8       76.8       73.0       62.4       80.8       76.8
Old  :                 73.0       62.4       80.8       76.8       73.0       62.4       80.8       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 21, 2006