COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, August 15, 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  :   166,261:    34,588     39,318     16,924     98,685     97,249    150,197    153,491:    16,064     12,770
Old  :   158,466:    31,904     39,553     16,108     95,222     90,472    143,234    146,133:    15,232     12,333
Other:     7,795:     3,005         86        495      3,463      6,777      6,963      7,358:       832        437
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     2,679:     1,360        492      1,047      1,482       -443      3,889      1,096:    -1,210      1,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       23.6       10.2       59.4       58.5       90.3       92.3:       9.7        7.7
Old  :     100.0:      20.1       25.0       10.2       60.1       57.1       90.4       92.2:       9.6        7.8
Other:     100.0:      38.6        1.1        6.4       44.4       86.9       89.3       94.4:      10.7        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        71         83         58         62         45        168        162:
Old  :       241:        69         83         57         61         44        165        160:
Other:        42:        14          2          3         12         18         29         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       36.0       41.0       45.7       26.8       31.5       39.7       40.0
Old  :                 27.3       35.5       41.6       45.1       27.3       31.1       40.2       39.9
Other:                 52.6       72.5       71.1       85.5       52.6       72.5       71.1       83.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, August 15, 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  :    30,248:    14,540      4,242      2,139      9,699     21,742     26,378     28,123:     3,870      2,125
Old  :    24,734:    13,617      3,795        961      6,800     18,111     21,378     22,867:     3,356      1,867
Other:     5,514:     1,928      1,452        173      2,899      3,631      5,000      5,256:       514        258
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     1,376:       769         64         61        543      1,100      1,373      1,225:         3        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       14.0        7.1       32.1       71.9       87.2       93.0:      12.8        7.0
Old  :     100.0:      55.1       15.3        3.9       27.5       73.2       86.4       92.5:      13.6        7.5
Other:     100.0:      35.0       26.3        3.1       52.6       65.9       90.7       95.3:       9.3        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        54         18         17         15         17         78         43:
Old  :        98:        50         21         11         13         17         71         41:
Other:        35:        11         12          7          7          6         21         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  :                 22.4       59.1       34.9       72.0       21.7       55.1       33.6       67.7
Old  :                 21.0       63.0       34.2       72.4       21.0       63.0       34.2       72.4
Other:                 60.2       73.5       79.0       86.1       56.4       71.7       74.5       82.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, August 15, 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  :   132,397:    46,833     14,253      3,317     72,638    109,098    122,788    126,668:     9,609      5,729
Old  :     6,957:     1,154        112          1      3,485      6,204      4,640      6,317:     2,317        640
Other:   125,440:    46,204     14,666      2,791     69,153    102,894    118,148    120,351:     7,292      5,089
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    -8,933:     2,833       -152     -1,630     -8,041     -6,337     -6,838     -8,119:    -2,095       -814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       10.8        2.5       54.9       82.4       92.7       95.7:       7.3        4.3
Old  :     100.0:      16.6        1.6        0.0       50.1       89.2       66.7       90.8:      33.3        9.2
Other:     100.0:      36.8       11.7        2.2       55.1       82.0       94.2       95.9:       5.8        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        53         26         21         44         41        111         82:
Old  :        49:        11          4          1         21         16         33         20:
Other:       142:        51         31         18         41         39        105         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.7       40.0       44.2       55.3       25.2       28.3       36.8       40.0
Old  :                 29.4       63.6       42.9       83.5       29.4       63.0       42.5       83.0
Other:                 29.2       39.9       46.7       56.0       26.6       27.7       38.3       40.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, August 15, 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  :   479,535:    88,311     57,226     46,336    286,859    320,570    421,506    424,132:    58,029     55,403
Old  :   479,535:    88,311     57,226     46,336    286,859    320,570    421,506    424,132:    58,029     55,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     7,466:      -398      5,991     -2,620      7,862      1,526      4,844      4,897:     2,622      2,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       11.9        9.7       59.8       66.9       87.9       88.4:      12.1       11.6
Old  :     100.0:      18.4       11.9        9.7       59.8       66.9       87.9       88.4:      12.1       11.6
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  :       176:        45         53         46         68         48        145        117:
Old  :       176:        45         53         46         68         48        145        117:
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  :                 19.2       33.5       32.5       45.3       18.2       26.8       27.5       36.3
Old  :                 19.2       33.5       32.5       45.3       18.2       26.8       27.5       36.3
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, August 15, 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  :   107,829:    29,277     24,363      9,800     56,858     66,493     95,935    100,656:    11,894      7,173
Old  :    26,966:     8,167      7,502      1,372     12,219     15,672     21,758     24,546:     5,208      2,420
Other:    80,863:    23,275     19,026      6,263     44,639     50,821     74,177     76,110:     6,686      4,753
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    -5,098:    -2,836     -3,990     -2,928        297      1,163     -5,467     -5,755:       369        657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       22.6        9.1       52.7       61.7       89.0       93.3:      11.0        6.7
Old  :     100.0:      30.3       27.8        5.1       45.3       58.1       80.7       91.0:      19.3        9.0
Other:     100.0:      28.8       23.5        7.7       55.2       62.8       91.7       94.1:       8.3        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        99         71         54         95         90        228        193:
Old  :       198:        64         30          4         60         53        127         85:
Other:       268:        78         72         36         80         82        181        169:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       22.6       33.1       33.9       20.4       17.2       30.7       27.4
Old  :                 19.5       38.4       32.6       60.5       16.5       38.4       28.7       57.6
Other:                 23.6       26.1       36.7       38.1       23.4       23.0       35.4       31.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, August 15, 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  :    18,471:     7,371     10,055      2,166      7,901      2,942     17,438     15,163:     1,033      3,308
Old  :    18,471:     7,371     10,055      2,166      7,901      2,942     17,438     15,163:     1,033      3,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :       199:      -502        206         29        586         83        113        318:        86       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       54.4       11.7       42.8       15.9       94.4       82.1:       5.6       17.9
Old  :     100.0:      39.9       54.4       11.7       42.8       15.9       94.4       82.1:       5.6       17.9
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  :        54:         9         31          6          7          8         20         42:
Old  :        54:         9         31          6          7          8         20         42:
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  :                 68.2       41.5       86.5       56.7       63.3       32.2       73.9       44.8
Old  :                 68.2       41.5       86.5       56.7       63.3       32.2       73.9       44.8
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, August 15, 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  :    36,370:    30,915        664          0          6     31,997     30,921     32,661:     5,449      3,709
Old  :    36,370:    30,915        664          0          6     31,997     30,921     32,661:     5,449      3,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     2,293:     2,087       -145          0          0      2,009      2,087      1,864:       206        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.0        1.8        0.0        0.0       88.0       85.0       89.8:      15.0       10.2
Old  :     100.0:      85.0        1.8        0.0        0.0       88.0       85.0       89.8:      15.0       10.2
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:         9          1          0          1         13         10         14:
Old  :        23:         9          1          0          1         13         10         14:
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  :                 74.8       63.1       83.8       79.8       74.8       63.1       83.8       79.7
Old  :                 74.8       63.1       83.8       79.8       74.8       63.1       83.8       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 18, 2006