COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      161,696
COMMITMENTS
  34,793   50,781   13,437   97,072   84,092  145,302  148,310   16,394   13,386

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        429)
  -2,129   -6,099    1,475    1,382    5,169      728      545     -299     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     31.4      8.3     60.0     52.0     89.9     91.7     10.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      71       81       52       63       44      162      162
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,084
COMMITMENTS
  11,669    3,039    2,321    8,228   19,066   22,218   24,426    3,866    1,658

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -329)
    -179     -508      -43       14      372     -208     -179     -121     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     11.7      8.9     31.5     73.1     85.2     93.6     14.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      48       14       19       13       16       72       41
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      146,639
COMMITMENTS
  43,349   10,454   10,947   80,889  120,374  135,185  141,775   11,454    4,864

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:    -12,766)
 -10,498     -829   -1,675    1,456   -8,362  -10,717  -10,866   -2,049   -1,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      7.1      7.5     55.2     82.1     92.2     96.7      7.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      62       21       31       50       45      133       90
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      464,034
COMMITMENTS
  95,546   40,319   45,659  261,164  331,733  402,369  417,711   61,665   46,323

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,859)
  -3,079   -4,918    6,307   -1,151   -3,638    2,077   -2,249     -218    4,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      8.7      9.8     56.3     71.5     86.7     90.0     13.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      48       40       43       62       50      142      105
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      123,006
COMMITMENTS
  33,849   41,600   14,320   62,921   58,559  111,090  114,479   11,916    8,527

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,645)
     567    4,347     -420    2,701   -1,758    2,848    2,169     -203      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     33.8     11.6     51.2     47.6     90.3     93.1      9.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     117       98       59      100       87      245      226
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       16,878
COMMITMENTS
   8,205    8,065    2,473    4,695    3,889   15,373   14,427    1,505    2,451

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -355)
    -642      211     -422      934      222     -130       11     -225     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     47.8     14.7     27.8     23.0     91.1     85.5      8.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      21       20        8        5        8       32       31
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       34,421
COMMITMENTS
  13,959      426        0   15,226   30,845   29,185   31,271    5,236    3,150

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -335)
    -731        9        0    1,784      797    1,053      806   -1,388   -1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      1.2      0.0     44.2     89.6     84.8     90.8     15.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        1        0        3       14       11       15
 

Updated July 28, 2006