COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   216,260:    31,971     54,596     46,194    116,967    100,419    195,132    201,209:    21,128     15,051
Old  :   212,642:    32,190     54,948     45,043    115,127     97,881    192,360    197,872:    20,282     14,770
Other:     3,618:       604        471        328      1,840      2,538      2,772      3,337:       846        281
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :     1,959:       218     -2,540        929       -264      4,119        882      2,508:     1,077       -549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       25.2       21.4       54.1       46.4       90.2       93.0:       9.8        7.0
Old  :     100.0:      15.1       25.8       21.2       54.1       46.0       90.5       93.1:       9.5        6.9
Other:     100.0:      16.7       13.0        9.1       50.9       70.2       76.6       92.2:      23.4        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        82        109         74         80         55        205        202:
Old  :       286:        84        109         71         80         55        204        200:
Other:        28:         6          4          4         10         12         19         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       29.1       34.3       37.5       21.5       21.8       31.7       28.5
Old  :                 21.8       29.2       34.4       37.3       21.8       21.7       31.9       28.5
Other:                 45.0       65.7       62.4       86.2       45.0       65.7       58.2       79.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    44,145:    10,789      2,434     12,903     13,395     26,337     37,088     41,674:     7,057      2,471
Old  :    35,669:    10,631      3,947      8,182     10,451     21,375     29,264     33,505:     6,405      2,164
Other:     8,476:     2,122        450      2,758      2,944      4,961      7,824      8,169:       652        306
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :      -832:    -2,417      1,173        -85      1,623     -2,244       -879     -1,156:        47        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        5.5       29.2       30.3       59.7       84.0       94.4:      16.0        5.6
Old  :     100.0:      29.8       11.1       22.9       29.3       59.9       82.0       93.9:      18.0        6.1
Other:     100.0:      25.0        5.3       32.5       34.7       58.5       92.3       96.4:       7.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        63         26         27         20         19         98         59:
Old  :       116:        59         31         25         19         19         95         58:
Other:        37:        17          6         17          8         10         29         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       46.3       34.4       63.8       12.4       37.4       19.9       46.8
Old  :                 18.2       45.1       29.0       62.3       12.9       39.3       22.1       48.2
Other:                 47.1       65.6       68.3       80.4       24.9       47.3       36.4       50.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   172,248:    54,391      9,953     21,044     81,839    132,987    157,275    163,985:    14,974      8,264
Old  :    84,047:    44,699     18,606      4,375     24,368     55,031     73,442     78,012:    10,605      6,036
Other:    88,201:    19,161        817      7,200     57,471     77,956     83,833     85,973:     4,369      2,228
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :    -2,735:    -7,628     -1,559      3,832        853     -4,116     -2,943     -1,842:       207       -893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        5.8       12.2       47.5       77.2       91.3       95.2:       8.7        4.8
Old  :     100.0:      53.2       22.1        5.2       29.0       65.5       87.4       92.8:      12.6        7.2
Other:     100.0:      21.7        0.9        8.2       65.2       88.4       95.0       97.5:       5.0        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        76         27         51         51         52        155        112:
Old  :       165:        62         39         26         39         42        116         93:
Other:       118:        46         14         33         36         44         93         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       34.4       31.9       46.7       15.8       23.6       23.8       33.0
Old  :                 25.8       35.4       36.8       50.1       25.2       35.3       35.5       49.0
Other:                 32.6       38.0       51.7       57.8       22.6       27.7       35.6       42.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   626,144:   105,801     20,367    141,422    303,233    410,384    550,456    572,173:    75,688     53,971
Old  :   626,144:   105,801     20,367    141,422    303,233    410,384    550,456    572,173:    75,688     53,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :   -12,012:    -3,430      1,756     -6,644      5,466    -15,446     -4,608    -20,334:    -7,404      8,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        3.3       22.6       48.4       65.5       87.9       91.4:      12.1        8.6
Old  :     100.0:      16.9        3.3       22.6       48.4       65.5       87.9       91.4:      12.1        8.6
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  :       183:        59         39         58         71         64        165        129:
Old  :       183:        59         39         58         71         64        165        129:
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  :                 18.6       29.8       29.2       43.2       13.4       19.7       21.3       29.2
Old  :                 18.6       29.8       29.2       43.2       13.4       19.7       21.3       29.2
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 with Delta-adjusted Options and Futures Combined, 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  :   151,436:    28,474     36,249     41,452     68,029     65,046    137,956    142,747:    13,480      8,689
Old  :    94,949:    20,753     41,397     14,548     49,580     32,709     84,882     88,654:    10,067      6,294
Other:    56,487:    16,728      3,860     17,897     18,450     32,337     53,074     54,093:     3,413      2,395
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :    -2,752:       167        621     -1,349     -1,527     -1,946     -2,710     -2,674:       -43        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       23.9       27.4       44.9       43.0       91.1       94.3:       8.9        5.7
Old  :     100.0:      21.9       43.6       15.3       52.2       34.4       89.4       93.4:      10.6        6.6
Other:     100.0:      29.6        6.8       31.7       32.7       57.2       94.0       95.8:       6.0        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       134        115        109        112        100        298        281:
Old  :       367:       129        116         80        100         77        264        238:
Other:       226:        66         48         67         78         81        174        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       17.2       24.9       26.9       15.4       12.3       22.8       19.3
Old  :                 21.1       20.7       32.1       31.3       21.1       18.8       31.5       29.2
Other:                 22.1       25.4       35.6       39.7       15.3       19.0       21.8       28.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    18,170:     9,099      7,937      3,326      3,809      3,676     16,234     14,939:     1,936      3,231
Old  :    18,170:     9,099      7,937      3,326      3,809      3,676     16,234     14,939:     1,936      3,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :    -3,338:       777     -4,721        855     -5,626        747     -3,993     -3,119:       655       -219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       43.7       18.3       21.0       20.2       89.3       82.2:      10.7       17.8
Old  :     100.0:      50.1       43.7       18.3       21.0       20.2       89.3       82.2:      10.7       17.8
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  :        65:        24         26         14          6         10         38         43:
Old  :        65:        24         26         14          6         10         38         43:
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  :                 59.4       44.5       73.4       59.9       54.2       37.9       59.1       46.3
Old  :                 59.4       44.5       73.4       59.9       54.2       37.9       59.1       46.3
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 with Delta-adjusted Options and Futures Combined, 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  :    35,157:    14,690        814          0     13,695     30,048     28,385     30,862:     6,772      4,295
Old  :    35,157:    14,690        814          0     13,695     30,048     28,385     30,862:     6,772      4,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2006                        :
     :     2,063:    -1,570        440          0      2,149      1,521        579      1,961:     1,484        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        2.3        0.0       39.0       85.5       80.7       87.8:      19.3       12.2
Old  :     100.0:      41.8        2.3        0.0       39.0       85.5       80.7       87.8:      19.3       12.2
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  :        24:         7          2          0          5         14         12         16:
Old  :        24:         7          2          0          5         14         12         16:
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  :                 72.2       61.7       79.8       75.9       72.2       61.4       79.8       75.2
Old  :                 72.2       61.7       79.8       75.9       72.2       61.4       79.8       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 21, 2006