COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   228,129:    32,503     35,583     54,318    120,881    123,755    207,703    213,656:    20,426     14,472
Old  :   220,285:    29,825     35,814     53,457    117,418    116,978    200,700    206,249:    19,584     14,035
Other:     7,844:     3,001         91        539      3,463      6,777      7,002      7,407:       842        437
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :        51:       440        259        756        640     -2,337      1,836     -1,322:    -1,785      1,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       15.6       23.8       53.0       54.2       91.0       93.7:       9.0        6.3
Old  :     100.0:      13.5       16.3       24.3       53.3       53.1       91.1       93.6:       8.9        6.4
Other:     100.0:      38.3        1.2        6.9       44.1       86.4       89.3       94.4:      10.7        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        91         81         80         80         58        210        189:
Old  :       268:        88         81         79         80         58        208        188:
Other:        42:        12          4          6         12         18         29         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  :                 20.7       34.9       33.3       43.4       19.9       26.3       29.3       32.7
Old  :                 20.6       35.2       33.2       43.0       20.0       25.7       29.3       32.3
Other:                 52.8       72.1       71.1       85.0       52.8       72.1       71.1       82.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    53,705:    12,573      2,146     16,168     17,975     32,373     46,715     50,688:     6,990      3,017
Old  :    39,956:    12,252      4,408      9,344     12,227     23,702     33,823     37,454:     6,133      2,502
Other:    13,749:     2,917        335      4,227      5,748      8,671     12,892     13,233:       857        516
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     1,453:       178        -42        455      1,337      1,053      1,969      1,466:      -517        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.0       30.1       33.5       60.3       87.0       94.4:      13.0        5.6
Old  :     100.0:      30.7       11.0       23.4       30.6       59.3       84.7       93.7:      15.3        6.3
Other:     100.0:      21.2        2.4       30.7       41.8       63.1       93.8       96.2:       6.2        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        70         26         27         21         21        105         60:
Old  :       121:        58         34         24         19         21         98         58:
Other:        41:        23          4         18          9         11         33         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       46.2       38.6       64.3        9.0       30.7       15.1       38.2
Old  :                 21.7       46.8       33.0       62.6       12.2       37.1       20.4       45.6
Other:                 46.7       63.4       69.5       81.6       22.1       46.8       34.0       47.7
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   141,506:    45,787     14,345     10,101     74,573    110,537    130,461    134,982:    11,045      6,523
Old  :     6,957:     1,154        112          1      3,485      6,204      4,640      6,317:     2,317        640
Other:   134,549:    45,158     14,758      9,575     71,088    104,333    125,821    128,665:     8,728      5,883
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    -8,594:     2,624       -345     -1,257     -7,875     -6,286     -6,508     -7,888:    -2,086       -706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       10.1        7.1       52.7       78.1       92.2       95.4:       7.8        4.6
Old  :     100.0:      16.6        1.6        0.0       50.1       89.2       66.7       90.8:      33.3        9.2
Other:     100.0:      33.6       11.0        7.1       52.8       77.5       93.5       95.6:       6.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        52         34         37         46         42        122         97:
Old  :        49:        11          4          1         21         16         33         20:
Other:       152:        50         40         35         43         40        116         95:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       37.6       41.6       52.5       23.6       26.0       34.5       37.0
Old  :                 29.4       63.6       42.9       83.5       29.4       63.0       42.5       83.0
Other:                 27.2       37.4       43.8       53.0       24.8       25.4       35.9       37.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   664,127:    97,959     36,123    155,516    341,345    404,695    594,820    596,333:    69,307     67,794
Old  :   664,127:    97,959     36,123    155,516    341,345    404,695    594,820    596,333:    69,307     67,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    21,825:     2,898      4,533      3,845     12,037      9,447     18,780     17,825:     3,045      4,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        5.4       23.4       51.4       60.9       89.6       89.8:      10.4       10.2
Old  :     100.0:      14.8        5.4       23.4       51.4       60.9       89.6       89.8:      10.4       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  :       194:        64         48         59         75         66        167        145:
Old  :       194:        64         48         59         75         66        167        145:
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  :                 15.4       29.2       26.4       41.0       13.3       20.5       20.5       27.9
Old  :                 15.4       29.2       26.4       41.0       13.3       20.5       20.5       27.9
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, 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  :   134,945:    26,910     22,616     32,369     62,626     71,888    121,905    126,872:    13,040      8,072
Old  :    26,966:     8,167      7,502      1,372     12,219     15,672     21,758     24,546:     5,208      2,420
Other:   107,979:    21,040     17,411     28,700     50,407     56,216    100,147    102,326:     7,832      5,652
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :   -18,961:    -3,116     -2,047    -15,048       -786     -2,168    -18,949    -19,263:       -12        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       16.8       24.0       46.4       53.3       90.3       94.0:       9.7        6.0
Old  :     100.0:      30.3       27.8        5.1       45.3       58.1       80.7       91.0:      19.3        9.0
Other:     100.0:      19.5       16.1       26.6       46.7       52.1       92.7       94.8:       7.3        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       110         82         98        102         99        263        240:
Old  :       198:        64         30          4         60         53        127         85:
Other:       300:        87         88         82         94         95        227        221:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       18.6       27.8       28.4       16.5       13.3       24.7       21.6
Old  :                 19.5       38.4       32.6       60.5       16.5       38.4       28.7       57.6
Other:                 18.2       20.9       29.4       31.9       17.8       16.9       26.5       23.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    19,553:     7,913     10,183      2,505      7,975      2,950     18,393     15,638:     1,160      3,915
Old  :    19,553:     7,913     10,183      2,505      7,975      2,950     18,393     15,638:     1,160      3,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :       141:      -564        231         51        577         88         64        370:        77       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       52.1       12.8       40.8       15.1       94.1       80.0:       5.9       20.0
Old  :     100.0:      40.5       52.1       12.8       40.8       15.1       94.1       80.0:       5.9       20.0
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  :        60:        11         34         12          7          9         25         49:
Old  :        60:        11         34         12          7          9         25         49:
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  :                 66.0       39.2       83.7       53.6       60.5       30.3       71.2       42.2
Old  :                 66.0       39.2       83.7       53.6       60.5       30.3       71.2       42.2
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, 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  :    36,897:    30,915      1,190          0        341     31,997     31,256     33,187:     5,641      3,710
Old  :    36,897:    30,915      1,190          0        341     31,997     31,256     33,187:     5,641      3,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     2,332:     2,087       -105          0         25      2,009      2,112      1,904:       220        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8        3.2        0.0        0.9       86.7       84.7       89.9:      15.3       10.1
Old  :     100.0:      83.8        3.2        0.0        0.9       86.7       84.7       89.9:      15.3       10.1
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  :        24:         9          2          0          3         13         12         15:
Old  :        24:         9          2          0          3         13         12         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  :                 73.8       62.2       82.6       78.6       73.8       61.8       82.6       77.7
Old  :                 73.8       62.2       82.6       78.6       73.8       61.8       82.6       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 18, 2006