COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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  :   233,176:    31,687     49,737     55,018    126,377    111,789    213,082    216,544:    20,094     16,632
Old  :   224,095:    28,416     50,075     54,039    122,458    103,734    204,913    207,848:    19,182     16,247
Other:     9,081:     3,667         58        583      3,919      8,054      8,169      8,696:       911        385
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     2,021:       107      5,797        201      1,821     -5,699      2,129        300:      -108      1,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       21.3       23.6       54.2       47.9       91.4       92.9:       8.6        7.1
Old  :     100.0:      12.7       22.3       24.1       54.6       46.3       91.4       92.7:       8.6        7.3
Other:     100.0:      40.4        0.6        6.4       43.2       88.7       90.0       95.8:      10.0        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        82        110         79         82         59        210        211:
Old  :       289:        80        111         77         82         59        208        210:
Other:        42:        10          5          7         12         19         27         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       32.2       33.1       40.4       19.3       21.9       28.5       28.6
Old  :                 20.4       32.3       33.3       40.1       19.2       21.3       28.3       27.8
Other:                 54.0       67.2       72.9       82.8       54.0       67.2       72.9       82.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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  :    53,905:    11,463      1,294     15,159     21,444     33,910     48,067     50,363:     5,838      3,542
Old  :    32,352:    11,398      3,036      6,225      9,989     20,269     27,612     29,531:     4,740      2,821
Other:    21,553:     2,695        886      6,305     11,456     13,641     20,455     20,833:     1,098        721
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     2,198:      -601        326        983      2,431        723      2,813      2,033:      -615        166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        2.4       28.1       39.8       62.9       89.2       93.4:      10.8        6.6
Old  :     100.0:      35.2        9.4       19.2       30.9       62.7       85.3       91.3:      14.7        8.7
Other:     100.0:      12.5        4.1       29.3       53.1       63.3       94.9       96.7:       5.1        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        65         31         31         23         22        102         70:
Old  :       114:        53         31         23         20         20         87         60:
Other:        64:        28         13         23         15         16         48         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       45.7       43.3       64.0        9.3       30.4       15.6       35.6
Old  :                 20.7       48.9       32.2       63.8       12.6       40.0       22.4       49.1
Other:                 52.5       55.3       69.3       74.6       21.7       35.1       27.9       37.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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  :   148,109:    31,158     25,752      9,663     94,569    103,950    135,390    139,365:    12,719      8,744
Old  :   137,883:    31,096     26,374      8,545     85,729     94,223    125,371    129,142:    12,512      8,741
Other:    10,227:       756         73        424      8,840      9,727     10,019     10,223:       208          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     4,558:      -675      1,024        334      4,324      2,740      3,984      4,098:       574        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       17.4        6.5       63.9       70.2       91.4       94.1:       8.6        5.9
Old  :     100.0:      22.6       19.1        6.2       62.2       68.3       90.9       93.7:       9.1        6.3
Other:     100.0:       7.4        0.7        4.1       86.4       95.1       98.0      100.0:       2.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        51         47         32         50         37        118        103:
Old  :       160:        51         47         30         50         37        116        102:
Other:        25:         3          4          4         11          9         16         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       34.8       42.0       50.4       19.6       19.3       28.0       29.3
Old  :                 24.8       32.6       41.1       48.5       18.5       20.6       27.9       31.3
Other:                 71.1       87.6       87.1       98.1       50.0       73.7       66.0       74.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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  :   643,641:   101,631     49,339    122,027    346,426    396,703    570,083    568,069:    73,558     75,572
Old  :   643,641:   101,631     49,339    122,027    346,426    396,703    570,083    568,069:    73,558     75,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :   -64,748:    -3,397      3,664    -48,206    -10,352    -20,824    -61,954    -65,366:    -2,794        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.7       19.0       53.8       61.6       88.6       88.3:      11.4       11.7
Old  :     100.0:      15.8        7.7       19.0       53.8       61.6       88.6       88.3:      11.4       11.7
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:        52         49         48         76         63        154        136:
Old  :       183:        52         49         48         76         63        154        136:
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  :                 17.1       30.9       29.6       43.2       14.8       20.3       22.5       27.2
Old  :                 17.1       30.9       29.6       43.2       14.8       20.3       22.5       27.2
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, September 12, 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  :   132,032:    27,070     28,465     33,569     60,843     62,621    121,482    124,655:    10,550      7,377
Old  :   127,420:    27,312     28,537     30,684     59,100     61,022    117,096    120,243:    10,324      7,177
Other:     4,611:       798        969      1,844      1,744      1,599      4,386      4,411:       226        200
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    -1,015:    -1,106      5,233     -1,437      2,356     -5,576       -186     -1,780:      -828        766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       21.6       25.4       46.1       47.4       92.0       94.4:       8.0        5.6
Old  :     100.0:      21.4       22.4       24.1       46.4       47.9       91.9       94.4:       8.1        5.6
Other:     100.0:      17.3       21.0       40.0       37.8       34.7       95.1       95.7:       4.9        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       114        106         99        105         96        269        258:
Old  :       356:       118        105         99        105         95        268        257:
Other:        37:         7         16         10          9          6         24         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  :                 18.3       20.4       29.8       30.3       18.2       12.9       25.8       19.6
Old  :                 19.0       20.0       29.1       29.1       18.8       13.9       26.7       20.8
Other:                 74.1       85.2       87.0       90.1       28.7       31.3       36.9       35.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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  :    22,748:    12,212      9,100      3,219      4,703      7,600     20,135     19,919:     2,614      2,829
Old  :    22,748:    12,212      9,100      3,219      4,703      7,600     20,135     19,919:     2,614      2,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     1,630:     3,469     -2,690        621     -3,947      4,361        142      2,292:     1,488       -662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7       40.0       14.2       20.7       33.4       88.5       87.6:      11.5       12.4
Old  :     100.0:      53.7       40.0       14.2       20.7       33.4       88.5       87.6:      11.5       12.4
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  :        69:        23         30         18          6         10         44         46:
Old  :        69:        23         30         18          6         10         44         46:
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  :                 51.9       42.2       70.6       61.7       44.3       35.3       53.0       46.5
Old  :                 51.9       42.2       70.6       61.7       44.3       35.3       53.0       46.5
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, September 12, 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  :    43,367:    24,296      1,450        378     13,685     38,633     38,359     40,461:     5,008      2,906
Old  :    43,367:    24,296      1,450        378     13,685     38,633     38,359     40,461:     5,008      2,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     4,117:    -9,495        900        378     12,597      2,652      3,480      3,930:       638        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0        3.3        0.9       31.6       89.1       88.5       93.3:      11.5        6.7
Old  :     100.0:      56.0        3.3        0.9       31.6       89.1       88.5       93.3:      11.5        6.7
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:         8          3          1          7         13         16         16:
Old  :        24:         8          3          1          7         13         16         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  :                 72.4       66.1       83.2       80.8       50.7       41.3       56.0       53.6
Old  :                 72.4       66.1       83.2       80.8       50.7       41.3       56.0       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 15, 2006