COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      226,523
COMMITMENTS
  32,136   43,812   51,643  120,796  116,485  204,575  211,940   21,948   14,583

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      6,175)
   1,780   -4,189    1,973    1,116    8,629    4,868    6,413    1,307     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     19.3     22.8     53.3     51.4     90.3     93.6      9.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      92       84       78       84       59      218      190
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       52,927
COMMITMENTS
  12,244    1,694   16,179   15,468   32,143   43,891   50,016    9,036    2,911

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      5,776)
   1,021       24    2,123    1,955    2,879    5,098    5,026      678      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      3.2     30.6     29.2     60.7     82.9     94.5     17.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      72       20       27       21       24      102       63
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      156,689
COMMITMENTS
  41,113   13,083   16,592   85,643  119,051  143,348  148,726   13,342    7,963

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -2,429)
  -1,979    3,046   -2,616    1,943   -4,688   -2,652   -4,258      223    1,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      8.3     10.6     54.7     76.0     91.5     94.9      8.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      59       27       43       54       50      138      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      632,610
COMMITMENTS
 102,443   28,208  147,021  311,617  398,844  561,081  574,073   71,530   58,538

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      1,692)
   1,102   10,682   -2,175    6,263   -8,405    5,189      102   -3,497    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      4.5     23.2     49.3     63.0     88.7     90.7     11.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      61       39       63       72       64      163      139
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      153,176
COMMITMENTS
  28,798   37,759   41,796   68,560   65,061  139,154  144,616   14,022    8,560

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -2,580)
     642   -2,621     -740   -3,216    1,407   -3,314   -1,953      734     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     24.7     27.3     44.8     42.5     90.8     94.4      9.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     143      117      114      110      107      302      296
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       16,833
COMMITMENTS
   7,111    7,315    2,775    5,496    3,084   15,381   13,175    1,452    3,659

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:       -955)
  -1,179     -632     -311      748     -813     -742   -1,755     -214      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.2     43.5     16.5     32.6     18.3     91.4     78.3      8.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       27       13        8        8       29       43
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       33,354
COMMITMENTS
  12,263    1,189        0   15,530   28,882   27,793   30,071    5,561    3,283

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -1,519)
  -1,696      314        0       18   -1,963   -1,678   -1,649      159      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8      3.6      0.0     46.6     86.6     83.3     90.2     16.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        0        4       13       11       15
 

Updated August 4, 2006