COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      228,129
COMMITMENTS
  32,503   35,583   54,318  120,881  123,755  207,703  213,656   20,426   14,472

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:         51)
     440      259      756      640   -2,337    1,836   -1,322   -1,785    1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     15.6     23.8     53.0     54.2     91.0     93.7      9.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      91       81       80       80       58      210      189
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       53,705
COMMITMENTS
  12,573    2,146   16,168   17,975   32,373   46,715   50,688    6,990    3,017

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,453)
     178      -42      455    1,337    1,053    1,969    1,466     -517      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      4.0     30.1     33.5     60.3     87.0     94.4     13.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      70       26       27       21       21      105       60
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      141,506
COMMITMENTS
  45,787   14,345   10,101   74,573  110,537  130,461  134,982   11,045    6,523

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -8,594)
   2,624     -345   -1,257   -7,875   -6,286   -6,508   -7,888   -2,086     -706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     10.1      7.1     52.7     78.1     92.2     95.4      7.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      52       34       37       46       42      122       97
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      664,127
COMMITMENTS
  97,959   36,123  155,516  341,345  404,695  594,820  596,333   69,307   67,794

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     21,825)
   2,898    4,533    3,845   12,037    9,447   18,780   17,825    3,045    4,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      5.4     23.4     51.4     60.9     89.6     89.8     10.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      64       48       59       75       66      167      145
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      134,945
COMMITMENTS
  26,910   22,616   32,369   62,626   71,888  121,905  126,872   13,040    8,072

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:    -18,961)
  -3,116   -2,047  -15,048     -786   -2,168  -18,949  -19,263      -12      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     16.8     24.0     46.4     53.3     90.3     94.0      9.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     110       82       98      102       99      263      240
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,553
COMMITMENTS
   7,913   10,183    2,505    7,975    2,950   18,393   15,638    1,160    3,915

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        141)
    -564      231       51      577       88       64      370       77     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5     52.1     12.8     40.8     15.1     94.1     80.0      5.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11       34       12        7        9       25       49
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       36,897
COMMITMENTS
  30,915    1,190        0      341   31,997   31,256   33,187    5,641    3,710

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,332)
   2,087     -105        0       25    2,009    2,112    1,904      220      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.8      3.2      0.0      0.9     86.7     84.7     89.9     15.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        2        0        3       13       12       15
 

Updated August 18, 2006