COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      229,349
COMMITMENTS
  32,536   37,870   53,609  122,806  123,760  208,952  215,239   20,397   14,110

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,489)
    -406    1,151     -164    2,074      480    1,505    1,468      -16       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     16.5     23.4     53.5     54.0     91.1     93.8      8.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      94       83       82       81       59      210      197
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       55,120
COMMITMENTS
  12,893    1,092   14,771   20,191   35,842   47,855   51,704    7,265    3,417

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        627)
     986       95      553     -614     -283      925      366     -298      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      2.0     26.8     36.6     65.0     86.8     93.8     13.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      67       24       33       22       24      107       67
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      139,048
COMMITMENTS
  31,607   21,810   10,390   85,001   99,439  126,998  131,639   12,050    7,409

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        576)
 -11,661    5,861      -51   10,392   -6,840   -1,321   -1,030    1,896    1,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     15.7      7.5     61.1     71.5     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      53       38       31       49       38      115       96
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      693,224
COMMITMENTS
 101,281   38,428  168,520  349,866  409,752  619,668  616,701   73,557   76,524

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     22,000)
   2,531    3,471    3,089   12,508    9,479   18,128   16,040    3,872    5,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      5.5     24.3     50.5     59.1     89.4     89.0     10.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      61       50       60       76       68      169      148
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      130,003
COMMITMENTS
  27,550   23,087   33,686   57,842   66,235  119,078  123,008   10,926    6,995

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -3,669)
    -768    1,512   -1,904      740   -2,025   -1,931   -2,417   -1,738   -1,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     17.8     25.9     44.5     50.9     91.6     94.6      8.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     111      101      105       99      102      263      259
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,738
COMMITMENTS
   9,067   11,191    2,601    8,032    3,273   19,700   17,065    1,038    3,674

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        530)
   1,265      515       41     -740        8      565      563      -35      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7     54.0     12.5     38.7     15.8     95.0     82.3      5.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       35       13        8        9       28       53
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       39,529
COMMITMENTS
  32,661      550        0    1,078   35,643   33,739   36,193    5,790    3,336

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      2,225)
   1,754     -751        0      722    3,675    2,476    2,924     -251     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.6      1.4      0.0      2.7     90.2     85.4     91.6     14.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        1        0        4       15       15       16
 

Updated September 1, 2006