COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      227,860
COMMITMENTS
  32,942   36,718   53,773  120,732  123,280  207,447  213,772   20,413   14,088

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -269)
     439    1,135     -545     -150     -475     -256      115      -13     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     16.1     23.6     53.0     54.1     91.0     93.8      9.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      87       85       81       79       58      209      190
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       54,494
COMMITMENTS
  11,908      996   14,217   20,806   36,125   46,930   51,338    7,563    3,156

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        789)
    -665   -1,150   -1,951    2,831    3,751      215      651      574      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      1.8     26.1     38.2     66.3     86.1     94.2     13.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      64       24       31       23       24      105       64
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,472
COMMITMENTS
  43,268   15,949   10,441   74,610  106,279  128,319  132,668   10,153    5,804

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -3,034)
  -2,519    1,604      340       37   -4,258   -2,142   -2,314     -892     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2     11.5      7.5     53.9     76.8     92.7     95.8      7.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      54       35       34       45       42      118       96
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      671,225
COMMITMENTS
  98,750   34,957  165,431  337,358  400,273  601,540  600,660   69,685   70,564

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      7,098)
     791   -1,166    9,915   -3,987   -4,422    6,719    4,327      378    2,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      5.2     24.6     50.3     59.6     89.6     89.5     10.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      63       50       60       76       67      169      147
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      133,673
COMMITMENTS
  28,317   21,575   35,589   57,102   68,260  121,009  125,425   12,664    8,248

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -1,272)
   1,408   -1,041    3,220   -5,524   -3,627     -896   -1,448     -376      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     16.1     26.6     42.7     51.1     90.5     93.8      9.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     116       80       91      102      102      261      236
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,208
COMMITMENTS
   7,803   10,676    2,561    8,772    3,265   19,135   16,501    1,073    3,707

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        655)
    -111      493       56      797      314      742      863      -87     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     52.8     12.7     43.4     16.2     94.7     81.7      5.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      12       37       12        8        9       26       53
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       37,304
COMMITMENTS
  30,907    1,301        0      356   31,968   31,263   33,269    6,041    4,035

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        407)
      -8      110        0       15      -29        7       81      400      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.9      3.5      0.0      1.0     85.7     83.8     89.2     16.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        2        0        3       12       11       14
 

Updated August 18, 2006