COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      233,176
COMMITMENTS
  31,687   49,737   55,018  126,377  111,789  213,082  216,544   20,094   16,632

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,021)
     107    5,797      201    1,821   -5,699    2,129      300     -108    1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     21.3     23.6     54.2     47.9     91.4     92.9      8.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      82      110       79       82       59      210      211
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       53,905
COMMITMENTS
  11,463    1,294   15,159   21,444   33,910   48,067   50,363    5,838    3,542

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,198)
    -601      326      983    2,431      723    2,813    2,033     -615      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      2.4     28.1     39.8     62.9     89.2     93.4     10.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      65       31       31       23       22      102       70
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      148,109
COMMITMENTS
  31,158   25,752    9,663   94,569  103,950  135,390  139,365   12,719    8,744

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      4,558)
    -675    1,024      334    4,324    2,740    3,984    4,098      574      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     17.4      6.5     63.9     70.2     91.4     94.1      8.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      51       47       32       50       37      118      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      643,641
COMMITMENTS
 101,631   49,339  122,027  346,426  396,703  570,083  568,069   73,558   75,572

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -64,748)
  -3,397    3,664  -48,206  -10,352  -20,824  -61,954  -65,366   -2,794      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      7.7     19.0     53.8     61.6     88.6     88.3     11.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      52       49       48       76       63      154      136
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      132,032
COMMITMENTS
  27,070   28,465   33,569   60,843   62,621  121,482  124,655   10,550    7,377

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -1,015)
  -1,106    5,233   -1,437    2,356   -5,576     -186   -1,780     -828      766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     21.6     25.4     46.1     47.4     92.0     94.4      8.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     114      106       99      105       96      269      258
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       22,748
COMMITMENTS
  12,212    9,100    3,219    4,703    7,600   20,135   19,919    2,614    2,829

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,630)
   3,469   -2,690      621   -3,947    4,361      142    2,292    1,488     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.7     40.0     14.2     20.7     33.4     88.5     87.6     11.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       30       18        6       10       44       46
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       43,367
COMMITMENTS
  24,296    1,450      378   13,685   38,633   38,359   40,461    5,008    2,906

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      4,117)
  -9,495      900      378   12,597    2,652    3,480    3,930      638      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.0      3.3      0.9     31.6     89.1     88.5     93.3     11.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        1        7       13       16       16
 

Updated September 15, 2006