COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 07/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      161,267
COMMITMENTS
  36,922   56,880   11,962   95,690   78,923  144,574  147,765   16,693   13,502

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:       -310)
  -1,281   -2,306      400      221    2,287     -660      381      350     -691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     35.3      7.4     59.3     48.9     89.6     91.6     10.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      83       92       53       63       41      169      173
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 07/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,413
COMMITMENTS
  11,848    3,547    2,364    8,214   18,694   22,426   24,605    3,987    1,808

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:       -400)
  -2,112      482      112    1,413   -1,300     -587     -706      187      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     13.4      9.0     31.1     70.8     84.9     93.2     15.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      45       19       20       15       16       72       45
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 07/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      159,405
COMMITMENTS
  53,847   11,283   12,622   79,433  128,736  145,902  152,641   13,503    6,764

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -3,278)
  -8,182   -2,032    4,371      -31   -4,785   -3,842   -2,446      564     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      7.1      7.9     49.8     80.8     91.5     95.8      8.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      71       24       33       51       46      145       90
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 07/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      462,175
COMMITMENTS
  98,625   45,237   39,352  262,315  335,371  400,292  419,960   61,883   42,215

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      6,470)
     778   -1,660    5,853    4,923   -5,618   11,554   -1,425   -5,084    7,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      9.8      8.5     56.8     72.6     86.6     90.9     13.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      53       39       42       63       49      147      103
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 07/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      120,361
COMMITMENTS
  33,282   37,253   14,740   60,220   60,317  108,242  112,310   12,119    8,051

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,506)
   1,474      926      985     -989     -441    1,470    1,470       36       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     31.0     12.2     50.0     50.1     89.9     93.3     10.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     118       96       62      101       86      250      223
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 07/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,233
COMMITMENTS
   8,847    7,854    2,895    3,761    3,667   15,503   14,416    1,730    2,817

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -3,297)
     927   -4,670      799   -5,647      745   -3,921   -3,126      624     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     45.6     16.8     21.8     21.3     90.0     83.7     10.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      25       20        8        5        9       35       33
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 07/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       34,756
COMMITMENTS
  14,690      417        0   13,442   30,048   28,132   30,465    6,624    4,291

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,041)
  -1,570      417        0    2,135    1,521      565    1,938    1,476      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3      1.2      0.0     38.7     86.5     80.9     87.7     19.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        1        0        3       14       10       15
 

Updated July 21, 2006