COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      216,260
COMMITMENTS
  31,971   54,596   46,194  116,967  100,419  195,132  201,209   21,128   15,051

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,959)
     218   -2,540      929     -264    4,119      882    2,508    1,077     -549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     25.2     21.4     54.1     46.4     90.2     93.0      9.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      82      109       74       80       55      205      202
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       44,145
COMMITMENTS
  10,789    2,434   12,903   13,395   26,337   37,088   41,674    7,057    2,471

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:       -832)
  -2,417    1,173      -85    1,623   -2,244     -879   -1,156       47      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      5.5     29.2     30.3     59.7     84.0     94.4     16.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      63       26       27       20       19       98       59
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      172,248
COMMITMENTS
  54,391    9,953   21,044   81,839  132,987  157,275  163,985   14,974    8,264

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -2,735)
  -7,628   -1,559    3,832      853   -4,116   -2,943   -1,842      207     -893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      5.8     12.2     47.5     77.2     91.3     95.2      8.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      76       27       51       51       52      155      112
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      626,144
COMMITMENTS
 105,801   20,367  141,422  303,233  410,384  550,456  572,173   75,688   53,971

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:    -12,012)
  -3,430    1,756   -6,644    5,466  -15,446   -4,608  -20,334   -7,404    8,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      3.3     22.6     48.4     65.5     87.9     91.4     12.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      59       39       58       71       64      165      129
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      151,436
COMMITMENTS
  28,474   36,249   41,452   68,029   65,046  137,956  142,747   13,480    8,689

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -2,752)
     167      621   -1,349   -1,527   -1,946   -2,710   -2,674      -43      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     23.9     27.4     44.9     43.0     91.1     94.3      8.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     134      115      109      112      100      298      281
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       18,170
COMMITMENTS
   9,099    7,937    3,326    3,809    3,676   16,234   14,939    1,936    3,231

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -3,338)
     777   -4,721      855   -5,626      747   -3,993   -3,119      655     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1     43.7     18.3     21.0     20.2     89.3     82.2     10.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      24       26       14        6       10       38       43
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       35,157
COMMITMENTS
  14,690      814        0   13,695   30,048   28,385   30,862    6,772    4,295

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,063)
  -1,570      440        0    2,149    1,521      579    1,961    1,484      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8      2.3      0.0     39.0     85.5     80.7     87.8     19.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        2        0        5       14       12       16
 

Updated July 21, 2006