COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      238,765
COMMITMENTS
  30,537   52,374   57,508  130,453  111,915  218,498  221,797   20,267   16,968

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      5,589)
  -1,150    2,637    2,490    4,076      127    5,416    5,254      174      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     21.9     24.1     54.6     46.9     91.5     92.9      8.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      85      110       80       84       60      213      216
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       52,302
COMMITMENTS
   9,343    1,881   14,925   22,855   31,952   47,123   48,758    5,180    3,544

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -1,603)
  -2,121      587     -234    1,411   -1,959     -944   -1,605     -658        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      3.6     28.5     43.7     61.1     90.1     93.2      9.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      47       37       29       25       22       92       68
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      156,761
COMMITMENTS
  28,957   33,439   12,054  103,033  101,969  144,044  147,462   12,716    9,299

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      8,651)
  -2,201    7,686    2,391    8,464   -1,981    8,654    8,097       -3      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     21.3      7.7     65.7     65.0     91.9     94.1      8.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      56       56       40       50       37      125      118
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      645,026
COMMITMENTS
 100,752   41,208  137,102  336,926  398,367  574,780  576,677   70,246   68,348

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      1,384)
    -879   -8,131   15,075   -9,500    1,664    4,697    8,608   -3,312   -7,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      6.4     21.3     52.2     61.8     89.1     89.4     10.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      53       45       59       78       65      163      143
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      138,298
COMMITMENTS
  26,295   32,381   36,581   64,491   61,323  127,367  130,285   10,932    8,013

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      6,267)
    -775    3,917    3,013    3,648   -1,299    5,885    5,631      381      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     23.4     26.5     46.6     44.3     92.1     94.2      7.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     115      109      100      106       96      270      264
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,849
COMMITMENTS
   7,000    7,153    3,345    4,872    5,059   15,217   15,557    2,632    2,292

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -4,900)
  -5,212   -1,947      125      169   -2,541   -4,918   -4,362       18     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     40.1     18.7     27.3     28.3     85.3     87.2     14.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      26       26       11        6        8       39       39
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       32,290
COMMITMENTS
  25,966    1,107        1    1,112   28,456   27,080   29,564    5,211    2,726

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -11,077)
   1,670     -343     -377  -12,573  -10,177  -11,279  -10,897      203     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.4      3.4      0.0      3.4     88.1     83.9     91.6     16.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        2        1        2        8       12       11
 

Updated September 22, 2006