COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   166,340:    38,095     43,704      9,994    100,465    100,733    148,554    154,431:    17,786     11,909
Old  :    25,891:     2,833      7,859          0     17,914     16,394     20,747     24,253:     5,144      1,638
Other:   140,449:    36,751     37,334      8,505     82,551     84,339    127,807    130,178:    12,642     10,271
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :   -10,215:      -955     -2,971     -3,801     -3,199     -1,606     -7,955     -8,378:    -2,260     -1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       26.3        6.0       60.4       60.6       89.3       92.8:      10.7        7.2
Old  :     100.0:      10.9       30.4        0.0       69.2       63.3       80.1       93.7:      19.9        6.3
Other:     100.0:      26.2       26.6        6.1       58.8       60.0       91.0       92.7:       9.0        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        82         71         53         67         47        175        157:
Old  :        93:        29         16          0         43         12         72         28:
Other:       226:        80         67         46         45         46        146        148:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       34.4       39.7       45.8       26.8       30.8       39.3       40.7
Old  :                 36.4       70.4       47.1       83.5       36.0       68.4       46.6       81.5
Other:                 28.5       29.4       43.1       42.7       28.5       26.9       43.1       38.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    27,534:    13,184      4,573      2,517      6,960     18,150     22,661     25,240:     4,873      2,294
Old  :    25,159:    13,542      4,044      1,390      5,792     17,536     20,724     22,970:     4,435      2,189
Other:     2,375:       562      1,449        207      1,168        614      1,937      2,270:       438        105
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :    -2,273:      -343        501     -2,114       -831       -947     -3,288     -2,560:     1,015        287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       16.6        9.1       25.3       65.9       82.3       91.7:      17.7        8.3
Old  :     100.0:      53.8       16.1        5.5       23.0       69.7       82.4       91.3:      17.6        8.7
Other:     100.0:      23.7       61.0        8.7       49.2       25.9       81.6       95.6:      18.4        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        57         16         19         15         20         81         47:
Old  :       100:        56         18         13         15         20         76         46:
Other:        28:         5         14          8          5          4         17         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       53.7       33.5       69.6       21.1       52.0       33.5       66.8
Old  :                 19.6       54.2       33.1       71.4       19.6       52.7       33.1       70.0
Other:                 67.4       61.4       76.9       81.3       65.7       56.2       72.5       75.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   133,010:    39,459     28,700      3,122     81,741     96,510    124,322    128,332:     8,688      4,678
Old  :    68,946:    26,800     28,822        138     35,318     36,534     62,256     65,494:     6,690      3,452
Other:    64,064:    14,007      1,226      1,636     46,423     59,976     62,066     62,838:     1,998      1,226
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :   -12,767:       619     -4,490     -1,603    -11,140     -4,380    -12,124    -10,473:      -643     -2,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       21.6        2.3       61.5       72.6       93.5       96.5:       6.5        3.5
Old  :     100.0:      38.9       41.8        0.2       51.2       53.0       90.3       95.0:       9.7        5.0
Other:     100.0:      21.9        1.9        2.6       72.5       93.6       96.9       98.1:       3.1        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        57         35         17         50         40        117         89:
Old  :       156:        55         36          3         45         31        101         70:
Other:        78:        21          9          8         33         33         60         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       31.3       38.3       47.0       19.6       21.5       30.6       34.0
Old  :                 19.2       33.8       32.2       53.4       18.3       30.3       30.0       47.4
Other:                 38.7       45.2       59.2       63.9       29.0       38.5       43.7       49.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   448,012:    92,870     34,518     33,991    261,112    334,802    387,973    403,311:    60,039     44,701
Old  :   448,012:    92,870     34,518     33,991    261,112    334,802    387,973    403,311:    60,039     44,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :    -7,779:      -850     -2,715      2,509    -11,851       -727    -10,192       -933:     2,413     -6,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        7.7        7.6       58.3       74.7       86.6       90.0:      13.4       10.0
Old  :     100.0:      20.7        7.7        7.6       58.3       74.7       86.6       90.0:      13.4       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        54         38         48         70         54        152        114:
Old  :       171:        54         38         48         70         54        152        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       36.9       34.6       51.5       18.4       27.3       26.8       39.9
Old  :                 22.7       36.9       34.6       51.5       18.4       27.3       26.8       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   121,700:    31,047     39,915      8,658     70,578     65,267    110,283    113,840:    11,417      7,860
Old  :    94,786:    24,948     39,444      2,615     58,003     46,709     85,566     88,768:     9,220      6,018
Other:    26,914:    10,370      4,742      1,772     12,575     18,558     24,717     25,072:     2,197      1,842
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :    -5,241:       966      1,254        404     -4,431     -5,006     -3,061     -3,348:    -2,180     -1,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       32.8        7.1       58.0       53.6       90.6       93.5:       9.4        6.5
Old  :     100.0:      26.3       41.6        2.8       61.2       49.3       90.3       93.7:       9.7        6.3
Other:     100.0:      38.5       17.6        6.6       46.7       69.0       91.8       93.2:       8.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       113         98         56        107         83        245        218:
Old  :       328:       112         97         19         92         64        212        172:
Other:       180:        46         37         22         67         65        125        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       29.1       34.4       37.6       17.8       16.5       26.7       24.1
Old  :                 27.5       32.0       39.6       41.1       21.6       22.1       32.3       31.3
Other:                 30.4       36.8       45.7       50.1       24.4       31.3       34.4       40.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    24,660:     7,476     15,555      3,259     12,605      3,151     23,340     21,965:     1,320      2,695
Old  :    24,660:     7,476     15,555      3,259     12,605      3,151     23,340     21,965:     1,320      2,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :   -15,509:      -950     -1,678        895    -15,118    -14,255    -15,173    -15,038:      -336       -471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       63.1       13.2       51.1       12.8       94.6       89.1:       5.4       10.9
Old  :     100.0:      30.3       63.1       13.2       51.1       12.8       94.6       89.1:       5.4       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        15         21          5          8          7         26         31:
Old  :        50:        15         21          5          8          7         26         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       49.5       81.1       70.2       60.0       46.3       70.4       58.2
Old  :                 65.0       49.5       81.1       70.2       60.0       46.3       70.4       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    28,196:    13,740          0          0      9,551     24,220     23,291     24,220:     4,905      3,976
Old  :    28,196:    13,740          0          0      9,551     24,220     23,291     24,220:     4,905      3,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2006                        :
     :    -9,768:     1,322       -901          0    -10,044     -8,482     -8,722     -9,383:    -1,046       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        0.0        0.0       33.9       85.9       82.6       85.9:      17.4       14.1
Old  :     100.0:      48.7        0.0        0.0       33.9       85.9       82.6       85.9:      17.4       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          0          0          3         14         11         14:
Old  :        23:         8          0          0          3         14         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.1       58.3       81.0       74.4       70.1       58.3       81.0       74.4
Old  :                 70.1       58.3       81.0       74.4       70.1       58.3       81.0       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 23, 2006