COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 3, 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  :   160,702:    39,759     56,386     10,325     94,537     80,462    144,621    147,173:    16,081     13,529
Old  :   157,646:    39,919     56,779      9,188     93,112     78,312    142,219    144,279:    15,427     13,367
Other:     3,056:       624        391        353      1,425      2,150      2,402      2,894:       654        162
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     1,693:     1,132      3,617        865     -1,063     -3,689        934        793:       759        900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       35.1        6.4       58.8       50.1       90.0       91.6:      10.0        8.4
Old  :     100.0:      25.3       36.0        5.8       59.1       49.7       90.2       91.5:       9.8        8.5
Other:     100.0:      20.4       12.8       11.6       46.6       70.4       78.6       94.7:      21.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        76         90         52         62         41        161        175:
Old  :       254:        77         92         49         62         41        160        173:
Other:        29:         8          4          4          9         11         20         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       29.8       41.9       40.0       28.7       27.3       41.9       36.3
Old  :                 29.2       29.5       42.4       39.8       29.2       27.2       42.4       36.4
Other:                 41.8       74.5       63.3       91.2       41.8       74.5       57.9       80.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 3, 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  :    28,580:    15,573      3,893      1,910      6,619     20,893     24,102     26,696:     4,478      1,884
Old  :    26,168:    15,893      3,561        738      5,480     20,099     22,111     24,398:     4,057      1,770
Other:     2,412:       616      1,268        236      1,139        794      1,991      2,298:       421        114
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       230:       695       -718       -141       -466      1,100         88        241:       142        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5       13.6        6.7       23.2       73.1       84.3       93.4:      15.7        6.6
Old  :     100.0:      60.7       13.6        2.8       20.9       76.8       84.5       93.2:      15.5        6.8
Other:     100.0:      25.5       52.6        9.8       47.2       32.9       82.5       95.3:      17.5        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        63         17         16         14         20         88         43:
Old  :       108:        64         17         10         14         20         84         41:
Other:        29:         6         13          7          4          6         15         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       57.3       34.3       73.4       22.1       56.1       34.3       70.3
Old  :                 20.7       60.1       34.1       75.5       20.7       58.8       34.1       73.5
Other:                 68.3       55.2       79.1       76.1       66.7       48.6       72.5       68.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 3, 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  :   133,951:    41,783     17,409      4,194     76,161    105,733    122,138    127,336:    11,813      6,615
Old  :    65,443:    29,747     19,221        163     26,029     41,249     55,939     60,633:     9,504      4,810
Other:    68,508:    14,526        678      1,541     50,132     64,484     66,199     66,703:     2,309      1,805
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     2,872:     2,607     -8,352      1,260     -2,559      9,563      1,308      2,471:     1,564        401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       13.0        3.1       56.9       78.9       91.2       95.1:       8.8        4.9
Old  :     100.0:      45.5       29.4        0.2       39.8       63.0       85.5       92.7:      14.5        7.3
Other:     100.0:      21.2        1.0        2.2       73.2       94.1       96.6       97.4:       3.4        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        73         31         20         51         40        137         85:
Old  :       161:        64         36          2         38         32        102         70:
Other:        84:        25          6         10         36         34         65         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       34.1       36.5       50.6       18.3       23.3       26.7       37.3
Old  :                 16.5       36.5       28.8       52.1       16.5       33.6       28.4       47.9
Other:                 38.9       43.3       57.4       64.9       28.0       37.0       41.0       50.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 3, 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  :   427,937:    90,999     38,281     28,379    247,477    321,409    366,855    388,069:    61,082     39,868
Old  :   427,937:    90,999     38,281     28,379    247,477    321,409    366,855    388,069:    61,082     39,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -5,431:    -1,725      2,153      1,004     -3,352         39     -4,073      3,196:    -1,358     -8,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        8.9        6.6       57.8       75.1       85.7       90.7:      14.3        9.3
Old  :     100.0:      21.3        8.9        6.6       57.8       75.1       85.7       90.7:      14.3        9.3
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  :       163:        48         37         39         63         48        138         98:
Old  :       163:        48         37         39         63         48        138         98:
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  :                 23.8       37.4       37.3       52.7       19.3       26.8       29.0       39.2
Old  :                 23.8       37.4       37.3       52.7       19.3       26.8       29.0       39.2
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, July 3, 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  :   115,862:    31,203     36,940     12,427     60,563     59,977    104,193    109,344:    11,669      6,518
Old  :    82,646:    25,502     38,208      1,603     46,139     38,319     73,244     78,130:     9,402      4,516
Other:    33,216:    13,350      6,381      3,175     14,424     21,658     30,949     31,214:     2,267      2,002
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -1,901:    -1,028     -5,723      2,227     -3,454      2,665     -2,255       -831:       354     -1,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       31.9       10.7       52.3       51.8       89.9       94.4:      10.1        5.6
Old  :     100.0:      30.9       46.2        1.9       55.8       46.4       88.6       94.5:      11.4        5.5
Other:     100.0:      40.2       19.2        9.6       43.4       65.2       93.2       94.0:       6.8        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       121         87         58        103         85        249        211:
Old  :       321:       117         87         12         76         58        198        152:
Other:       190:        50         38         21         67         71        128        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       23.5       29.0       33.9       18.2       17.2       27.8       25.8
Old  :                 24.6       29.1       35.9       40.1       24.6       27.0       35.9       37.5
Other:                 28.6       28.7       46.2       41.9       22.7       27.4       33.6       36.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 3, 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  :    18,821:     7,089     11,135      2,087      8,711      2,884     17,887     16,106:       934      2,715
Old  :    18,821:     7,089     11,135      2,087      8,711      2,884     17,887     16,106:       934      2,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -1,963:    -3,087     -2,199         49      1,606         23     -1,432     -2,127:      -531        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       59.2       11.1       46.3       15.3       95.0       85.6:       5.0       14.4
Old  :     100.0:      37.7       59.2       11.1       46.3       15.3       95.0       85.6:       5.0       14.4
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  :        51:        14         21          5         10          7         26         32:
Old  :        51:        14         21          5         10          7         26         32:
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  :                 63.7       47.2       81.1       66.6       58.4       43.9       71.7       57.9
Old  :                 63.7       47.2       81.1       66.6       58.4       43.9       71.7       57.9
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, July 3, 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  :    32,715:    16,260          0          0     11,307     28,527     27,567     28,527:     5,148      4,188
Old  :    32,715:    16,260          0          0     11,307     28,527     27,567     28,527:     5,148      4,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     1,842:       519          0          0        790      1,006      1,309      1,006:       533        836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7        0.0        0.0       34.6       87.2       84.3       87.2:      15.7       12.8
Old  :     100.0:      49.7        0.0        0.0       34.6       87.2       84.3       87.2:      15.7       12.8
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  :        24:         8          0          0          3         15         11         15:
Old  :        24:         8          0          0          3         15         11         15:
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  :                 74.7       62.0       83.0       76.5       74.7       62.0       83.0       76.5
Old  :                 74.7       62.0       83.0       76.5       74.7       62.0       83.0       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 7, 2006