COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      160,702
COMMITMENTS
  39,759   56,386   10,325   94,537   80,462  144,621  147,173   16,081   13,529

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,693)
   1,132    3,617      865   -1,063   -3,689      934      793      759      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     35.1      6.4     58.8     50.1     90.0     91.6     10.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      76       90       52       62       41      161      175
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,580
COMMITMENTS
  15,573    3,893    1,910    6,619   20,893   24,102   26,696    4,478    1,884

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        230)
     695     -718     -141     -466    1,100       88      241      142      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     13.6      6.7     23.2     73.1     84.3     93.4     15.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      63       17       16       14       20       88       43
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,951
COMMITMENTS
  41,783   17,409    4,194   76,161  105,733  122,138  127,336   11,813    6,615

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      2,872)
   2,607   -8,352    1,260   -2,559    9,563    1,308    2,471    1,564      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     13.0      3.1     56.9     78.9     91.2     95.1      8.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      73       31       20       51       40      137       85
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      427,937
COMMITMENTS
  90,999   38,281   28,379  247,477  321,409  366,855  388,069   61,082   39,868

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     -5,431)
  -1,725    2,153    1,004   -3,352       39   -4,073    3,196   -1,358   -8,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      8.9      6.6     57.8     75.1     85.7     90.7     14.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      48       37       39       63       48      138       98
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,862
COMMITMENTS
  31,203   36,940   12,427   60,563   59,977  104,193  109,344   11,669    6,518

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     -1,901)
  -1,028   -5,723    2,227   -3,454    2,665   -2,255     -831      354   -1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     31.9     10.7     52.3     51.8     89.9     94.4     10.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     121       87       58      103       85      249      211
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,821
COMMITMENTS
   7,089   11,135    2,087    8,711    2,884   17,887   16,106      934    2,715

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     -1,963)
  -3,087   -2,199       49    1,606       23   -1,432   -2,127     -531      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     59.2     11.1     46.3     15.3     95.0     85.6      5.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       21        5       10        7       26       32
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       32,715
COMMITMENTS
  16,260        0        0   11,307   28,527   27,567   28,527    5,148    4,188

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,842)
     519        0        0      790    1,006    1,309    1,006      533      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7      0.0      0.0     34.6     87.2     84.3     87.2     15.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        0        0        3       15       11       15
 

Updated July 7, 2006