COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      125,209
COMMITMENTS
  17,444   17,915   24,640   67,747   72,370  109,831  114,925   15,378   10,284

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,490)
    -222   -9,614    1,451   -3,009    6,564   -1,780   -1,599   -1,710   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     14.3     19.7     54.1     57.8     87.7     91.8     12.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      66       50       43       70       57      156      132
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       43,225
COMMITMENTS
  14,484    3,296    8,561   14,095   28,776   37,140   40,633    6,086    2,593

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,782)
   1,768     -471      479    1,774    3,532    4,020    3,539     -239      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.6     19.8     32.6     66.6     85.9     94.0     14.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      64       19       22       20       21       93       53
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,215
COMMITMENTS
  21,140   13,385   12,895   89,398  103,129  123,433  129,410    9,781    3,805

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -2,914)
     -20   -4,409     -885   -1,706    3,629   -2,611   -1,665     -303   -1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     10.0      9.7     67.1     77.4     92.7     97.1      7.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      58       38       35       49       38      125       96
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      493,037
COMMITMENTS
 113,111   47,342   67,243  231,790  327,590  412,144  442,176   80,893   50,861

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     27,507)
  27,263    3,967    5,228  -13,344   10,395   19,147   19,590    8,360    7,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.6     13.6     47.0     66.4     83.6     89.7     16.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      65       34       40       61       53      147      107
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      118,891
COMMITMENTS
  24,344   13,681   27,670   56,020   69,550  108,035  110,901   10,856    7,990

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,713)
     766      907    2,347      209      949    3,322    4,203      392     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     11.5     23.3     47.1     58.5     90.9     93.3      9.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     126       74      106      102       97      277      233
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,021
COMMITMENTS
  21,581    2,302    2,645    4,192   25,065   28,418   30,012    3,604    2,010

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,163)
   2,655      432     -148       60    2,056    2,567    2,340     -403     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4      7.2      8.3     13.1     78.3     88.7     93.7     11.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      34        8       12        9        7       50       21
 

Updated July 1, 2005