COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      210,042
COMMITMENTS
  32,770   41,565   37,056  119,254  118,237  189,080  196,858   20,962   13,183

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -24,475)
  -1,342   -2,355  -11,981   -7,077   -7,077  -20,400  -21,414   -4,075   -3,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     19.8     17.6     56.8     56.3     90.0     93.7     10.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      89       81       71       79       58      202      184
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       44,353
COMMITMENTS
  13,587    1,032   12,567   10,678   27,894   36,831   41,494    7,521    2,859

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -4,508)
    -137      -81   -3,425   -1,922     -965   -5,484   -4,471      976      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      2.3     28.3     24.1     62.9     83.0     93.6     17.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      70       17       27       19       21      100       55
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      142,912
COMMITMENTS
  38,512   28,630   10,141   84,473   98,705  133,126  137,476    9,785    5,436

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -12,375)
     909   -4,123   -1,839  -10,921   -4,223  -11,852  -10,185     -524   -2,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     20.0      7.1     59.1     69.1     93.2     96.2      6.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      59       38       29       50       43      125      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      609,248
COMMITMENTS
 102,155   12,776  135,744  299,344  408,108  537,242  556,628   72,006   52,620

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -739)
   3,183   -3,516    4,934  -12,344    5,034   -4,227    6,452    3,488   -7,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      2.1     22.3     49.1     67.0     88.2     91.4     11.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      73       27       61       74       65      168      133
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      157,556
COMMITMENTS
  25,760   40,275   38,128   80,926   70,658  144,814  149,061   12,743    8,495

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -2,007)
     987    1,310    2,950   -3,755   -4,247      181       13   -2,188   -2,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     25.6     24.2     51.4     44.8     91.9     94.6      8.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     119      125       96      113       96      287      268
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,349
COMMITMENTS
   7,685   15,632    3,536   12,619    3,161   23,840   22,330    1,508    3,019

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -15,546)
    -927   -1,673      902  -15,117  -14,256  -15,142  -15,027     -404     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     61.7     14.0     49.8     12.5     94.0     88.1      6.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       24        8        8        8       29       36
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       28,458
COMMITMENTS
  13,740      260        0    9,717   24,220   23,457   24,480    5,001    3,978

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -9,772)
   1,322     -807      -97  -10,046   -8,482   -8,822   -9,386     -950     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3      0.9      0.0     34.1     85.1     82.4     86.0     17.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        1        0        5       14       13       15
 

Updated June 23, 2006