COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       93,953
COMMITMENTS
  18,646   29,022    2,736   58,733   51,594   80,115   83,352   13,838   10,601

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -1,337)
    -498    1,361     -936      104     -571   -1,330     -146       -7   -1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     30.9      2.9     62.5     54.9     85.3     88.7     14.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      60       59       30       58       44      134      119
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,185
COMMITMENTS
  11,331    3,687    2,173   10,314   20,732   23,818   26,592    4,367    1,593

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -649)
     693     -741      228   -2,108     -221   -1,187     -734      538       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     13.1      7.7     36.6     73.6     84.5     94.3     15.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      52       17       14       16       16       75       40
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      120,533
COMMITMENTS
  23,701   18,092    2,368   86,256   95,941  112,325  116,401    8,208    4,132

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -15,425)
  -3,136   -5,311   -1,669   -7,703   -7,091  -12,508  -14,071   -2,917   -1,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     15.0      2.0     71.6     79.6     93.2     96.6      6.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      54       34       18       49       37      112       86
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      369,363
COMMITMENTS
  77,192   59,517   14,069  218,336  258,835  309,597  332,421   59,766   36,942

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     16,760)
   5,821   -9,467   -1,599   12,142   29,020   16,364   17,954      396   -1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     16.1      3.8     59.1     70.1     83.8     90.0     16.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      44       32       27       53       48      111       93
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       88,338
COMMITMENTS
  26,021   13,494    5,849   47,907   61,978   79,777   81,321    8,561    7,017

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -5,136)
    -767    2,414     -169   -5,780  -10,002   -6,716   -7,757    1,580    2,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     15.3      6.6     54.2     70.2     90.3     92.1      9.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     101       54       46       84       85      208      173
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,184
COMMITMENTS
  18,920    1,792    2,474    4,109   23,009   25,503   27,275    3,681    1,909

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        502)
    -567     -731      310      737      804      480      383       22      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.8      6.1      8.5     14.1     78.8     87.4     93.5     12.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      31        5        5        8        6       40       16
 

Updated June 24, 2005