COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      128,699
COMMITMENTS
  17,666   27,528   23,189   70,756   65,806  111,611  116,524   17,088   12,175

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,847)
    -565    3,186      -41    1,682      -91    1,076    3,054      771   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     21.4     18.0     55.0     51.1     86.7     90.5     13.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      63       61       46       72       58      158      144
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:       39,444
COMMITMENTS
  12,716    3,766    8,082   12,321   25,244   33,119   37,093    6,325    2,351

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -2,417)
   1,863       89   -1,987   -2,941     -502   -3,065   -2,401      649      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      9.5     20.5     31.2     64.0     84.0     94.0     16.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      51       24       20       19       19       84       49
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      136,129
COMMITMENTS
  21,160   17,795   13,780   91,103   99,500  126,044  131,075   10,084    5,054

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -14,020)
  -3,064   -5,358   -1,112   -7,178   -6,346  -11,354  -12,815   -2,667   -1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     13.1     10.1     66.9     73.1     92.6     96.3      7.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      55       42       37       49       38      124      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      465,530
COMMITMENTS
  85,848   43,375   62,015  245,133  317,195  392,997  422,586   72,533   42,945

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     25,700)
   7,448   -6,935      230   17,302   33,284   24,980   26,578      720     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      9.3     13.3     52.7     68.1     84.4     90.8     15.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      50       33       38       59       52      128      104
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      115,177
COMMITMENTS
  23,578   12,774   25,323   55,812   68,601  104,713  106,698   10,464    8,479

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -3,807)
    -622    2,503      387   -5,281   -9,364   -5,515   -6,474    1,708    2,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     11.1     22.0     48.5     59.6     90.9     92.6      9.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     114       72      101       96       92      263      221
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:       29,858
COMMITMENTS
  18,926    1,870    2,793    4,132   23,009   25,851   27,672    4,007    2,186

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        525)
    -543     -766      307      752      804      517      345        9      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.4      6.3      9.4     13.8     77.1     86.6     92.7     13.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      32        4        7        9        6       43       16
 

Updated June 24, 2005