COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      234,874
COMMITMENTS
  36,903   47,088   45,726  127,837  125,883  210,466  218,697   24,407   16,177

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      2,416)
     171  -12,703    2,457      283   13,483    2,910    3,236     -494     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     20.0     19.5     54.4     53.6     89.6     93.1     10.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      93       89       82       85       61      223      199
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       48,175
COMMITMENTS
  13,264    1,082   15,215   11,932   28,140   40,412   44,438    7,763    3,737

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,029)
  -2,079      -46     -251      265   -1,729   -2,065   -2,027    1,036      998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      2.2     31.6     24.8     58.4     83.9     92.2     16.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      61       25       30       18       22       96       62
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      153,748
COMMITMENTS
  36,186   30,482   10,833   94,379  101,942  141,398  143,257   12,350   10,491

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      2,979)
     796    2,238   -2,377    2,991     -353    1,410     -492    1,569    3,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     19.8      7.0     61.4     66.3     92.0     93.2      8.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      53       47       30       53       43      127      109
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      706,317
COMMITMENTS
 101,550   13,732  188,080  337,730  438,085  627,361  639,897   78,957   66,420

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -3,253)
  -3,386   -1,541    1,775      693  -10,257     -918  -10,024   -2,336    6,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      1.9     26.6     47.8     62.0     88.8     90.6     11.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      68       39       77       71       65      176      146
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      162,075
COMMITMENTS
  24,383   37,072   41,527   82,739   74,278  148,649  152,878   13,426    9,197

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     10,646)
     682    5,077      756    9,113    4,802   10,552   10,636       94       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     22.9     25.6     51.0     45.8     91.7     94.3      8.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     125      124      112      109       95      292      281
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       41,578
COMMITMENTS
  10,296   17,930    3,946   25,802   14,884   40,044   36,759    1,534    4,818

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,070)
    -281   -1,119      508   -1,186     -511     -959   -1,122     -111       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     43.1      9.5     62.1     35.8     96.3     88.4      3.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       36       14        8        9       25       57
 

Updated June 9, 2006