COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:       88,242
COMMITMENTS
  18,593   20,275    2,261   55,369   57,012   76,223   79,548   12,019    8,694

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -5,711)
     -53   -8,747     -475   -3,364    5,418   -3,892   -3,804   -1,819   -1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     23.0      2.6     62.7     64.6     86.4     90.1     13.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      58       50       27       50       43      125      105
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:       30,586
COMMITMENTS
  13,464    4,038    1,979   10,775   22,882   26,218   28,899    4,368    1,687

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,401)
   2,133      351     -194      461    2,150    2,400    2,307        1       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     13.2      6.5     35.2     74.8     85.7     94.5     14.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      56       19       15       17       17       82       42
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:      117,783
COMMITMENTS
  22,724   13,031    2,448   84,662   99,450  109,834  114,929    7,949    2,854

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -2,750)
    -977   -5,061       80   -1,594    3,509   -2,491   -1,472     -259   -1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.1      2.1     71.9     84.4     93.3     97.6      6.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      56       31       17       48       37      112       81
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:      385,202
COMMITMENTS
 101,092   64,164   15,899  201,414  261,156  318,405  341,219   66,797   43,983

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     15,839)
  23,900    4,647    1,830  -16,922    2,321    8,808    8,798    7,031    7,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     16.7      4.1     52.3     67.8     82.7     88.6     17.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      55       34       30       51       49      125       95
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:       89,892
COMMITMENTS
  26,832   14,800    6,074   47,958   62,456   80,864   83,330    9,028    6,562

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,554)
     811    1,306      225       51      478    1,087    2,009      467     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     16.5      6.8     53.4     69.5     90.0     92.7     10.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     102       61       43       88       89      211      178
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:       31,235
COMMITMENTS
  21,511    2,201    2,276    4,184   25,065   27,971   29,542    3,264    1,693

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,051)
   2,591      409     -198       75    2,056    2,468    2,267     -417     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9      7.0      7.3     13.4     80.2     89.6     94.6     10.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      32       10        9        8        7       47       20
 

Updated July 1, 2005