COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      176,991
COMMITMENTS
  39,303   49,175   12,067  105,715  101,871  157,085  163,113   19,906   13,878

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:        614)
     834  -12,327      525     -152   13,316    1,207    1,514     -593     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.8      6.8     59.7     57.6     88.8     92.2     11.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      87       75       60       74       49      189      172
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       30,044
COMMITMENTS
  12,761    3,871    4,498    7,635   18,756   24,894   27,125    5,150    2,919

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,432)
  -2,010     -134     -536      485   -1,751   -2,061   -2,421      629      989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     12.9     15.0     25.4     62.4     82.9     90.3     17.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      50       21       19       15       20       79       48
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      145,090
COMMITMENTS
  36,980   30,735    4,541   92,132  100,099  133,653  135,375   11,437    9,715

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      5,747)
     123    1,949      459    3,450     -105    4,032    2,303    1,715    3,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     21.2      3.1     63.5     69.0     92.1     93.3      7.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      52       43       21       53       41      119      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      481,640
COMMITMENTS
  96,537   37,700   45,144  274,786  340,439  416,467  423,283   65,173   58,357

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -3,551)
  -3,171   -4,426    4,259   -4,574  -14,592   -3,486  -14,759      -65   11,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      7.8      9.4     57.1     70.7     86.5     87.9     13.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      56       44       59       62       55      155      126
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      120,532
COMMITMENTS
  29,826   35,973    9,007   70,352   67,546  109,185  112,526   11,347    8,006

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      8,240)
   1,033    4,304     -518    7,786    4,557    8,301    8,343      -61     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     29.8      7.5     58.4     56.0     90.6     93.4      9.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     107       99       65       99       83      240      224
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       38,771
COMMITMENTS
  10,586   17,847    2,278   24,805   14,565   37,669   34,690    1,102    4,081

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,110)
     198     -816       66   -1,200     -525     -936   -1,275     -174      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     46.0      5.9     64.0     37.6     97.2     89.5      2.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       31        8        7        7       23       46
 

Updated June 9, 2006