COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      176,555
COMMITMENTS
  39,050   46,675   13,795  103,664  102,339  156,509  162,809   20,046   13,746

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:       -436)
    -253   -2,500    1,728   -2,051      468     -576     -304      140     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     26.4      7.8     58.7     58.0     88.6     92.2     11.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      88       74       62       71       49      190      170
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,807
COMMITMENTS
  13,527    4,072    4,631    7,791   19,097   25,949   27,800    3,858    2,007

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:       -237)
     766      201      133      156      341    1,055      675   -1,292     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     13.7     15.5     26.1     64.1     87.1     93.3     12.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      56       17       23       17       20       87       52
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      145,777
COMMITMENTS
  38,840   33,190    4,725   92,881  100,890  136,446  138,805    9,331    6,972

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        687)
   1,860    2,455      184      749      791    2,793    3,430   -2,106   -2,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     22.8      3.2     63.7     69.2     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      55       48       24       54       40      124      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      455,791
COMMITMENTS
  93,720   37,233   31,482  272,963  335,529  398,165  404,244   57,626   51,547

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    -25,849)
  -2,817     -467  -13,662   -1,823   -4,910  -18,302  -19,039   -7,547   -6,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      8.2      6.9     59.9     73.6     87.4     88.7     12.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      51       38       48       70       57      150      118
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      126,941
COMMITMENTS
  30,081   38,661    8,254   75,009   70,273  113,344  117,188   13,597    9,753

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      6,409)
     255    2,688     -753    4,657    2,727    4,159    4,662    2,250    1,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     30.5      6.5     59.1     55.4     89.3     92.3     10.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     109       99       57      103       86      238      223
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       40,169
COMMITMENTS
   8,426   17,233    2,364   27,723   17,406   38,513   37,003    1,656    3,166

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      1,398)
  -2,160     -614       86    2,918    2,841      844    2,313      554     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     42.9      5.9     69.0     43.3     95.9     92.1      4.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       20        7        9       11       22       36
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       37,964
COMMITMENTS
  12,418      901        0   19,595   32,702   32,013   33,603    5,951    4,361

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      2.4      0.0     51.6     86.1     84.3     88.5     15.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        1        0       10       15       18       16
 

Updated June 16, 2006