COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      166,340
COMMITMENTS
  38,095   43,704    9,994  100,465  100,733  148,554  154,431   17,786   11,909

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -10,215)
    -955   -2,971   -3,801   -3,199   -1,606   -7,955   -8,378   -2,260   -1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     26.3      6.0     60.4     60.6     89.3     92.8     10.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      82       71       53       67       47      175      157
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,534
COMMITMENTS
  13,184    4,573    2,517    6,960   18,150   22,661   25,240    4,873    2,294

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -2,273)
    -343      501   -2,114     -831     -947   -3,288   -2,560    1,015      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     16.6      9.1     25.3     65.9     82.3     91.7     17.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      57       16       19       15       20       81       47
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,010
COMMITMENTS
  39,459   28,700    3,122   81,741   96,510  124,322  128,332    8,688    4,678

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -12,767)
     619   -4,490   -1,603  -11,140   -4,380  -12,124  -10,473     -643   -2,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     21.6      2.3     61.5     72.6     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      57       35       17       50       40      117       89
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      448,012
COMMITMENTS
  92,870   34,518   33,991  261,112  334,802  387,973  403,311   60,039   44,701

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -7,779)
    -850   -2,715    2,509  -11,851     -727  -10,192     -933    2,413   -6,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      7.7      7.6     58.3     74.7     86.6     90.0     13.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      54       38       48       70       54      152      114
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      121,700
COMMITMENTS
  31,047   39,915    8,658   70,578   65,267  110,283  113,840   11,417    7,860

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -5,241)
     966    1,254      404   -4,431   -5,006   -3,061   -3,348   -2,180   -1,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     32.8      7.1     58.0     53.6     90.6     93.5      9.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     113       98       56      107       83      245      218
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,660
COMMITMENTS
   7,476   15,555    3,259   12,605    3,151   23,340   21,965    1,320    2,695

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -15,509)
    -950   -1,678      895  -15,118  -14,255  -15,173  -15,038     -336     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     63.1     13.2     51.1     12.8     94.6     89.1      5.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       21        5        8        7       26       31
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       28,196
COMMITMENTS
  13,740        0        0    9,551   24,220   23,291   24,220    4,905    3,976

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -9,768)
   1,322     -901        0  -10,044   -8,482   -8,722   -9,383   -1,046     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7      0.0      0.0     33.9     85.9     82.6     85.9     17.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        0        0        3       14       11       14
 

Updated June 23, 2006