COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      159,009
COMMITMENTS
  38,627   52,769    9,460   95,600   84,151  143,687  146,380   15,322   12,629

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -7,331)
     532    9,065     -534   -4,865  -16,582   -4,867   -8,051   -2,464      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     33.2      5.9     60.1     52.9     90.4     92.1      9.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      70       86       46       62       43      152      167
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,350
COMMITMENTS
  14,878    4,611    2,051    7,085   19,793   24,014   26,455    4,336    1,895

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        816)
   1,694       38     -466      125    1,643    1,353    1,215     -537     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     16.3      7.2     25.0     69.8     84.7     93.3     15.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      63       18       18       16       18       91       44
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      131,079
COMMITMENTS
  39,176   25,761    2,934   78,720   96,170  120,830  124,865   10,249    6,214

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -1,931)
    -283   -2,939     -188   -3,021     -340   -3,492   -3,467    1,561    1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     19.7      2.2     60.1     73.4     92.2     95.3      7.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      57       34       17       48       38      118       83
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      433,368
COMMITMENTS
  92,724   36,128   27,375  250,829  321,370  370,928  384,873   62,440   48,495

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    -14,644)
    -146    1,610   -6,616  -10,283  -13,432  -17,045  -18,438    2,401    3,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      8.3      6.3     57.9     74.2     85.6     88.8     14.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      46       34       40       70       52      142      102
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      117,763
COMMITMENTS
  32,231   42,663   10,200   64,017   57,312  106,448  110,175   11,315    7,588

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -3,937)
   1,184    2,748    1,542   -6,561   -7,955   -3,835   -3,665     -102     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     36.2      8.7     54.4     48.7     90.4     93.6      9.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     123       89       53      107       83      250      212
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,784
COMMITMENTS
  10,176   13,334    2,038    7,105    2,861   19,319   18,233    1,465    2,551

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -3,876)
   2,700   -2,221   -1,221   -5,500     -290   -4,021   -3,732      145     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     64.2      9.8     34.2     13.8     93.0     87.7      7.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19       22        6        9        7       32       32
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       30,873
COMMITMENTS
  15,741        0        0   10,517   27,521   26,258   27,521    4,615    3,352

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      2,677)
   2,001        0        0      966    3,301    2,967    3,301     -290     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0      0.0      0.0     34.1     89.1     85.1     89.1     14.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        0        0        3       15       12       15
 

Updated June 30, 2006