COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   205,184:    30,969     51,024     39,334    116,655    100,969    186,958    191,326:    18,226     13,858
Old  :       612:         0         36          0        540        265        540        301:        72        311
Other:   204,572:    30,996     51,015     39,307    116,115    100,704    186,418    191,025:    18,154     13,547
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :    -4,858:    -1,801      9,458      2,278     -2,599    -17,269     -2,122     -5,532:    -2,736        674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       24.9       19.2       56.9       49.2       91.1       93.2:       8.9        6.8
Old  :     100.0:       0.0        5.9        0.0       88.2       43.3       88.2       49.2:      11.8       50.8
Other:     100.0:      15.2       24.9       19.2       56.8       49.2       91.1       93.4:       8.9        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        65        105         68         79         56        185        196:
Old  :         7:         0          2          0          2          3          2          5:
Other:       265:        65        105         68         79         56        185        196:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       28.4       35.5       37.9       22.9       21.4       33.3       28.2
Old  :                 88.2       47.7       88.2       49.2       88.2       47.7       88.2       49.2
Other:                 23.0       28.4       35.6       37.9       23.0       21.3       33.4       28.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    47,601:    15,833      1,380     12,916     11,252     30,964     40,002     45,260:     7,599      2,341
Old  :    41,160:    15,558      2,490      9,109      9,479     27,445     34,145     39,044:     7,014      2,116
Other:     6,441:     1,835        450      2,247      1,774      3,519      5,857      6,216:       585        225
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :     3,248:     2,247        347        349        575      3,070      3,170      3,766:        78       -518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        2.9       27.1       23.6       65.0       84.0       95.1:      16.0        4.9
Old  :     100.0:      37.8        6.0       22.1       23.0       66.7       83.0       94.9:      17.0        5.1
Other:     100.0:      28.5        7.0       34.9       27.5       54.6       90.9       96.5:       9.1        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        80         20         26         18         19        112         52:
Old  :       127:        75         26         25         18         19        112         51:
Other:        34:        14          7         16          6         10         25         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       51.5       34.8       68.1       10.2       40.2       17.5       49.4
Old  :                 18.9       51.3       30.7       68.2       10.7       40.0       19.0       50.8
Other:                 54.7       61.1       75.0       77.5       31.2       43.8       41.5       49.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   140,852:    37,754     25,285     10,122     81,480     98,279    129,356    133,686:    11,496      7,166
Old  :    71,679:    25,958     25,583      4,350     33,036     35,949     63,345     65,883:     8,335      5,797
Other:    69,172:    13,116      1,023      4,451     48,444     62,330     66,011     67,804:     3,161      1,369
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :    -2,060:      -759     -3,345        -18     -2,993       -426     -3,770     -3,789:     1,710      1,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       18.0        7.2       57.8       69.8       91.8       94.9:       8.2        5.1
Old  :     100.0:      36.2       35.7        6.1       46.1       50.2       88.4       91.9:      11.6        8.1
Other:     100.0:      19.0        1.5        6.4       70.0       90.1       95.4       98.0:       4.6        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        57         40         30         48         41        125         98:
Old  :       154:        58         36         15         44         35        107         81:
Other:        87:        23         17         21         32         34         69         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       33.3       37.1       48.8       18.7       22.1       29.2       34.8
Old  :                 18.8       37.8       31.9       52.7       16.9       35.3       29.0       48.1
Other:                 37.5       41.5       55.7       61.4       27.1       34.6       40.0       45.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   609,094:   103,769     12,854    136,806    290,310    400,723    530,886    550,383:    78,208     58,711
Old  :   609,094:   103,769     12,854    136,806    290,310    400,723    530,886    550,383:    78,208     58,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :      -155:     1,615         78      1,062     -9,033     -7,385     -6,357     -6,245:     6,202      6,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        2.1       22.5       47.7       65.8       87.2       90.4:      12.8        9.6
Old  :     100.0:      17.0        2.1       22.5       47.7       65.8       87.2       90.4:      12.8        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        58         32         56         74         64        159        126:
Old  :       172:        58         32         56         74         64        159        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       30.6       28.1       44.6       14.0       20.3       21.6       30.5
Old  :                 18.1       30.6       28.1       44.6       14.0       20.3       21.6       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   154,667:    27,082     43,478     40,469     74,574     62,746    142,126    146,693:    12,541      7,974
Old  :   110,863:    22,649     44,125     19,698     58,281     40,901    100,629    104,724:    10,234      6,138
Other:    43,805:     9,750      4,670     15,454     16,293     21,845     41,497     41,969:     2,307      1,836
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :    -2,889:     1,323      3,203      2,341     -6,352     -7,912     -2,687     -2,367:      -201       -521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       28.1       26.2       48.2       40.6       91.9       94.8:       8.1        5.2
Old  :     100.0:      20.4       39.8       17.8       52.6       36.9       90.8       94.5:       9.2        5.5
Other:     100.0:      22.3       10.7       35.3       37.2       49.9       94.7       95.8:       5.3        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       132        115         98        118         99        299        269:
Old  :       367:       134        109         76        106         80        273        232:
Other:       210:        53         48         58         78         77        160        155:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       20.7       24.3       30.4       14.0       13.9       21.5       20.2
Old  :                 18.8       24.1       29.3       32.4       18.8       21.5       28.3       29.3
Other:                 22.8       27.2       38.3       40.3       14.9       20.2       20.6       26.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    21,600:    10,392     13,457      2,409      7,118      2,872     19,919     18,738:     1,681      2,862
Old  :    21,600:    10,392     13,457      2,409      7,118      2,872     19,919     18,738:     1,681      2,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :    -3,749:     2,706     -2,175     -1,127     -5,501       -290     -3,922     -3,592:       173       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       62.3       11.2       33.0       13.3       92.2       86.7:       7.8       13.3
Old  :     100.0:      48.1       62.3       11.2       33.0       13.3       92.2       86.7:       7.8       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        20         26         10          9          8         35         39:
Old  :        62:        20         26         10          9          8         35         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       47.0       76.1       65.1       48.1       44.2       66.7       57.7
Old  :                 51.8       47.0       76.1       65.1       48.1       44.2       66.7       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    31,223:    15,741        346          0     10,738     27,521     26,479     27,867:     4,745      3,357
Old  :    31,223:    15,741        346          0     10,738     27,521     26,479     27,867:     4,745      3,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 20, 2006                        :
     :     2,765:     2,001         85          0      1,020      3,301      3,021      3,386:      -256       -622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4        1.1        0.0       34.4       88.1       84.8       89.2:      15.2       10.8
Old  :     100.0:      50.4        1.1        0.0       34.4       88.1       84.8       89.2:      15.2       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         9          1          0          5         15         14         16:
Old  :        26:         9          1          0          5         15         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       59.8       81.4       76.6       72.6       59.5       81.4       75.9
Old  :                 72.6       59.8       81.4       76.6       72.6       59.5       81.4       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 30, 2006