COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      234,516
COMMITMENTS
  34,112   43,921   49,037  126,331  125,315  209,480  218,272   25,037   16,244

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:       -357)
  -2,792   -3,167    3,311   -1,506     -569     -986     -425      629       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.7     20.9     53.9     53.4     89.3     93.1     10.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      90       94       81       85       62      223      198
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       48,861
COMMITMENTS
  13,724    1,113   15,992   12,600   28,859   42,316   45,964    6,545    2,897

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        686)
     460       31      777      667      719    1,903    1,526   -1,218     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      2.3     32.7     25.8     59.1     86.6     94.1     13.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      65       25       34       21       24      106       69
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      155,287
COMMITMENTS
  37,604   32,753   11,980   95,394  102,928  144,978  147,661   10,309    7,626

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      1,539)
   1,418    2,271    1,147    1,015      986    3,580    4,404   -2,041   -2,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     21.1      7.7     61.4     66.3     93.4     95.1      6.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      52       56       36       54       42      132      118
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      609,988
COMMITMENTS
  98,971   16,292  130,810  311,688  403,074  541,469  550,176   68,518   59,812

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    -96,330)
  -2,579    2,559  -57,270  -26,042  -35,010  -85,891  -89,721  -10,438   -6,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      2.7     21.4     51.1     66.1     88.8     90.2     11.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      59       35       61       76       68      168      135
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      159,563
COMMITMENTS
  24,773   38,965   35,178   84,681   74,905  144,632  149,048   14,931   10,515

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     -2,512)
     390    1,893   -6,349    1,943      627   -4,017   -3,830    1,505    1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     24.4     22.0     53.1     46.9     90.6     93.4      9.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     111      129       96      113       98      284      269
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       40,895
COMMITMENTS
   8,612   17,305    2,634   27,736   17,418   38,983   37,357    1,912    3,538

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:       -683)
  -1,683     -625   -1,312    1,934    2,534   -1,061      598      378   -1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     42.3      6.4     67.8     42.6     95.3     91.3      4.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       23       10        9       12       24       42
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       38,230
COMMITMENTS
  12,418    1,067       97   19,764   32,702   32,279   33,867    5,951    4,363

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      2.8      0.3     51.7     85.5     84.4     88.6     15.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        2        1       10       15       19       17
 

Updated June 16, 2006