COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      205,184
COMMITMENTS
  30,969   51,024   39,334  116,655  100,969  186,958  191,326   18,226   13,858

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -4,858)
  -1,801    9,458    2,278   -2,599  -17,269   -2,122   -5,532   -2,736      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     24.9     19.2     56.9     49.2     91.1     93.2      8.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      65      105       68       79       56      185      196
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       47,601
COMMITMENTS
  15,833    1,380   12,916   11,252   30,964   40,002   45,260    7,599    2,341

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      3,248)
   2,247      347      349      575    3,070    3,170    3,766       78     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      2.9     27.1     23.6     65.0     84.0     95.1     16.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      80       20       26       18       19      112       52
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      140,852
COMMITMENTS
  37,754   25,285   10,122   81,480   98,279  129,356  133,686   11,496    7,166

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -2,060)
    -759   -3,345      -18   -2,993     -426   -3,770   -3,789    1,710    1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     18.0      7.2     57.8     69.8     91.8     94.9      8.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      57       40       30       48       41      125       98
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      609,094
COMMITMENTS
 103,769   12,854  136,806  290,310  400,723  530,886  550,383   78,208   58,711

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:       -155)
   1,615       78    1,062   -9,033   -7,385   -6,357   -6,245    6,202    6,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      2.1     22.5     47.7     65.8     87.2     90.4     12.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      58       32       56       74       64      159      126
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      154,667
COMMITMENTS
  27,082   43,478   40,469   74,574   62,746  142,126  146,693   12,541    7,974

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -2,889)
   1,323    3,203    2,341   -6,352   -7,912   -2,687   -2,367     -201     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     28.1     26.2     48.2     40.6     91.9     94.8      8.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     132      115       98      118       99      299      269
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       21,600
COMMITMENTS
  10,392   13,457    2,409    7,118    2,872   19,919   18,738    1,681    2,862

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -3,749)
   2,706   -2,175   -1,127   -5,501     -290   -3,922   -3,592      173     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1     62.3     11.2     33.0     13.3     92.2     86.7      7.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20       26       10        9        8       35       39
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED 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:       31,223
COMMITMENTS
  15,741      346        0   10,738   27,521   26,479   27,867    4,745    3,357

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      2,765)
   2,001       85        0    1,020    3,301    3,021    3,386     -256     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4      1.1      0.0     34.4     88.1     84.8     89.2     15.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        1        0        5       15       14       16
 

Updated June 30, 2006