COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      209,953
COMMITMENTS
  31,421   54,418   42,477  116,799   98,224  190,697  195,119   19,256   14,834

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      4,769)
     452    3,394    3,143      144   -2,744    3,739    3,792    1,030      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     25.9     20.2     55.6     46.8     90.8     92.9      9.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      66      113       72       80       54      193      204
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       48,267
COMMITMENTS
  16,742      952   12,759   10,788   32,153   40,289   45,863    7,979    2,404

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        667)
     909     -428     -158     -464    1,189      287      603      380       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      2.0     26.4     22.4     66.6     83.5     95.0     16.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      86       15       24       16       21      110       52
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      145,277
COMMITMENTS
  40,929   16,707   12,096   78,501  108,570  131,526  137,373   13,752    7,904

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      4,426)
   3,175   -8,578    1,973   -2,979   10,291    2,170    3,687    2,256      739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     11.5      8.3     54.0     74.7     90.5     94.6      9.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      75       35       33       51       45      147       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      609,997
COMMITMENTS
 102,392   12,246  142,859  287,694  405,347  532,945  560,452   77,052   49,545

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        903)
  -1,378     -608    6,053   -2,616    4,624    2,059   10,070   -1,156   -9,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      2.0     23.4     47.2     66.5     87.4     91.9     12.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      60       33       58       71       62      159      126
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      157,478
COMMITMENTS
  28,307   37,387   45,709   70,239   67,030  144,255  150,127   13,222    7,351

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      2,810)
   1,225   -6,091    5,240   -4,336    4,285    2,129    3,433      681     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     23.7     29.0     44.6     42.6     91.6     95.3      8.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     128      122      112      113      100      299      279
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,802
COMMITMENTS
   7,387   11,217    2,535    8,739    2,893   18,662   16,646    1,140    3,156

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     -1,798)
  -3,004   -2,239      126    1,621       21   -1,257   -2,092     -541      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     56.6     12.8     44.1     14.6     94.2     84.1      5.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       25        9       10        8       28       40
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       33,093
COMMITMENTS
  16,260      374        0   11,546   28,527   27,806   28,901    5,288    4,192

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,870)
     519       29        0      808    1,006    1,327    1,035      543      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.1      1.1      0.0     34.9     86.2     84.0     87.3     16.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        1        0        5       15       13       16
 

Updated July 7, 2006