COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, April 4, 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  :   137,879:    26,672     49,919     10,677     83,862     63,868    121,211    124,464:    16,668     13,415
Old  :   113,881:    20,211     50,281      6,449     73,212     45,760     99,872    102,490:    14,009     11,391
Other:    23,998:     8,786      1,963      1,903     10,650     18,108     21,339     21,974:     2,659      2,024
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     1,649:     2,504      3,192     -1,771        576        487      1,309      1,908:       340       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       36.2        7.7       60.8       46.3       87.9       90.3:      12.1        9.7
Old  :     100.0:      17.7       44.2        5.7       64.3       40.2       87.7       90.0:      12.3       10.0
Other:     100.0:      36.6        8.2        7.9       44.4       75.5       88.9       91.6:      11.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        66         90         53         63         44        155        171:
Old  :       231:        61         95         38         58         38        137        159:
Other:       104:        38         19         16         27         30         71         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.6       27.0       39.9       37.1       27.6       22.2       39.1       30.8
Old  :                 33.4       29.4       46.1       38.3       33.4       27.1       45.6       35.2
Other:                 33.1       49.2       49.9       61.5       31.3       46.0       47.5       57.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, April 4, 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  :    37,265:    19,335      9,195      2,444     10,939     21,808     32,718     33,447:     4,547      3,818
Old  :    35,349:    19,671      8,410      1,600      9,630     21,556     30,901     31,566:     4,448      3,783
Other:     1,916:       232      1,353        276      1,309        252      1,817      1,881:        99         35
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :      -964:       677       -489       -344       -895       -260       -562     -1,093:      -402        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       24.7        6.6       29.4       58.5       87.8       89.8:      12.2       10.2
Old  :     100.0:      55.6       23.8        4.5       27.2       61.0       87.4       89.3:      12.6       10.7
Other:     100.0:      12.1       70.6       14.4       68.3       13.2       94.8       98.2:       5.2        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        69         24         17         19         23         99         57:
Old  :       128:        71         23         15         19         23         98         56:
Other:        22:         3         13          4          3          4          9         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       41.5       38.1       58.1       22.1       34.0       34.0       50.2
Old  :                 22.2       43.2       36.6       60.4       21.0       36.7       33.6       53.8
Other:                 80.4       62.1       94.7       83.8       72.3       52.7       75.7       69.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, April 4, 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  :   127,059:    33,165     23,133      3,014     79,919     93,446    116,098    119,593:    10,961      7,466
Old  :    89,766:    30,766     23,383      2,123     46,464     57,037     79,353     82,543:    10,413      7,223
Other:    37,293:     2,873        224        417     33,455     36,409     36,745     37,050:       548        243
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :        49:     1,514        800        320     -3,336     -1,090     -1,502         30:     1,551         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       18.2        2.4       62.9       73.5       91.4       94.1:       8.6        5.9
Old  :     100.0:      34.3       26.0        2.4       51.8       63.5       88.4       92.0:      11.6        8.0
Other:     100.0:       7.7        0.6        1.1       89.7       97.6       98.5       99.3:       1.5        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        69         31         17         57         42        133         86:
Old  :       166:        66         34         15         56         37        130         79:
Other:        51:        15          1          6         26         23         41         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       34.4       36.7       51.4       17.0       26.6       26.8       38.8
Old  :                 19.0       33.6       31.7       47.9       18.7       29.2       29.9       42.5
Other:                 51.8       65.1       76.1       84.8       34.6       49.9       53.1       63.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, April 4, 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  :   487,062:   115,542     28,351     37,287    256,135    385,550    408,964    451,188:    78,098     35,874
Old  :   487,062:   115,542     28,351     37,287    256,135    385,550    408,964    451,188:    78,098     35,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     7,959:     8,026     -4,761      3,446     -4,972      9,863      6,500      8,548:     1,459       -589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        5.8        7.7       52.6       79.2       84.0       92.6:      16.0        7.4
Old  :     100.0:      23.7        5.8        7.7       52.6       79.2       84.0       92.6:      16.0        7.4
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  :       175:        66         24         53         61         54        155        113:
Old  :       175:        66         24         53         61         54        155        113:
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  :                 20.3       35.4       32.2       52.4       16.4       29.6       24.6       41.7
Old  :                 20.3       35.4       32.2       52.4       16.4       29.6       24.6       41.7
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 - Futures Only, April 4, 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  :   106,170:    25,707     16,294     15,329     54,155     66,504     95,191     98,127:    10,979      8,043
Old  :    93,721:    25,278     17,421     10,443     47,644     58,953     83,365     86,817:    10,356      6,904
Other:    12,449:     3,809      2,253      1,506      6,511      7,551     11,826     11,310:       623      1,139
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     1,354:     1,566       -547        937     -2,203      1,473        300      1,863:     1,054       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       15.3       14.4       51.0       62.6       89.7       92.4:      10.3        7.6
Old  :     100.0:      27.0       18.6       11.1       50.8       62.9       89.0       92.6:      11.0        7.4
Other:     100.0:      30.6       18.1       12.1       52.3       60.7       95.0       90.9:       5.0        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       131         74         67         90         91        253        213:
Old  :       331:       134         77         58         84         87        244        202:
Other:       122:        19         31         15         43         53         73         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       22.4       31.7       34.8       19.7       16.4       27.8       26.1
Old  :                 22.7       23.8       34.7       37.1       22.3       19.2       31.4       29.7
Other:                 35.3       29.4       53.0       43.4       33.6       19.2       46.5       30.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, April 4, 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  :    27,672:    11,227      4,483      2,019     12,902     19,073     26,148     25,575:     1,524      2,097
Old  :    27,672:    11,227      4,483      2,019     12,902     19,073     26,148     25,575:     1,524      2,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :       514:    -2,466      1,120         17      3,015       -639        566        498:       -52         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       16.2        7.3       46.6       68.9       94.5       92.4:       5.5        7.6
Old  :     100.0:      40.6       16.2        7.3       46.6       68.9       94.5       92.4:       5.5        7.6
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  :        50:        21         13          4          8         10         30         26:
Old  :        50:        21         13          4          8         10         30         26:
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  :                 62.8       74.8       79.0       83.6       60.7       67.6       71.5       75.4
Old  :                 62.8       74.8       79.0       83.6       60.7       67.6       71.5       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 7, 2006