COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, May 30, 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  :   176,377:    38,469     61,502     11,542    105,867     88,555    155,878    161,599:    20,499     14,778
Old  :   105,227:    19,966     59,724         82     74,218     36,302     94,266     96,108:    10,961      9,119
Other:    71,150:    27,316     10,591      2,647     31,649     52,253     61,612     65,491:     9,538      5,659
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :     2,695:       799     -2,123      1,081       -284      3,154      1,596      2,112:     1,099        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       34.9        6.5       60.0       50.2       88.4       91.6:      11.6        8.4
Old  :     100.0:      19.0       56.8        0.1       70.5       34.5       89.6       91.3:      10.4        8.7
Other:     100.0:      38.4       14.9        3.7       44.5       73.4       86.6       92.0:      13.4        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        87         88         56         77         48        185        182:
Old  :       241:        61        110          2         59         18        121        129:
Other:       161:        66         23         29         47         45        121         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       30.8       38.6       40.2       25.8       25.1       37.6       33.6
Old  :                 35.8       34.2       50.7       42.5       35.8       34.2       50.7       42.5
Other:                 25.3       34.5       37.1       50.7       22.5       31.8       33.8       46.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, May 30, 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  :    31,476:    14,771      4,005      5,034      7,150     20,507     26,955     29,546:     4,521      1,930
Old  :    29,239:    15,008      3,436      3,996      5,898     19,987     24,902     27,419:     4,337      1,820
Other:     2,237:       568      1,374        233      1,252        520      2,053      2,127:       184        110
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :      -409:       -65         -8          1       -666       -775       -730       -782:       321        373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       12.7       16.0       22.7       65.2       85.6       93.9:      14.4        6.1
Old  :     100.0:      51.3       11.8       13.7       20.2       68.4       85.2       93.8:      14.8        6.2
Other:     100.0:      25.4       61.4       10.4       56.0       23.2       91.8       95.1:       8.2        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        58         21         20         13         15         85         45:
Old  :       106:        59         21         17         13         15         83         44:
Other:        28:         6         13          8          6          4         17         20:
     :----------------------------------------------------------------------------------------------------
     :             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       55.8       33.6       70.7       20.5       51.5       31.2       62.7
Old  :                 20.7       58.1       32.3       72.1       19.0       54.2       30.5       64.8
Other:                 72.7       65.1       85.1       82.3       65.1       58.9       71.8       70.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, May 30, 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  :   139,343:    36,857     28,786      4,082     88,682    100,204    129,621    133,072:     9,722      6,271
Old  :    85,343:    28,524     28,762      1,852     46,794     49,400     77,170     80,014:     8,173      5,329
Other:    54,000:     9,576      1,267        987     41,888     50,804     52,451     53,058:     1,549        942
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :     7,189:    -1,307      7,730        506      8,715     -1,479      7,914      6,757:      -725        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       20.7        2.9       63.6       71.9       93.0       95.5:       7.0        4.5
Old  :     100.0:      33.4       33.7        2.2       54.8       57.9       90.4       93.8:       9.6        6.2
Other:     100.0:      17.7        2.3        1.8       77.6       94.1       97.1       98.3:       2.9        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        58         36         19         52         40        122         88:
Old  :       160:        61         34         14         47         36        115         79:
Other:        65:        12         10          7         34         29         53         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       31.6       37.4       47.7       15.8       20.8       26.5       32.0
Old  :                 19.5       33.3       30.9       49.6       18.0       26.8       27.9       42.0
Other:                 41.7       52.8       64.3       71.9       30.8       47.2       49.8       60.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, May 30, 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  :   485,191:    99,708     42,126     40,885    279,360    355,031    419,953    438,042:    65,238     47,149
Old  :   485,191:    99,708     42,126     40,885    279,360    355,031    419,953    438,042:    65,238     47,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :    -5,732:       141      3,984         97     -3,177    -10,664     -2,939     -6,583:    -2,793        851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        8.7        8.4       57.6       73.2       86.6       90.3:      13.4        9.7
Old  :     100.0:      20.6        8.7        8.4       57.6       73.2       86.6       90.3:      13.4        9.7
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  :       179:        54         42         57         62         53        153        124:
Old  :       179:        54         42         57         62         53        153        124:
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  :                 22.5       32.1       35.5       46.8       18.9       25.6       27.9       35.7
Old  :                 22.5       32.1       35.5       46.8       18.9       25.6       27.9       35.7
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, May 30, 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  :   112,292:    28,793     31,669      9,525     62,566     62,989    100,884    104,183:    11,408      8,109
Old  :    93,697:    26,630     32,990      4,434     52,571     49,157     83,635     86,581:    10,062      7,116
Other:    18,595:     6,400      2,916        854      9,995     13,832     17,249     17,602:     1,346        993
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :     5,775:       527      3,684       -772      5,963      2,945      5,718      5,857:        57        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       28.2        8.5       55.7       56.1       89.8       92.8:      10.2        7.2
Old  :     100.0:      28.4       35.2        4.7       56.1       52.5       89.3       92.4:      10.7        7.6
Other:     100.0:      34.4       15.7        4.6       53.8       74.4       92.8       94.7:       7.2        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       118         88         64        101         83        248        216:
Old  :       330:       115         93         44         90         70        225        191:
Other:       148:        38         28         19         57         55        104         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       27.1       31.3       36.5       19.2       18.6       28.9       27.8
Old  :                 22.9       28.1       35.2       37.7       22.6       23.4       33.4       32.9
Other:                 27.1       41.4       42.3       57.8       21.0       37.2       34.7       48.5
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, May 30, 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  :    39,881:    10,388     18,663      2,212     26,005     15,090     38,605     35,965:     1,276      3,916
Old  :    39,881:    10,388     18,663      2,212     26,005     15,090     38,605     35,965:     1,276      3,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2006                         :
     :     1,686:       131      1,828        122      1,546       -180      1,799      1,770:      -113        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       46.8        5.5       65.2       37.8       96.8       90.2:       3.2        9.8
Old  :     100.0:      26.0       46.8        5.5       65.2       37.8       96.8       90.2:       3.2        9.8
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  :        61:        15         33          8          6          8         23         49:
Old  :        61:        15         33          8          6          8         23         49:
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  :                 79.6       54.2       91.2       68.4       77.7       53.7       85.9       65.2
Old  :                 79.6       54.2       91.2       68.4       77.7       53.7       85.9       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 2, 2006