COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      225,712
COMMITMENTS
  36,243   59,621   40,794  123,636  108,317  200,674  208,732   25,038   16,979

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     28,792)
   8,660    1,597    7,082    9,737   18,705   25,479   27,384    3,312    1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     26.4     18.1     54.8     48.0     88.9     92.5     11.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      86      103       68       83       61      202      203
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       54,200
COMMITMENTS
  19,412    1,539   16,119   12,484   33,580   48,015   51,237    6,185    2,963

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      1,448)
     325     -196    1,465     -342      -89    1,448    1,180        0      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      2.8     29.7     23.0     62.0     88.6     94.5     11.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      77       28       32       17       19      111       64
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      140,536
COMMITMENTS
  39,216   22,189   11,392   76,548   98,825  127,156  132,405   13,380    8,131

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,574)
     969   -8,526    1,826     -362    9,559    2,433    2,859      141     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     15.8      8.1     54.5     70.3     90.5     94.2      9.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      74       40       30       50       42      140      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      711,115
COMMITMENTS
 117,089   14,063  173,701  327,515  468,151  618,305  655,915   92,810   55,200

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     -9,395)
   2,876   -1,995   -5,949     -147     -472   -3,221   -8,417   -6,174     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      2.0     24.4     46.1     65.8     86.9     92.2     13.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      83       30       73       65       63      175      140
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      134,712
COMMITMENTS
  22,857   23,463   36,243   62,360   66,068  121,460  125,775   13,252    8,937

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,780)
  -2,878    7,092        9    5,248   -5,722    2,380    1,379      401    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     17.4     26.9     46.3     49.0     90.2     93.4      9.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     135       99      107      107       94      295      253
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       41,094
COMMITMENTS
  11,819   15,722    3,296   24,475   16,800   39,590   35,818    1,504    5,276

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     -2,499)
     605   -2,061      859   -4,131   -1,419   -2,667   -2,621      168      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     38.3      8.0     59.6     40.9     96.3     87.2      3.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      12       42       11        9       10       26       59
 

Updated May 19, 2006