COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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  :   229,371:    35,414     61,771     42,179    128,151    109,274    205,745    213,223:    23,626     16,147
Old  :   127,187:    19,730     59,370     12,101     82,348     45,815    114,180    117,286:    13,008      9,901
Other:   102,183:    22,053      8,770     23,708     45,803     63,458     91,565     95,937:    10,618      6,246
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     3,659:      -829      2,150      1,385      4,515        956      5,071      4,491:    -1,412       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       26.9       18.4       55.9       47.6       89.7       93.0:      10.3        7.0
Old  :     100.0:      15.5       46.7        9.5       64.7       36.0       89.8       92.2:      10.2        7.8
Other:     100.0:      21.6        8.6       23.2       44.8       62.1       89.6       93.9:      10.4        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        87        109         72         87         63        210        215:
Old  :       261:        79        101         49         72         42        167        176:
Other:       183:        52         44         54         69         58        159        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       28.6       32.2       35.9       20.2       19.4       29.3       25.5
Old  :                 30.3       30.4       43.0       37.3       30.3       29.9       42.6       36.8
Other:                 23.2       30.2       34.0       42.7       17.3       22.1       25.6       31.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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  :    47,355:    15,513      1,174     14,462     11,913     29,285     41,888     44,921:     5,467      2,434
Old  :    41,797:    15,534      1,870     11,167      9,994     26,567     36,696     39,604:     5,102      2,193
Other:     5,558:     1,270        595      2,003      1,919      2,718      5,193      5,317:       365        241
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -6,845:    -3,900       -365     -1,657       -570     -4,295     -6,127     -6,316:      -718       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        2.5       30.5       25.2       61.8       88.5       94.9:      11.5        5.1
Old  :     100.0:      37.2        4.5       26.7       23.9       63.6       87.8       94.8:      12.2        5.2
Other:     100.0:      22.9       10.7       36.0       34.5       48.9       93.4       95.7:       6.6        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        73         18         30         18         18        102         58:
Old  :       119:        72         20         29         18         18        102         57:
Other:        32:         9         12         16          6          6         23         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       55.7       38.1       70.1       12.4       42.1       19.5       47.6
Old  :                 23.1       56.4       34.9       70.2       12.4       43.2       20.3       49.2
Other:                 57.7       58.3       78.1       76.6       34.5       37.7       42.4       44.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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  :   143,112:    37,442     20,422     11,652     82,189    104,037    131,283    136,111:    11,829      7,001
Old  :    90,235:    29,190     20,774      8,555     42,229     54,742     79,974     84,070:    10,261      6,165
Other:    52,877:     9,116        513      2,232     39,960     49,295     51,308     52,041:     1,568        836
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     2,576:    -1,775     -1,767        260      5,641      5,213      4,126      3,706:    -1,550     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       14.3        8.1       57.4       72.7       91.7       95.1:       8.3        4.9
Old  :     100.0:      32.3       23.0        9.5       46.8       60.7       88.6       93.2:      11.4        6.8
Other:     100.0:      17.2        1.0        4.2       75.6       93.2       97.0       98.4:       3.0        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        65         39         30         49         43        131        101:
Old  :       167:        65         39         27         44         39        121         96:
Other:        65:        12         11         10         31         30         51         43:
     :----------------------------------------------------------------------------------------------------
     :             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       30.5       33.5       47.6       15.7       22.0       25.3       33.0
Old  :                 17.7       32.6       29.3       46.4       16.6       29.1       27.6       41.2
Other:                 41.5       53.8       63.8       72.2       29.6       46.1       48.3       59.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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  :   710,827:   104,614     15,597    181,645    337,832    455,069    624,090    652,311:    86,737     58,517
Old  :   710,827:   104,614     15,597    181,645    337,832    455,069    624,090    652,311:    86,737     58,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :      -288:   -12,476      1,534      7,944     10,316    -13,082      5,785     -3,605:    -6,073      3,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        2.2       25.6       47.5       64.0       87.8       91.8:      12.2        8.2
Old  :     100.0:      14.7        2.2       25.6       47.5       64.0       87.8       91.8:      12.2        8.2
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  :       186:        71         36         72         67         62        173        140:
Old  :       186:        71         36         72         67         62        173        140:
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  :                 17.8       27.0       28.0       40.1       12.8       17.7       19.0       26.7
Old  :                 17.8       27.0       28.0       40.1       12.8       17.7       19.0       26.7
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 with Delta-adjusted Options and Futures Combined, May 23, 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  :   142,757:    23,617     28,092     39,463     66,549     66,068    129,629    133,622:    13,128      9,134
Old  :   115,675:    22,536     29,092     26,307     55,428     52,565    104,271    107,963:    11,404      7,712
Other:    27,082:     5,978      3,897      8,259     11,121     13,503     25,358     25,659:     1,724      1,423
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     8,045:       761      4,628      3,219      4,189         -0      8,169      7,847:      -124        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       19.7       27.6       46.6       46.3       90.8       93.6:       9.2        6.4
Old  :     100.0:      19.5       25.1       22.7       47.9       45.4       90.1       93.3:       9.9        6.7
Other:     100.0:      22.1       14.4       30.5       41.1       49.9       93.6       94.7:       6.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       131        109        106        110         92        294        261:
Old  :       365:       139         99        100        107         85        286        248:
Other:       169:        42         44         52         62         60        133        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       20.6       25.4       30.1       14.9       14.8       23.0       22.2
Old  :                 18.2       21.3       28.2       30.9       18.1       18.3       27.5       25.9
Other:                 24.0       30.6       35.9       44.4       15.9       22.5       25.7       30.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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  :    41,092:    10,609     17,248      3,173     25,387     15,581     39,169     36,002:     1,923      5,090
Old  :    41,092:    10,609     17,248      3,173     25,387     15,581     39,169     36,002:     1,923      5,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :        -2:    -1,210      1,526       -123        912     -1,219       -420        184:       418       -186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       42.0        7.7       61.8       37.9       95.3       87.6:       4.7       12.4
Old  :     100.0:      25.8       42.0        7.7       61.8       37.9       95.3       87.6:       4.7       12.4
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  :        65:        11         40         10          6         10         21         57:
Old  :        65:        11         40         10          6         10         21         57:
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  :                 78.2       49.3       90.8       63.4       75.9       48.3       83.8       60.5
Old  :                 78.2       49.3       90.8       63.4       75.9       48.3       83.8       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 26, 2006