COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      229,371
COMMITMENTS
  35,414   61,771   42,179  128,151  109,274  205,745  213,223   23,626   16,147

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      3,659)
    -829    2,150    1,385    4,515      956    5,071    4,491   -1,412     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     26.9     18.4     55.9     47.6     89.7     93.0     10.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      87      109       72       87       63      210      215
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,355
COMMITMENTS
  15,513    1,174   14,462   11,913   29,285   41,888   44,921    5,467    2,434

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -6,845)
  -3,900     -365   -1,657     -570   -4,295   -6,127   -6,316     -718     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      2.5     30.5     25.2     61.8     88.5     94.9     11.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      73       18       30       18       18      102       58
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,112
COMMITMENTS
  37,442   20,422   11,652   82,189  104,037  131,283  136,111   11,829    7,001

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      2,576)
  -1,775   -1,767      260    5,641    5,213    4,126    3,706   -1,550   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     14.3      8.1     57.4     72.7     91.7     95.1      8.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      65       39       30       49       43      131      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      710,827
COMMITMENTS
 104,614   15,597  181,645  337,832  455,069  624,090  652,311   86,737   58,517

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -288)
 -12,476    1,534    7,944   10,316  -13,082    5,785   -3,605   -6,073    3,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      2.2     25.6     47.5     64.0     87.8     91.8     12.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      71       36       72       67       62      173      140
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      142,757
COMMITMENTS
  23,617   28,092   39,463   66,549   66,068  129,629  133,622   13,128    9,134

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      8,045)
     761    4,628    3,219    4,189       -0    8,169    7,847     -124      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     19.7     27.6     46.6     46.3     90.8     93.6      9.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     131      109      106      110       92      294      261
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       41,092
COMMITMENTS
  10,609   17,248    3,173   25,387   15,581   39,169   36,002    1,923    5,090

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:         -2)
  -1,210    1,526     -123      912   -1,219     -420      184      418     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8     42.0      7.7     61.8     37.9     95.3     87.6      4.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11       40       10        6       10       21       57
 

Updated May 26, 2006