COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, May 2, 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  :   149,879:    27,854     60,146      8,462     97,453     67,424    133,769    136,032:    16,110     13,847
Old  :   105,339:    19,319     57,368        104     74,944     37,474     94,367     94,946:    10,972     10,393
Other:    44,540:    14,762      9,005      2,131     22,509     29,950     39,402     41,086:     5,138      3,454
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :     7,684:     2,237        922      1,002      4,827      6,234      8,066      8,158:      -382       -474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       40.1        5.6       65.0       45.0       89.3       90.8:      10.7        9.2
Old  :     100.0:      18.3       54.5        0.1       71.1       35.6       89.6       90.1:      10.4        9.9
Other:     100.0:      33.1       20.2        4.8       50.5       67.2       88.5       92.2:      11.5        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        69         98         45         70         45        158        176:
Old  :       240:        57        106          4         61         23        122        130:
Other:       132:        44         29         24         34         38         89         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       26.6       43.7       36.0       28.4       20.5       41.4       28.6
Old  :                 38.3       31.1       53.1       39.7       38.3       30.9       53.1       39.5
Other:                 35.0       36.4       48.1       53.0       31.8       34.9       44.9       51.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, May 2, 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  :    34,978:    17,001      7,662      3,352     10,282     21,868     30,635     32,882:     4,343      2,096
Old  :    32,993:    17,438      6,960      2,409      8,961     21,619     28,808     30,988:     4,185      2,005
Other:     1,985:       279      1,418        227      1,321        249      1,827      1,894:       158         91
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    -2,875:     2,092      1,482       -857     -2,758     -1,706     -1,523     -1,081:    -1,352     -1,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       21.9        9.6       29.4       62.5       87.6       94.0:      12.4        6.0
Old  :     100.0:      52.9       21.1        7.3       27.2       65.5       87.3       93.9:      12.7        6.1
Other:     100.0:      14.1       71.4       11.4       66.5       12.5       92.0       95.4:       8.0        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        70         25         16         19         20        102         51:
Old  :       129:        74         23         13         19         19         99         50:
Other:        27:         3         15          7          6          4         15         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  :                 22.9       52.5       33.2       67.6       19.0       44.0       28.2       55.5
Old  :                 20.9       54.9       31.5       69.4       17.7       46.8       27.4       57.9
Other:                 68.5       61.2       84.9       80.9       62.8       53.1       74.7       70.7
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, May 2, 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  :   129,342:    36,480     36,069      3,306     79,702     83,506    119,488    122,881:     9,854      6,461
Old  :    87,404:    32,291     36,407      1,544     44,862     43,795     78,697     81,746:     8,707      5,658
Other:    41,938:     5,287        760        664     34,840     39,711     40,791     41,135:     1,147        803
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    -1,351:     1,328     -3,057       -183     -3,014      2,615     -1,869       -625:       518       -726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       27.9        2.6       61.6       64.6       92.4       95.0:       7.6        5.0
Old  :     100.0:      36.9       41.7        1.8       51.3       50.1       90.0       93.5:      10.0        6.5
Other:     100.0:      12.6        1.8        1.6       83.1       94.7       97.3       98.1:       2.7        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        64         39         19         51         39        123         92:
Old  :       166:        63         40         11         46         32        114         79:
Other:        60:        13          8          5         28         26         45         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       28.7       37.4       45.6       17.4       19.9       27.8       33.4
Old  :                 20.9       30.0       32.6       47.8       18.4       28.2       29.0       44.4
Other:                 46.9       61.0       69.8       80.1       33.7       51.5       53.0       64.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, May 2, 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  :   477,939:   101,646     25,508     35,297    268,982    375,165    405,925    435,970:    72,014     41,969
Old  :   477,939:   101,646     25,508     35,297    268,982    375,165    405,925    435,970:    72,014     41,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :     2,550:       384         41      2,284     -1,260      6,941      1,408      9,266:     1,142     -6,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.3        7.4       56.3       78.5       84.9       91.2:      15.1        8.8
Old  :     100.0:      21.3        5.3        7.4       56.3       78.5       84.9       91.2:      15.1        8.8
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  :       177:        65         31         45         60         50        153        105:
Old  :       177:        65         31         45         60         50        153        105:
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  :                 22.3       35.2       35.5       53.2       18.0       29.8       27.1       41.0
Old  :                 22.3       35.2       35.5       53.2       18.0       29.8       27.1       41.0
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 2, 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  :   100,244:    28,512     15,239     11,809     48,870     66,715     89,191     93,763:    11,053      6,481
Old  :    83,582:    26,356     16,492      5,265     41,886     56,412     73,507     78,169:    10,075      5,413
Other:    16,662:     6,833      3,424      1,867      6,984     10,303     15,684     15,594:       978      1,068
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :      -758:       356       -366      1,028     -2,291     -1,527       -907       -865:       149        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       15.2       11.8       48.8       66.6       89.0       93.5:      11.0        6.5
Old  :     100.0:      31.5       19.7        6.3       50.1       67.5       87.9       93.5:      12.1        6.5
Other:     100.0:      41.0       20.5       11.2       41.9       61.8       94.1       93.6:       5.9        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       118         66         61         87         96        238        197:
Old  :       309:       120         66         47         73         88        218        178:
Other:       143:        27         33         20         48         59         88        100:
     :----------------------------------------------------------------------------------------------------
     :             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       26.0       30.5       36.6       20.3       22.7       29.9       33.0
Old  :                 24.2       27.4       35.0       39.1       24.2       26.0       35.0       37.5
Other:                 33.6       33.0       47.2       48.3       30.7       24.6       42.6       36.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, May 2, 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  :    38,433:     8,667     14,090      2,071     25,797     17,594     36,535     33,755:     1,898      4,678
Old  :    38,433:     8,667     14,090      2,071     25,797     17,594     36,535     33,755:     1,898      4,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :     6,421:    -2,115      5,586        -17      7,759        117      5,627      5,686:       794        735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       36.7        5.4       67.1       45.8       95.1       87.8:       4.9       12.2
Old  :     100.0:      22.6       36.7        5.4       67.1       45.8       95.1       87.8:       4.9       12.2
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  :        65:        15         33          4         10          8         26         45:
Old  :        65:        15         33          4         10          8         26         45:
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  :                 73.6       55.0       88.0       67.9       72.1       54.1       82.4       65.1
Old  :                 73.6       55.0       88.0       67.9       72.1       54.1       82.4       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 5, 2006