COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, May 9, 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  :   154,475:    27,109     60,728      9,554     99,797     70,346    136,460    140,628:    18,015     13,847
Old  :   105,914:    19,126     58,079         51     75,177     37,831     94,354     95,961:    11,560      9,953
Other:    48,561:    15,432     10,098      2,054     24,620     32,515     42,106     44,667:     6,455      3,894
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     4,596:      -745        582      1,092      2,344      2,922      2,691      4,596:     1,905          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       39.3        6.2       64.6       45.5       88.3       91.0:      11.7        9.0
Old  :     100.0:      18.1       54.8        0.0       71.0       35.7       89.1       90.6:      10.9        9.4
Other:     100.0:      31.8       20.8        4.2       50.7       67.0       86.7       92.0:      13.3        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        69         97         43         69         45        157        173:
Old  :       239:        59        105          2         58         22        118        128:
Other:       133:        46         29         23         37         39         91         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  :                 28.0       27.0       42.9       36.6       27.9       20.4       40.5       29.1
Old  :                 37.5       31.7       52.3       40.0       37.5       31.7       52.3       40.0
Other:                 33.3       33.2       47.1       49.2       29.9       32.0       42.1       47.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, May 9, 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  :    36,820:    18,182      5,736      4,360      9,516     24,546     32,058     34,642:     4,762      2,178
Old  :    34,690:    18,765      5,203      3,120      8,195     24,297     30,080     32,620:     4,610      2,070
Other:     2,130:       491      1,607        166      1,321        249      1,978      2,022:       152        108
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     1,842:     1,181     -1,926      1,008       -766      2,678      1,423      1,760:       419         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4       15.6       11.8       25.8       66.7       87.1       94.1:      12.9        5.9
Old  :     100.0:      54.1       15.0        9.0       23.6       70.0       86.7       94.0:      13.3        6.0
Other:     100.0:      23.1       75.4        7.8       62.0       11.7       92.9       94.9:       7.1        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        72         28         19         18         21        102         58:
Old  :       133:        73         28         17         18         21        101         57:
Other:        27:         4         14          8          6          4         16         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  :                 22.4       51.0       34.4       64.5       18.9       42.3       27.9       53.7
Old  :                 21.2       53.5       32.9       66.2       17.8       45.3       27.3       56.8
Other:                 72.9       59.8       87.7       78.4       66.9       55.2       79.2       72.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, May 9, 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  :   127,120:    39,022     30,556      2,369     74,593     87,204    115,984    120,129:    11,136      6,991
Old  :    84,683:    33,907     31,182      1,323     39,522     46,424     74,752     78,929:     9,931      5,754
Other:    42,437:     5,842        101        319     35,071     40,780     41,232     41,200:     1,205      1,237
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    -2,222:     2,542     -5,513       -937     -5,109      3,698     -3,504     -2,752:     1,282        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       24.0        1.9       58.7       68.6       91.2       94.5:       8.8        5.5
Old  :     100.0:      40.0       36.8        1.6       46.7       54.8       88.3       93.2:      11.7        6.8
Other:     100.0:      13.8        0.2        0.8       82.6       96.1       97.2       97.1:       2.8        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        73         37         15         51         41        130         88:
Old  :       172:        71         37         12         45         36        120         82:
Other:        58:        14          3          2         29         28         44         32:
     :----------------------------------------------------------------------------------------------------
     :             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       30.7       36.3       48.5       17.2       22.9       26.8       35.3
Old  :                 19.9       31.3       31.5       47.9       19.5       30.0       29.6       44.7
Other:                 47.1       60.7       70.8       79.7       33.1       51.0       52.7       63.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, May 9, 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  :   491,563:   109,170     31,885     34,150    272,478    383,156    415,798    449,191:    75,765     42,372
Old  :   491,563:   109,170     31,885     34,150    272,478    383,156    415,798    449,191:    75,765     42,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    13,624:     7,524      6,377     -1,147      3,496      7,991      9,873     13,221:     3,751        403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        6.5        6.9       55.4       77.9       84.6       91.4:      15.4        8.6
Old  :     100.0:      22.2        6.5        6.9       55.4       77.9       84.6       91.4:      15.4        8.6
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:        68         33         50         55         52        151        112:
Old  :       177:        68         33         50         55         52        151        112:
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       33.6       35.3       51.4       18.1       28.4       27.0       39.5
Old  :                 22.5       33.6       35.3       51.4       18.1       28.4       27.0       39.5
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 9, 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  :    99,976:    27,686     16,387     11,730     49,459     65,287     88,875     93,404:    11,101      6,572
Old  :    83,616:    25,546     17,881      5,802     42,290     54,345     73,638     78,028:     9,978      5,588
Other:    16,360:     6,209      2,575      1,859      7,169     10,942     15,237     15,376:     1,123        984
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :      -268:      -826      1,148        -79        589     -1,428       -316       -359:        48         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       16.4       11.7       49.5       65.3       88.9       93.4:      11.1        6.6
Old  :     100.0:      30.6       21.4        6.9       50.6       65.0       88.1       93.3:      11.9        6.7
Other:     100.0:      38.0       15.7       11.4       43.8       66.9       93.1       94.0:       6.9        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       117         73         62         92         95        242        205:
Old  :       321:       116         76         44         83         88        221        189:
Other:       145:        34         29         19         46         61         92         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       25.5       30.1       36.1       20.6       21.8       29.5       32.2
Old  :                 24.5       26.0       35.1       37.4       24.5       24.9       35.1       35.7
Other:                 29.9       32.5       44.2       47.7       26.9       25.6       40.4       36.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, May 9, 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  :    40,912:    10,076     16,794      2,079     27,692     17,756     39,847     36,629:     1,065      4,283
Old  :    40,912:    10,076     16,794      2,079     27,692     17,756     39,847     36,629:     1,065      4,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     2,479:     1,409      2,704          8      1,895        162      3,312      2,874:      -833       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       41.0        5.1       67.7       43.4       97.4       89.5:       2.6       10.5
Old  :     100.0:      24.6       41.0        5.1       67.7       43.4       97.4       89.5:       2.6       10.5
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  :        68:        15         35          6          9         10         25         51:
Old  :        68:        15         35          6          9         10         25         51:
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  :                 74.2       54.6       91.0       67.9       72.8       54.3       85.5       65.4
Old  :                 74.2       54.6       91.0       67.9       72.8       54.3       85.5       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 12, 2006