COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, May 16, 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  :   171,867:    38,537     61,352     10,160    102,558     85,456    151,255    156,968:    20,612     14,899
Old  :   109,458:    22,357     58,432         85     74,553     41,643     96,995    100,160:    12,463      9,298
Other:    62,409:    23,122      9,862      3,133     28,005     43,813     54,260     56,808:     8,149      5,601
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    17,392:    11,428        624        606      2,761     15,110     14,795     16,340:     2,597      1,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       35.7        5.9       59.7       49.7       88.0       91.3:      12.0        8.7
Old  :     100.0:      20.4       53.4        0.1       68.1       38.0       88.6       91.5:      11.4        8.5
Other:     100.0:      37.0       15.8        5.0       44.9       70.2       86.9       91.0:      13.1        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        86         89         47         73         46        176        171:
Old  :       243:        69         99          3         58         23        128        124:
Other:       142:        52         23         30         40         42        104         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       31.0       39.9       40.5       25.5       24.8       37.5       33.7
Old  :                 35.5       34.5       50.1       43.1       35.5       34.5       50.1       43.1
Other:                 29.0       34.0       41.4       50.2       26.2       31.4       37.5       47.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, May 16, 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  :    36,651:    19,031      5,358      5,001      7,793     24,266     31,825     34,625:     4,826      2,026
Old  :    34,440:    19,433      4,853      3,854      6,523     23,807     29,810     32,514:     4,630      1,926
Other:     2,211:       552      1,459        193      1,270        459      2,015      2,111:       196        100
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :      -169:       849       -378        641     -1,723       -280       -233        -17:        64       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       14.6       13.6       21.3       66.2       86.8       94.5:      13.2        5.5
Old  :     100.0:      56.4       14.1       11.2       18.9       69.1       86.6       94.4:      13.4        5.6
Other:     100.0:      25.0       66.0        8.7       57.4       20.8       91.1       95.5:       8.9        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        67         28         19         14         18         97         51:
Old  :       123:        70         25         17         14         18         96         50:
Other:        28:         4         15          9          6          4         17         21:
     :----------------------------------------------------------------------------------------------------
     :             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       55.0       32.4       68.4       19.2       48.8       28.4       60.1
Old  :                 18.7       57.0       30.6       70.1       18.2       51.5       27.8       62.5
Other:                 72.5       57.7       85.9       80.0       66.3       53.1       76.3       72.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, May 16, 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  :   129,213:    39,711     22,334      4,000     74,236     96,487    117,947    122,821:    11,266      6,392
Old  :    83,871:    33,558     23,112      2,313     38,255     53,011     74,126     78,436:     9,745      5,435
Other:    45,342:     7,066        135        774     35,981     43,476     43,821     44,385:     1,521        957
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     2,093:       689     -8,222      1,631       -357      9,283      1,963      2,692:       130       -599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       17.3        3.1       57.5       74.7       91.3       95.1:       8.7        4.9
Old  :     100.0:      40.0       27.6        2.8       45.6       63.2       88.4       93.5:      11.6        6.5
Other:     100.0:      15.6        0.3        1.7       79.4       95.9       96.6       97.9:       3.4        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        74         35         15         49         40        133         85:
Old  :       173:        71         40         13         41         37        121         82:
Other:        59:        15          4          3         29         27         46         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  :                 21.8       33.0       35.2       51.7       16.2       24.7       25.6       37.5
Old  :                 18.8       36.2       30.4       50.8       18.3       32.9       28.5       46.4
Other:                 45.4       57.5       69.6       77.6       32.4       48.9       51.9       63.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, May 16, 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  :   496,944:   113,003     35,015     36,262    274,889    382,468    424,154    453,745:    72,790     43,199
Old  :   496,944:   113,003     35,015     36,262    274,889    382,468    424,154    453,745:    72,790     43,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     5,381:     3,833      3,130      2,112      2,411       -688      8,356      4,554:    -2,975        827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        7.0        7.3       55.3       77.0       85.4       91.3:      14.6        8.7
Old  :     100.0:      22.7        7.0        7.3       55.3       77.0       85.4       91.3:      14.6        8.7
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  :       183:        70         37         55         58         53        159        118:
Old  :       183:        70         37         55         58         53        159        118:
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  :                 22.2       33.0       35.0       50.6       17.9       27.9       26.9       38.9
Old  :                 22.2       33.0       35.0       50.6       17.9       27.9       26.9       38.9
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 16, 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  :   102,842:    26,797     23,606     10,448     54,157     60,815     91,402     94,869:    11,440      7,973
Old  :    87,051:    25,554     25,448      5,244     46,381     49,626     77,179     80,318:     9,872      6,733
Other:    15,791:     5,482      2,397        965      7,776     11,189     14,223     14,551:     1,568      1,240
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     2,866:      -889      7,219     -1,282      4,698     -4,472      2,527      1,465:       339      1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       23.0       10.2       52.7       59.1       88.9       92.2:      11.1        7.8
Old  :     100.0:      29.4       29.2        6.0       53.3       57.0       88.7       92.3:      11.3        7.7
Other:     100.0:      34.7       15.2        6.1       49.2       70.9       90.1       92.1:       9.9        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       124         78         64         96         85        247        207:
Old  :       326:       123         81         45         85         78        223        191:
Other:       144:        38         26         17         53         54        101         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       23.7       29.9       34.1       20.1       19.6       29.4       29.9
Old  :                 23.6       24.1       35.2       34.6       23.6       23.2       34.5       33.7
Other:                 27.2       34.5       42.8       50.6       23.0       28.8       36.7       40.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, May 16, 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  :    38,171:    11,455     15,590      2,036     23,557     16,309     37,048     33,935:     1,123      4,236
Old  :    38,171:    11,455     15,590      2,036     23,557     16,309     37,048     33,935:     1,123      4,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    -2,741:     1,379     -1,204        -43     -4,135     -1,447     -2,799     -2,694:        58        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       40.8        5.3       61.7       42.7       97.1       88.9:       2.9       11.1
Old  :     100.0:      30.0       40.8        5.3       61.7       42.7       97.1       88.9:       2.9       11.1
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  :        67:        13         39          5          8          8         23         51:
Old  :        67:        13         39          5          8          8         23         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  :                 76.1       55.2       89.7       67.7       73.9       54.5       84.8       64.3
Old  :                 76.1       55.2       89.7       67.7       73.9       54.5       84.8       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 19, 2006