COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, 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  :   173,682:    37,670     63,625     10,461    106,151     85,401    154,282    159,487:    19,400     14,195
Old  :   107,771:    20,231     60,922         72     76,319     37,766     96,622     98,760:    11,149      9,011
Other:    65,911:    25,211     10,475      2,617     29,832     47,635     57,660     60,727:     8,251      5,184
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     1,815:      -867      2,273        301      3,593        -55      3,027      2,519:    -1,212       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       36.6        6.0       61.1       49.2       88.8       91.8:      11.2        8.2
Old  :     100.0:      18.8       56.5        0.1       70.8       35.0       89.7       91.6:      10.3        8.4
Other:     100.0:      38.3       15.9        4.0       45.3       72.3       87.5       92.1:      12.5        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        85         94         48         77         48        179        181:
Old  :       246:        65        107          2         60         21        126        129:
Other:       154:        59         22         28         47         44        116         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  :                 26.1       30.2       39.4       39.6       26.1       23.9       38.0       32.5
Old  :                 35.7       33.2       50.3       41.4       35.7       33.2       50.3       41.4
Other:                 27.6       34.6       40.0       50.3       24.9       31.7       36.6       47.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, 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  :    31,885:    14,836      4,013      5,033      7,816     21,282     27,685     30,328:     4,200      1,557
Old  :    29,591:    15,304      3,529      3,826      6,450     20,773     25,580     28,128:     4,011      1,463
Other:     2,294:       534      1,486        205      1,366        509      2,105      2,200:       189         94
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -4,766:    -4,195     -1,345         32         23     -2,984     -4,140     -4,297:      -626       -469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5       12.6       15.8       24.5       66.7       86.8       95.1:      13.2        4.9
Old  :     100.0:      51.7       11.9       12.9       21.8       70.2       86.4       95.1:      13.6        4.9
Other:     100.0:      23.3       64.8        8.9       59.5       22.2       91.8       95.9:       8.2        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        62         20         20         14         16         89         46:
Old  :       110:        63         20         18         14         16         88         45:
Other:        28:         3         16          8          6          4         15         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       57.3       34.3       71.4       20.2       51.2       30.8       62.1
Old  :                 20.6       59.6       32.2       73.6       18.7       54.3       30.1       64.9
Other:                 74.1       58.2       86.8       81.3       66.0       53.4       75.1       71.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, 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  :   132,154:    38,164     21,056      3,576     79,967    101,683    121,707    126,315:    10,447      5,839
Old  :    81,426:    29,749     21,331      2,023     40,598     52,939     72,370     76,293:     9,056      5,133
Other:    50,728:     9,076        386        892     39,369     48,744     49,337     50,022:     1,391        706
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     2,941:    -1,547     -1,278       -424      5,731      5,196      3,760      3,494:      -819       -553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       15.9        2.7       60.5       76.9       92.1       95.6:       7.9        4.4
Old  :     100.0:      36.5       26.2        2.5       49.9       65.0       88.9       93.7:      11.1        6.3
Other:     100.0:      17.9        0.8        1.8       77.6       96.1       97.3       98.6:       2.7        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        63         36         17         48         41        124         87:
Old  :       163:        65         35         14         42         35        115         79:
Other:        61:        14          5          5         31         29         48         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       32.5       35.5       50.7       16.0       23.5       26.2       35.5
Old  :                 19.0       35.3       30.7       50.5       18.2       31.6       28.7       45.4
Other:                 43.3       56.1       66.4       75.2       31.0       48.7       50.8       62.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, 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  :   490,923:    99,567     38,142     40,788    282,537    365,695    422,892    444,625:    68,031     46,298
Old  :   490,923:    99,567     38,142     40,788    282,537    365,695    422,892    444,625:    68,031     46,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -6,021:   -13,436      3,127      4,526      7,648    -16,773     -1,262     -9,120:    -4,759      3,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        7.8        8.3       57.6       74.5       86.1       90.6:      13.9        9.4
Old  :     100.0:      20.3        7.8        8.3       57.6       74.5       86.1       90.6:      13.9        9.4
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  :       180:        64         36         58         58         53        154        123:
Old  :       180:        64         36         58         58         53        154        123:
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  :                 22.9       32.2       35.9       48.1       18.6       25.7       27.5       36.2
Old  :                 22.9       32.2       35.9       48.1       18.6       25.7       27.5       36.2
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 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  :   106,517:    28,266     27,985     10,297     56,603     60,044     95,166     98,326:    11,351      8,191
Old  :    88,582:    26,427     29,566      4,626     47,598     47,403     78,651     81,595:     9,931      6,987
Other:    17,935:     6,617      3,197        893      9,005     12,641     16,515     16,731:     1,420      1,204
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     3,675:     1,469      4,379       -151      2,446       -771      3,764      3,457:       -89        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       26.3        9.7       53.1       56.4       89.3       92.3:      10.7        7.7
Old  :     100.0:      29.8       33.4        5.2       53.7       53.5       88.8       92.1:      11.2        7.9
Other:     100.0:      36.9       17.8        5.0       50.2       70.5       92.1       93.3:       7.9        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       118         88         67         98         80        247        214:
Old  :       330:       116         92         47         88         71        224        194:
Other:       143:        38         28         16         52         53         98         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       24.5       31.1       34.7       19.9       19.2       30.1       29.1
Old  :                 23.6       25.2       35.6       35.5       23.6       23.9       35.0       33.8
Other:                 28.2       40.6       42.5       56.0       21.1       33.8       35.1       45.8
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, 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  :    38,195:    10,257     16,835      2,090     24,459     15,270     36,806     34,195:     1,389      4,000
Old  :    38,195:    10,257     16,835      2,090     24,459     15,270     36,806     34,195:     1,389      4,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :        24:    -1,198      1,245         54        902     -1,039       -242        260:       266       -236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       44.1        5.5       64.0       40.0       96.4       89.5:       3.6       10.5
Old  :     100.0:      26.9       44.1        5.5       64.0       40.0       96.4       89.5:       3.6       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  :        62:        12         37          5          5          9         19         50:
Old  :        62:        12         37          5          5          9         19         50:
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  :                 80.4       52.6       92.6       67.8       78.6       52.0       86.7       65.1
Old  :                 80.4       52.6       92.6       67.8       78.6       52.0       86.7       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 26, 2006