COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :   180,418:    26,112     57,106     29,231    105,684     78,143    161,027    164,480:    19,391     15,938
Old  :   119,168:    16,501     54,714     11,532     78,242     41,287    106,275    107,534:    12,893     11,634
Other:    61,250:    14,651      7,432     12,658     27,442     36,856     54,752     56,946:     6,498      4,304
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2006                       :
     :     8,051:    -1,910      8,659      3,434      7,985     -4,982      9,510      7,111:    -1,458        940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       31.7       16.2       58.6       43.3       89.3       91.2:      10.7        8.8
Old  :     100.0:      13.8       45.9        9.7       65.7       34.6       89.2       90.2:      10.8        9.8
Other:     100.0:      23.9       12.1       20.7       44.8       60.2       89.4       93.0:      10.6        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        69        103         67         76         54        176        199:
Old  :       241:        55        110         49         66         39        148        171:
Other:       153:        50         36         53         54         45        130        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       25.1       35.7       33.1       23.2       18.3       33.6       25.7
Old  :                 33.3       26.7       46.0       34.3       33.3       25.4       46.0       33.1
Other:                 24.2       32.0       36.9       44.4       21.7       29.6       33.0       40.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :    50,912:    15,963      1,735     13,392     14,564     30,830     43,919     45,957:     6,993      4,955
Old  :    46,807:    15,835      1,846     11,210     12,999     28,905     40,044     41,962:     6,763      4,845
Other:     4,105:       835        596      1,474      1,565      1,924      3,875      3,995:       230        110
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2006                       :
     :    -2,247:      -340          4     -2,640     -1,406     -1,029     -4,386     -3,665:     2,139      1,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        3.4       26.3       28.6       60.6       86.3       90.3:      13.7        9.7
Old  :     100.0:      33.8        3.9       24.0       27.8       61.8       85.6       89.6:      14.4       10.4
Other:     100.0:      20.3       14.5       35.9       38.1       46.9       94.4       97.3:       5.6        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        67         20         31         22         22        106         61:
Old  :       122:        70         19         30         22         22        106         60:
Other:        30:         9         10         12          6          6         21         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  :                 27.6       48.2       39.9       62.4       13.7       32.9       19.7       42.0
Old  :                 26.4       48.1       37.3       63.0       13.1       33.2       19.8       42.9
Other:                 62.4       59.7       77.8       81.9       35.9       38.6       44.3       47.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :   142,505:    33,938     39,245     11,938     84,245     83,208    130,121    134,391:    12,384      8,114
Old  :   100,691:    30,267     39,342      9,222     49,814     44,791     89,304     93,355:    11,388      7,336
Other:    41,814:     5,323      1,555      1,064     34,431     38,417     40,818     41,036:       996        778
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2006                       :
     :     1,096:    -1,819     -1,657        875       -317      1,665     -1,261        883:     2,358        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       27.5        8.4       59.1       58.4       91.3       94.3:       8.7        5.7
Old  :     100.0:      30.1       39.1        9.2       49.5       44.5       88.7       92.7:      11.3        7.3
Other:     100.0:      12.7        3.7        2.5       82.3       91.9       97.6       98.1:       2.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        65         50         38         57         43        141        116:
Old  :       183:        69         46         32         53         38        133        106:
Other:        69:        11         18         11         29         26         49         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       25.9       35.5       41.4       16.3       17.8       27.1       29.6
Old  :                 18.8       25.7       30.4       41.1       16.7       24.0       27.1       38.3
Other:                 47.0       58.7       69.2       77.5       33.2       48.4       51.7       60.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :   688,044:   100,702     10,731    168,703    326,659    445,808    596,063    625,241:    91,981     62,803
Old  :   688,044:   100,702     10,731    168,703    326,659    445,808    596,063    625,241:    91,981     62,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2006                       :
     :       332:    -5,832       -817      4,104     11,789    -10,910     10,060     -7,623:    -9,729      7,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        1.6       24.5       47.5       64.8       86.6       90.9:      13.4        9.1
Old  :     100.0:      14.6        1.6       24.5       47.5       64.8       86.6       90.9:      13.4        9.1
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  :       178:        66         33         63         67         64        165        131:
Old  :       178:        66         33         63         67         64        165        131:
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  :                 16.6       27.9       27.1       42.6       12.6       18.7       18.8       27.9
Old  :                 16.6       27.9       27.1       42.6       12.6       18.7       18.8       27.9
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 with Delta-adjusted Options and Futures Combined, April 25, 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  :   129,678:    27,222     15,973     32,137     57,790     74,110    117,149    122,219:    12,529      7,459
Old  :   107,732:    25,314     16,995     21,331     49,750     63,328     96,395    101,654:    11,336      6,078
Other:    21,946:     6,450      3,520      6,264      8,040     10,782     20,753     20,566:     1,193      1,380
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2006                       :
     :     1,108:     1,881     -2,534        100       -917      5,257      1,064      2,823:        43     -1,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       12.3       24.8       44.6       57.1       90.3       94.2:       9.7        5.8
Old  :     100.0:      23.5       15.8       19.8       46.2       58.8       89.5       94.4:      10.5        5.6
Other:     100.0:      29.4       16.0       28.5       36.6       49.1       94.6       93.7:       5.4        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       138         74        101        104        105        291        240:
Old  :       351:       154         64         95        100        102        283        233:
Other:       167:        28         46         50         56         70        117        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       23.0       26.0       32.7       16.0       17.3       24.2       25.5
Old  :                 19.2       25.1       28.5       35.9       19.2       21.1       28.2       30.8
Other:                 30.8       24.1       43.7       37.5       27.8       15.5       36.3       23.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :    33,545:    11,786      8,819      2,273     18,291     17,636     32,350     28,728:     1,194      4,816
Old  :    33,545:    11,786      8,819      2,273     18,291     17,636     32,350     28,728:     1,194      4,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2006                       :
     :     3,737:      -107      3,699         72      4,122       -880      4,087      2,890:      -350        847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       26.3        6.8       54.5       52.6       96.4       85.6:       3.6       14.4
Old  :     100.0:      35.1       26.3        6.8       54.5       52.6       96.4       85.6:       3.6       14.4
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  :        67:        13         35         10         10         11         27         53:
Old  :        67:        13         35         10         10         11         27         53:
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  :                 67.6       58.9       86.5       67.7       65.7       54.9       79.8       61.9
Old  :                 67.6       58.9       86.5       67.7       65.7       54.9       79.8       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 28, 2006