COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      149,879
COMMITMENTS
  27,854   60,146    8,462   97,453   67,424  133,769  136,032   16,110   13,847

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      7,684)
   2,237      922    1,002    4,827    6,234    8,066    8,158     -382     -474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     40.1      5.6     65.0     45.0     89.3     90.8     10.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      69       98       45       70       45      158      176
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,978
COMMITMENTS
  17,001    7,662    3,352   10,282   21,868   30,635   32,882    4,343    2,096

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -2,875)
   2,092    1,482     -857   -2,758   -1,706   -1,523   -1,081   -1,352   -1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     21.9      9.6     29.4     62.5     87.6     94.0     12.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      70       25       16       19       20      102       51
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,342
COMMITMENTS
  36,480   36,069    3,306   79,702   83,506  119,488  122,881    9,854    6,461

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,351)
   1,328   -3,057     -183   -3,014    2,615   -1,869     -625      518     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     27.9      2.6     61.6     64.6     92.4     95.0      7.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      64       39       19       51       39      123       92
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      477,939
COMMITMENTS
 101,646   25,508   35,297  268,982  375,165  405,925  435,970   72,014   41,969

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      2,550)
     384       41    2,284   -1,260    6,941    1,408    9,266    1,142   -6,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      5.3      7.4     56.3     78.5     84.9     91.2     15.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      65       31       45       60       50      153      105
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      100,244
COMMITMENTS
  28,512   15,239   11,809   48,870   66,715   89,191   93,763   11,053    6,481

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -758)
     356     -366    1,028   -2,291   -1,527     -907     -865      149      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     15.2     11.8     48.8     66.6     89.0     93.5     11.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     118       66       61       87       96      238      197
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       38,433
COMMITMENTS
   8,667   14,090    2,071   25,797   17,594   36,535   33,755    1,898    4,678

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      6,421)
  -2,115    5,586      -17    7,759      117    5,627    5,686      794      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     36.7      5.4     67.1     45.8     95.1     87.8      4.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       33        4       10        8       26       45
 

Updated May 5, 2006