COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      171,867
COMMITMENTS
  38,537   61,352   10,160  102,558   85,456  151,255  156,968   20,612   14,899

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     17,392)
  11,428      624      606    2,761   15,110   14,795   16,340    2,597    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     35.7      5.9     59.7     49.7     88.0     91.3     12.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      86       89       47       73       46      176      171
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,651
COMMITMENTS
  19,031    5,358    5,001    7,793   24,266   31,825   34,625    4,826    2,026

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -169)
     849     -378      641   -1,723     -280     -233      -17       64     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     14.6     13.6     21.3     66.2     86.8     94.5     13.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      67       28       19       14       18       97       51
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,213
COMMITMENTS
  39,711   22,334    4,000   74,236   96,487  117,947  122,821   11,266    6,392

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,093)
     689   -8,222    1,631     -357    9,283    1,963    2,692      130     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     17.3      3.1     57.5     74.7     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      74       35       15       49       40      133       85
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      496,944
COMMITMENTS
 113,003   35,015   36,262  274,889  382,468  424,154  453,745   72,790   43,199

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      5,381)
   3,833    3,130    2,112    2,411     -688    8,356    4,554   -2,975      827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      7.0      7.3     55.3     77.0     85.4     91.3     14.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      70       37       55       58       53      159      118
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      102,842
COMMITMENTS
  26,797   23,606   10,448   54,157   60,815   91,402   94,869   11,440    7,973

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,866)
    -889    7,219   -1,282    4,698   -4,472    2,527    1,465      339    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     23.0     10.2     52.7     59.1     88.9     92.2     11.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     124       78       64       96       85      247      207
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       38,171
COMMITMENTS
  11,455   15,590    2,036   23,557   16,309   37,048   33,935    1,123    4,236

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     -2,741)
   1,379   -1,204      -43   -4,135   -1,447   -2,799   -2,694       58      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     40.8      5.3     61.7     42.7     97.1     88.9      2.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       39        5        8        8       23       51
 

Updated May 19, 2006