COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      173,682
COMMITMENTS
  37,670   63,625   10,461  106,151   85,401  154,282  159,487   19,400   14,195

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      1,815)
    -867    2,273      301    3,593      -55    3,027    2,519   -1,212     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     36.6      6.0     61.1     49.2     88.8     91.8     11.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      85       94       48       77       48      179      181
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,885
COMMITMENTS
  14,836    4,013    5,033    7,816   21,282   27,685   30,328    4,200    1,557

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -4,766)
  -4,195   -1,345       32       23   -2,984   -4,140   -4,297     -626     -469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     12.6     15.8     24.5     66.7     86.8     95.1     13.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      62       20       20       14       16       89       46
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      132,154
COMMITMENTS
  38,164   21,056    3,576   79,967  101,683  121,707  126,315   10,447    5,839

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      2,941)
  -1,547   -1,278     -424    5,731    5,196    3,760    3,494     -819     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     15.9      2.7     60.5     76.9     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      63       36       17       48       41      124       87
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      490,923
COMMITMENTS
  99,567   38,142   40,788  282,537  365,695  422,892  444,625   68,031   46,298

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -6,021)
 -13,436    3,127    4,526    7,648  -16,773   -1,262   -9,120   -4,759    3,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      7.8      8.3     57.6     74.5     86.1     90.6     13.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      64       36       58       58       53      154      123
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      106,517
COMMITMENTS
  28,266   27,985   10,297   56,603   60,044   95,166   98,326   11,351    8,191

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      3,675)
   1,469    4,379     -151    2,446     -771    3,764    3,457      -89      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     26.3      9.7     53.1     56.4     89.3     92.3     10.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     118       88       67       98       80      247      214
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       38,195
COMMITMENTS
  10,257   16,835    2,090   24,459   15,270   36,806   34,195    1,389    4,000

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:         24)
  -1,198    1,245       54      902   -1,039     -242      260      266     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     44.1      5.5     64.0     40.0     96.4     89.5      3.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      12       37        5        5        9       19       50
 

Updated May 26, 2006