COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      176,377
COMMITMENTS
  38,469   61,502   11,542  105,867   88,555  155,878  161,599   20,499   14,778

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      2,695)
     799   -2,123    1,081     -284    3,154    1,596    2,112    1,099      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     34.9      6.5     60.0     50.2     88.4     91.6     11.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      87       88       56       77       48      185      182
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,476
COMMITMENTS
  14,771    4,005    5,034    7,150   20,507   26,955   29,546    4,521    1,930

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:       -409)
     -65       -8        1     -666     -775     -730     -782      321      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     12.7     16.0     22.7     65.2     85.6     93.9     14.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      58       21       20       13       15       85       45
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      139,343
COMMITMENTS
  36,857   28,786    4,082   88,682  100,204  129,621  133,072    9,722    6,271

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      7,189)
  -1,307    7,730      506    8,715   -1,479    7,914    6,757     -725      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     20.7      2.9     63.6     71.9     93.0     95.5      7.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      58       36       19       52       40      122       88
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      485,191
COMMITMENTS
  99,708   42,126   40,885  279,360  355,031  419,953  438,042   65,238   47,149

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -5,732)
     141    3,984       97   -3,177  -10,664   -2,939   -6,583   -2,793      851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      8.7      8.4     57.6     73.2     86.6     90.3     13.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      54       42       57       62       53      153      124
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      112,292
COMMITMENTS
  28,793   31,669    9,525   62,566   62,989  100,884  104,183   11,408    8,109

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      5,775)
     527    3,684     -772    5,963    2,945    5,718    5,857       57      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     28.2      8.5     55.7     56.1     89.8     92.8     10.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     118       88       64      101       83      248      216
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       39,881
COMMITMENTS
  10,388   18,663    2,212   26,005   15,090   38,605   35,965    1,276    3,916

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      1,686)
     131    1,828      122    1,546     -180    1,799    1,770     -113      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     46.8      5.5     65.2     37.8     96.8     90.2      3.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       33        8        6        8       23       49
 

Updated June 2, 2006