COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :   172,367:    28,022     48,447     25,797     97,699     83,125    151,518    157,369:    20,849     14,998
Old  :   121,253:    18,750     47,687     10,933     75,866     51,265    105,549    109,885:    15,704     11,367
Other:    51,114:    13,504      4,992     10,632     21,833     31,859     45,968     47,483:     5,145      3,631
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :   -16,543:       -84      1,786    -10,209     -4,990     -6,824    -15,282    -15,246:    -1,261     -1,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       28.1       15.0       56.7       48.2       87.9       91.3:      12.1        8.7
Old  :     100.0:      15.5       39.3        9.0       62.6       42.3       87.0       90.6:      13.0        9.4
Other:     100.0:      26.4        9.8       20.8       42.7       62.3       89.9       92.9:      10.1        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        74         92         73         72         55        182        193:
Old  :       240:        68         96         56         65         43        156        173:
Other:       144:        46         33         48         47         44        120         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       28.3       36.9       36.4       22.6       20.0       32.7       27.2
Old  :                 31.4       30.0       45.7       37.9       31.4       25.1       43.2       32.5
Other:                 24.8       32.8       37.1       47.1       22.0       31.1       32.4       42.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :    53,159:    16,303      1,732     16,031     15,970     31,859     48,305     49,622:     4,854      3,537
Old  :    49,247:    16,327      1,875     13,776     14,443     30,114     44,546     45,764:     4,701      3,483
Other:     3,912:       749        630      1,482      1,527      1,745      3,758      3,858:       153         54
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       146:    -1,296       -249      1,006        120       -534       -170        224:       317        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        3.3       30.2       30.0       59.9       90.9       93.3:       9.1        6.7
Old  :     100.0:      33.2        3.8       28.0       29.3       61.1       90.5       92.9:       9.5        7.1
Other:     100.0:      19.1       16.1       37.9       39.0       44.6       96.1       98.6:       3.9        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        72         26         33         22         22        111         69:
Old  :       132:        72         28         32         22         22        111         68:
Other:        30:        10          9         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  :                 24.6       46.1       39.6       60.7       13.8       32.1       20.4       41.6
Old  :                 23.1       46.0       37.3       61.2       13.2       32.6       20.3       42.5
Other:                 65.0       58.6       80.8       82.0       35.8       34.4       42.6       44.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :   141,409:    35,757     40,902     11,063     84,562     81,543    131,382    133,509:    10,027      7,900
Old  :    99,672:    32,130     41,035      8,165     50,013     42,957     90,308     92,157:     9,363      7,515
Other:    41,737:     5,285      1,526      1,240     34,548     38,586     41,074     41,352:       663        385
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     6,023:     2,095     11,015      1,488      3,105     -6,365      6,688      6,139:      -665       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       28.9        7.8       59.8       57.7       92.9       94.4:       7.1        5.6
Old  :     100.0:      32.2       41.2        8.2       50.2       43.1       90.6       92.5:       9.4        7.5
Other:     100.0:      12.7        3.7        3.0       82.8       92.4       98.4       99.1:       1.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        63         56         36         54         41        140        119:
Old  :       190:        69         55         31         49         38        132        112:
Other:        65:        12         15         15         28         25         51         44:
     :----------------------------------------------------------------------------------------------------
     :             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       26.4       36.4       41.0       16.9       18.4       28.0       29.6
Old  :                 19.9       24.8       32.4       40.1       18.1       23.6       28.6       38.0
Other:                 47.2       58.1       69.7       77.4       33.3       47.6       52.1       61.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :   687,712:   106,534     11,548    164,599    314,870    456,718    586,002    632,865:   101,710     54,847
Old  :   687,712:   106,534     11,548    164,599    314,870    456,718    586,002    632,865:   101,710     54,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :   -45,471:     1,478      1,415    -41,481    -10,669     -9,877    -50,672    -49,944:     5,201      4,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        1.7       23.9       45.8       66.4       85.2       92.0:      14.8        8.0
Old  :     100.0:      15.5        1.7       23.9       45.8       66.4       85.2       92.0:      14.8        8.0
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  :       169:        65         29         57         65         64        158        123:
Old  :       169:        65         29         57         65         64        158        123:
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  :                 15.6       27.1       26.6       42.4       12.7       18.7       18.7       27.7
Old  :                 15.6       27.1       26.6       42.4       12.7       18.7       18.7       27.7
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 18, 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  :   128,570:    25,341     18,507     32,037     58,707     68,852    116,085    119,396:    12,486      9,174
Old  :   109,212:    24,270     19,396     22,246     51,277     59,788     97,794    101,430:    11,418      7,781
Other:    19,359:     5,217      3,258      5,644      7,430      9,064     18,291     17,966:     1,068      1,393
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :   -16,056:       987       -407    -11,083     -5,528     -4,372    -15,624    -15,863:      -433       -194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       14.4       24.9       45.7       53.6       90.3       92.9:       9.7        7.1
Old  :     100.0:      22.2       17.8       20.4       47.0       54.7       89.5       92.9:      10.5        7.1
Other:     100.0:      26.9       16.8       29.2       38.4       46.8       94.5       92.8:       5.5        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       152         74        111         96         97        286        254:
Old  :       354:       158         71        104         94         93        280        244:
Other:       151:        25         45         47         50         63        108        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       21.0       26.5       31.6       16.2       14.0       23.8       22.6
Old  :                 19.5       23.0       29.4       34.7       19.0       17.2       27.8       27.3
Other:                 28.6       23.8       42.4       36.3       26.9       14.5       35.7       22.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :    29,808:    11,893      5,120      2,201     14,169     18,516     28,264     25,838:     1,544      3,970
Old  :    29,808:    11,893      5,120      2,201     14,169     18,516     28,264     25,838:     1,544      3,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     1,736:       427        994          3      1,341        -26      1,772        971:       -36        765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       17.2        7.4       47.5       62.1       94.8       86.7:       5.2       13.3
Old  :     100.0:      39.9       17.2        7.4       47.5       62.1       94.8       86.7:       5.2       13.3
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  :        59:        15         26         10          9         12         28         45:
Old  :        59:        15         26         10          9         12         28         45:
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  :                 67.3       64.8       82.1       71.8       65.3       60.0       74.9       65.2
Old  :                 67.3       64.8       82.1       71.8       65.3       60.0       74.9       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 21, 2006