COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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  :   225,712:    36,243     59,621     40,794    123,636    108,317    200,674    208,732:    25,038     16,979
Old  :   129,462:    22,097     56,693     12,301     80,473     50,261    114,871    119,255:    14,591     10,207
Other:    96,250:    19,783      8,564     22,856     43,163     58,057     85,803     89,477:    10,447      6,773
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    28,792:     8,660      1,597      7,082      9,737     18,705     25,479     27,384:     3,312      1,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       26.4       18.1       54.8       48.0       88.9       92.5:      11.1        7.5
Old  :     100.0:      17.1       43.8        9.5       62.2       38.8       88.7       92.1:      11.3        7.9
Other:     100.0:      20.6        8.9       23.7       44.8       60.3       89.1       93.0:      10.9        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        86        103         68         83         61        202        203:
Old  :       256:        67        108         47         69         45        164        172:
Other:       167:        47         40         52         63         56        142        118:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       29.6       32.6       37.1       19.8       20.1       29.1       26.9
Old  :                 30.0       31.9       42.3       39.2       30.0       31.3       42.3       38.6
Other:                 24.8       30.5       35.4       42.8       19.0       22.2       27.1       32.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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  :    54,200:    19,412      1,539     16,119     12,484     33,580     48,015     51,237:     6,185      2,963
Old  :    48,605:    19,562      2,663     12,533     10,665     30,677     42,759     45,873:     5,845      2,732
Other:     5,596:     1,542        567      1,895      1,819      2,903      5,255      5,364:       340        231
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     1,448:       325       -196      1,465       -342        -89      1,448      1,180:         0        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        2.8       29.7       23.0       62.0       88.6       94.5:      11.4        5.5
Old  :     100.0:      40.2        5.5       25.8       21.9       63.1       88.0       94.4:      12.0        5.6
Other:     100.0:      27.6       10.1       33.9       32.5       51.9       93.9       95.9:       6.1        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        77         28         32         17         19        111         64:
Old  :       133:        78         27         31         17         19        111         63:
Other:        32:        10         11         16          6          6         24         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       54.4       37.7       67.9       11.5       39.0       17.7       45.2
Old  :                 23.5       54.6       34.9       67.9       12.1       39.4       18.9       45.9
Other:                 58.1       59.0       79.0       77.4       35.5       39.4       43.3       47.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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  :   140,536:    39,216     22,189     11,392     76,548     98,825    127,156    132,405:    13,380      8,131
Old  :    93,297:    33,069     22,989      8,471     40,131     54,829     81,672     86,289:    11,625      7,008
Other:    47,239:     7,119        172      1,949     36,417     43,996     45,484     46,116:     1,754      1,122
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     2,574:       969     -8,526      1,826       -362      9,559      2,433      2,859:       141       -285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       15.8        8.1       54.5       70.3       90.5       94.2:       9.5        5.8
Old  :     100.0:      35.4       24.6        9.1       43.0       58.8       87.5       92.5:      12.5        7.5
Other:     100.0:      15.1        0.4        4.1       77.1       93.1       96.3       97.6:       3.7        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        74         40         30         50         42        140        101:
Old  :       178:        72         44         26         44         41        129         99:
Other:        63:        14          9          8         29         28         49         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       30.8       33.0       48.3       15.3       22.8       24.6       34.5
Old  :                 17.5       33.1       28.5       46.2       16.6       29.8       26.8       41.7
Other:                 43.6       55.2       66.8       74.5       30.9       46.3       49.3       60.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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  :   711,115:   117,089     14,063    173,701    327,515    468,151    618,305    655,915:    92,810     55,200
Old  :   711,115:   117,089     14,063    173,701    327,515    468,151    618,305    655,915:    92,810     55,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    -9,395:     2,876     -1,995     -5,949       -147       -472     -3,221     -8,417:    -6,174       -978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        2.0       24.4       46.1       65.8       86.9       92.2:      13.1        7.8
Old  :     100.0:      16.5        2.0       24.4       46.1       65.8       86.9       92.2:      13.1        7.8
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  :       188:        83         30         73         65         63        175        140:
Old  :       188:        83         30         73         65         63        175        140:
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  :                 17.4       26.9       28.0       42.0       12.7       19.2       19.5       28.8
Old  :                 17.4       26.9       28.0       42.0       12.7       19.2       19.5       28.8
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, May 16, 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  :   134,712:    22,857     23,463     36,243     62,360     66,068    121,460    125,775:    13,252      8,937
Old  :   110,794:    22,417     24,875     24,390     52,600     54,057     99,407    103,322:    11,388      7,472
Other:    23,918:     4,932      3,081      7,361      9,760     12,011     22,053     22,453:     1,865      1,465
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     2,780:    -2,878      7,092          9      5,248     -5,722      2,380      1,379:       401      1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       17.4       26.9       46.3       49.0       90.2       93.4:       9.8        6.6
Old  :     100.0:      20.2       22.5       22.0       47.5       48.8       89.7       93.3:      10.3        6.7
Other:     100.0:      20.6       12.9       30.8       40.8       50.2       92.2       93.9:       7.8        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:       135         99        107        107         94        295        253:
Old  :       361:       145         90         99        104         89        285        244:
Other:       170:        40         42         52         62         62        132        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       20.2       25.0       29.3       15.3       15.3       22.9       23.1
Old  :                 18.5       21.0       28.5       30.5       18.5       18.2       27.7       26.5
Other:                 23.5       26.9       36.0       39.6       17.6       18.9       26.4       27.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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  :    41,094:    11,819     15,722      3,296     24,475     16,800     39,590     35,818:     1,504      5,276
Old  :    41,094:    11,819     15,722      3,296     24,475     16,800     39,590     35,818:     1,504      5,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    -2,499:       605     -2,061        859     -4,131     -1,419     -2,667     -2,621:       168        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       38.3        8.0       59.6       40.9       96.3       87.2:       3.7       12.8
Old  :     100.0:      28.8       38.3        8.0       59.6       40.9       96.3       87.2:       3.7       12.8
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  :        71:        12         42         11          9         10         26         59:
Old  :        71:        12         42         11          9         10         26         59:
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  :                 75.0       51.7       88.4       63.3       73.1       50.6       82.4       59.7
Old  :                 75.0       51.7       88.4       63.3       73.1       50.6       82.4       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 19, 2006