COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      191,145
COMMITMENTS
  27,737   58,020   32,478  111,391   85,092  171,606  175,590   19,539   15,556

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     10,728)
   1,625      914    3,247    5,707    6,949   10,579   11,110      148     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     30.4     17.0     58.3     44.5     89.8     91.9     10.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      68      113       66       79       60      187      205
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       49,207
COMMITMENTS
  17,610    1,529   14,174   11,460   30,529   43,244   46,232    5,963    2,975

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,705)
   1,647     -206      782   -3,104     -301     -675      275   -1,030   -1,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      3.1     28.8     23.3     62.0     87.9     94.0     12.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      85       18       30       22       22      117       63
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      141,300
COMMITMENTS
  35,328   36,134   11,808   81,742   85,832  128,878  133,774   12,422    7,526

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,205)
   1,390   -3,111     -130   -2,503    2,624   -1,243     -617       37     -588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     25.6      8.4     57.9     60.7     91.2     94.7      8.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      64       47       36       52       41      135      108
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      714,366
COMMITMENTS
 107,973   11,141  181,326  327,773  464,875  617,072  657,342   97,294   57,024

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     26,322)
   7,272      410   12,623    1,114   19,068   21,009   32,100    5,313   -5,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      1.6     25.4     45.9     65.1     86.4     92.0     13.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      71       33       61       68       65      170      131
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      132,153
COMMITMENTS
  27,470   14,811   35,636   56,235   74,003  119,341  124,450   12,811    7,703

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      2,475)
     248   -1,162    3,499   -1,555     -107    2,193    2,230      282      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     11.2     27.0     42.6     56.0     90.3     94.2      9.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     145       76      105      100      101      295      239
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       41,145
COMMITMENTS
   9,770   15,071    2,423   26,647   17,972   38,840   35,466    2,306    5,680

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      7,601)
  -2,016    6,252      149    8,356      336    6,489    6,738    1,111      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     36.6      5.9     64.8     43.7     94.4     86.2      5.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       36        8       11       10       27       54
 

Updated May 5, 2006