COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      196,920
COMMITMENTS
  27,583   58,024   33,712  113,899   89,612  175,194  181,348   21,726   15,572

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      5,775)
    -154        4    1,234    2,508    4,520    3,588    5,759    2,187       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     29.5     17.1     57.8     45.5     89.0     92.1     11.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      78      102       67       79       61      186      206
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       52,752
COMMITMENTS
  19,088    1,734   14,654   12,826   33,669   46,567   50,057    6,185    2,695

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      3,546)
   1,477      205      480    1,366    3,140    3,323    3,826      223     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      3.3     27.8     24.3     63.8     88.3     94.9     11.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      84       25       31       22       23      116       71
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      137,961
COMMITMENTS
  38,248   30,715    9,565   76,910   89,266  124,723  129,546   13,238    8,415

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     -3,339)
   2,920   -5,419   -2,243   -4,832    3,433   -4,155   -4,228      817      889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     22.3      6.9     55.7     64.7     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      69       45       29       52       43      136      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      720,510
COMMITMENTS
 114,213   16,058  179,650  327,662  468,624  621,526  664,332   98,985   56,178

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      6,144)
   6,240    4,918   -1,676     -111    3,748    4,453    6,990    1,691     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      2.2     24.9     45.5     65.0     86.3     92.2     13.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      72       35       67       65       63      171      133
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      131,932
COMMITMENTS
  25,734   16,372   36,234   57,111   71,791  119,080  124,397   12,852    7,535

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -221)
  -1,736    1,561      598      876   -2,212     -261      -53       41     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     12.4     27.5     43.3     54.4     90.3     94.3      9.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     130       98      107      104      101      298      249
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       43,593
COMMITMENTS
  11,214   17,783    2,437   28,606   18,219   42,257   38,439    1,336    5,155

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      2,448)
   1,443    2,711       14    1,960      247    3,417    2,973     -970     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     40.8      5.6     65.6     41.8     96.9     88.2      3.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14       39        9       10       12       26       59
 

Updated May 12, 2006