COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      232,458
COMMITMENTS
  36,733   59,791   43,269  127,554  112,401  207,556  215,461   24,902   16,997

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      3,087)
   1,318   -1,980    1,090     -597    3,127    1,812    2,238    1,276      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     25.7     18.6     54.9     48.4     89.3     92.7     10.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      90      103       74       88       62      216      208
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       49,204
COMMITMENTS
  15,343    1,128   15,467   11,667   29,870   42,477   46,465    6,727    2,740

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      1,849)
    -169      -46    1,005     -246      585      589    1,543    1,260      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      2.3     31.4     23.7     60.7     86.3     94.4     13.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      69       25       32       17       17      105       58
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      150,769
COMMITMENTS
  35,390   28,244   13,210   91,388  102,295  139,988  143,749   10,781    7,020

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      7,657)
  -2,051    7,822    1,558    9,199   -1,742    8,706    7,638   -1,049       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     18.7      8.8     60.6     67.8     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      59       41       34       52       42      129      104
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      709,571
COMMITMENTS
 104,936   15,273  186,306  337,037  448,342  628,278  649,921   81,292   59,649

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,257)
     323     -323    4,661     -795   -6,727    4,189   -2,389   -5,445    1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      2.2     26.3     47.5     63.2     88.5     91.6     11.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      66       40       71       69       62      171      140
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      151,429
COMMITMENTS
  23,701   31,995   40,771   73,625   69,476  138,097  142,242   13,332    9,187

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      8,672)
      84    3,903    1,308    7,076    3,408    8,468    8,620      204       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     21.1     26.9     48.6     45.9     91.2     93.9      8.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     133      107      105      111       96      293      267
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       42,647
COMMITMENTS
  10,576   19,049    3,438   26,988   15,394   41,002   37,881    1,645    4,767

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      1,556)
     -32    1,801      265    1,600     -186    1,833    1,879     -277     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     44.7      8.1     63.3     36.1     96.1     88.8      3.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       37       13        7        9       25       56
 

Updated June 2, 2006