COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 02/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      124,431
COMMITMENTS
  32,142   13,316    5,550   72,345   96,396  110,037  115,262   14,394    9,169

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:    -10,928)
  -1,920      940   -2,046   -3,053   -8,245   -7,019   -9,351   -3,909   -1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     10.7      4.5     58.1     77.5     88.4     92.6     11.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      65       48       40       46       50      147      109
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 02/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,503
COMMITMENTS
  13,460    7,626    2,956   17,306   24,098   33,722   34,680    3,781    2,823

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,573)
     448    1,910     -190    1,154     -307    1,412    1,413      161      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     20.3      7.9     46.1     64.3     89.9     92.5     10.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      60       30       19       24       21       99       59
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 02/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      124,898
COMMITMENTS
  33,885   15,449    2,734   79,332  101,809  115,951  119,992    8,947    4,906

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      3,176)
  -1,460    3,444      626    3,825   -1,812    2,991    2,258      185      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     12.4      2.2     63.5     81.5     92.8     96.1      7.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      61       26       19       52       39      122       80
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 02/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      487,329
COMMITMENTS
 111,957   32,834   33,253  282,019  389,089  427,229  455,176   60,100   32,153

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -8,951)
    -539    3,294   -5,133    4,779   -6,392     -893   -8,231   -8,058     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      6.7      6.8     57.9     79.8     87.7     93.4     12.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      71       24       47       62       49      145      109
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 02/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       96,019
COMMITMENTS
  23,050   11,937   12,817   49,610   64,311   85,477   89,065   10,542    6,954

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -5,765)
  -6,801      646     -537    1,441   -6,351   -5,897   -6,242      132      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     12.4     13.3     51.7     67.0     89.0     92.8     11.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     118       46       49       86       87      228      168
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 02/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,312
COMMITMENTS
  19,027    4,040    2,081    9,182   24,123   30,290   30,244    2,022    2,068

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,961)
   3,783      945       13     -610    2,048    3,186    3,006     -225      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     12.5      6.4     28.4     74.7     93.7     93.6      6.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      25       11        8        7       10       40       22
 

Updated February 24, 2006