COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 03/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      123,559
COMMITMENTS
  22,510   24,343    9,598   76,092   77,393  108,200  111,334   15,359   12,225

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      1,196)
  -4,253    7,777    2,248    2,551  -10,611      546     -586      650    1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     19.7      7.8     61.6     62.6     87.6     90.1     12.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      72       63       57       58       45      160      142
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 03/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,665
COMMITMENTS
  15,502    8,082    3,133   12,320   21,008   30,955   32,223    3,710    2,442

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -1,248)
     408     -171     -154   -1,429   -1,305   -1,175   -1,630      -73      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     23.3      9.0     35.5     60.6     89.3     93.0     10.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      68       30       16       17       19       94       58
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 03/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,621
COMMITMENTS
  31,947   24,802    1,877   87,402   99,273  121,226  125,952    8,395    3,669

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,845)
  -1,355    3,650     -379    4,031     -983    2,297    2,288      548      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     19.1      1.4     67.4     76.6     93.5     97.2      6.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      67       35       15       54       43      126       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 03/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      458,466
COMMITMENTS
 105,980   34,106   28,988  267,024  370,440  401,992  433,534   56,474   24,932

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -5,860)
  -2,014   -2,128      454   -2,875     -875   -4,435   -2,549   -1,425   -3,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      7.4      6.3     58.2     80.8     87.7     94.6     12.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      61       25       48       60       49      143      106
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 03/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       97,499
COMMITMENTS
  22,683   14,067   13,673   50,523   62,206   86,879   89,946   10,620    7,553

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,721)
      78      281    2,329    1,055      324    3,462    2,934     -741     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.4     14.0     51.8     63.8     89.1     92.3     10.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     104       67       61       87       83      226      192
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 03/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,565
COMMITMENTS
  17,143    2,597    3,978    9,302   23,515   30,423   30,090    2,142    2,475

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,176)
  -1,003     -196    1,866    1,247      360    2,110    2,030       66      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      8.0     12.2     28.6     72.2     93.4     92.4      6.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      27       13        7        5       11       39       25
 

Updated March 10, 2006