COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      126,520
COMMITMENTS
  23,763   29,081   11,790   75,515   72,969  111,068  113,840   15,452   12,680

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      2,961)
   1,253    4,738    2,192     -577   -4,424    2,868    2,506       93      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     23.0      9.3     59.7     57.7     87.8     90.0     12.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      73       67       54       55       45      153      148
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,270
COMMITMENTS
  16,642    8,094    3,444   12,306   22,301   32,392   33,839    3,878    2,431

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      1,605)
   1,140       12      311      -14    1,293    1,437    1,616      168      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     22.3      9.5     33.9     61.5     89.3     93.3     10.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      66       30       19       19       18       99       56
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,988
COMMITMENTS
  31,916   23,745    2,302   86,987   98,752  121,205  124,799    8,783    5,189

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        367)
     -31   -1,057      425     -415     -521      -21   -1,153      388    1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     18.3      1.8     66.9     76.0     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      64       35       12       57       45      126       90
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      454,610
COMMITMENTS
 105,243   32,187   26,843  266,065  367,714  398,151  426,744   56,459   27,866

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -3,856)
    -737   -1,919   -2,145     -959   -2,726   -3,841   -6,790      -15    2,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      7.1      5.9     58.5     80.9     87.6     93.9     12.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      58       30       54       61       52      143      115
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       97,433
COMMITMENTS
  21,541   15,223   13,382   53,273   61,704   88,196   90,309    9,237    7,124

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        -66)
  -1,142    1,156     -291    2,750     -502    1,317      363   -1,383     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     15.6     13.7     54.7     63.3     90.5     92.7      9.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      99       73       58       86       84      217      195
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,833
COMMITMENTS
  18,310    2,801    2,071    6,012   21,918   26,393   26,790    2,440    2,043

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -3,732)
   1,167      204   -1,907   -3,290   -1,597   -4,030   -3,300      298     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5      9.7      7.2     20.9     76.0     91.5     92.9      8.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      34       10        7        9        9       46       24
 

Updated March 17, 2006