COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      132,487
COMMITMENTS
  24,297   35,765   14,504   77,739   69,147  116,540  119,416   15,947   13,071

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      5,967)
     534    6,684    2,714    2,224   -3,822    5,472    5,576      495      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     27.0     10.9     58.7     52.2     88.0     90.1     12.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      75       73       56       60       45      159      158
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,273
COMMITMENTS
  17,269    8,385    3,781   12,162   22,306   33,212   34,472    4,061    2,801

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      1,003)
     627      291      337     -144        5      820      633      183      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     22.5     10.1     32.6     59.8     89.1     92.5     10.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      66       31       21       19       20      100       61
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      130,434
COMMITMENTS
  31,010   21,635    3,007   87,254  100,230  121,271  124,872    9,163    5,562

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        446)
    -906   -2,110      705      267    1,478       66       73      380      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     16.6      2.3     66.9     76.8     93.0     95.7      7.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      63       33       15       53       40      124       84
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      462,834
COMMITMENTS
 106,525   33,655   27,459  264,441  372,739  398,425  433,853   64,409   28,981

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      8,224)
   1,282    1,468      616   -1,624    5,025      274    7,109    7,950    1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      7.3      5.9     57.1     80.5     86.1     93.7     13.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      66       22       52       58       50      145      109
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       99,731
COMMITMENTS
  22,581   15,194   13,333   54,378   63,659   90,292   92,186    9,439    7,545

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      2,298)
   1,040      -29      -49    1,105    1,955    2,096    1,877      202      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     15.2     13.4     54.5     63.8     90.5     92.4      9.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     107       74       60       88       86      226      201
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,692
COMMITMENTS
  11,114    4,491    2,008   13,169   18,465   26,291   24,964    1,401    2,728

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -1,141)
  -7,196    1,690      -63    7,157   -3,453     -102   -1,826   -1,039      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     16.2      7.3     47.6     66.7     94.9     90.1      5.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20       16        3        6        9       28       27
 

Updated March 24, 2006