COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   161,253:    29,298     10,959     29,423     84,921    108,763    143,641    149,145:    17,612     12,108
Old  :   140,221:    25,435     11,378     23,375     76,318     95,731    125,127    130,483:    15,093      9,738
Other:    21,033:     4,776        495      5,135      8,603     13,032     18,514     18,662:     2,519      2,371
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -251:    -5,440      3,102      2,871      1,970     -7,491       -599     -1,518:       347      1,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        6.8       18.2       52.7       67.4       89.1       92.5:      10.9        7.5
Old  :     100.0:      18.1        8.1       16.7       54.4       68.3       89.2       93.1:      10.8        6.9
Other:     100.0:      22.7        2.4       24.4       40.9       62.0       88.0       88.7:      12.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        88         41         65         71         59        188        145:
Old  :       213:        86         42         61         66         55        176        139:
Other:       108:        31         25         38         33         37         87         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       37.5       34.7       46.7       23.0       29.6       31.7       37.4
Old  :                 26.4       39.3       38.9       48.0       26.4       32.0       36.5       40.0
Other:                 25.2       34.4       39.1       49.1       21.9       29.0       32.6       38.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    46,642:    15,341      2,282     11,159     15,791     30,613     42,291     44,054:     4,351      2,588
Old  :    44,048:    15,803      2,593      9,417     14,517     29,487     39,737     41,496:     4,310      2,551
Other:     2,594:       470        621        810      1,274      1,127      2,554      2,557:        40         36
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -929:     1,494       -392      1,269     -3,694       -949       -930        -71:         2       -857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        4.9       23.9       33.9       65.6       90.7       94.5:       9.3        5.5
Old  :     100.0:      35.9        5.9       21.4       33.0       66.9       90.2       94.2:       9.8        5.8
Other:     100.0:      18.1       24.0       31.2       49.1       43.4       98.5       98.6:       1.5        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        70         28         33         25         23        114         68:
Old  :       135:        72         27         33         25         23        114         68:
Other:        22:         6          9         11          2          6         14         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       46.4       35.9       61.9       14.2       33.4       21.7       43.1
Old  :                 20.5       46.9       33.3       62.8       13.3       34.4       21.3       44.5
Other:                 77.6       65.8       93.9       86.5       52.3       44.0       55.3       52.7
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   138,361:    32,353     21,164     10,438     86,668    102,810    129,460    134,412:     8,901      3,948
Old  :    99,573:    30,680     21,264      9,271     51,191     65,297     91,142     95,832:     8,431      3,741
Other:    38,788:     2,471        697        370     35,477     37,513     38,318     38,581:       470        207
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     2,354:      -465      5,677       -209      4,116     -1,375      3,442      4,093:    -1,088     -1,739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       15.3        7.5       62.6       74.3       93.6       97.1:       6.4        2.9
Old  :     100.0:      30.8       21.4        9.3       51.4       65.6       91.5       96.2:       8.5        3.8
Other:     100.0:       6.4        1.8        1.0       91.5       96.7       98.8       99.5:       1.2        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        63         36         31         56         45        132        106:
Old  :       166:        61         41         29         56         41        129        100:
Other:        56:        14         10         13         22         25         42         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       31.5       38.4       49.2       16.5       23.1       26.0       31.9
Old  :                 21.5       28.2       35.8       43.6       19.4       22.1       31.0       35.0
Other:                 54.7       63.3       79.5       80.7       34.8       42.1       48.8       55.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   723,811:    89,209     19,440    200,717    356,177    459,599    646,104    679,756:    77,708     44,055
Old  :   723,811:    89,209     19,440    200,717    356,177    459,599    646,104    679,756:    77,708     44,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -25,023:    -3,605      2,732     -6,378    -11,762    -17,664    -21,745    -21,311:    -3,277     -3,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        2.7       27.7       49.2       63.5       89.3       93.9:      10.7        6.1
Old  :     100.0:      12.3        2.7       27.7       49.2       63.5       89.3       93.9:      10.7        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        63         29         62         65         57        153        125:
Old  :       166:        63         29         62         65         57        153        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       25.9       27.5       40.4       11.5       13.9       17.7       23.2
Old  :                 16.0       25.9       27.5       40.4       11.5       13.9       17.7       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   124,879:    20,236     13,299     36,123     55,504     66,907    111,863    116,329:    13,016      8,550
Old  :   114,114:    21,018     14,432     30,474     50,220     61,567    101,713    106,474:    12,401      7,640
Other:    10,765:     1,730      1,378      3,137      5,284      5,340     10,151      9,855:       614        910
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :       351:        37      1,928       -409       -127     -1,983       -499       -463:       850        814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       10.6       28.9       44.4       53.6       89.6       93.2:      10.4        6.8
Old  :     100.0:      18.4       12.6       26.7       44.0       54.0       89.1       93.3:      10.9        6.7
Other:     100.0:      16.1       12.8       29.1       49.1       49.6       94.3       91.6:       5.7        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:       125         66        102        101         96        271        230:
Old  :       323:       127         67         98        101         96        270        227:
Other:       112:        21         25         34         38         52         78         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       19.7       27.0       29.9       16.1       12.7       23.0       20.9
Old  :                 17.7       20.8       28.3       31.6       17.7       15.7       25.1       24.5
Other:                 40.0       25.1       57.2       38.3       33.5       17.3       42.7       26.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    31,026:    18,234      2,722      2,464      8,071     23,203     28,769     28,389:     2,258      2,637
Old  :    31,026:    18,234      2,722      2,464      8,071     23,203     28,769     28,389:     2,258      2,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -1,950:      -874     -1,331         81     -1,146       -998     -1,939     -2,247:       -11        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8        8.8        7.9       26.0       74.8       92.7       91.5:       7.3        8.5
Old  :     100.0:      58.8        8.8        7.9       26.0       74.8       92.7       91.5:       7.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        30         14          8          6         10         42         27:
Old  :        58:        30         14          8          6         10         42         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       65.3       70.5       79.6       45.0       61.4       60.1       69.4
Old  :                 51.5       65.3       70.5       79.6       45.0       61.4       60.1       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 3, 2006