COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   180,266:    26,520     43,964     36,414     97,673     84,492    160,607    164,870:    19,659     15,396
Old  :   144,646:    20,222     44,824     25,060     83,247     62,053    128,530    131,938:    16,116     12,708
Other:    35,620:     8,600      1,441      9,052     14,425     22,439     32,077     32,932:     3,543      2,688
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     6,079:       364     10,935     -1,179      6,010     -4,259      5,194      5,497:       884        582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       24.4       20.2       54.2       46.9       89.1       91.5:      10.9        8.5
Old  :     100.0:      14.0       31.0       17.3       57.6       42.9       88.9       91.2:      11.1        8.8
Other:     100.0:      24.1        4.0       25.4       40.5       63.0       90.1       92.5:       9.9        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        79         89         73         73         58        184        195:
Old  :       248:        73         91         61         68         51        171        179:
Other:       125:        37         29         46         42         41        104         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       27.9       32.0       35.2       21.1       20.5       29.9       26.7
Old  :                 26.3       28.4       37.5       35.5       26.3       21.6       36.1       28.4
Other:                 23.0       36.3       36.2       48.2       20.4       33.3       29.1       39.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    54,678:    19,979      1,417     14,820     14,061     34,058     48,860     50,295:     5,818      4,383
Old  :    51,184:    19,967      1,620     12,900     12,598     32,307     45,465     46,827:     5,719      4,356
Other:     3,494:       780        565      1,151      1,463      1,751      3,395      3,467:        99         27
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     2,820:     1,817       -227        764       -835      1,093      1,746      1,629:     1,074      1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        2.6       27.1       25.7       62.3       89.4       92.0:      10.6        8.0
Old  :     100.0:      39.0        3.2       25.2       24.6       63.1       88.8       91.5:      11.2        8.5
Other:     100.0:      22.3       16.2       32.9       41.9       50.1       97.2       99.2:       2.8        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        87         21         32         23         24        118         71:
Old  :       141:        83         26         32         23         24        118         71:
Other:        27:        12          7         13          3          6         20         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       43.4       35.8       59.1       14.2       32.3       22.1       43.7
Old  :                 20.5       43.4       33.2       59.9       13.6       32.8       22.1       44.6
Other:                 71.8       64.3       88.5       83.1       40.8       36.9       44.5       44.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   138,168:    31,080     22,315     10,482     86,205     97,289    127,768    130,086:    10,400      8,082
Old  :   101,460:    29,453     22,411      9,198     52,936     62,190     91,587     93,798:     9,872      7,661
Other:    36,708:     2,479        756        432     33,269     35,099     36,181     36,287:       527        421
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -3,552:     1,103        622       -422     -4,518     -5,671     -3,838     -5,471:       286      1,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       16.2        7.6       62.4       70.4       92.5       94.2:       7.5        5.8
Old  :     100.0:      29.0       22.1        9.1       52.2       61.3       90.3       92.4:       9.7        7.6
Other:     100.0:       6.8        2.1        1.2       90.6       95.6       98.6       98.9:       1.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        65         41         36         56         45        137        110:
Old  :       170:        64         43         34         55         42        133        105:
Other:        55:        11         11         10         23         24         39         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       31.6       35.3       46.9       16.4       24.1       26.3       34.5
Old  :                 19.2       28.5       32.5       42.9       19.1       24.6       31.0       36.8
Other:                 53.6       63.9       78.5       82.5       36.4       47.8       53.5       61.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   762,937:   101,987     11,495    217,110    341,430    478,180    660,528    706,785:   102,409     56,152
Old  :   762,937:   101,987     11,495    217,110    341,430    478,180    660,528    706,785:   102,409     56,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    47,808:     8,357       -949     21,453       -524     16,194     29,286     36,698:    18,522     11,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        1.5       28.5       44.8       62.7       86.6       92.6:      13.4        7.4
Old  :     100.0:      13.4        1.5       28.5       44.8       62.7       86.6       92.6:      13.4        7.4
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  :       171:        65         32         68         64         57        160        128:
Old  :       171:        65         32         68         64         57        160        128:
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  :                 14.6       24.7       26.2       39.6       11.6       15.7       17.5       23.7
Old  :                 14.6       24.7       26.2       39.6       11.6       15.7       17.5       23.7
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, March 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  :   139,320:    21,039     16,173     42,851     64,015     70,767    127,905    129,791:    11,415      9,529
Old  :   124,163:    21,542     17,354     34,940     56,859     63,610    113,341    115,904:    10,822      8,259
Other:    15,157:     2,969      2,291      4,439      7,156      7,156     14,563     13,886:       594      1,271
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     7,085:       939      1,797      2,775      2,779      1,318      6,494      5,890:       591      1,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       11.6       30.8       45.9       50.8       91.8       93.2:       8.2        6.8
Old  :     100.0:      17.3       14.0       28.1       45.8       51.2       91.3       93.3:       8.7        6.7
Other:     100.0:      19.6       15.1       29.3       47.2       47.2       96.1       91.6:       3.9        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       124         98        115         98         94        279        264:
Old  :       354:       129         97        110         95         93        275        259:
Other:       136:        26         33         43         49         59        102        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       19.9       27.9       30.9       15.0       11.9       22.3       19.3
Old  :                 18.1       21.2       29.2       32.7       16.8       14.6       25.0       23.0
Other:                 30.9       23.8       46.0       35.7       23.8       13.0       33.3       21.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    27,579:    13,850      3,352      2,182      9,887     19,741     25,920     25,275:     1,659      2,304
Old  :    27,579:    13,850      3,352      2,182      9,887     19,741     25,920     25,275:     1,659      2,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :      -543:     2,512     -1,151         48     -3,282      1,253       -723        149:       180       -692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       12.2        7.9       35.9       71.6       94.0       91.6:       6.0        8.4
Old  :     100.0:      50.2       12.2        7.9       35.9       71.6       94.0       91.6:       6.0        8.4
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  :        49:        21         13          6         10          7         35         23:
Old  :        49:        21         13          6         10          7         35         23:
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  :                 59.6       74.5       76.7       83.8       57.3       70.2       69.1       77.0
Old  :                 59.6       74.5       76.7       83.8       57.3       70.2       69.1       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 31, 2006