COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      161,505
COMMITMENTS
  34,738    7,858   26,551   82,950  116,254  144,240  150,663   17,265   10,841

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -9,052)
  -1,712      219     -703   -2,396   -7,044   -4,811   -7,528   -4,241   -1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      4.9     16.4     51.4     72.0     89.3     93.3     10.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      81       39       55       65       59      180      125
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,570
COMMITMENTS
  13,847    2,673    9,889   19,485   31,563   43,221   44,125    4,349    3,445

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -4,933)
     279      498   -3,540   -1,689   -2,037   -4,950   -5,079       17      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      5.6     20.8     41.0     66.3     90.9     92.8      9.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      72       21       29       26       24      110       66
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,007
COMMITMENTS
  32,818   15,487   10,648   82,552  104,184  126,018  130,319    9,988    5,688

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      3,681)
  -1,707    3,240    1,331    3,832   -1,820    3,456    2,751      225      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     11.4      7.8     60.7     76.6     92.7     95.8      7.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      65       30       33       55       43      132       98
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      748,834
COMMITMENTS
  92,814   16,708  207,095  367,940  477,264  667,849  701,066   80,985   47,768

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:       -851)
   1,761    2,482     -761    6,339   -1,151    7,339      569   -8,190   -1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      2.2     27.7     49.1     63.7     89.2     93.6     10.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      62       34       61       68       59      159      126
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      124,528
COMMITMENTS
  20,199   11,370   36,532   55,631   68,890  112,362  116,792   12,166    7,736

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -3,464)
  -6,266    1,242      386    2,165   -5,600   -3,715   -3,972      251      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      9.1     29.3     44.7     55.3     90.2     93.8      9.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     134       60      100      100       95      273      225
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,976
COMMITMENTS
  19,108    4,053    2,383    9,217   24,201   30,708   30,637    2,268    2,339

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,936)
   3,839      971      -42     -578    2,079    3,219    3,009     -283      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.9     12.3      7.2     27.9     73.4     93.1     92.9      6.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      26       12        9        8       10       42       24
 

Updated February 24, 2006