COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      161,253
COMMITMENTS
  29,298   10,959   29,423   84,921  108,763  143,641  149,145   17,612   12,108

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -251)
  -5,440    3,102    2,871    1,970   -7,491     -599   -1,518      347    1,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      6.8     18.2     52.7     67.4     89.1     92.5     10.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      88       41       65       71       59      188      145
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,642
COMMITMENTS
  15,341    2,282   11,159   15,791   30,613   42,291   44,054    4,351    2,588

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -929)
   1,494     -392    1,269   -3,694     -949     -930      -71        2     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      4.9     23.9     33.9     65.6     90.7     94.5      9.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      70       28       33       25       23      114       68
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,361
COMMITMENTS
  32,353   21,164   10,438   86,668  102,810  129,460  134,412    8,901    3,948

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      2,354)
    -465    5,677     -209    4,116   -1,375    3,442    4,093   -1,088   -1,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     15.3      7.5     62.6     74.3     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      63       36       31       56       45      132      106
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      723,811
COMMITMENTS
  89,209   19,440  200,717  356,177  459,599  646,104  679,756   77,708   44,055

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -25,023)
  -3,605    2,732   -6,378  -11,762  -17,664  -21,745  -21,311   -3,277   -3,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      2.7     27.7     49.2     63.5     89.3     93.9     10.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      63       29       62       65       57      153      125
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      124,879
COMMITMENTS
  20,236   13,299   36,123   55,504   66,907  111,863  116,329   13,016    8,550

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        351)
      37    1,928     -409     -127   -1,983     -499     -463      850      814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     10.6     28.9     44.4     53.6     89.6     93.2     10.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     125       66      102      101       96      271      230
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       31,026
COMMITMENTS
  18,234    2,722    2,464    8,071   23,203   28,769   28,389    2,258    2,637

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,950)
    -874   -1,331       81   -1,146     -998   -1,939   -2,247      -11      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.8      8.8      7.9     26.0     74.8     92.7     91.5      7.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      30       14        8        6       10       42       27
 

Updated March 3, 2006