COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      163,239
COMMITMENTS
  25,359   21,508   30,964   88,713   96,830  145,036  149,302   18,202   13,937

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      1,985)
  -3,939   10,549    1,542    3,793  -11,934    1,395      157      590    1,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     13.2     19.0     54.3     59.3     88.8     91.5     11.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      84       62       70       72       57      188      163
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,408
COMMITMENTS
  15,791    2,156   11,731   14,624   29,486   42,146   43,374    4,262    3,034

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:       -234)
     450     -125      572   -1,168   -1,127     -145     -680      -89      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0      4.6     25.3     31.5     63.5     90.8     93.5      9.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      83       26       36       20       21      115       72
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      140,350
COMMITMENTS
  31,294   24,731    9,137   90,614  102,130  131,046  135,999    9,305    4,351

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      1,989)
  -1,059    3,567   -1,301    3,946     -679    1,586    1,587      404      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     17.6      6.5     64.6     72.8     93.4     96.9      6.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      69       38       30       56       47      134      109
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      721,339
COMMITMENTS
  88,777   16,208  203,934  352,272  460,298  644,983  680,441   76,356   40,898

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -2,472)
    -432   -3,231    3,217   -3,905      699   -1,121      685   -1,352   -3,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      2.2     28.3     48.8     63.8     89.4     94.3     10.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      58       34       67       67       61      157      134
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      128,864
COMMITMENTS
  19,239   13,721   40,002   57,545   66,805  116,787  120,528   12,077    8,337

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      3,985)
    -997      422    3,879    2,041     -103    4,923    4,198     -938     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     10.6     31.0     44.7     51.8     90.6     93.5      9.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     121       82      109      100       94      277      244
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,934
COMMITMENTS
  17,222    2,532    4,201    9,303   23,552   30,725   30,285    2,210    2,650

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      1,908)
  -1,012     -190    1,737    1,232      349    1,956    1,895      -48       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3      7.7     12.8     28.2     71.5     93.3     92.0      6.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28       14        9        6       11       43       26
 

Updated March 10, 2006