COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      167,514
COMMITMENTS
  26,139   26,979   34,335   88,755   91,983  149,229  153,298   18,284   14,216

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      4,275)
     780    5,471    3,371       41   -4,846    4,193    3,996       82      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     16.1     20.5     53.0     54.9     89.1     91.5     10.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      86       66       73       70       57      185      173
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       49,779
COMMITMENTS
  17,037    1,720   13,130   15,020   31,848   45,187   46,698    4,592    3,081

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      3,371)
   1,246     -437    1,399      396    2,362    3,041    3,324      330       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      3.5     26.4     30.2     64.0     90.8     93.8      9.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      82       26       38       23       20      120       71
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      141,306
COMMITMENTS
  31,444   23,727    9,982   90,150  101,743  131,576  135,451    9,730    5,855

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        956)
     150   -1,004      844     -464     -388      531     -548      426    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     16.8      7.1     63.8     72.0     93.1     95.9      6.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      63       42       31       59       49      135      112
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      696,680
COMMITMENTS
  86,740   12,670  192,018  345,177  450,403  623,934  655,090   72,746   41,590

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:    -24,659)
  -2,037   -3,538  -11,917   -7,095   -9,895  -21,049  -25,350   -3,610      691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      1.8     27.6     49.5     64.6     89.6     94.0     10.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      47       43       71       69       63      159      137
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      127,491
COMMITMENTS
  18,508   14,761   38,177   60,093   66,616  116,778  119,554   10,714    7,937

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -1,373)
    -732    1,041   -1,825    2,548     -189       -9     -973   -1,364     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     11.6     29.9     47.1     52.3     91.6     93.8      8.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     115       85      102       97       92      264      239
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,222
COMMITMENTS
  18,480    2,790    2,232    6,013   21,945   26,724   26,966    2,498    2,256

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -3,712)
   1,258      258   -1,969   -3,290   -1,607   -4,000   -3,319      288     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2      9.5      7.6     20.6     75.1     91.5     92.3      8.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      36       10       11       10        9       50       27
 

Updated March 17, 2006