COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, February 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  :   122,363:    26,763     16,566      7,350     73,541     88,004    107,654    111,920:    14,709     10,443
Old  :   109,440:    24,693     18,411      3,888     67,912     78,499     96,493    100,798:    12,947      8,642
Other:    12,923:     4,392        477      1,140      5,629      9,505     11,161     11,122:     1,762      1,801
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -2,068:    -5,379      3,250      1,800      1,196     -8,392     -2,383     -3,342:       315      1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       13.5        6.0       60.1       71.9       88.0       91.5:      12.0        8.5
Old  :     100.0:      22.6       16.8        3.6       62.1       71.7       88.2       92.1:      11.8        7.9
Other:     100.0:      34.0        3.7        8.8       43.6       73.6       86.4       86.1:      13.6       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        66         56         49         53         50        155        128:
Old  :       202:        59         64         33         48         47        133        123:
Other:        89:        33         15         10         19         28         58         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       39.6       43.6       50.0       30.3       33.7       41.7       43.1
Old  :                 33.9       41.5       48.7       51.3       33.9       36.8       46.7       45.8
Other:                 34.2       45.1       49.4       63.7       27.3       45.1       40.4       55.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, February 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  :    35,913:    15,094      8,253      3,287     13,749     22,313     32,130     33,853:     3,783      2,060
Old  :    34,276:    15,510      7,653      2,463     12,551     22,117     30,524     32,233:     3,752      2,043
Other:     1,637:       292      1,308        116      1,198        196      1,606      1,620:        31         17
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -1,590:     1,634        627        331     -3,557     -1,785     -1,592       -827:         2       -763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       23.0        9.2       38.3       62.1       89.5       94.3:      10.5        5.7
Old  :     100.0:      45.3       22.3        7.2       36.6       64.5       89.1       94.0:      10.9        6.0
Other:     100.0:      17.8       79.9        7.1       73.2       12.0       98.1       99.0:       1.9        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        63         31         18         23         20         99         59:
Old  :       130:        65         30         18         23         20         99         59:
Other:        19:         2         12          4          2          4          6         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       42.8       37.5       60.8       19.6       32.8       29.4       45.6
Old  :                 24.5       44.5       35.8       62.3       18.4       34.3       28.7       49.0
Other:                 91.3       67.9       98.1       87.8       88.9       61.0       88.9       81.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, February 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  :   126,776:    33,302     21,152      2,256     83,371    100,256    118,929    123,664:     7,847      3,112
Old  :    88,894:    32,046     21,195      1,544     47,894     63,225     81,484     85,964:     7,410      2,930
Other:    37,882:     1,857        558        111     35,477     37,031     37,445     37,700:       437        182
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     1,878:      -583      5,703       -478      4,039     -1,553      2,978      3,672:    -1,100     -1,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       16.7        1.8       65.8       79.1       93.8       97.5:       6.2        2.5
Old  :     100.0:      36.0       23.8        1.7       53.9       71.1       91.7       96.7:       8.3        3.3
Other:     100.0:       4.9        1.5        0.3       93.7       97.8       98.8       99.5:       1.2        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        60         33         19         53         41        123         91:
Old  :       161:        61         36         16         53         36        120         83:
Other:        49:        10          7          8         22         23         37         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       33.2       40.2       52.2       17.6       25.2       27.0       34.8
Old  :                 21.6       29.7       36.5       47.0       21.1       24.9       32.7       39.3
Other:                 56.0       64.8       81.4       82.6       36.4       43.1       50.7       56.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, February 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  :   464,326:   107,994     36,234     28,534    269,899    371,315    406,427    436,083:    57,899     28,243
Old  :   464,326:   107,994     36,234     28,534    269,899    371,315    406,427    436,083:    57,899     28,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -23,003:    -3,963      3,400     -4,719    -12,120    -17,774    -20,802    -19,093:    -2,201     -3,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        7.8        6.1       58.1       80.0       87.5       93.9:      12.5        6.1
Old  :     100.0:      23.3        7.8        6.1       58.1       80.0       87.5       93.9:      12.5        6.1
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  :       159:        65         25         45         58         46        138        104:
Old  :       159:        65         25         45         58         46        138        104:
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  :                 21.1       38.1       34.7       53.8       16.6       26.1       25.0       39.2
Old  :                 21.1       38.1       34.7       53.8       16.6       26.1       25.0       39.2
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 - Futures Only, February 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  :    94,778:    22,605     13,786     11,344     49,468     61,882     83,417     87,012:    11,361      7,766
Old  :    86,756:    23,232     14,960      7,997     44,704     56,887     75,933     79,844:    10,823      6,912
Other:     8,022:     1,681      1,134      1,039      4,764      4,995      7,484      7,168:       538        854
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -1,241:      -445      1,849     -1,473       -142     -2,429     -2,060     -2,053:       819        812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       14.5       12.0       52.2       65.3       88.0       91.8:      12.0        8.2
Old  :     100.0:      26.8       17.2        9.2       51.5       65.6       87.5       92.0:      12.5        8.0
Other:     100.0:      21.0       14.1       13.0       59.4       62.3       93.3       89.4:       6.7       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:       109         51         56         88         86        222        180:
Old  :       288:       111         53         51         83         84        215        175:
Other:        93:        16         14          9         35         46         57         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       21.3       32.5       33.2       21.3       16.5       30.0       26.9
Old  :                 23.2       22.8       34.2       35.4       23.2       20.1       32.8       31.4
Other:                 50.5       32.1       65.5       47.9       42.1       23.2       52.4       35.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, February 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  :    30,389:    18,146      2,793      2,112      8,055     23,155     28,313     28,060:     2,076      2,329
Old  :    30,389:    18,146      2,793      2,112      8,055     23,155     28,313     28,060:     2,076      2,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -1,923:      -881     -1,247         31     -1,127       -968     -1,977     -2,184:        54        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.7        9.2        6.9       26.5       76.2       93.2       92.3:       6.8        7.7
Old  :     100.0:      59.7        9.2        6.9       26.5       76.2       93.2       92.3:       6.8        7.7
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  :        56:        28         14          7          5         10         40         25:
Old  :        56:        28         14          7          5         10         40         25:
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  :                 52.5       66.5       71.9       81.1       46.0       62.6       61.4       70.8
Old  :                 52.5       66.5       71.9       81.1       46.0       62.6       61.4       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 3, 2006