COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      122,363
COMMITMENTS
  26,763   16,566    7,350   73,541   88,004  107,654  111,920   14,709   10,443

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -2,068)
  -5,379    3,250    1,800    1,196   -8,392   -2,383   -3,342      315    1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     13.5      6.0     60.1     71.9     88.0     91.5     12.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      66       56       49       53       50      155      128
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       35,913
COMMITMENTS
  15,094    8,253    3,287   13,749   22,313   32,130   33,853    3,783    2,060

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,590)
   1,634      627      331   -3,557   -1,785   -1,592     -827        2     -763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     23.0      9.2     38.3     62.1     89.5     94.3     10.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      63       31       18       23       20       99       59
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      126,776
COMMITMENTS
  33,302   21,152    2,256   83,371  100,256  118,929  123,664    7,847    3,112

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,878)
    -583    5,703     -478    4,039   -1,553    2,978    3,672   -1,100   -1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     16.7      1.8     65.8     79.1     93.8     97.5      6.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      60       33       19       53       41      123       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      464,326
COMMITMENTS
 107,994   36,234   28,534  269,899  371,315  406,427  436,083   57,899   28,243

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -23,003)
  -3,963    3,400   -4,719  -12,120  -17,774  -20,802  -19,093   -2,201   -3,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      7.8      6.1     58.1     80.0     87.5     93.9     12.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      65       25       45       58       46      138      104
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:       94,778
COMMITMENTS
  22,605   13,786   11,344   49,468   61,882   83,417   87,012   11,361    7,766

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,241)
    -445    1,849   -1,473     -142   -2,429   -2,060   -2,053      819      812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     14.5     12.0     52.2     65.3     88.0     91.8     12.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     109       51       56       88       86      222      180
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       30,389
COMMITMENTS
  18,146    2,793    2,112    8,055   23,155   28,313   28,060    2,076    2,329

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,923)
    -881   -1,247       31   -1,127     -968   -1,977   -2,184       54      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7      9.2      6.9     26.5     76.2     93.2     92.3      6.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28       14        7        5       10       40       25
 

Updated March 3, 2006