COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      180,266
COMMITMENTS
  26,520   43,964   36,414   97,673   84,492  160,607  164,870   19,659   15,396

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      6,079)
     364   10,935   -1,179    6,010   -4,259    5,194    5,497      884      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     24.4     20.2     54.2     46.9     89.1     91.5     10.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      79       89       73       73       58      184      195
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       54,678
COMMITMENTS
  19,979    1,417   14,820   14,061   34,058   48,860   50,295    5,818    4,383

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      2,820)
   1,817     -227      764     -835    1,093    1,746    1,629    1,074    1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      2.6     27.1     25.7     62.3     89.4     92.0     10.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      87       21       32       23       24      118       71
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,168
COMMITMENTS
  31,080   22,315   10,482   86,205   97,289  127,768  130,086   10,400    8,082

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -3,552)
   1,103      622     -422   -4,518   -5,671   -3,838   -5,471      286    1,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     16.2      7.6     62.4     70.4     92.5     94.2      7.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      65       41       36       56       45      137      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      762,937
COMMITMENTS
 101,987   11,495  217,110  341,430  478,180  660,528  706,785  102,409   56,152

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     47,808)
   8,357     -949   21,453     -524   16,194   29,286   36,698   18,522   11,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      1.5     28.5     44.8     62.7     86.6     92.6     13.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      65       32       68       64       57      160      128
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      139,320
COMMITMENTS
  21,039   16,173   42,851   64,015   70,767  127,905  129,791   11,415    9,529

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      7,085)
     939    1,797    2,775    2,779    1,318    6,494    5,890      591    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     11.6     30.8     45.9     50.8     91.8     93.2      8.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     124       98      115       98       94      279      264
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,579
COMMITMENTS
  13,850    3,352    2,182    9,887   19,741   25,920   25,275    1,659    2,304

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:       -543)
   2,512   -1,151       48   -3,282    1,253     -723      149      180     -692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.2     12.2      7.9     35.9     71.6     94.0     91.6      6.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21       13        6       10        7       35       23
 

Updated March 31, 2006