COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, February 21, 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  :   124,431:    32,142     13,316      5,550     72,345     96,396    110,037    115,262:    14,394      9,169
Old  :   112,870:    30,528     15,351      2,060     67,494     87,989    100,082    105,400:    12,788      7,470
Other:    11,561:     4,106        457        998      4,851      8,407      9,955      9,862:     1,606      1,699
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :   -10,928:    -1,920        940     -2,046     -3,053     -8,245     -7,019     -9,351:    -3,909     -1,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       10.7        4.5       58.1       77.5       88.4       92.6:      11.6        7.4
Old  :     100.0:      27.0       13.6        1.8       59.8       78.0       88.7       93.4:      11.3        6.6
Other:     100.0:      35.5        4.0        8.6       42.0       72.7       86.1       85.3:      13.9       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        65         48         40         46         50        147        109:
Old  :       190:        66         50         25         43         49        129        106:
Other:        82:        30         14          7         14         30         49         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       43.6       43.5       54.2       29.1       37.8       40.2       46.8
Old  :                 32.4       45.8       47.9       55.7       32.1       40.9       44.3       50.4
Other:                 37.8       42.4       53.5       63.1       30.1       41.9       44.3       54.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, February 21, 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  :    37,503:    13,460      7,626      2,956     17,306     24,098     33,722     34,680:     3,781      2,823
Old  :    35,876:    13,826      6,980      2,193     16,105     23,913     32,124     33,086:     3,752      2,790
Other:     1,627:       292      1,304        105      1,201        185      1,598      1,594:        29         33
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :     1,573:       448      1,910       -190      1,154       -307      1,412      1,413:       161        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       20.3        7.9       46.1       64.3       89.9       92.5:      10.1        7.5
Old  :     100.0:      38.5       19.5        6.1       44.9       66.7       89.5       92.2:      10.5        7.8
Other:     100.0:      17.9       80.1        6.5       73.8       11.4       98.2       98.0:       1.8        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        60         30         19         24         21         99         59:
Old  :       127:        60         30         19         24         21         99         59:
Other:        18:         2         11          4          2          4          6         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.2       47.6       41.8       60.4       18.8       30.9       27.4       41.7
Old  :                 28.2       49.4       40.4       62.4       17.6       33.2       26.6       44.5
Other:                 92.0       68.2       98.2       88.3       89.7       62.0       89.7       82.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, February 21, 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  :   124,898:    33,885     15,449      2,734     79,332    101,809    115,951    119,992:     8,947      4,906
Old  :    87,672:    32,702     15,938      1,653     44,829     65,908     79,184     83,499:     8,488      4,173
Other:    37,226:     2,004        332        260     34,503     35,901     36,767     36,493:       459        733
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :     3,176:    -1,460      3,444        626      3,825     -1,812      2,991      2,258:       185        918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       12.4        2.2       63.5       81.5       92.8       96.1:       7.2        3.9
Old  :     100.0:      37.3       18.2        1.9       51.1       75.2       90.3       95.2:       9.7        4.8
Other:     100.0:       5.4        0.9        0.7       92.7       96.4       98.8       98.0:       1.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        61         26         19         52         39        122         80:
Old  :       152:        60         28         16         52         35        119         74:
Other:        48:        10          7          9         21         23         36         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       37.9       41.3       54.4       18.9       24.7       27.9       36.0
Old  :                 23.7       32.9       38.4       50.2       23.3       24.1       34.4       41.1
Other:                 56.3       65.0       81.6       81.7       35.3       42.2       49.8       54.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, February 21, 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  :   487,329:   111,957     32,834     33,253    282,019    389,089    427,229    455,176:    60,100     32,153
Old  :   487,329:   111,957     32,834     33,253    282,019    389,089    427,229    455,176:    60,100     32,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    -8,951:      -539      3,294     -5,133      4,779     -6,392       -893     -8,231:    -8,058       -720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        6.7        6.8       57.9       79.8       87.7       93.4:      12.3        6.6
Old  :     100.0:      23.0        6.7        6.8       57.9       79.8       87.7       93.4:      12.3        6.6
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  :       165:        71         24         47         62         49        145        109:
Old  :       165:        71         24         47         62         49        145        109:
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  :                 19.6       37.7       33.2       52.6       15.6       27.2       24.6       40.4
Old  :                 19.6       37.7       33.2       52.6       15.6       27.2       24.6       40.4
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 21, 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  :    96,019:    23,050     11,937     12,817     49,610     64,311     85,477     89,065:    10,542      6,954
Old  :    88,283:    23,738     13,146      9,563     44,882     59,492     78,183     82,201:    10,100      6,082
Other:     7,736:     1,627      1,106        939      4,728      4,819      7,294      6,864:       442        872
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    -5,765:    -6,801        646       -537      1,441     -6,351     -5,897     -6,242:       132        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       12.4       13.3       51.7       67.0       89.0       92.8:      11.0        7.2
Old  :     100.0:      26.9       14.9       10.8       50.8       67.4       88.6       93.1:      11.4        6.9
Other:     100.0:      21.0       14.3       12.1       61.1       62.3       94.3       88.7:       5.7       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:       118         46         49         86         87        228        168:
Old  :       291:       123         48         44         82         85        221        164:
Other:        90:        16         11          8         36         47         58         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       22.1       31.9       33.3       20.6       16.4       29.3       26.8
Old  :                 22.4       23.4       33.5       35.1       22.4       19.9       31.9       30.9
Other:                 51.8       34.8       66.8       51.0       43.6       25.5       53.0       36.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, February 21, 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  :    32,312:    19,027      4,040      2,081      9,182     24,123     30,290     30,244:     2,022      2,068
Old  :    32,312:    19,027      4,040      2,081      9,182     24,123     30,290     30,244:     2,022      2,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :     2,961:     3,783        945         13       -610      2,048      3,186      3,006:      -225        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       12.5        6.4       28.4       74.7       93.7       93.6:       6.3        6.4
Old  :     100.0:      58.9       12.5        6.4       28.4       74.7       93.7       93.6:       6.3        6.4
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  :        52:        25         11          8          7         10         40         22:
Old  :        52:        25         11          8          7         10         40         22:
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  :                 54.0       62.5       72.7       80.2       47.9       60.8       63.1       72.7
Old  :                 54.0       62.5       72.7       80.2       47.9       60.8       63.1       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 24, 2006