COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      136,230
COMMITMENTS
  24,168   46,727   12,448   83,286   63,381  119,902  122,556   16,328   13,674

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      3,743)
    -129   10,962   -2,056    5,547   -5,766    3,362    3,140      381      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     34.3      9.1     61.1     46.5     88.0     90.0     12.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      68       86       53       63       45      155      169
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       38,229
COMMITMENTS
  18,658    9,684    2,788   11,834   22,068   33,280   34,540    4,949    3,689

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        956)
   1,389    1,299     -993     -328     -238       68       68      888      888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     25.3      7.3     31.0     57.7     87.1     90.4     12.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      68       25       15       21       21       98       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      127,010
COMMITMENTS
  31,651   22,333    2,694   83,255   94,536  117,600  119,563    9,410    7,447

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -3,424)
     641      698     -313   -3,999   -5,694   -3,671   -5,309      247    1,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     17.6      2.1     65.5     74.4     92.6     94.1      7.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      65       35       18       55       41      128       90
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      479,103
COMMITMENTS
 107,516   33,112   33,841  261,107  375,687  402,464  442,640   76,639   36,463

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     16,269)
     991     -543    6,382   -3,334    2,948    4,039    8,787   12,230    7,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      6.9      7.1     54.5     78.4     84.0     92.4     16.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      66       26       49       57       47      144      105
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      104,816
COMMITMENTS
  24,141   16,841   14,392   56,358   65,031   94,891   96,264    9,925    8,552

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      5,085)
   1,560    1,647    1,059    1,980    1,372    4,599    4,078      486    1,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     16.1     13.7     53.8     62.0     90.5     91.8      9.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     111       82       66       90       87      235      217
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       27,158
COMMITMENTS
  13,693    3,363    2,002    9,887   19,712   25,582   25,077    1,576    2,081

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:       -534)
   2,579   -1,128       -6   -3,282    1,247     -709      113      175     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     12.4      7.4     36.4     72.6     94.2     92.3      5.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20       11        2        9        7       31       19
 

Updated March 31, 2006