COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   163,239:    25,359     21,508     30,964     88,713     96,830    145,036    149,302:    18,202     13,937
Old  :   139,274:    20,927     21,876     23,735     79,223     82,475    123,885    128,086:    15,388     11,188
Other:    23,965:     5,727        928      5,934      9,490     14,355     21,151     21,216:     2,814      2,749
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     1,985:    -3,939     10,549      1,542      3,793    -11,934      1,395        157:       590      1,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       13.2       19.0       54.3       59.3       88.8       91.5:      11.2        8.5
Old  :     100.0:      15.0       15.7       17.0       56.9       59.2       89.0       92.0:      11.0        8.0
Other:     100.0:      23.9        3.9       24.8       39.6       59.9       88.3       88.5:      11.7       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        84         62         70         72         57        188        163:
Old  :       224:        82         61         64         67         53        177        154:
Other:       114:        34         25         41         37         39         93         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       32.8       34.7       41.4       23.0       24.9       31.7       31.6
Old  :                 26.9       34.3       39.6       42.0       26.9       26.4       37.1       33.5
Other:                 23.0       34.2       38.1       48.9       20.8       29.1       31.2       36.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :    46,408:    15,791      2,156     11,731     14,624     29,486     42,146     43,374:     4,262      3,034
Old  :    43,903:    16,223      2,362     10,097     13,362     28,449     39,682     40,908:     4,221      2,995
Other:     2,505:       322        548        880      1,262      1,038      2,464      2,466:        41         39
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :      -234:       450       -125        572     -1,168     -1,127       -145       -680:       -89        446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        4.6       25.3       31.5       63.5       90.8       93.5:       9.2        6.5
Old  :     100.0:      37.0        5.4       23.0       30.4       64.8       90.4       93.2:       9.6        6.8
Other:     100.0:      12.8       21.9       35.1       50.4       41.4       98.3       98.4:       1.7        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        83         26         36         20         21        115         72:
Old  :       141:        81         28         36         20         21        115         72:
Other:        21:         5          9         11          2          6         14         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.8       45.8       38.7       62.0       15.6       32.7       23.2       43.6
Old  :                 22.9       46.4       36.5       63.1       14.8       33.7       22.9       45.1
Other:                 77.9       65.3       93.6       86.9       51.5       42.6       51.9       49.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   140,350:    31,294     24,731      9,137     90,614    102,130    131,046    135,999:     9,305      4,351
Old  :   101,593:    29,663     24,847      8,075     55,085     64,427     92,823     97,350:     8,770      4,244
Other:    38,757:     2,382        635        312     35,529     37,703     38,223     38,650:       534        107
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     1,989:    -1,059      3,567     -1,301      3,946       -679      1,586      1,587:       404        402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       17.6        6.5       64.6       72.8       93.4       96.9:       6.6        3.1
Old  :     100.0:      29.2       24.5        7.9       54.2       63.4       91.4       95.8:       8.6        4.2
Other:     100.0:       6.1        1.6        0.8       91.7       97.3       98.6       99.7:       1.4        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        69         38         30         56         47        134        109:
Old  :       172:        67         40         28         56         43        131        103:
Other:        53:        11         10         12         22         25         39         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       31.5       38.7       48.4       16.3       23.2       26.3       32.8
Old  :                 22.2       28.2       36.7       43.1       19.3       22.1       31.2       35.6
Other:                 54.3       64.1       79.3       81.9       34.5       42.9       48.5       55.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   721,339:    88,777     16,208    203,934    352,272    460,298    644,983    680,441:    76,356     40,898
Old  :   721,339:    88,777     16,208    203,934    352,272    460,298    644,983    680,441:    76,356     40,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    -2,472:      -432     -3,231      3,217     -3,905        699     -1,121        685:    -1,352     -3,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        2.2       28.3       48.8       63.8       89.4       94.3:      10.6        5.7
Old  :     100.0:      12.3        2.2       28.3       48.8       63.8       89.4       94.3:      10.6        5.7
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  :       172:        58         34         67         67         61        157        134:
Old  :       172:        58         34         67         67         61        157        134:
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  :                 15.6       25.3       27.4       39.8       11.8       14.3       18.0       23.0
Old  :                 15.6       25.3       27.4       39.8       11.8       14.3       18.0       23.0
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 with Delta-adjusted Options and Futures Combined, March 7, 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  :   128,864:    19,239     13,721     40,002     57,545     66,805    116,787    120,528:    12,077      8,337
Old  :   117,747:    20,112     14,902     34,283     51,853     61,241    106,249    110,427:    11,498      7,320
Other:    11,117:     1,769      1,460      3,077      5,692      5,564     10,538     10,101:       580      1,017
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     3,985:      -997        422      3,879      2,041       -103      4,923      4,198:      -938       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       10.6       31.0       44.7       51.8       90.6       93.5:       9.4        6.5
Old  :     100.0:      17.1       12.7       29.1       44.0       52.0       90.2       93.8:       9.8        6.2
Other:     100.0:      15.9       13.1       27.7       51.2       50.0       94.8       90.9:       5.2        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       337:       121         82        109        100         94        277        244:
Old  :       336:       127         83        105         98         94        273        241:
Other:       117:        21         30         37         40         54         83         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       20.2       28.0       30.7       15.9       13.3       22.8       20.7
Old  :                 18.3       21.6       29.3       32.3       17.4       16.3       24.9       24.6
Other:                 38.6       23.4       55.1       36.9       31.8       16.5       40.9       25.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :    32,934:    17,222      2,532      4,201      9,303     23,552     30,725     30,285:     2,210      2,650
Old  :    32,934:    17,222      2,532      4,201      9,303     23,552     30,725     30,285:     2,210      2,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     1,908:    -1,012       -190      1,737      1,232        349      1,956      1,895:       -48         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.3        7.7       12.8       28.2       71.5       93.3       92.0:       6.7        8.0
Old  :     100.0:      52.3        7.7       12.8       28.2       71.5       93.3       92.0:       6.7        8.0
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          9          6         11         43         26:
Old  :        56:        28         14          9          6         11         43         26:
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  :                 49.9       66.3       70.5       82.4       41.4       54.8       52.3       60.4
Old  :                 49.9       66.3       70.5       82.4       41.4       54.8       52.3       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 10, 2006