COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      174,187
COMMITMENTS
  26,157   33,028   37,593   91,662   88,751  155,413  159,373   18,775   14,815

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      6,674)
      18    6,049    3,258    2,908   -3,232    6,183    6,075      490      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     19.0     21.6     52.6     51.0     89.2     91.5     10.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      85       77       76       74       58      192      185
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       51,858
COMMITMENTS
  18,162    1,644   14,056   14,896   32,965   47,114   48,665    4,744    3,193

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      2,079)
   1,125      -76      926     -124    1,117    1,927    1,967      152      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0      3.2     27.1     28.7     63.6     90.9     93.8      9.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      86       23       38       22       23      122       73
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      141,719
COMMITMENTS
  29,978   21,693   10,905   90,724  102,959  131,606  135,557   10,113    6,162

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        413)
  -1,467   -2,034      923      574    1,217       30      106      383      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     15.3      7.7     64.0     72.7     92.9     95.7      7.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      65       37       36       54       44      133      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      715,129
COMMITMENTS
  93,630   12,444  195,658  341,954  461,986  631,242  670,088   83,887   45,041

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     18,449)
   6,891     -226    3,640   -3,223   11,583    7,308   14,997   11,141    3,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      1.7     27.4     47.8     64.6     88.3     93.7     11.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      60       32       72       68       62      162      136
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      132,235
COMMITMENTS
  20,100   14,376   40,075   61,236   69,449  121,411  123,901   10,824    8,334

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      4,743)
   1,592     -385    1,898    1,143    2,833    4,633    4,346      110      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     10.9     30.3     46.3     52.5     91.8     93.7      8.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     126       85      105       97       92      272      244
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,121
COMMITMENTS
  11,338    4,503    2,135   13,170   18,488   26,643   25,126    1,479    2,996

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -1,101)
  -7,142    1,713      -97    7,157   -3,457      -82   -1,841   -1,019      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     16.0      7.6     46.8     65.7     94.7     89.3      5.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21       17        9        7        9       32       32
 

Updated March 24, 2006