COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, January 3, 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  :   109,473:    21,761     26,228      8,462     64,035     65,474     94,258    100,164:    15,215      9,309
Old  :   105,825:    21,702     27,646      6,792     62,578     62,643     91,072     97,081:    14,753      8,744
Other:     3,648:     1,704        227         25      1,457      2,831      3,186      3,083:       462        565
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     5,222:     2,713     -5,219      1,900       -874      8,316      3,739      4,997:     1,483        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       24.0        7.7       58.5       59.8       86.1       91.5:      13.9        8.5
Old  :     100.0:      20.5       26.1        6.4       59.1       59.2       86.1       91.7:      13.9        8.3
Other:     100.0:      46.7        6.2        0.7       39.9       77.6       87.3       84.5:      12.7       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        90         57         54         53         48        170        138:
Old  :       225:        88         60         52         52         47        167        137:
Other:        47:        16          6          1          9         18         26         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       34.8       42.7       43.0       30.4       31.8       41.6       39.7
Old  :                 31.3       35.9       44.1       44.1       31.3       32.9       43.1       41.0
Other:                 54.7       65.9       71.7       74.9       54.7       65.9       70.5       74.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, January 3, 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  :    30,632:     9,978      4,793      2,166     15,095     21,673     27,239     28,632:     3,393      2,000
Old  :    29,881:    10,153      4,332      1,885     14,456     21,672     26,494     27,889:     3,387      1,992
Other:       751:        62        698         44        639          1        745        743:         6          8
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    -4,079:    -1,463       -531     -1,154       -832     -1,306     -3,449     -2,991:      -630     -1,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       15.6        7.1       49.3       70.8       88.9       93.5:      11.1        6.5
Old  :     100.0:      34.0       14.5        6.3       48.4       72.5       88.7       93.3:      11.3        6.7
Other:     100.0:       8.3       92.9        5.9       85.1        0.1       99.2       98.9:       0.8        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        44         29         15         17         17         74         51:
Old  :       106:        46         29         15         17         17         74         51:
Other:        12:         3          5          4          2          1          7          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.0       52.5       50.3       66.7       25.1       37.7       35.1       47.9
Old  :                 33.8       53.9       49.4       68.3       24.7       39.8       35.0       50.2
Other:                 94.7       95.5       99.2       98.8       92.8       92.7       93.3       93.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, January 3, 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  :   130,473:    36,572     11,173      1,121     81,058    111,612    118,751    123,906:    11,722      6,567
Old  :   102,165:    36,499     11,235        994     53,567     83,707     91,060     95,936:    11,105      6,229
Other:    28,308:       190         55         10     27,491     27,905     27,691     27,970:       617        338
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     4,572:     2,629     -2,348       -186       -591      6,035      1,852      3,501:     2,720      1,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        8.6        0.9       62.1       85.5       91.0       95.0:       9.0        5.0
Old  :     100.0:      35.7       11.0        1.0       52.4       81.9       89.1       93.9:      10.9        6.1
Other:     100.0:       0.7        0.2        0.0       97.1       98.6       97.8       98.8:       2.2        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        68         25          8         48         41        120         72:
Old  :       153:        69         25          7         46         38        118         68:
Other:        32:         3          2          2         13         21         17         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       36.8       42.3       57.8       19.1       26.5       29.1       39.9
Old  :                 25.2       34.7       41.3       52.3       21.9       28.2       33.3       43.9
Other:                 69.1       71.9       94.4       88.1       41.9       51.1       59.4       62.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, January 3, 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  :   532,712:   132,491     38,804     49,336    275,312    407,563    457,139    495,703:    75,573     37,009
Old  :   532,712:   132,491     38,804     49,336    275,312    407,563    457,139    495,703:    75,573     37,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :       -98:     7,324      2,771      1,258     -4,845     -6,668      3,737     -2,639:    -3,835      2,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        7.3        9.3       51.7       76.5       85.8       93.1:      14.2        6.9
Old  :     100.0:      24.9        7.3        9.3       51.7       76.5       85.8       93.1:      14.2        6.9
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:        68         27         48         58         55        153        110:
Old  :       172:        68         27         48         58         55        153        110:
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  :                 19.2       28.9       32.1       47.9       16.6       24.5       25.9       36.7
Old  :                 19.2       28.9       32.1       47.9       16.6       24.5       25.9       36.7
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, January 3, 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  :    82,671:    20,375     17,531      8,448     43,409     50,330     72,232     76,309:    10,439      6,362
Old  :    79,219:    20,329     18,465      6,793     41,951     48,082     69,073     73,340:    10,146      5,879
Other:     3,452:     1,030         50        671      1,458      2,248      3,159      2,969:       293        483
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :       -31:      -253     -2,045        608     -1,105      1,832       -750        395:       719       -426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       21.2       10.2       52.5       60.9       87.4       92.3:      12.6        7.7
Old  :     100.0:      25.7       23.3        8.6       53.0       60.7       87.2       92.6:      12.8        7.4
Other:     100.0:      29.8        1.4       19.4       42.2       65.1       91.5       86.0:       8.5       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       111         67         52         85         79        224        179:
Old  :       295:       109         70         50         83         76        221        175:
Other:        60:        12          4          3         21         32         34         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.0       21.3       31.9       31.2       22.0       19.2       31.7       27.4
Old  :                 23.0       22.1       33.3       32.2       23.0       20.4       33.1       29.9
Other:                 53.0       35.5       74.7       55.0       42.7       21.9       50.2       34.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, January 3, 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  :    26,629:    13,920      3,392      2,015      8,908     19,628     24,843     25,035:     1,786      1,594
Old  :    26,629:    13,920      3,392      2,015      8,908     19,628     24,843     25,035:     1,786      1,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     2,166:       678      1,276          2      1,518      1,194      2,198      2,472:       -32       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.3       12.7        7.6       33.5       73.7       93.3       94.0:       6.7        6.0
Old  :     100.0:      52.3       12.7        7.6       33.5       73.7       93.3       94.0:       6.7        6.0
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  :        45:        26          7          4          5          8         34         17:
Old  :        45:        26          7          4          5          8         34         17:
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  :                 59.8       70.8       77.2       89.3       50.5       70.4       64.6       76.7
Old  :                 59.8       70.8       77.2       89.3       50.5       70.4       64.6       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 7, 2006