COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, February 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  :   131,823:    36,632     13,854      9,739     68,015     98,304    114,386    121,897:    17,437      9,926
Old  :   121,122:    34,906     15,373      6,954     63,369     90,476    105,229    112,803:    15,893      8,319
Other:    10,701:     3,562        317        949      4,646      7,828      9,157      9,094:     1,544      1,607
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     3,157:     4,951     -1,455     -1,320      2,263      9,307      5,894      6,532:    -2,737     -3,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       10.5        7.4       51.6       74.6       86.8       92.5:      13.2        7.5
Old  :     100.0:      28.8       12.7        5.7       52.3       74.7       86.9       93.1:      13.1        6.9
Other:     100.0:      33.3        3.0        8.9       43.4       73.2       85.6       85.0:      14.4       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:       100         48         60         51         54        191        132:
Old  :       231:        96         51         51         49         53        178        130:
Other:        76:        31         10          4         13         27         47         38:
     :----------------------------------------------------------------------------------------------------
     :             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       40.7       37.7       52.5       27.4       37.6       37.7       48.4
Old  :                 29.9       42.1       41.0       52.8       29.9       40.7       41.0       50.2
Other:                 39.5       45.9       57.4       63.8       31.6       43.2       45.8       54.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, February 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  :    33,871:    10,304      5,357      3,562     16,492     22,671     30,358     31,590:     3,513      2,281
Old  :    32,523:    10,627      4,554      3,130     15,274     22,587     29,031     30,271:     3,492      2,252
Other:     1,348:        58      1,184         51      1,218         84      1,327      1,319:        21         29
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     2,919:     3,643     -1,076        256     -1,196      3,883      2,703      3,063:       216       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       15.8       10.5       48.7       66.9       89.6       93.3:      10.4        6.7
Old  :     100.0:      32.7       14.0        9.6       47.0       69.4       89.3       93.1:      10.7        6.9
Other:     100.0:       4.3       87.8        3.8       90.4        6.2       98.4       97.8:       1.6        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        49         31         23         21         18         88         59:
Old  :       116:        53         30         23         21         18         88         59:
Other:        17:         1         12          3          2          3          5         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.4       50.0       47.1       62.3       20.9       33.6       29.7       43.7
Old  :                 32.1       52.0       45.3       64.6       19.5       36.4       28.7       46.7
Other:                 98.4       70.8       98.4       88.9       92.2       67.1       92.2       85.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, February 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  :   135,885:    36,936     12,291      2,415     84,602    115,099    123,953    129,805:    11,932      6,080
Old  :   100,393:    35,763     13,049      1,435     51,806     79,950     89,004     94,434:    11,389      5,959
Other:    35,492:     2,012         81        141     32,796     35,149     34,949     35,371:       543        121
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     2,497:     1,826      1,642     -1,408         88        950        506      1,184:     1,991      1,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        9.0        1.8       62.3       84.7       91.2       95.5:       8.8        4.5
Old  :     100.0:      35.6       13.0        1.4       51.6       79.6       88.7       94.1:      11.3        5.9
Other:     100.0:       5.7        0.2        0.4       92.4       99.0       98.5       99.7:       1.5        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        71         21         15         51         39        129         73:
Old  :       156:        71         24         12         51         36        127         68:
Other:        41:         8          2          5         17         25         26         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       37.5       41.5       56.6       16.9       23.8       25.1       35.9
Old  :                 21.8       33.1       36.7       51.9       20.9       23.6       30.4       39.6
Other:                 58.3       69.5       86.2       85.2       35.7       44.2       51.0       56.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, February 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  :   516,881:   120,658     33,240     37,835    289,515    411,633    448,008    482,708:    68,873     34,173
Old  :   516,881:   120,658     33,240     37,835    289,515    411,633    448,008    482,708:    68,873     34,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    -1,912:     1,077     -4,510     -5,009     11,810     12,321      7,878      2,802:    -9,790     -4,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        6.4        7.3       56.0       79.6       86.7       93.4:      13.3        6.6
Old  :     100.0:      23.3        6.4        7.3       56.0       79.6       86.7       93.4:      13.3        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  :       175:        73         24         50         65         55        156        116:
Old  :       175:        73         24         50         65         55        156        116:
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  :                 18.7       33.0       32.6       50.4       16.0       25.4       25.0       38.5
Old  :                 18.7       33.0       32.6       50.4       16.0       25.4       25.0       38.5
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 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  :   108,355:    34,986     12,548     13,976     46,445     74,235     95,407    100,759:    12,948      7,596
Old  :   101,337:    35,190     13,643     11,207     42,265     69,488     88,662     94,338:    12,675      6,999
Other:     7,018:     1,609        718        956      4,180      4,747      6,745      6,421:       273        597
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    -5,662:    -1,649       -388     -3,647        291     -1,159     -5,005     -5,194:      -657       -468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       11.6       12.9       42.9       68.5       88.1       93.0:      11.9        7.0
Old  :     100.0:      34.7       13.5       11.1       41.7       68.6       87.5       93.1:      12.5        6.9
Other:     100.0:      22.9       10.2       13.6       59.6       67.6       96.1       91.5:       3.9        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       137         58         87         90        100        281        213:
Old  :       341:       135         63         82         86         98        274        208:
Other:        94:        19         11          9         33         49         57         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       22.0       27.6       33.2       17.8       17.8       25.6       27.9
Old  :                 19.0       23.0       28.7       34.6       19.0       20.6       27.4       31.6
Other:                 55.8       33.1       68.9       49.1       45.9       25.1       53.1       35.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, February 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  :    26,930:    11,004      5,006      2,012     11,801     17,464     24,817     24,482:     2,113      2,448
Old  :    26,930:    11,004      5,006      2,012     11,801     17,464     24,817     24,482:     2,113      2,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :      -453:       328     -1,609         11     -1,249      1,948       -910        350:       457       -803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       18.6        7.5       43.8       64.8       92.2       90.9:       7.8        9.1
Old  :     100.0:      40.9       18.6        7.5       43.8       64.8       92.2       90.9:       7.8        9.1
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  :        47:        22         12          4          5          9         31         22:
Old  :        47:        22         12          4          5          9         31         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  :                 64.5       64.5       78.9       77.8       55.1       56.9       66.0       67.9
Old  :                 64.5       64.5       78.9       77.8       55.1       56.9       66.0       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 10, 2006