COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      111,950
COMMITMENTS
  25,747   20,145    9,653   61,806   72,499   97,206  102,297   14,744    9,653

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      2,477)
   3,986   -6,083    1,191   -2,229    7,025    2,948    2,133     -471      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     18.0      8.6     55.2     64.8     86.8     91.4     13.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      90       62       60       46       45      176      137
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,652
COMMITMENTS
  11,232    5,178    2,204   14,371   22,304   27,807   29,686    3,845    1,966

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,020)
   1,254      385       38     -724      631      568    1,054      452      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     16.4      7.0     45.4     70.5     87.9     93.8     12.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      49       26       14       16       17       74       49
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      131,851
COMMITMENTS
  39,486   10,850    2,496   79,220  113,833  121,202  127,179   10,649    4,672

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,378)
   2,914     -323    1,375   -1,838    2,221    2,451    3,273   -1,073   -1,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      8.2      1.9     60.1     86.3     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      67       22       20       44       41      124       80
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      536,758
COMMITMENTS
 133,129   41,978   53,052  278,782  405,570  464,963  500,600   71,795   36,158

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,046)
     638    3,174    3,716    3,470   -1,993    7,824    4,897   -3,778     -851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      7.8      9.9     51.9     75.6     86.6     93.3     13.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      69       28       49       56       57      155      111
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       94,198
COMMITMENTS
  30,175   16,049   11,784   41,734   60,507   83,693   88,340   10,505    5,858

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     11,527)
   9,800   -1,482    3,336   -1,675   10,177   11,461   12,031       66     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     17.0     12.5     44.3     64.2     88.8     93.8     11.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     130       70       72       83       87      259      202
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       23,845
COMMITMENTS
  10,112    5,170    2,050    9,967   14,208   22,129   21,428    1,716    2,417

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -2,784)
  -3,808    1,778       35    1,059   -5,420   -2,714   -3,607      -70      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     21.7      8.6     41.8     59.6     92.8     89.9      7.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19       16        5        8        7       30       26
 

Updated January 12, 2006