COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      125,246
COMMITMENTS
  32,867   15,126   11,481   63,737   88,661  108,085  115,268   17,161    9,978

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      8,694)
   5,451   -1,825    2,024      -25    7,801    7,450    8,000    1,244      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     12.1      9.2     50.9     70.8     86.3     92.0     13.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      93       57       61       48       45      189      131
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,713
COMMITMENTS
   6,719    4,098    3,387   16,473   19,540   26,579   27,025    3,134    2,688

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -1,628)
  -3,406     -288      930      755   -3,083   -1,721   -2,441       93      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     13.8     11.4     55.4     65.8     89.5     91.0     10.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      39       28       23       22       15       73       56
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      131,746
COMMITMENTS
  38,252   10,856    3,289   79,615  111,759  121,156  125,904   10,590    5,842

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      2,368)
    -613     -546      483    3,445    1,562    3,315    1,499     -947      869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.2      2.5     60.4     84.8     92.0     95.6      8.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      64       24       21       47       42      122       83
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      507,294
COMMITMENTS
 124,501   35,815   36,402  270,728  399,233  431,631  471,450   75,663   35,844

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:    -24,331)
  -7,017    1,511  -16,211    3,425   -3,214  -19,803  -17,914   -4,528   -6,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      7.1      7.2     53.4     78.7     85.1     92.9     14.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      79       19       40       56       55      145      106
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      110,657
COMMITMENTS
  36,212   13,681   16,942   45,936   73,188   99,090  103,811   11,567    6,846

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      7,937)
   2,611   -1,242    3,706    1,607    5,978    7,924    8,442       13     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     12.4     15.3     41.5     66.1     89.5     93.8     10.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     150       55       85       86       94      285      210
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,516
COMMITMENTS
  10,273    6,446    2,060   13,898   15,559   26,231   24,065    1,285    3,451

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      1,548)
     291    1,168       28    2,021      399    2,340    1,595     -792      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     23.4      7.5     50.5     56.5     95.3     87.5      4.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       19        5        9       11       27       33
 

Updated January 20, 2006