COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   154,562:    27,239     16,818     35,267     73,663     91,087    136,170    143,172:    18,392     11,390
Old  :   147,678:    26,050     17,886     32,694     71,474     86,463    130,219    137,043:    17,459     10,635
Other:     6,884:     2,597        340      1,165      2,189      4,624      5,951      6,129:       933        754
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     6,054:     5,920     -6,488      2,393     -2,192      9,410      6,122      5,315:       -68        738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       10.9       22.8       47.7       58.9       88.1       92.6:      11.9        7.4
Old  :     100.0:      17.6       12.1       22.1       48.4       58.5       88.2       92.8:      11.8        7.2
Other:     100.0:      37.7        4.9       16.9       31.8       67.2       86.5       89.0:      13.5       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:       107         58         75         71         62        219        161:
Old  :       255:       114         52         74         69         62        216        160:
Other:        70:        12         22         23         19         22         47         52:
     :----------------------------------------------------------------------------------------------------
     :             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       36.5       32.2       44.9       22.0       30.4       30.1       36.3
Old  :                 23.0       36.5       33.4       45.1       23.0       31.2       31.5       36.9
Other:                 42.5       53.7       58.3       64.5       41.9       45.4       53.7       54.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    50,854:    11,860      2,208     13,621     20,827     32,634     46,307     48,463:     4,547      2,391
Old  :    48,617:    12,210      2,167     12,360     19,507     31,745     44,077     46,272:     4,540      2,345
Other:     2,237:       230        621        681      1,320        889      2,230      2,191:         6         46
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     2,604:     1,740       -209      1,228       -882      1,923      2,086      2,942:       519       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        4.3       26.8       41.0       64.2       91.1       95.3:       8.9        4.7
Old  :     100.0:      25.1        4.5       25.4       40.1       65.3       90.7       95.2:       9.3        4.8
Other:     100.0:      10.3       27.8       30.4       59.0       39.7       99.7       97.9:       0.3        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        65         22         28         24         24         97         66:
Old  :       118:        65         22         28         24         24         97         66:
Other:        20:         4         10          7          2          5         12         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  :                 31.0       48.5       45.0       63.7       16.3       29.7       22.7       37.8
Old  :                 29.3       49.1       43.9       64.8       15.6       30.7       22.3       39.0
Other:                 82.3       68.6       96.8       87.2       56.1       41.2       57.1       51.7
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   145,169:    36,951     11,122     11,981     83,862    116,316    132,793    139,419:    12,376      5,750
Old  :   116,171:    36,763     11,269     11,628     55,988     87,651    104,378    110,548:    11,793      5,623
Other:    28,997:       405         70        136     27,874     28,665     28,415     28,871:       583        127
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :       247:     2,835       -638      1,218     -2,382      1,735      1,672      2,316:    -1,424     -2,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        7.7        8.3       57.8       80.1       91.5       96.0:       8.5        4.0
Old  :     100.0:      31.6        9.7       10.0       48.2       75.5       89.8       95.2:      10.2        4.8
Other:     100.0:       1.4        0.2        0.5       96.1       98.9       98.0       99.6:       2.0        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        71         23         37         45         42        134         94:
Old  :       161:        70         27         37         44         39        133         91:
Other:        37:         9          2          6         12         21         21         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       35.3       40.4       54.4       17.6       23.6       26.8       35.6
Old  :                 23.8       33.7       39.2       48.7       19.9       24.4       30.1       37.9
Other:                 68.5       70.5       93.5       88.3       41.9       51.1       59.3       63.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   786,174:   137,998     23,298    201,030    356,858    510,573    695,886    734,900:    90,288     51,274
Old  :   786,174:   137,998     23,298    201,030    356,858    510,573    695,886    734,900:    90,288     51,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    19,387:     1,870      4,199     12,910      8,092      2,262     22,872     19,371:    -3,485         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        3.0       25.6       45.4       64.9       88.5       93.5:      11.5        6.5
Old  :     100.0:      17.6        3.0       25.6       45.4       64.9       88.5       93.5:      11.5        6.5
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  :       183:        69         32         60         65         68        169        132:
Old  :       183:        69         32         60         65         68        169        132:
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  :                 16.3       23.3       26.9       39.7       10.5       15.9       16.7       24.8
Old  :                 16.3       23.3       26.9       39.7       10.5       15.9       16.7       24.8
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 with Delta-adjusted Options and Futures Combined, January 10, 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  :   133,877:    28,023      9,642     47,808     45,045     67,459    120,876    124,909:    13,000      8,968
Old  :   129,406:    27,937     10,958     45,406     43,436     64,597    116,779    120,961:    12,627      8,444
Other:     4,471:     1,592        190        896      1,609      2,861      4,097      3,947:       374        524
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    20,584:     9,791     -4,869     12,882     -2,124     12,136     20,549     20,149:        35        435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        7.2       35.7       33.6       50.4       90.3       93.3:       9.7        6.7
Old  :     100.0:      21.6        8.5       35.1       33.6       49.9       90.2       93.5:       9.8        6.5
Other:     100.0:      35.6        4.2       20.0       36.0       64.0       91.6       88.3:       8.4       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       162         61        120         88         96        301        244:
Old  :       359:       159         68        120         88         96        301        244:
Other:        84:        23         11         21         23         40         54         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  :                 15.4       18.6       24.8       28.0       13.9       14.6       20.5       21.5
Old  :                 15.7       19.0       25.5       28.6       14.4       15.4       21.2       22.9
Other:                 49.2       26.8       66.0       43.8       39.1       18.4       46.6       28.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    24,538:    10,179      5,217      2,311     10,077     14,215     22,567     21,743:     1,971      2,795
Old  :    24,538:    10,179      5,217      2,311     10,077     14,215     22,567     21,743:     1,971      2,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    -2,630:    -4,033      1,657        128      1,148     -5,422     -2,757     -3,637:       127      1,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       21.3        9.4       41.1       57.9       92.0       88.6:       8.0       11.4
Old  :     100.0:      41.5       21.3        9.4       41.1       57.9       92.0       88.6:       8.0       11.4
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  :        50:        20         16          8          9          7         32         29:
Old  :        50:        20         16          8          9          7         32         29:
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  :                 71.7       72.0       80.4       80.7       58.6       61.7       64.8       66.1
Old  :                 71.7       72.0       80.4       80.7       58.6       61.7       64.8       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 12, 2006