COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   174,502:    34,866      8,980     41,563     76,910    111,734    153,339    162,276:    21,162     12,225
Old  :   162,797:    32,674      9,552     37,892     72,378    104,517    142,943    151,961:    19,854     10,836
Other:    11,705:     3,179        415      2,684      4,533      7,217     10,397     10,316:     1,308      1,389
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :    12,554:     6,078     -3,933      4,813        389     10,652     11,280     11,532:     1,274      1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        5.1       23.8       44.1       64.0       87.9       93.0:      12.1        7.0
Old  :     100.0:      20.1        5.9       23.3       44.5       64.2       87.8       93.3:      12.2        6.7
Other:     100.0:      27.2        3.5       22.9       38.7       61.7       88.8       88.1:      11.2       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:       119         50         79         73         63        235        161:
Old  :       260:       124         43         76         69         61        227        156:
Other:        91:        18         30         32         26         30         67         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       38.3       29.7       48.0       20.0       32.3       27.5       40.2
Old  :                 21.5       39.0       31.4       49.0       21.5       33.6       29.5       41.3
Other:                 34.2       40.2       51.8       53.6       30.2       33.7       43.3       43.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    44,911:     6,830      2,778     11,862     22,513     26,787     41,205     41,427:     3,706      3,484
Old  :    42,781:     7,468      2,872     10,444     21,181     26,036     39,092     39,351:     3,689      3,430
Other:     2,129:       191        734        590      1,332        751      2,113      2,076:        17         54
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :    -2,933:    -3,272        157       -467        730     -3,552     -3,008     -3,862:        75        928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        6.2       26.4       50.1       59.6       91.7       92.2:       8.3        7.8
Old  :     100.0:      17.5        6.7       24.4       49.5       60.9       91.4       92.0:       8.6        8.0
Other:     100.0:       8.9       34.5       27.7       62.5       35.3       99.2       97.5:       0.8        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        52         27         34         26         21         89         73:
Old  :       113:        51         29         34         26         21         89         73:
Other:        20:         3         11          9          2          5         13         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.5       44.4       48.4       58.1       15.8       22.1       21.3       30.1
Old  :                 32.0       45.1       47.3       59.2       14.9       24.1       20.7       31.3
Other:                 83.4       66.1       96.6       85.6       60.2       42.4       60.5       54.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   145,357:    36,527     10,778     13,171     83,709    114,481    133,408    138,430:    11,949      6,927
Old  :   115,456:    35,598     10,849     12,762     55,719     85,173    104,079    108,784:    11,377      6,672
Other:    29,901:     1,139        138        200     27,990     29,308     29,329     29,646:       572        255
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :       677:      -414     -1,251        746      2,064        738      2,395        233:    -1,718        444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.4        9.1       57.6       78.8       91.8       95.2:       8.2        4.8
Old  :     100.0:      30.8        9.4       11.1       48.3       73.8       90.1       94.2:       9.9        5.8
Other:     100.0:       3.8        0.5        0.7       93.6       98.0       98.1       99.1:       1.9        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        70         24         38         48         44        136         95:
Old  :       158:        69         25         38         48         41        135         92:
Other:        39:        10          2          7         14         20         25         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       33.9       38.4       51.7       16.8       22.6       25.6       34.0
Old  :                 21.0       31.7       36.8       47.2       19.7       21.1       29.3       35.3
Other:                 67.0       68.9       91.5       87.5       41.2       50.7       58.3       63.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   820,571:   107,427     16,804    223,906    380,949    524,373    712,282    765,083:   108,289     55,487
Old  :   820,571:   107,427     16,804    223,906    380,949    524,373    712,282    765,083:   108,289     55,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :    32,055:   -31,006      2,807     26,963     31,987      6,019     27,944     35,789:     4,111     -3,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        2.0       27.3       46.4       63.9       86.8       93.2:      13.2        6.8
Old  :     100.0:      13.1        2.0       27.3       46.4       63.9       86.8       93.2:      13.2        6.8
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  :       178:        69         33         57         65         66        164        128:
Old  :       178:        69         33         57         65         66        164        128:
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  :                 15.9       21.9       27.8       38.2       10.0       13.7       15.5       22.6
Old  :                 15.9       21.9       27.8       38.2       10.0       13.7       15.5       22.6
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 24, 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  :   147,495:    34,346      8,931     49,747     49,349     79,851    133,443    138,529:    14,052      8,966
Old  :   139,491:    34,054     10,453     45,796     45,991     74,958    125,840    131,207:    13,651      8,284
Other:     8,004:     2,095        280      2,149      3,358      4,893      7,603      7,322:       401        682
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     8,522:     2,510       -873      4,290      1,564      5,664      8,365      9,081:       157       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        6.1       33.7       33.5       54.1       90.5       93.9:       9.5        6.1
Old  :     100.0:      24.4        7.5       32.8       33.0       53.7       90.2       94.1:       9.8        5.9
Other:     100.0:      26.2        3.5       26.9       42.0       61.1       95.0       91.5:       5.0        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       168         58        130         92        102        318        257:
Old  :       374:       164         67        128         92        102        317        256:
Other:        97:        21         18         25         27         50         60         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       17.2       22.7       26.8       13.1       13.2       19.6       20.9
Old  :                 14.2       17.7       23.2       27.4       13.8       14.8       20.7       22.9
Other:                 46.0       27.3       66.2       42.7       33.1       20.3       42.3       29.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    28,556:    10,440      6,548      2,413     14,104     15,562     26,957     24,523:     1,599      4,033
Old  :    28,556:    10,440      6,548      2,413     14,104     15,562     26,957     24,523:     1,599      4,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     1,896:       343      1,206        160      2,134        395      2,637      1,761:      -741        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       22.9        8.5       49.4       54.5       94.4       85.9:       5.6       14.1
Old  :     100.0:      36.6       22.9        8.5       49.4       54.5       94.4       85.9:       5.6       14.1
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  :        55:        16         20          8         10         11         29         37:
Old  :        55:        16         20          8         10         11         29         37:
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  :                 72.4       65.2       83.5       74.1       62.0       56.7       70.1       62.3
Old  :                 72.4       65.2       83.5       74.1       62.0       56.7       70.1       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 20, 2006