COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      174,502
COMMITMENTS
  34,866    8,980   41,563   76,910  111,734  153,339  162,276   21,162   12,225

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     12,554)
   6,078   -3,933    4,813      389   10,652   11,280   11,532    1,274    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      5.1     23.8     44.1     64.0     87.9     93.0     12.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     119       50       79       73       63      235      161
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       44,911
COMMITMENTS
   6,830    2,778   11,862   22,513   26,787   41,205   41,427    3,706    3,484

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -2,933)
  -3,272      157     -467      730   -3,552   -3,008   -3,862       75      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      6.2     26.4     50.1     59.6     91.7     92.2      8.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      52       27       34       26       21       89       73
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      145,357
COMMITMENTS
  36,527   10,778   13,171   83,709  114,481  133,408  138,430   11,949    6,927

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        677)
    -414   -1,251      746    2,064      738    2,395      233   -1,718      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      7.4      9.1     57.6     78.8     91.8     95.2      8.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      70       24       38       48       44      136       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      820,571
COMMITMENTS
 107,427   16,804  223,906  380,949  524,373  712,282  765,083  108,289   55,487

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     32,055)
 -31,006    2,807   26,963   31,987    6,019   27,944   35,789    4,111   -3,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      2.0     27.3     46.4     63.9     86.8     93.2     13.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      69       33       57       65       66      164      128
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      147,495
COMMITMENTS
  34,346    8,931   49,747   49,349   79,851  133,443  138,529   14,052    8,966

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      8,522)
   2,510     -873    4,290    1,564    5,664    8,365    9,081      157     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      6.1     33.7     33.5     54.1     90.5     93.9      9.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     168       58      130       92      102      318      257
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       28,556
COMMITMENTS
  10,440    6,548    2,413   14,104   15,562   26,957   24,523    1,599    4,033

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      1,896)
     343    1,206      160    2,134      395    2,637    1,761     -741      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6     22.9      8.5     49.4     54.5     94.4     85.9      5.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       20        8       10       11       29       37
 

Updated January 20, 2006