COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      177,276
COMMITMENTS
  33,628    8,505   41,022   78,727  112,190  153,378  161,717   23,899   15,559

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      2,775)
  -1,238     -475     -541    1,817      457       38     -559    2,736    3,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      4.8     23.1     44.4     63.3     86.5     91.2     13.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
     111       53       80       71       62      226      162
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,183
COMMITMENTS
   7,141    2,805   13,237   22,817   28,091   43,195   44,132    3,987    3,050

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      2,272)
     311       28    1,374      304    1,304    1,990    2,706      282     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      5.9     28.1     48.4     59.5     91.5     93.5      8.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      57       27       37       28       24       95       81
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      147,572
COMMITMENTS
  32,567   10,262   14,516   88,889  116,920  135,971  141,697   11,601    5,874

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      2,215)
  -3,960     -516    1,344    5,179    2,439    2,563    3,267     -348   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      7.0      9.8     60.2     79.2     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      61       30       39       52       47      137      100
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      846,390
COMMITMENTS
 101,400   17,093  244,199  389,449  525,613  735,048  786,904  111,342   59,485

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     25,819)
  -6,027      289   20,292    8,501    1,239   22,766   21,821    3,053    3,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      2.0     28.9     46.0     62.1     86.8     93.0     13.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      73       30       65       65       64      165      134
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      149,094
COMMITMENTS
  33,828    8,807   49,135   50,488   81,431  133,451  139,373   15,643    9,722

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      1,600)
    -519     -124     -612    1,139    1,579        8      843    1,591      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      5.9     33.0     33.9     54.6     89.5     93.5     10.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     155       63      135       98      106      321      264
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,336
COMMITMENTS
  10,848    6,677    2,316   13,126   15,542   26,290   24,535    2,046    3,801

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:       -220)
     408      129      -97     -978      -20     -667       12      447     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     23.6      8.2     46.3     54.8     92.8     86.6      7.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17       20        6        9        9       29       33
 

Updated February 3, 2006