COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, 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  :   111,950:    25,747     20,145      9,653     61,806     72,499     97,206    102,297:    14,744      9,653
Old  :   107,954:    25,685     21,591      7,853     60,310     69,476     93,848     98,920:    14,106      9,034
Other:     3,996:     1,823        315         39      1,496      3,023      3,358      3,377:       638        619
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     2,477:     3,986     -6,083      1,191     -2,229      7,025      2,948      2,133:      -471        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       18.0        8.6       55.2       64.8       86.8       91.4:      13.2        8.6
Old  :     100.0:      23.8       20.0        7.3       55.9       64.4       86.9       91.6:      13.1        8.4
Other:     100.0:      45.6        7.9        1.0       37.4       75.7       84.0       84.5:      16.0       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        90         62         60         46         45        176        137:
Old  :       232:        93         63         57         45         45        173        136:
Other:        55:        18          9          2         10         19         30         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  :                 30.3       38.2       41.5       47.2       30.3       35.4       41.5       42.9
Old  :                 31.4       38.9       43.0       47.5       31.4       36.5       43.0       43.9
Other:                 50.3       63.3       68.3       74.7       50.3       63.3       67.2       74.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, 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  :    31,652:    11,232      5,178      2,204     14,371     22,304     27,807     29,686:     3,845      1,966
Old  :    30,323:    11,609      4,324      1,758     13,116     22,303     26,483     28,385:     3,840      1,938
Other:     1,329:        48      1,279         21      1,255          1      1,324      1,301:         5         28
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     1,020:     1,254        385         38       -724        631        568      1,054:       452        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       16.4        7.0       45.4       70.5       87.9       93.8:      12.1        6.2
Old  :     100.0:      38.3       14.3        5.8       43.3       73.6       87.3       93.6:      12.7        6.4
Other:     100.0:       3.6       96.2        1.6       94.4        0.1       99.6       97.9:       0.4        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        49         26         14         16         17         74         49:
Old  :       105:        51         25         14         16         17         74         49:
Other:        15:         1         11          1          2          1          4         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.4       51.6       50.2       66.1       25.7       36.6       36.0       47.5
Old  :                 32.8       53.9       48.2       69.0       24.4       40.0       35.2       51.1
Other:                 99.6       74.8       99.6       93.4       98.0       73.2       98.0       91.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, 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  :   131,851:    39,486     10,850      2,496     79,220    113,833    121,202    127,179:    10,649      4,672
Old  :   102,943:    39,253     10,951      2,262     51,346     85,168     92,861     98,381:    10,082      4,562
Other:    28,908:       353         19        114     27,874     28,665     28,341     28,798:       567        110
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     1,378:     2,914       -323      1,375     -1,838      2,221      2,451      3,273:    -1,073     -1,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        8.2        1.9       60.1       86.3       91.9       96.5:       8.1        3.5
Old  :     100.0:      38.1       10.6        2.2       49.9       82.7       90.2       95.6:       9.8        4.4
Other:     100.0:       1.2        0.1        0.4       96.4       99.2       98.0       99.6:       2.0        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        67         22         20         44         41        124         80:
Old  :       155:        67         25         19         42         38        122         76:
Other:        32:         4          2          2         12         21         16         25:
     :----------------------------------------------------------------------------------------------------
     :             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       38.0       41.0       58.7       18.5       27.7       28.7       41.0
Old  :                 24.3       36.8       40.0       53.8       21.3       29.0       33.0       45.1
Other:                 68.7       70.7       93.8       88.6       42.0       51.3       59.5       63.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, 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  :   536,758:   133,129     41,978     53,052    278,782    405,570    464,963    500,600:    71,795     36,158
Old  :   536,758:   133,129     41,978     53,052    278,782    405,570    464,963    500,600:    71,795     36,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     4,046:       638      3,174      3,716      3,470     -1,993      7,824      4,897:    -3,778       -851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        7.8        9.9       51.9       75.6       86.6       93.3:      13.4        6.7
Old  :     100.0:      24.8        7.8        9.9       51.9       75.6       86.6       93.3:      13.4        6.7
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  :       174:        69         28         49         56         57        155        111:
Old  :       174:        69         28         49         56         57        155        111:
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  :                 19.5       28.0       31.8       46.5       16.7       23.8       25.8       35.2
Old  :                 19.5       28.0       31.8       46.5       16.7       23.8       25.8       35.2
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 - Futures Only, 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  :    94,198:    30,175     16,049     11,784     41,734     60,507     83,693     88,340:    10,505      5,858
Old  :    90,187:    30,108     17,287      9,730     40,160     57,766     79,998     84,783:    10,189      5,404
Other:     4,011:     1,479        174        642      1,574      2,741      3,695      3,557:       316        454
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    11,527:     9,800     -1,482      3,336     -1,675     10,177     11,461     12,031:        66       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       17.0       12.5       44.3       64.2       88.8       93.8:      11.2        6.2
Old  :     100.0:      33.4       19.2       10.8       44.5       64.1       88.7       94.0:      11.3        6.0
Other:     100.0:      36.9        4.3       16.0       39.2       68.3       92.1       88.7:       7.9       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       130         70         72         83         87        259        202:
Old  :       332:       129         75         70         80         85        254        200:
Other:        73:        17          9          7         22         36         41         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       22.4       29.3       32.6       19.8       20.6       29.3       29.5
Old  :                 20.7       23.1       30.6       33.6       20.7       21.7       30.6       31.7
Other:                 54.3       29.9       72.7       48.8       43.5       20.5       52.6       31.5
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, 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  :    23,845:    10,112      5,170      2,050      9,967     14,208     22,129     21,428:     1,716      2,417
Old  :    23,845:    10,112      5,170      2,050      9,967     14,208     22,129     21,428:     1,716      2,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    -2,784:    -3,808      1,778         35      1,059     -5,420     -2,714     -3,607:       -70        823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       21.7        8.6       41.8       59.6       92.8       89.9:       7.2       10.1
Old  :     100.0:      42.4       21.7        8.6       41.8       59.6       92.8       89.9:       7.2       10.1
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  :        49:        19         16          5          8          7         30         26:
Old  :        49:        19         16          5          8          7         30         26:
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  :                 72.7       74.1       81.2       83.1       59.5       63.5       65.8       68.0
Old  :                 72.7       74.1       81.2       83.1       59.5       63.5       65.8       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 12, 2006