COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, 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  :   125,246:    32,867     15,126     11,481     63,737     88,661    108,085    115,268:    17,161      9,978
Old  :   118,350:    32,394     16,548      9,148     60,472     83,768    102,014    109,464:    16,336      8,886
Other:     6,896:     2,230        335        576      3,265      4,893      6,071      5,804:       825      1,092
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     8,694:     5,451     -1,825      2,024        -25      7,801      7,450      8,000:     1,244        694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       12.1        9.2       50.9       70.8       86.3       92.0:      13.7        8.0
Old  :     100.0:      27.4       14.0        7.7       51.1       70.8       86.2       92.5:      13.8        7.5
Other:     100.0:      32.3        4.9        8.4       47.3       71.0       88.0       84.2:      12.0       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        93         57         61         48         45        189        131:
Old  :       233:        93         60         54         44         44        178        129:
Other:        70:        28         10          5         13         24         43         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.9       40.8       38.3       51.6       27.9       37.9       38.3       47.8
Old  :                 29.5       41.8       40.6       52.5       29.5       39.8       40.6       49.2
Other:                 40.7       49.8       59.8       64.5       33.5       48.7       51.1       58.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, 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  :    29,713:     6,719      4,098      3,387     16,473     19,540     26,579     27,025:     3,134      2,688
Old  :    28,354:     7,606      3,732      2,430     15,198     19,536     25,234     25,698:     3,120      2,656
Other:     1,359:        48      1,301         22      1,275          4      1,345      1,327:        14         32
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :    -1,628:    -3,406       -288        930        755     -3,083     -1,721     -2,441:        93        813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       13.8       11.4       55.4       65.8       89.5       91.0:      10.5        9.0
Old  :     100.0:      26.8       13.2        8.6       53.6       68.9       89.0       90.6:      11.0        9.4
Other:     100.0:       3.5       95.7        1.6       93.8        0.3       99.0       97.6:       1.0        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        39         28         23         22         15         73         56:
Old  :        99:        44         24         23         22         15         73         56:
Other:        16:         1         12          2          2          2          5         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.8       47.4       50.4       60.8       22.9       29.2       31.6       41.5
Old  :                 36.2       49.6       48.3       63.7       21.4       32.5       30.5       45.3
Other:                 98.9       73.1       99.0       92.2       97.1       71.5       97.1       90.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, 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  :   131,746:    38,252     10,856      3,289     79,615    111,759    121,156    125,904:    10,590      5,842
Old  :   101,992:    37,329     10,914      3,005     51,625     82,451     91,959     96,370:    10,033      5,622
Other:    29,754:     1,079         98        128     27,990     29,308     29,197     29,534:       557        220
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     2,368:      -613       -546        483      3,445      1,562      3,315      1,499:      -947        869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        8.2        2.5       60.4       84.8       92.0       95.6:       8.0        4.4
Old  :     100.0:      36.6       10.7        2.9       50.6       80.8       90.2       94.5:       9.8        5.5
Other:     100.0:       3.6        0.3        0.4       94.1       98.5       98.1       99.3:       1.9        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        64         24         21         47         42        122         83:
Old  :       151:        63         25         20         46         39        120         79:
Other:        35:         5          3          3         14         20         20         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  :                 25.7       36.4       39.7       55.8       17.9       25.7       27.5       38.5
Old  :                 22.2       34.5       38.4       52.0       21.5       25.1       31.8       41.2
Other:                 67.4       69.2       91.9       87.9       41.4       50.9       58.6       63.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, 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  :   507,294:   124,501     35,815     36,402    270,728    399,233    431,631    471,450:    75,663     35,844
Old  :   507,294:   124,501     35,815     36,402    270,728    399,233    431,631    471,450:    75,663     35,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :   -24,331:    -7,017      1,511    -16,211      3,425     -3,214    -19,803    -17,914:    -4,528     -6,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        7.1        7.2       53.4       78.7       85.1       92.9:      14.9        7.1
Old  :     100.0:      24.5        7.1        7.2       53.4       78.7       85.1       92.9:      14.9        7.1
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  :       167:        79         19         40         56         55        145        106:
Old  :       167:        79         19         40         56         55        145        106:
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  :                 18.8       29.7       32.3       48.3       16.0       25.8       25.0       38.4
Old  :                 18.8       29.7       32.3       48.3       16.0       25.8       25.0       38.4
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 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  :   110,657:    36,212     13,681     16,942     45,936     73,188     99,090    103,811:    11,567      6,846
Old  :   104,208:    36,056     15,270     14,206     42,699     68,509     92,961     97,985:    11,247      6,223
Other:     6,449:     1,932        187        960      3,237      4,679      6,129      5,826:       320        623
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     7,937:     2,611     -1,242      3,706      1,607      5,978      7,924      8,442:        13       -505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       12.4       15.3       41.5       66.1       89.5       93.8:      10.5        6.2
Old  :     100.0:      34.6       14.7       13.6       41.0       65.7       89.2       94.0:      10.8        6.0
Other:     100.0:      30.0        2.9       14.9       50.2       72.6       95.0       90.3:       5.0        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:       150         55         85         86         94        285        210:
Old  :       348:       146         64         82         85         92        281        208:
Other:        83:        19          8          8         25         46         46         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       21.0       26.7       32.0       17.4       16.9       26.1       27.2
Old  :                 18.5       21.6       27.8       32.9       18.5       19.1       27.7       29.9
Other:                 57.1       33.8       74.4       51.6       40.8       25.2       50.5       36.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, 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  :    27,516:    10,273      6,446      2,060     13,898     15,559     26,231     24,065:     1,285      3,451
Old  :    27,516:    10,273      6,446      2,060     13,898     15,559     26,231     24,065:     1,285      3,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2006                     :
     :     1,548:       291      1,168         28      2,021        399      2,340      1,595:      -792        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       23.4        7.5       50.5       56.5       95.3       87.5:       4.7       12.5
Old  :     100.0:      37.3       23.4        7.5       50.5       56.5       95.3       87.5:       4.7       12.5
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  :        53:        15         19          5          9         11         27         33:
Old  :        53:        15         19          5          9         11         27         33:
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  :                 73.7       67.7       84.5       76.9       62.9       58.9       71.3       64.6
Old  :                 73.7       67.7       84.5       76.9       62.9       58.9       71.3       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 20, 2006