COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      116,552
COMMITMENTS
  27,416   16,951    9,457   63,762   80,860  100,635  107,268   15,917    9,284

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      4,602)
   1,669   -3,194     -196    1,956    8,361    3,429    4,971    1,173     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     14.5      8.1     54.7     69.4     86.3     92.0     13.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      89       56       57       47       47      174      133
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,341
COMMITMENTS
  10,125    4,386    2,457   15,718   22,623   28,300   29,466    3,041    1,875

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:       -311)
  -1,107     -792      253    1,347      319      493     -220     -804      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     14.0      7.8     50.2     72.2     90.3     94.0      9.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      45       27       18       19       18       76       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,378
COMMITMENTS
  38,865   11,402    2,806   76,170  110,197  117,841  124,405   11,537    4,973

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -2,473)
    -621      552      310   -3,050   -3,636   -3,361   -2,774      888      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      8.8      2.2     58.9     85.2     91.1     96.2      8.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      68       28       21       45       41      126       86
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      531,625
COMMITMENTS
 131,518   34,304   52,613  267,303  402,447  451,434  489,364   80,191   42,261

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -5,133)
  -1,611   -7,674     -439  -11,479   -3,123  -13,529  -11,236    8,396    6,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      6.5      9.9     50.3     75.7     84.9     92.1     15.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      71       24       50       54       52      149      109
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      102,720
COMMITMENTS
  33,601   14,923   13,236   44,329   67,210   91,166   95,369   11,554    7,351

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      8,522)
   3,426   -1,126    1,452    2,595    6,703    7,473    7,029    1,049    1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     14.5     12.9     43.2     65.4     88.8     92.8     11.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     146       58       73       87       90      274      199
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,968
COMMITMENTS
   9,982    5,278    2,032   11,877   15,160   23,891   22,470    2,077    3,498

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,123)
    -130      108      -18    1,910      952    1,762    1,042      361    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     20.3      7.8     45.7     58.4     92.0     86.5      8.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14       18        4        8        9       25       29
 

Updated January 20, 2006