COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      128,666
COMMITMENTS
  31,681   15,309   11,059   65,752   88,997  108,492  115,365   20,174   13,301

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      3,420)
  -1,186      183     -422    2,015      336      407       97    3,013    3,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     11.9      8.6     51.1     69.2     84.3     89.7     15.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      92       55       65       52       50      190      138
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       30,952
COMMITMENTS
   6,661    6,433    3,306   17,688   18,788   27,655   28,527    3,297    2,425

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      1,239)
     -58    2,335      -81    1,215     -752    1,076    1,502      163     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     20.8     10.7     57.1     60.7     89.3     92.2     10.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      41       32       22       25       19       79       63
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      133,388
COMMITMENTS
  35,110   10,649    3,823   84,514  114,149  123,447  128,621    9,941    4,767

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      1,642)
  -3,142     -207      534    4,899    2,390    2,291    2,717     -649   -1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      8.0      2.9     63.4     85.6     92.5     96.4      7.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      58       25       23       51       42      123       84
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      518,793
COMMITMENTS
 119,581   37,750   42,844  277,705  399,312  440,130  479,906   78,663   38,887

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     11,499)
  -4,920    1,935    6,442    6,977       79    8,499    8,456    3,000    3,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      7.3      8.3     53.5     77.0     84.8     92.5     15.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      75       22       48       59       51      150      109
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      114,017
COMMITMENTS
  36,635   12,936   17,623   46,154   75,394  100,412  105,953   13,605    8,064

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      3,360)
     423     -745      681      218    2,206    1,322    2,142    2,038    1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     11.3     15.5     40.5     66.1     88.1     92.9     11.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     143       54       88       90       96      284      217
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       27,383
COMMITMENTS
  10,676    6,615    2,001   13,050   15,516   25,727   24,132    1,656    3,251

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:       -133)
     403      169      -59     -848      -43     -504       67      371     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     24.2      7.3     47.7     56.7     94.0     88.1      6.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      16       19        2        8        9       26       29
 

Updated February 3, 2006