COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   148,508:    21,319     23,306     32,874     75,855     81,677    130,048    137,857:    18,460     10,652
Old  :   143,084:    20,869     24,485     30,566     73,816     78,001    125,250    133,051:    17,834     10,033
Other:     5,424:     1,884        254        875      2,039      3,676      4,798      4,805:       627        619
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     8,590:     3,033     -5,103      3,744       -370      9,313      6,407      7,954:     2,183        636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       15.7       22.1       51.1       55.0       87.6       92.8:      12.4        7.2
Old  :     100.0:      14.6       17.1       21.4       51.6       54.5       87.5       93.0:      12.5        7.0
Other:     100.0:      34.7        4.7       16.1       37.6       67.8       88.4       88.6:      11.6       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:       103         58         75         73         63        208        168:
Old  :       250:       104         56         75         72         63        206        168:
Other:        61:         9         21         19         16         20         40         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       31.9       33.6       40.7       22.4       25.7       30.7       32.9
Old  :                 23.2       32.5       34.6       41.3       23.2       26.3       32.0       33.7
Other:                 41.4       54.9       58.2       66.2       41.4       45.6       54.8       54.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :    48,250:    10,120      2,416     12,393     21,709     30,712     44,221     45,521:     4,028      2,729
Old  :    46,663:    10,268      2,684     11,382     21,011     29,895     42,661     43,961:     4,002      2,702
Other:     1,587:       318        198        545        697        817      1,560      1,560:        27         27
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    -3,175:    -1,528        -53       -656       -400     -1,218     -2,584     -1,928:      -591     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        5.0       25.7       45.0       63.7       91.7       94.3:       8.3        5.7
Old  :     100.0:      22.0        5.8       24.4       45.0       64.1       91.4       94.2:       8.6        5.8
Other:     100.0:      20.0       12.5       34.3       44.0       51.5       98.3       98.3:       1.7        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        51         30         28         25         23         95         65:
Old  :       115:        53         30         28         25         23         95         65:
Other:        19:        10          3          6          2          5         13         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.8       48.2       44.4       62.6       16.5       29.1       22.9       36.1
Old  :                 30.2       48.3       43.9       63.1       16.4       29.4       23.0       36.4
Other:                 74.5       80.3       93.5       96.6       40.1       45.9       46.4       47.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   144,922:    34,116     11,760     10,762     86,243    114,581    131,122    137,103:    13,800      7,818
Old  :   116,540:    34,058     11,839     10,562     58,752     86,676    103,372    109,076:    13,168      7,464
Other:    28,381:       229         93         29     27,491     27,905     27,750     28,027:       632        355
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     7,995:     2,399     -1,490      1,346        849      6,336      4,593      6,192:     3,402      1,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        8.1        7.4       59.5       79.1       90.5       94.6:       9.5        5.4
Old  :     100.0:      29.2       10.2        9.1       50.4       74.4       88.7       93.6:      11.3        6.4
Other:     100.0:       0.8        0.3        0.1       96.9       98.3       97.8       98.8:       2.2        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        68         32         27         48         42        130         89:
Old  :       161:        67         34         27         46         39        128         86:
Other:        37:         7          3          6         13         21         22         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.5       34.1       40.9       53.4       18.1       22.2       27.3       34.1
Old  :                 24.1       31.7       40.4       47.2       20.3       23.5       30.6       36.9
Other:                 69.0       71.7       94.1       87.9       41.8       51.0       59.3       62.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   766,787:   136,128     19,098    188,119    348,766    508,311    673,014    715,529:    93,773     51,258
Old  :   766,787:   136,128     19,098    188,119    348,766    508,311    673,014    715,529:    93,773     51,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :   -12,137:     2,706      5,591     -3,841     -6,909    -22,491     -8,045    -20,742:    -4,092      8,604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        2.5       24.5       45.5       66.3       87.8       93.3:      12.2        6.7
Old  :     100.0:      17.8        2.5       24.5       45.5       66.3       87.8       93.3:      12.2        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  :       180:        70         29         59         65         66        166        129:
Old  :       180:        70         29         59         65         66        166        129:
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  :                 16.2       23.9       27.2       40.8       10.7       16.7       17.1       26.2
Old  :                 16.2       23.9       27.2       40.8       10.7       16.7       17.1       26.2
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 with Delta-adjusted Options and Futures Combined, January 3, 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  :   113,292:    18,232     14,511     34,926     47,169     55,322    100,327    104,759:    12,966      8,533
Old  :   109,445:    18,238     15,442     32,977     45,608     53,035     96,823    101,455:    12,622      7,990
Other:     3,848:     1,013         89        929      1,561      2,288      3,503      3,305:       344        543
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     1,469:       499     -2,418      1,548     -1,867      1,790        180        920:     1,288        549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       12.8       30.8       41.6       48.8       88.6       92.5:      11.4        7.5
Old  :     100.0:      16.7       14.1       30.1       41.7       48.5       88.5       92.7:      11.5        7.3
Other:     100.0:      26.3        2.3       24.1       40.6       59.5       91.1       85.9:       8.9       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       128         74        108         90         89        266        231:
Old  :       321:       124         79        108         89         87        265        229:
Other:        69:        17          7         18         22         33         46         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       17.6       26.0       26.4       16.1       14.1       23.2       20.3
Old  :                 16.7       18.0       26.7       27.0       16.7       14.9       24.0       21.9
Other:                 48.0       31.8       69.4       49.3       38.3       19.6       45.9       30.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :    27,167:    14,212      3,560      2,182      8,929     19,637     25,324     25,379:     1,844      1,788
Old  :    27,167:    14,212      3,560      2,182      8,929     19,637     25,324     25,379:     1,844      1,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     2,278:       959      1,459        -56      1,525      1,189      2,428      2,593:      -150       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.3       13.1        8.0       32.9       72.3       93.2       93.4:       6.8        6.6
Old  :     100.0:      52.3       13.1        8.0       32.9       72.3       93.2       93.4:       6.8        6.6
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  :        47:        28          7          7          6          8         36         21:
Old  :        47:        28          7          7          6          8         36         21:
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  :                 59.5       69.4       76.6       87.6       50.2       69.0       64.0       75.2
Old  :                 59.5       69.4       76.6       87.6       50.2       69.0       64.0       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 7, 2006