COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   183,294:    39,099      6,230     41,795     81,714    123,230    162,608    171,255:    20,686     12,039
Old  :   166,253:    35,494      6,542     37,277     74,847    112,445    147,618    156,263:    18,636      9,990
Other:    17,041:     4,373        457      3,750      6,867     10,785     14,991     14,992:     2,050      2,049
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     6,018:     5,471     -2,274        773      2,987     11,040      9,230      9,538:    -3,212     -3,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        3.4       22.8       44.6       67.2       88.7       93.4:      11.3        6.6
Old  :     100.0:      21.3        3.9       22.4       45.0       67.6       88.8       94.0:      11.2        6.0
Other:     100.0:      25.7        2.7       22.0       40.3       63.3       88.0       88.0:      12.0       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       125         39         76         71         62        228        152:
Old  :       250:       123         36         74         69         60        220        148:
Other:        97:        23         28         31         25         34         71         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       38.3       29.7       47.9       19.7       32.0       27.1       40.5
Old  :                 21.7       39.4       32.4       49.4       21.7       34.4       29.9       42.2
Other:                 31.2       36.0       46.9       51.0       27.0       30.4       39.3       40.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :    52,000:    10,918      2,324     13,943     22,589     32,683     47,450     48,950:     4,550      3,050
Old  :    49,623:    11,204      2,414     12,612     21,286     31,595     45,102     46,621:     4,521      3,002
Other:     2,377:       266        463        780      1,303      1,087      2,348      2,329:        29         48
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     4,817:     3,776       -481        707       -228      4,592      4,255      4,818:       563         -0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        4.5       26.8       43.4       62.9       91.2       94.1:       8.8        5.9
Old  :     100.0:      22.6        4.9       25.4       42.9       63.7       90.9       94.0:       9.1        6.0
Other:     100.0:      11.2       19.5       32.8       54.8       45.7       98.8       98.0:       1.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        63         30         36         26         23        106         75:
Old  :       130:        64         30         36         26         23        106         75:
Other:        21:         6          8         10          2          6         13         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       45.8       40.9       59.9       12.1       27.5       17.6       33.8
Old  :                 25.5       46.1       39.2       59.9       11.2       28.2       17.0       34.5
Other:                 80.0       67.9       95.8       85.4       51.3       40.8       52.5       49.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   146,022:    35,565     12,469      9,535     88,022    117,257    133,123    139,261:    12,899      6,761
Old  :   109,846:    34,110     13,259      8,185     55,226     81,802     97,521    103,247:    12,325      6,599
Other:    36,176:     2,447        201        358     32,796     35,455     35,601     36,014:       574        161
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    -1,550:     2,998      2,207     -4,980       -866        337     -2,848     -2,436:     1,298        886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        8.5        6.5       60.3       80.3       91.2       95.4:       8.8        4.6
Old  :     100.0:      31.1       12.1        7.5       50.3       74.5       88.8       94.0:      11.2        6.0
Other:     100.0:       6.8        0.6        1.0       90.7       98.0       98.4       99.6:       1.6        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        71         27         31         51         42        136         91:
Old  :       162:        71         30         27         51         39        133         86:
Other:        49:        13          5         10         17         26         33         38:
     :----------------------------------------------------------------------------------------------------
     :             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       35.6       40.2       53.4       16.0       22.2       23.8       32.8
Old  :                 20.5       31.3       35.5       48.5       19.4       20.8       29.0       35.4
Other:                 57.2       68.2       84.5       83.6       34.9       43.4       49.8       55.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   837,710:    98,111     13,252    239,802    406,272    532,683    744,185    785,737:    93,525     51,974
Old  :   837,710:    98,111     13,252    239,802    406,272    532,683    744,185    785,737:    93,525     51,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    -8,679:    -3,289     -3,841     -4,396     16,822      7,070      9,137     -1,168:   -17,816     -7,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        1.6       28.6       48.5       63.6       88.8       93.8:      11.2        6.2
Old  :     100.0:      11.7        1.6       28.6       48.5       63.6       88.8       93.8:      11.2        6.2
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  :       184:        73         31         66         69         68        167        142:
Old  :       184:        73         31         66         69         68        167        142:
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  :                 15.7       23.3       27.6       38.7        9.9       12.8       15.6       21.4
Old  :                 15.7       23.3       27.6       38.7        9.9       12.8       15.6       21.4
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 with Delta-adjusted Options and Futures Combined, February 7, 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  :   143,831:    32,597      9,584     44,690     51,530     80,496    128,818    134,770:    15,013      9,061
Old  :   134,611:    32,840     10,582     40,125     47,006     75,509    119,971    126,216:    14,640      8,395
Other:     9,220:     1,724        969      2,598      4,524      4,987      8,846      8,555:       374        665
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    -5,263:    -1,231        778     -4,445      1,042       -935     -4,633     -4,602:      -630       -661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        6.7       31.1       35.8       56.0       89.6       93.7:      10.4        6.3
Old  :     100.0:      24.4        7.9       29.8       34.9       56.1       89.1       93.8:      10.9        6.2
Other:     100.0:      18.7       10.5       28.2       49.1       54.1       95.9       92.8:       4.1        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       153         66        126         98        107        315        256:
Old  :       367:       159         63        123         96        107        311        254:
Other:       109:        18         25         29         35         54         70         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       18.4       23.5       28.2       13.4       13.8       19.3       21.4
Old  :                 14.4       19.0       24.6       29.0       14.4       16.1       20.6       24.5
Other:                 47.3       27.3       63.1       41.5       38.1       19.1       44.8       27.1
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :    27,649:    11,062      5,009      2,356     11,805     17,508     25,223     24,873:     2,426      2,776
Old  :    27,649:    11,062      5,009      2,356     11,805     17,508     25,223     24,873:     2,426      2,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :      -687:       213     -1,668         40     -1,320      1,966     -1,067        338:       379     -1,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       18.1        8.5       42.7       63.3       91.2       90.0:       8.8       10.0
Old  :     100.0:      40.0       18.1        8.5       42.7       63.3       91.2       90.0:       8.8       10.0
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  :        50:        24         13          8          6          9         35         26:
Old  :        50:        24         13          8          6          9         35         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  :                 63.2       62.9       77.7       75.9       53.4       55.4       64.1       66.1
Old  :                 63.2       62.9       77.7       75.9       53.4       55.4       64.1       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 10, 2006