COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      154,562
COMMITMENTS
  27,239   16,818   35,267   73,663   91,087  136,170  143,172   18,392   11,390

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      6,054)
   5,920   -6,488    2,393   -2,192    9,410    6,122    5,315      -68      738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     10.9     22.8     47.7     58.9     88.1     92.6     11.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
     107       58       75       71       62      219      161
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       50,854
COMMITMENTS
  11,860    2,208   13,621   20,827   32,634   46,307   48,463    4,547    2,391

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      2,604)
   1,740     -209    1,228     -882    1,923    2,086    2,942      519     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      4.3     26.8     41.0     64.2     91.1     95.3      8.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      65       22       28       24       24       97       66
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      145,169
COMMITMENTS
  36,951   11,122   11,981   83,862  116,316  132,793  139,419   12,376    5,750

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        247)
   2,835     -638    1,218   -2,382    1,735    1,672    2,316   -1,424   -2,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      7.7      8.3     57.8     80.1     91.5     96.0      8.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      71       23       37       45       42      134       94
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      786,174
COMMITMENTS
 137,998   23,298  201,030  356,858  510,573  695,886  734,900   90,288   51,274

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     19,387)
   1,870    4,199   12,910    8,092    2,262   22,872   19,371   -3,485       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      3.0     25.6     45.4     64.9     88.5     93.5     11.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      69       32       60       65       68      169      132
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      133,877
COMMITMENTS
  28,023    9,642   47,808   45,045   67,459  120,876  124,909   13,000    8,968

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     20,584)
   9,791   -4,869   12,882   -2,124   12,136   20,549   20,149       35      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      7.2     35.7     33.6     50.4     90.3     93.3      9.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     162       61      120       88       96      301      244
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,538
COMMITMENTS
  10,179    5,217    2,311   10,077   14,215   22,567   21,743    1,971    2,795

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -2,630)
  -4,033    1,657      128    1,148   -5,422   -2,757   -3,637      127    1,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.5     21.3      9.4     41.1     57.9     92.0     88.6      8.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20       16        8        9        7       32       29
 

Updated January 12, 2006