COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      161,948
COMMITMENTS
  28,788   12,913   36,750   76,521  101,081  142,060  150,745   19,888   11,203

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      7,386)
   1,549   -3,905    1,482    2,858    9,995    5,890    7,572    1,496     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      8.0     22.7     47.3     62.4     87.7     93.1     12.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
     104       54       76       73       63      219      160
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       47,844
COMMITMENTS
  10,102    2,620   12,329   21,783   30,339   44,214   45,288    3,630    2,556

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -3,010)
  -1,758      413   -1,291      956   -2,296   -2,093   -3,174     -916      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      5.5     25.8     45.5     63.4     92.4     94.7      7.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      59       29       32       26       24       99       72
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      144,680
COMMITMENTS
  36,941   12,029   12,426   81,646  113,743  131,013  138,198   13,667    6,482

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:       -489)
     -10      907      445   -2,216   -2,574   -1,780   -1,221    1,291      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      8.3      8.6     56.4     78.6     90.6     95.5      9.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      72       29       38       46       43      138       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      788,516
COMMITMENTS
 138,432   13,997  196,943  348,962  518,355  684,337  729,294  104,178   59,221

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,341)
     434   -9,301   -4,087   -7,896    7,782  -11,549   -5,606   13,890    7,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      1.8     25.0     44.3     65.7     86.8     92.5     13.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      77       21       60       62       64      162      129
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      138,973
COMMITMENTS
  31,836    9,804   45,457   47,785   74,187  125,078  129,448   13,895    9,525

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      5,097)
   3,813      162   -2,351    2,740    6,729    4,202    4,539      895      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      7.1     32.7     34.4     53.4     90.0     93.1     10.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     168       55      117       94       99      309      243
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       26,660
COMMITMENTS
  10,097    5,342    2,253   11,970   15,166   24,320   22,762    2,340    3,898

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,122)
     -82      126      -58    1,893      951    1,753    1,019      369    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     20.0      8.5     44.9     56.9     91.2     85.4      8.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       18        7        9        9       28       31
 

Updated January 20, 2006