COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   161,948:    28,788     12,913     36,750     76,521    101,081    142,060    150,745:    19,888     11,203
Old  :   152,960:    27,097     13,512     33,858     73,205     95,503    134,160    142,873:    18,800     10,087
Other:     8,988:     2,680        390      1,903      3,316      5,579      7,900      7,872:     1,088      1,116
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :     7,386:     1,549     -3,905      1,482      2,858      9,995      5,890      7,572:     1,496       -187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        8.0       22.7       47.3       62.4       87.7       93.1:      12.3        6.9
Old  :     100.0:      17.7        8.8       22.1       47.9       62.4       87.7       93.4:      12.3        6.6
Other:     100.0:      29.8        4.3       21.2       36.9       62.1       87.9       87.6:      12.1       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:       104         54         76         73         63        219        160:
Old  :       250:       108         51         74         72         63        216        158:
Other:        83:        19         23         28         23         28         58         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       37.2       31.2       46.6       21.4       31.5       29.3       38.1
Old  :                 22.6       37.5       32.6       47.2       22.6       32.3       31.1       39.0
Other:                 37.7       46.3       53.5       58.3       36.0       39.3       47.9       47.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    47,844:    10,102      2,620     12,329     21,783     30,339     44,214     45,288:     3,630      2,556
Old  :    45,725:    10,767      2,739     10,888     20,452     29,591     42,106     43,218:     3,619      2,507
Other:     2,119:       200        746        576      1,331        748      2,107      2,070:        11         48
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    -3,010:    -1,758        413     -1,291        956     -2,296     -2,093     -3,174:      -916        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        5.5       25.8       45.5       63.4       92.4       94.7:       7.6        5.3
Old  :     100.0:      23.5        6.0       23.8       44.7       64.7       92.1       94.5:       7.9        5.5
Other:     100.0:       9.4       35.2       27.2       62.8       35.3       99.5       97.7:       0.5        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        59         29         32         26         24         99         72:
Old  :       122:        61         28         32         26         24         99         72:
Other:        20:         3         11          8          2          5         12         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.3       46.9       45.7       61.4       16.5       26.1       22.8       34.3
Old  :                 30.7       47.6       44.4       62.5       15.6       27.6       22.3       35.6
Other:                 83.8       66.4       96.9       86.3       60.4       42.7       61.2       54.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   144,680:    36,941     12,029     12,426     81,646    113,743    131,013    138,198:    13,667      6,482
Old  :   115,304:    36,563     12,067     12,054     53,597     85,200    102,214    109,320:    13,090      5,984
Other:    29,376:       554        138        196     28,049     28,543     28,799     28,877:       577        499
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :      -489:       -10        907        445     -2,216     -2,574     -1,780     -1,221:     1,291        733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        8.3        8.6       56.4       78.6       90.6       95.5:       9.4        4.5
Old  :     100.0:      31.7       10.5       10.5       46.5       73.9       88.6       94.8:      11.4        5.2
Other:     100.0:       1.9        0.5        0.7       95.5       97.2       98.0       98.3:       2.0        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        72         29         38         46         43        138         99:
Old  :       168:        72         30         38         46         40        138         96:
Other:        35:         7          3          6         12         20         21         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       33.8       39.7       51.2       16.9       21.5       25.3       32.3
Old  :                 23.4       31.0       38.0       45.4       19.7       20.6       29.0       33.7
Other:                 68.2       69.6       92.9       87.0       42.0       50.7       60.1       62.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   788,516:   138,432     13,997    196,943    348,962    518,355    684,337    729,294:   104,178     59,221
Old  :   788,516:   138,432     13,997    196,943    348,962    518,355    684,337    729,294:   104,178     59,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :     2,341:       434     -9,301     -4,087     -7,896      7,782    -11,549     -5,606:    13,890      7,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        1.8       25.0       44.3       65.7       86.8       92.5:      13.2        7.5
Old  :     100.0:      17.6        1.8       25.0       44.3       65.7       86.8       92.5:      13.2        7.5
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  :       177:        77         21         60         62         64        162        129:
Old  :       177:        77         21         60         62         64        162        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  :                 15.6       23.1       26.2       39.6       10.3       15.8       16.3       25.0
Old  :                 15.6       23.1       26.2       39.6       10.3       15.8       16.3       25.0
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 17, 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  :   138,973:    31,836      9,804     45,457     47,785     74,187    125,078    129,448:    13,895      9,525
Old  :   133,128:    31,736     11,240     42,715     45,252     70,370    119,703    124,324:    13,425      8,804
Other:     5,845:     1,696        161      1,145      2,533      3,818      5,375      5,124:       470        722
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :     5,097:     3,813        162     -2,351      2,740      6,729      4,202      4,539:       895        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        7.1       32.7       34.4       53.4       90.0       93.1:      10.0        6.9
Old  :     100.0:      23.8        8.4       32.1       34.0       52.9       89.9       93.4:      10.1        6.6
Other:     100.0:      29.0        2.7       19.6       43.3       65.3       92.0       87.7:       8.0       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       168         55        117         94         99        309        243:
Old  :       365:       158         66        117         94         99        309        243:
Other:        86:        23          9         23         24         44         53         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       17.3       23.5       27.0       13.6       13.7       20.1       21.2
Old  :                 15.0       17.9       23.9       27.8       14.2       15.2       21.0       23.3
Other:                 51.0       31.9       69.0       48.7       42.0       26.8       49.0       35.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    26,660:    10,097      5,342      2,253     11,970     15,166     24,320     22,762:     2,340      3,898
Old  :    26,660:    10,097      5,342      2,253     11,970     15,166     24,320     22,762:     2,340      3,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :     2,122:       -82        126        -58      1,893        951      1,753      1,019:       369      1,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       20.0        8.5       44.9       56.9       91.2       85.4:       8.8       14.6
Old  :     100.0:      37.9       20.0        8.5       44.9       56.9       91.2       85.4:       8.8       14.6
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  :        49:        15         18          7          9          9         28         31:
Old  :        49:        15         18          7          9          9         28         31:
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  :                 69.0       64.7       80.6       74.9       57.5       56.0       66.6       62.1
Old  :                 69.0       64.7       80.6       74.9       57.5       56.0       66.6       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 20, 2006