COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       92,056
COMMITMENTS
  27,287   25,567    7,245   45,140   53,355   79,672   86,167   12,384    5,889

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:      9,351)
  11,388  -11,610    2,833   -7,065   17,298    7,156    8,521    2,195      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     27.8      7.9     49.0     58.0     86.5     93.6     13.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     101       98       68       68       69      219      196
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,580
COMMITMENTS
  11,754    2,088    2,557   13,623   26,743   27,934   31,388    4,646    1,192

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:     -1,965)
  -2,391      371      152      374   -2,295   -1,865   -1,772     -100     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      6.4      7.8     41.8     82.1     85.7     96.3     14.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      45       13       18       30       14       79       44
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      117,819
COMMITMENTS
  15,897   11,796    2,400   93,306  102,226  111,603  116,422    6,216    1,397

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:       -318)
     -38    5,569      593   -1,331   -5,972     -776      190      458     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     10.0      2.0     79.2     86.8     94.7     98.8      5.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      43       27       16       44       35       97       74
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      353,721
COMMITMENTS
  88,567   54,007   31,249  173,118  233,398  292,934  318,654   60,787   35,067

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:    -27,082)
 -24,281     -442   -1,848    3,489  -30,636  -22,640  -32,926   -4,442    5,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     15.3      8.8     48.9     66.0     82.8     90.1     17.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      58       40       42       57       53      144      110
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       98,761
COMMITMENTS
  40,365   10,639    8,978   39,280   74,707   88,623   94,324   10,138    4,437

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:     -8,848)
  -6,385     -566     -926   -1,751   -7,414   -9,062   -8,906      214       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     10.8      9.1     39.8     75.6     89.7     95.5     10.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     129       60       63       92      111      261      208
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,150
COMMITMENTS
   4,908   10,078    2,084    8,925    3,879   15,917   16,041    2,233    2,109

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:     -3,939)
    -759   -4,454       55   -3,343    1,724   -4,047   -2,675      108   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     55.5     11.5     49.2     21.4     87.7     88.4     12.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       25        4        7        5       16       34
 

Updated January 11, 2005