COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       94,731
COMMITMENTS
  27,894   24,880    6,959   46,941   56,870   81,794   88,709   12,937    6,022

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      2,675)
     607     -687     -286    1,801    3,515    2,122    2,542      553      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     26.3      7.3     49.6     60.0     86.3     93.6     13.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     109       88       60       66       65      220      180
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       33,427
COMMITMENTS
   9,989    1,544    3,381   15,628   27,667   28,998   32,592    4,429      835

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:        847)
  -1,765     -544      824    2,005      924    1,064    1,204     -217     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      4.6     10.1     46.8     82.8     86.8     97.5     13.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      44       14       22       32       14       86       45
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      116,940
COMMITMENTS
  18,705   12,592    2,294   88,970  100,500  109,969  115,386    6,971    1,554

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:       -879)
   2,808      796     -106   -4,336   -1,726   -1,634   -1,036      755      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     10.8      2.0     76.1     85.9     94.0     98.7      6.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      48       30       12       46       32      100       72
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      350,458
COMMITMENTS
  87,229   48,067   31,118  169,792  235,513  288,139  314,698   62,319   35,760

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     -3,263)
  -1,338   -5,940     -131   -3,326    2,115   -4,795   -3,956    1,532      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     13.7      8.9     48.4     67.2     82.2     89.8     17.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      57       32       45       58       51      142      105
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      100,093
COMMITMENTS
  42,441   11,033    9,724   37,767   74,369   89,932   95,126   10,161    4,967

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      1,332)
   2,076      394      746   -1,513     -338    1,309      802       23      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     11.0      9.7     37.7     74.3     89.8     95.0     10.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     146       47       66       91      109      271      203
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,426
COMMITMENTS
   4,297   10,221    2,012    8,740    3,297   15,049   15,530    2,377    1,896

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:       -724)
    -611      143      -72     -185     -582     -868     -511      144     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     58.7     11.5     50.2     18.9     86.4     89.1     13.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       24        3        5        6       11       33
 

Updated January 21, 2005