COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      107,674
COMMITMENTS
  21,760   31,310    5,610   67,071   60,353   94,441   97,273   13,233   10,401

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,327)
   1,431   -3,038      900     -676    5,450    1,655    3,312    1,672       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     29.1      5.2     62.3     56.1     87.7     90.3     12.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      63       63       38       49       55      138      133
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,204
COMMITMENTS
   7,957    3,864    1,092   10,949   16,292   19,998   21,248    3,206    1,956

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -365)
     236   -1,545      319   -1,000    1,299     -445       73       80     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     16.7      4.7     47.2     70.2     86.2     91.6     13.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      33       21       16       20       14       63       43
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      125,462
COMMITMENTS
  26,111   30,171    1,816   89,484   88,385  117,411  120,372    8,051    5,090

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      7,551)
   1,168    7,767     -257    4,664     -960    5,575    6,550    1,976    1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     24.0      1.4     71.3     70.4     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      50       50       14       50       34      105       94
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      460,099
COMMITMENTS
 172,305   33,726   22,899  185,478  360,286  380,682  416,911   79,417   43,188

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -26,839)
 -17,470    2,213   -6,611   -1,238  -17,301  -25,319  -21,699   -1,520   -5,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      7.3      5.0     40.3     78.3     82.7     90.6     17.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      73       28       33       51       52      144       95
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       86,506
COMMITMENTS
  19,503   21,580    9,622   48,535   46,974   77,660   78,176    8,846    8,330

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,483)
     905    1,491     -227      958     -216    1,636    1,048     -153      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     24.9     11.1     56.1     54.3     89.8     90.4     10.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      94       79       49       96       75      214      189
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,573
COMMITMENTS
  12,695    3,131    2,007      630   11,059   15,332   16,197    2,241    1,376

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,284)
   5,140      696        1      -21    5,079    5,120    5,776      164     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2     17.8     11.4      3.6     62.9     87.2     92.2     12.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      23        9        2        6        6       30       17
 

Updated September 30, 2005