COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      104,251
COMMITMENTS
  19,048   31,447    6,562   64,909   57,158   90,519   95,167   13,732    9,084

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      3,587)
     907   -3,299    1,969      266    5,957    3,142    4,627      445   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     30.2      6.3     62.3     54.8     86.8     91.3     13.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      71       56       49       58       52      155      140
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,711
COMMITMENTS
  11,441    5,324    3,320   15,927   22,979   30,688   31,623    4,023    3,088

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -2,374)
  -1,790     -372     -482      450   -1,502   -1,822   -2,356     -552      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     15.3      9.6     45.9     66.2     88.4     91.1     11.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      48       31       23       18       20       86       59
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      125,901
COMMITMENTS
  33,943   13,521    1,307   81,649  105,577  116,899  120,405    9,002    5,496

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      2,175)
   1,174     -492     -216      470    1,843    1,428    1,135      747    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     10.7      1.0     64.9     83.9     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      57       27       11       53       40      114       77
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      532,810
COMMITMENTS
 125,167   36,033   48,078  280,157  414,231  453,402  498,342   79,408   34,468

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      5,342)
  -4,163    4,261    4,435    6,433      538    6,705    9,234   -1,363   -3,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      6.8      9.0     52.6     77.7     85.1     93.5     14.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      66       25       44       59       55      149      105
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       82,702
COMMITMENTS
  20,628   19,576    7,840   44,514   48,498   72,982   75,914    9,720    6,788

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      1,306)
   2,589   -1,241     -808     -534    3,030    1,247      981       59      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     23.7      9.5     53.8     58.6     88.2     91.8     11.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     106       67       47       85       74      218      171
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,463
COMMITMENTS
  13,242    2,116    2,013    7,390   18,434   22,645   22,563    1,818    1,900

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -1,477)
    -301     -682     -459     -809     -387   -1,569   -1,528       92       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.1      8.6      8.2     30.2     75.4     92.6     92.2      7.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        9        4        5        8       29       18
 

Updated December 30, 2005