COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   135,220:    16,948     32,217     26,298     75,983     65,433    119,229    123,949:    15,991     11,271
Old  :   130,742:    16,769     32,362     25,232     73,454     62,342    115,455    119,935:    15,288     10,807
Other:     4,478:       503        180        743      2,529      3,091      3,775      4,013:       703        464
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     1,982:       752     -1,838        135        749      3,566      1,636      1,862:       346        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       23.8       19.4       56.2       48.4       88.2       91.7:      11.8        8.3
Old  :     100.0:      12.8       24.8       19.3       56.2       47.7       88.3       91.7:      11.7        8.3
Other:     100.0:      11.2        4.0       16.6       56.5       69.0       84.3       89.6:      15.7       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        84         64         69         71         58        177        170:
Old  :       231:        84         63         68         70         57        174        169:
Other:        56:         7         20         16         16         17         36         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       27.2       37.2       35.6       23.4       21.8       33.3       27.9
Old  :                 24.0       27.8       38.1       36.3       24.0       22.4       34.7       28.7
Other:                 37.3       56.8       55.0       68.3       36.9       47.7       51.3       56.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    57,080:    13,499      2,768     14,682     23,658     35,842     51,839     53,292:     5,241      3,787
Old  :    56,363:    13,452      3,055     14,206     23,469     35,340     51,127     52,602:     5,236      3,761
Other:       717:       352         19        170        189        502        712        691:         5         26
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    -6,924:      -415        694     -3,418     -2,505     -4,358     -6,338     -7,082:      -586        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        4.8       25.7       41.4       62.8       90.8       93.4:       9.2        6.6
Old  :     100.0:      23.9        5.4       25.2       41.6       62.7       90.7       93.3:       9.3        6.7
Other:     100.0:      49.2        2.6       23.7       26.4       70.0       99.3       96.4:       0.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        61         33         33         27         26        111         74:
Old  :       133:        60         35         33         27         26        111         74:
Other:        16:         8          3          5          1          5         10         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       44.0       42.0       57.4       13.1       22.8       19.2       31.9
Old  :                 30.2       43.9       41.9       57.3       13.3       22.8       19.4       31.8
Other:                 74.9       81.5       98.6       95.1       54.9       67.6       71.1       68.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   134,668:    31,016     13,799      9,172     84,855    106,568    125,043    129,539:     9,625      5,129
Old  :   106,919:    31,018     14,096      8,650     57,963     79,197     97,632    101,943:     9,287      4,976
Other:    27,750:       440        145         80     26,892     27,371     27,412     27,596:       338        153
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :      -241:     1,066     -1,082        -60       -324      1,571        683        429:      -924       -671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       10.2        6.8       63.0       79.1       92.9       96.2:       7.1        3.8
Old  :     100.0:      29.0       13.2        8.1       54.2       74.1       91.3       95.3:       8.7        4.7
Other:     100.0:       1.6        0.5        0.3       96.9       98.6       98.8       99.4:       1.2        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        54         37         29         52         43        125         95:
Old  :       159:        56         38         28         51         39        124         90:
Other:        38:         7          3          6         14         21         22         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       33.3       43.0       53.7       19.1       22.0       28.9       32.9
Old  :                 25.8       28.9       41.3       46.1       21.8       20.6       32.9       34.1
Other:                 69.2       73.4       94.0       90.7       41.4       52.1       57.0       60.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   765,816:   135,663      8,261    180,146    350,682    525,401    666,490    713,808:    99,326     52,008
Old  :   765,816:   135,663      8,261    180,146    350,682    525,401    666,490    713,808:    99,326     52,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    27,264:   -10,491     -3,998     12,104     27,905     18,518     29,518     26,624:    -2,255        639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        1.1       23.5       45.8       68.6       87.0       93.2:      13.0        6.8
Old  :     100.0:      17.7        1.1       23.5       45.8       68.6       87.0       93.2:      13.0        6.8
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  :       179:        63         33         56         67         67        164        127:
Old  :       179:        63         33         56         67         67        164        127:
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  :                 16.6       24.7       27.8       41.6       10.6       17.7       16.8       27.1
Old  :                 16.6       24.7       27.8       41.6       10.6       17.7       16.8       27.1
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, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   109,022:    15,351     18,353     33,188     48,972     49,748     97,511    101,288:    11,511      7,734
Old  :   105,373:    15,639     19,353     31,116     47,532     47,634     94,287     98,103:    11,086      7,270
Other:     3,649:     1,111        398        673      1,440      2,113      3,225      3,185:       425        464
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :       938:       739     -2,218      1,732     -1,493      1,898        979      1,413:       -41       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       16.8       30.4       44.9       45.6       89.4       92.9:      10.6        7.1
Old  :     100.0:      14.8       18.4       29.5       45.1       45.2       89.5       93.1:      10.5        6.9
Other:     100.0:      30.5       10.9       18.4       39.5       57.9       88.4       87.3:      11.6       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       129         78        108         92         87        262        239:
Old  :       324:       129         79        108         92         85        262        237:
Other:        65:        13          9         16         21         31         40         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       15.8       26.5       25.2       16.4       12.3       23.6       19.1
Old  :                 16.9       16.2       27.2       25.7       16.9       12.8       24.4       20.3
Other:                 47.3       34.7       67.2       54.1       34.9       24.5       46.0       35.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,379:    13,563      2,791      2,687      8,210     18,833     24,460     24,312:     1,919      2,067
Old  :    26,379:    13,563      2,791      2,687      8,210     18,833     24,460     24,312:     1,919      2,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    -9,176:    -7,347       -653       -147       -964     -8,250     -8,458     -9,050:      -718       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4       10.6       10.2       31.1       71.4       92.7       92.2:       7.3        7.8
Old  :     100.0:      51.4       10.6       10.2       31.1       71.4       92.7       92.2:       7.3        7.8
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  :        43:        18         12          8          6          9         28         26:
Old  :        43:        18         12          8          6          9         28         26:
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  :                 63.1       67.5       81.9       83.1       55.3       61.6       68.0       70.2
Old  :                 63.1       67.5       81.9       83.1       55.3       61.6       68.0       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 23, 2005