COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      112,882
COMMITMENTS
  15,975   29,895   25,171   58,926   51,580  100,073  106,646   12,809    6,235

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -970)
   2,480   -5,336    1,078   -4,746    4,297   -1,188       40      218   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     26.5     22.3     52.2     45.7     88.7     94.5     11.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     132       99       92       94       83      272      234
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       63,410
COMMITMENTS
  11,838    2,721   19,878   25,229   38,646   56,945   61,244    6,465    2,166

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        514)
     884      -91      408     -179       67    1,113      384     -599      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      4.3     31.3     39.8     60.9     89.8     96.6     10.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      64       24       36       33       27      114       72
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,378
COMMITMENTS
  14,992    6,148    7,665   99,805  112,828  122,462  126,640    6,916    2,738

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      2,828)
    -715    3,193      443    3,707   -1,398    3,435    2,238     -608      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      4.8      5.9     77.1     87.2     94.7     97.9      5.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      47       21       35       46       37      105       84
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      557,677
COMMITMENTS
 130,374   24,466  125,371  222,144  372,005  477,889  521,842   79,788   35,835

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     29,913)
  21,690    1,980    6,740   -3,097   19,325   25,332   28,045    4,580    1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      4.4     22.5     39.8     66.7     85.7     93.6     14.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      71       40       57       70       60      180      121
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      151,355
COMMITMENTS
  48,045    7,865   42,740   48,625   94,659  139,410  145,264   11,945    6,091

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -5,112)
  -2,924   -2,389     -869     -863   -1,363   -4,656   -4,621     -456     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      5.2     28.2     32.1     62.5     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     171       69      118      107      124      326      277
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,530
COMMITMENTS
   5,318   14,500    3,730   12,874    2,397   21,923   20,628    2,608    3,902

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -5,419)
    -980   -4,699      -22   -4,626       16   -5,627   -4,704      208     -715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     59.1     15.2     52.5      9.8     89.4     84.1     10.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       32       10        6       12       19       48
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       23,327
COMMITMENTS
  17,502        0        0      904   20,146   18,406   20,146    4,921    3,181

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,754)
    -798   -1,145        0      134     -932     -664   -2,077   -1,090      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.0      0.0      0.0      3.9     86.4     78.9     86.4     21.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        0        1       12        9       12
 

Updated January 7, 2005