COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 01/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      109,473
COMMITMENTS
  21,761   26,228    8,462   64,035   65,474   94,258  100,164   15,215    9,309

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      5,222)
   2,713   -5,219    1,900     -874    8,316    3,739    4,997    1,483      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     24.0      7.7     58.5     59.8     86.1     91.5     13.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      90       57       54       53       48      170      138
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 01/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,632
COMMITMENTS
   9,978    4,793    2,166   15,095   21,673   27,239   28,632    3,393    2,000

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     -4,079)
  -1,463     -531   -1,154     -832   -1,306   -3,449   -2,991     -630   -1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     15.6      7.1     49.3     70.8     88.9     93.5     11.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      44       29       15       17       17       74       51
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 01/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      130,473
COMMITMENTS
  36,572   11,173    1,121   81,058  111,612  118,751  123,906   11,722    6,567

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      4,572)
   2,629   -2,348     -186     -591    6,035    1,852    3,501    2,720    1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      8.6      0.9     62.1     85.5     91.0     95.0      9.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      68       25        8       48       41      120       72
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 01/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      532,712
COMMITMENTS
 132,491   38,804   49,336  275,312  407,563  457,139  495,703   75,573   37,009

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:        -98)
   7,324    2,771    1,258   -4,845   -6,668    3,737   -2,639   -3,835    2,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      7.3      9.3     51.7     76.5     85.8     93.1     14.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      68       27       48       58       55      153      110
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 01/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       82,671
COMMITMENTS
  20,375   17,531    8,448   43,409   50,330   72,232   76,309   10,439    6,362

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:        -31)
    -253   -2,045      608   -1,105    1,832     -750      395      719     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     21.2     10.2     52.5     60.9     87.4     92.3     12.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     111       67       52       85       79      224      179
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 01/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,629
COMMITMENTS
  13,920    3,392    2,015    8,908   19,628   24,843   25,035    1,786    1,594

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      2,166)
     678    1,276        2    1,518    1,194    2,198    2,472      -32     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3     12.7      7.6     33.5     73.7     93.3     94.0      6.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      26        7        4        5        8       34       17
 

Updated January 7, 2006