COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      148,508
COMMITMENTS
  21,319   23,306   32,874   75,855   81,677  130,048  137,857   18,460   10,652

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      8,590)
   3,033   -5,103    3,744     -370    9,313    6,407    7,954    2,183      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     15.7     22.1     51.1     55.0     87.6     92.8     12.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
     103       58       75       73       63      208      168
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       48,250
COMMITMENTS
  10,120    2,416   12,393   21,709   30,712   44,221   45,521    4,028    2,729

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     -3,175)
  -1,528      -53     -656     -400   -1,218   -2,584   -1,928     -591   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      5.0     25.7     45.0     63.7     91.7     94.3      8.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      51       30       28       25       23       95       65
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      144,922
COMMITMENTS
  34,116   11,760   10,762   86,243  114,581  131,122  137,103   13,800    7,818

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      7,995)
   2,399   -1,490    1,346      849    6,336    4,593    6,192    3,402    1,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      8.1      7.4     59.5     79.1     90.5     94.6      9.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      68       32       27       48       42      130       89
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      766,787
COMMITMENTS
 136,128   19,098  188,119  348,766  508,311  673,014  715,529   93,773   51,258

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:    -12,137)
   2,706    5,591   -3,841   -6,909  -22,491   -8,045  -20,742   -4,092    8,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      2.5     24.5     45.5     66.3     87.8     93.3     12.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      70       29       59       65       66      166      129
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      113,292
COMMITMENTS
  18,232   14,511   34,926   47,169   55,322  100,327  104,759   12,966    8,533

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      1,469)
     499   -2,418    1,548   -1,867    1,790      180      920    1,288      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     12.8     30.8     41.6     48.8     88.6     92.5     11.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     128       74      108       90       89      266      231
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       27,167
COMMITMENTS
  14,212    3,560    2,182    8,929   19,637   25,324   25,379    1,844    1,788

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      2,278)
     959    1,459      -56    1,525    1,189    2,428    2,593     -150     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3     13.1      8.0     32.9     72.3     93.2     93.4      6.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      28        7        7        6        8       36       21
 

Updated January 7, 2006