COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      139,919
COMMITMENTS
  18,286   28,408   29,130   76,225   72,364  123,641  129,903   16,278   10,016

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      4,699)
   1,338   -3,809    2,832      241    6,931    4,411    5,954      287   -1,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     20.3     20.8     54.5     51.7     88.4     92.8     11.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      86       56       72       75       60      190      164
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       51,425
COMMITMENTS
  11,648    2,469   13,049   22,109   31,930   46,806   47,448    4,619    3,977

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -5,655)
  -1,851     -299   -1,633   -1,549   -3,912   -5,033   -5,844     -621      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      4.8     25.4     43.0     62.1     91.0     92.3      9.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      57       30       33       26       26      104       73
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      136,926
COMMITMENTS
  31,717   13,249    9,417   85,395  108,245  126,529  130,911   10,398    6,015

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      2,258)
     701     -550      245      540    1,678    1,485    1,372      773      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      9.7      6.9     62.4     79.1     92.4     95.6      7.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      61       28       27       53       43      123       92
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      778,924
COMMITMENTS
 133,423   13,508  191,960  355,676  530,802  681,059  736,270   97,866   42,654

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     13,109)
  -2,240    5,247   11,815    4,994    5,401   14,569   22,463   -1,461   -9,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      1.7     24.6     45.7     68.1     87.4     94.5     12.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      68       28       56       65       67      162      127
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      111,824
COMMITMENTS
  17,732   16,929   33,378   49,036   53,533  100,146  103,840   11,677    7,984

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      2,802)
   2,381   -1,423      190       64    3,785    2,635    2,551      166      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     15.1     29.8     43.9     47.9     89.6     92.9     10.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     126       72      101       90       86      257      226
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       24,889
COMMITMENTS
  13,253    2,101    2,238    7,404   18,447   22,895   22,786    1,994    2,103

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -1,489)
    -309     -690     -449     -806     -386   -1,565   -1,525       76       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.2      8.4      9.0     29.7     74.1     92.0     91.6      8.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      21        9        7        6        8       31       21
 

Updated December 30, 2005