COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      128,736
COMMITMENTS
  28,200   16,266   32,305   52,973   72,967  113,478  121,537   15,257    7,198

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:     15,854)
  12,225  -13,629    7,134   -5,953   21,386   13,405   14,891    2,449      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     12.6     25.1     41.1     56.7     88.1     94.4     11.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     151       86      102       90       86      291      232
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       61,894
COMMITMENTS
  10,068    2,956   20,019   25,904   37,209   55,992   60,184    5,902    1,710

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:     -1,516)
  -1,769      236      141      675   -1,437     -953   -1,059     -563     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      4.8     32.3     41.9     60.1     90.5     97.2      9.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      53       24       34       37       25      105       70
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      128,556
COMMITMENTS
  13,637   11,987    8,590   98,835  105,837  121,061  126,414    7,495    2,143

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:       -822)
  -1,355    5,839      925     -970   -6,990   -1,401     -227      579     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      9.3      6.7     76.9     82.3     94.2     98.3      5.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      45       33       37       47       38      111       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      516,107
COMMITMENTS
 101,484   27,401  117,298  223,881  330,749  442,663  475,448   73,445   40,660

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:    -41,570)
 -28,890    2,935   -8,073    1,736  -41,256  -35,227  -46,394   -6,343    4,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      5.3     22.7     43.4     64.1     85.8     92.1     14.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      65       37       59       65       57      163      123
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      139,781
COMMITMENTS
  40,277    8,228   39,225   48,343   86,552  127,844  134,004   11,936    5,777

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:    -11,574)
  -7,768      363   -3,515     -283   -8,108  -11,566  -11,260       -8     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      5.9     28.1     34.6     61.9     91.5     95.9      8.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     171       64      119      106      122      320      275
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,144
COMMITMENTS
   4,524   10,053    3,499    9,518    4,030   17,540   17,582    2,604    2,562

CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST:     -4,386)
    -795   -4,447     -231   -3,356    1,633   -4,382   -3,046       -4   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     49.9     17.4     47.2     20.0     87.1     87.3     12.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       30       11        8        9       22       44
 

Updated January 11, 2005