COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, December 27, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   104,251:    19,048     31,447      6,562     64,909     57,158     90,519     95,167:    13,732      9,084
Old  :   100,721:    18,729     32,288      5,493     62,831     54,361     87,053     92,142:    13,668      8,579
Other:     3,530:     1,333        173         55      2,078      2,797      3,466      3,025:        64        505
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :     3,587:       907     -3,299      1,969        266      5,957      3,142      4,627:       445     -1,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       30.2        6.3       62.3       54.8       86.8       91.3:      13.2        8.7
Old  :     100.0:      18.6       32.1        5.5       62.4       54.0       86.4       91.5:      13.6        8.5
Other:     100.0:      37.8        4.9        1.6       58.9       79.2       98.2       85.7:       1.8       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        71         56         49         58         52        155        140:
Old  :       214:        70         59         46         57         51        151        139:
Other:        49:        17          5          2         10         17         28         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       31.2       44.1       39.3       31.1       28.8       42.9       36.3
Old  :                 31.9       32.3       45.4       40.5       31.9       29.8       45.0       37.6
Other:                 54.6       68.1       77.7       76.9       54.6       68.1       77.7       76.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, December 27, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    34,711:    11,441      5,324      3,320     15,927     22,979     30,688     31,623:     4,023      3,088
Old  :    34,201:    11,605      5,063      3,080     15,499     22,978     30,184     31,121:     4,017      3,080
Other:       510:        50        475         26        428          1        504        502:         6          8
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    -2,374:    -1,790       -372       -482        450     -1,502     -1,822     -2,356:      -552        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       15.3        9.6       45.9       66.2       88.4       91.1:      11.6        8.9
Old  :     100.0:      33.9       14.8        9.0       45.3       67.2       88.3       91.0:      11.7        9.0
Other:     100.0:       9.8       93.1        5.1       83.9        0.2       98.8       98.4:       1.2        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        48         31         23         18         20         86         59:
Old  :       116:        51         29         23         18         20         86         59:
Other:        11:         1          7          3          1          1          5          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       45.0       45.8       60.0       20.9       29.1       30.2       41.1
Old  :                 32.0       45.7       45.3       60.8       21.2       30.8       30.6       42.9
Other:                 98.6       93.3       98.8       98.2       93.7       89.2       93.7       93.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, December 27, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   125,901:    33,943     13,521      1,307     81,649    105,577    116,899    120,405:     9,002      5,496
Old  :    97,917:    33,870     13,734        999     54,596     77,791     89,465     92,524:     8,452      5,393
Other:    27,984:       341         55         40     27,053     27,786     27,434     27,881:       550        103
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :     2,175:     1,174       -492       -216        470      1,843      1,428      1,135:       747      1,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       10.7        1.0       64.9       83.9       92.8       95.6:       7.2        4.4
Old  :     100.0:      34.6       14.0        1.0       55.8       79.4       91.4       94.5:       8.6        5.5
Other:     100.0:       1.2        0.2        0.1       96.7       99.3       98.0       99.6:       2.0        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        57         27         11         53         40        114         77:
Old  :       149:        57         28          9         51         36        111         72:
Other:        32:         3          2          2         13         21         17         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       35.1       43.5       56.5       20.0       23.9       30.4       36.9
Old  :                 26.6       31.3       42.2       49.8       23.2       24.2       35.2       39.8
Other:                 69.3       72.7       93.9       88.9       41.7       51.7       58.5       62.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, December 27, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   532,810:   125,167     36,033     48,078    280,157    414,231    453,402    498,342:    79,408     34,468
Old  :   532,810:   125,167     36,033     48,078    280,157    414,231    453,402    498,342:    79,408     34,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :     5,342:    -4,163      4,261      4,435      6,433        538      6,705      9,234:    -1,363     -3,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        6.8        9.0       52.6       77.7       85.1       93.5:      14.9        6.5
Old  :     100.0:      23.5        6.8        9.0       52.6       77.7       85.1       93.5:      14.9        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        66         25         44         59         55        149        105:
Old  :       167:        66         25         44         59         55        149        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       28.9       32.5       48.5       17.3       24.8       26.2       38.1
Old  :                 19.7       28.9       32.5       48.5       17.3       24.8       26.2       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders - Futures Only, December 27, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :    82,702:    20,628     19,576      7,840     44,514     48,498     72,982     75,914:     9,720      6,788
Old  :    79,257:    20,599     20,368      6,401     42,890     46,110     69,890     72,879:     9,367      6,378
Other:     3,445:       867         46        601      1,624      2,388      3,092      3,035:       353        410
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :     1,306:     2,589     -1,241       -808       -534      3,030      1,247        981:        59        325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       23.7        9.5       53.8       58.6       88.2       91.8:      11.8        8.2
Old  :     100.0:      26.0       25.7        8.1       54.1       58.2       88.2       92.0:      11.8        8.0
Other:     100.0:      25.2        1.3       17.4       47.1       69.3       89.8       88.1:      10.2       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:       106         67         47         85         74        218        171:
Old  :       288:       108         69         46         83         70        215        167:
Other:        56:         9          5          3         20         32         30         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       21.3       31.8       31.2       21.8       19.1       31.5       27.5
Old  :                 22.8       21.9       33.2       32.2       22.8       20.3       32.9       29.6
Other:                 48.8       34.5       72.6       58.1       38.5       23.5       45.9       34.5
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, December 27, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    24,463:    13,242      2,116      2,013      7,390     18,434     22,645     22,563:     1,818      1,900
Old  :    24,463:    13,242      2,116      2,013      7,390     18,434     22,645     22,563:     1,818      1,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    -1,477:      -301       -682       -459       -809       -387     -1,569     -1,528:        92         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.1        8.6        8.2       30.2       75.4       92.6       92.2:       7.4        7.8
Old  :     100.0:      54.1        8.6        8.2       30.2       75.4       92.6       92.2:       7.4        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        20          9          4          5          8         29         18:
Old  :        41:        20          9          4          5          8         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       74.1       81.0       86.4       52.5       66.5       66.7       72.8
Old  :                 61.0       74.1       81.0       86.4       52.5       66.5       66.7       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 30, 2005