COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       82,705
COMMITMENTS
  15,899   37,177    4,412   52,205   36,057   72,516   77,646   10,189    5,059

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -745)
   2,433   -5,246      971   -4,137    4,507     -733      232      -12     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     45.0      5.3     63.1     43.6     87.7     93.9     12.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      92      105       57       71       63      203      192
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,545
COMMITMENTS
  14,145    1,717    2,405   13,249   29,038   29,799   33,160    4,746    1,385

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        547)
     530     -435       87      259      680      876      332     -329      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9      5.0      7.0     38.4     84.1     86.3     96.0     13.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      53       14       21       27       19       90       48
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      118,137
COMMITMENTS
  15,935    6,227    1,807   94,637  108,198  112,379  116,232    5,758    1,905

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,596)
    -895    3,352     -296    3,505   -2,008    2,314    1,048     -718      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      5.3      1.5     80.1     91.6     95.1     98.4      4.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      38       23       16       43       34       91       66
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      380,803
COMMITMENTS
 112,848   54,449   33,097  169,629  264,034  315,574  351,580   65,229   29,223

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     27,728)
  21,556    3,164    5,291   -4,050   18,766   22,797   27,221    4,931      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     14.3      8.7     44.5     69.3     82.9     92.3     17.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      63       42       40       61       57      157      109
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,609
COMMITMENTS
  46,750   11,205    9,904   41,031   82,121   97,685  103,230    9,924    4,379

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -3,028)
  -2,668   -2,511      652     -614     -806   -2,630   -2,665     -398     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     10.4      9.2     38.1     76.3     90.8     95.9      9.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     137       61       58       94      110      269      208
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       22,089
COMMITMENTS
   5,667   14,532    2,029   12,268    2,155   19,964   18,716    2,125    3,373

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -5,281)
    -693   -4,747        8   -4,635      -50   -5,320   -4,789       39     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     65.8      9.2     55.5      9.8     90.4     84.7      9.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8       28        2        5        8       14       38
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       23,325
COMMITMENTS
  17,502        0        0      904   20,146   18,406   20,146    4,919    3,179

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,754)
    -798   -1,145        0      134     -932     -664   -2,077   -1,090      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.0      0.0      0.0      3.9     86.4     78.9     86.4     21.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        0        1       12        9       12
 

Updated January 7, 2005