COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      158,332
COMMITMENTS
  20,566   20,158   40,843   78,405   85,140  139,813  146,141   18,518   12,190

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     10,329)
   1,564   -3,438    4,494      848    8,957    6,905   10,012    3,424      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     12.7     25.8     49.5     53.8     88.3     92.3     11.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      87       52       62       68       68      181      159
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,662
COMMITMENTS
   8,061    2,460    9,779   16,604   24,604   34,445   36,843    5,217    2,819

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        471)
     641   -2,588    1,151   -1,445    2,343      347      906      124     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      6.2     24.7     41.9     62.0     86.8     92.9     13.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37       26       22       25       20       77       55
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      141,287
COMMITMENTS
  24,879   30,713   12,117   94,313   92,213  131,309  135,042    9,979    6,245

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      8,137)
   1,413    8,273     -405    4,953   -1,184    5,961    6,684    2,176    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     21.7      8.6     66.8     65.3     92.9     95.6      7.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      58       52       31       52       36      120      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      591,314
COMMITMENTS
 188,963   17,382   85,913  221,412  434,633  496,288  537,928   95,026   53,386

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -15,172)
 -16,399      341     -461    1,311  -10,391  -15,548  -10,511      376   -4,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      2.9     14.5     37.4     73.5     83.9     91.0     16.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      73       35       44       58       56      159      109
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      124,531
COMMITMENTS
  15,707   19,919   41,081   56,527   53,614  113,316  114,615   11,215    9,916

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,549)
    -405      999    3,572    2,028      150    5,195    4,721      354      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     16.0     33.0     45.4     43.1     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     115       92      102      101       86      264      241
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,283
COMMITMENTS
  12,703    2,978    2,413      657   11,162   15,772   16,553    2,511    1,731

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,432)
   5,100      686       94      -35    5,097    5,159    5,876      274     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.5     16.3     13.2      3.6     61.0     86.3     90.5     13.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      25       10        9        7        6       37       21
 

Updated September 30, 2005