COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 15, 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  :   124,394:    51,117     23,512      5,588     48,566     87,212    105,271    116,312:    19,123      8,082
Old  :   109,558:    49,636     24,957      2,475     40,706     75,973     92,817    103,405:    16,741      6,153
Other:    14,836:     3,966      1,040        628      7,860     11,239     12,454     12,907:     2,382      1,929
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     8,319:     5,925        660        723        936      6,584      7,584      7,967:       735        352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       18.9        4.5       39.0       70.1       84.6       93.5:      15.4        6.5
Old  :     100.0:      45.3       22.8        2.3       37.2       69.3       84.7       94.4:      15.3        5.6
Other:     100.0:      26.7        7.0        4.2       53.0       75.8       83.9       87.0:      16.1       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        92         50         42         54         58        178        125:
Old  :       216:        87         56         28         36         54        145        119:
Other:        98:        25         23         13         31         35         63         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       41.9       30.0       52.5       18.9       39.8       29.9       48.3
Old  :                 21.6       44.6       34.0       54.7       21.6       44.4       34.0       53.1
Other:                 32.7       36.1       46.3       49.5       29.8       26.4       38.5       38.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, March 15, 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  :    30,240:    14,651      3,253      1,792      8,416     23,873     24,859     28,918:     5,381      1,322
Old  :    30,148:    14,627      3,260      1,756      8,412     23,831     24,795     28,847:     5,353      1,301
Other:        92:        53         22          7          4         42         64         71:        28         21
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,148:     2,147        171        228       -315      1,531      2,060      1,930:        88        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4       10.8        5.9       27.8       78.9       82.2       95.6:      17.8        4.4
Old  :     100.0:      48.5       10.8        5.8       27.9       79.0       82.2       95.7:      17.8        4.3
Other:     100.0:      57.6       23.9        7.6        4.3       45.7       69.6       77.2:      30.4       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        70         22         23         18         16        105         47:
Old  :       122:        69         23         23         17         16        104         47:
Other:         9:         2          3          2          1          4          4          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       49.0       30.6       72.0       20.1       47.8       30.3       70.7
Old  :                 20.5       49.1       30.7       72.1       20.2       47.9       30.4       70.9
Other:                 69.6       59.8       69.6       77.2       57.6       57.6       57.6       65.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, March 15, 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  :   151,273:    50,854      6,107      8,605     78,755    130,661    138,214    145,373:    13,059      5,900
Old  :    98,166:    47,354      6,372      7,487     30,992     78,662     85,833     92,521:    12,333      5,645
Other:    53,107:     4,367        602        251     47,763     51,999     52,381     52,852:       726        255
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     7,394:     1,011       -537      3,964      1,144      4,640      6,119      8,067:     1,275       -673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        4.0        5.7       52.1       86.4       91.4       96.1:       8.6        3.9
Old  :     100.0:      48.2        6.5        7.6       31.6       80.1       87.4       94.2:      12.6        5.8
Other:     100.0:       8.2        1.1        0.5       89.9       97.9       98.6       99.5:       1.4        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        70         24         34         45         41        143         94:
Old  :       169:        68         31         33         37         40        133         92:
Other:        61:        19          4          3         27         27         46         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.6       40.8       37.7       62.0       18.3       29.0       25.6       39.5
Old  :                 19.3       35.9       30.1       53.7       18.0       28.6       26.9       46.1
Other:                 55.3       65.8       72.1       85.3       38.5       52.5       52.6       62.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 15, 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  :   359,588:    95,023     26,308     26,063    166,408    267,025    287,494    319,396:    72,094     40,192
Old  :   359,588:    95,023     26,308     26,063    166,408    267,025    287,494    319,396:    72,094     40,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    10,245:     4,994    -10,941      2,890     -2,531     17,081      5,353      9,030:     4,892      1,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        7.3        7.2       46.3       74.3       80.0       88.8:      20.0       11.2
Old  :     100.0:      26.4        7.3        7.2       46.3       74.3       80.0       88.8:      20.0       11.2
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  :       140:        51         29         35         50         44        122         88:
Old  :       140:        51         29         35         50         44        122         88:
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  :                 15.1       38.1       26.5       54.0       15.1       32.6       26.2       45.2
Old  :                 15.1       38.1       26.5       54.0       15.1       32.6       26.2       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                            
Commitments of Traders - Futures Only, March 15, 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  :   121,409:    54,550     13,822     10,850     43,752     89,513    109,152    114,185:    12,257      7,224
Old  :   113,194:    55,268     15,614      7,258     38,892     83,795    101,418    106,667:    11,776      6,527
Other:     8,215:     2,603      1,529        271      4,860      5,718      7,734      7,518:       481        697
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     5,856:       213      1,694      1,052      4,324      2,556      5,589      5,302:       267        554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       11.4        8.9       36.0       73.7       89.9       94.0:      10.1        6.0
Old  :     100.0:      48.8       13.8        6.4       34.4       74.0       89.6       94.2:      10.4        5.8
Other:     100.0:      31.7       18.6        3.3       59.2       69.6       94.1       91.5:       5.9        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:       142         67         74         89        110        273        221:
Old  :       349:       141         69         70         83        107        266        213:
Other:       106:        17         15          9         44         51         67         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       24.2       27.3       37.4       15.9       21.2       27.0       34.2
Old  :                 17.1       24.5       29.0       38.1       17.1       22.2       29.0       35.5
Other:                 37.7       29.8       57.2       44.5       34.5       29.5       48.4       41.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, March 15, 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  :    25,241:     6,913     19,148      2,156     14,139      1,055     23,208     22,359:     2,033      2,882
Old  :    25,241:     6,913     19,148      2,156     14,139      1,055     23,208     22,359:     2,033      2,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -5,972:      -983      2,595       -907     -3,273     -6,695     -5,163     -5,007:      -809       -965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       75.9        8.5       56.0        4.2       91.9       88.6:       8.1       11.4
Old  :     100.0:      27.4       75.9        8.5       56.0        4.2       91.9       88.6:       8.1       11.4
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  :        53:         9         31          4          6          6         18         39:
Old  :        53:         9         31          4          6          6         18         39:
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  :                 63.3       46.8       87.1       67.5       63.3       46.6       80.3       61.5
Old  :                 63.3       46.8       87.1       67.5       63.3       46.6       80.3       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 18, 2005