COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 22, 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  :   117,769:    45,584     21,155      5,638     49,651     83,432    100,873    110,225:    16,896      7,544
Old  :   101,959:    43,995     23,109      1,889     41,531     71,364     87,415     96,362:    14,544      5,597
Other:    15,810:     4,755      1,212        583      8,120     12,068     13,458     13,863:     2,352      1,947
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -6,625:    -5,533     -2,357         50      1,085     -3,780     -4,398     -6,087:    -2,227       -538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       18.0        4.8       42.2       70.8       85.7       93.6:      14.3        6.4
Old  :     100.0:      43.1       22.7        1.9       40.7       70.0       85.7       94.5:      14.3        5.5
Other:     100.0:      30.1        7.7        3.7       51.4       76.3       85.1       87.7:      14.9       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        84         48         37         55         59        165        123:
Old  :       208:        83         51         24         39         56        136        119:
Other:        92:        23         21         13         30         33         60         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       40.6       31.7       51.4       20.1       38.0       31.5       46.9
Old  :                 23.2       43.0       36.6       53.8       23.2       42.5       36.6       52.1
Other:                 32.2       37.7       50.7       52.2       31.0       32.3       43.7       43.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, March 22, 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  :    31,951:    15,830      2,768      2,065      9,064     25,231     26,959     30,064:     4,992      1,887
Old  :    31,853:    15,815      2,802      2,020      9,060     25,180     26,895     30,002:     4,958      1,851
Other:        98:        54          5          6          4         51         64         62:        34         36
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,711:     1,179       -485        273        648      1,358      2,100      1,146:      -389        565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.5        8.7        6.5       28.4       79.0       84.4       94.1:      15.6        5.9
Old  :     100.0:      49.6        8.8        6.3       28.4       79.1       84.4       94.2:      15.6        5.8
Other:     100.0:      55.1        5.1        6.1        4.1       52.0       65.3       63.3:      34.7       36.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        74         19         23         22         15        113         47:
Old  :       130:        73         21         23         21         15        112         47:
Other:         7:         2          1          2          1          4          3          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       50.9       32.8       72.3       20.5       50.4       32.8       71.7
Old  :                 20.5       50.9       32.9       72.5       20.5       50.5       32.9       71.8
Other:                 65.3       56.1       65.3       63.3       55.1       52.0       55.1       53.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, March 22, 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  :   152,772:    50,229      5,916     11,385     77,355    128,560    138,969    145,861:    13,803      6,911
Old  :    99,404:    46,737      5,636     10,353     29,476     77,009     86,566     92,998:    12,838      6,406
Other:    53,368:     4,272      1,060        252     47,879     51,551     52,403     52,863:       965        505
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,499:      -625       -191      2,780     -1,400     -2,101        755        488:       744      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        3.9        7.5       50.6       84.2       91.0       95.5:       9.0        4.5
Old  :     100.0:      47.0        5.7       10.4       29.7       77.5       87.1       93.6:      12.9        6.4
Other:     100.0:       8.0        2.0        0.5       89.7       96.6       98.2       99.1:       1.8        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        73         28         47         45         43        154        106:
Old  :       178:        71         33         46         38         42        145        104:
Other:        67:        20          8          3         27         28         47         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  :                 24.6       39.4       37.5       59.1       18.1       27.7       25.2       37.6
Old  :                 19.0       33.5       28.9       51.0       17.7       27.9       26.3       44.3
Other:                 55.7       65.1       72.5       83.4       38.9       51.9       53.1       62.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 22, 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  :   358,455:    90,117     28,734     26,155    173,477    257,235    289,749    312,124:    68,706     46,331
Old  :   358,455:    90,117     28,734     26,155    173,477    257,235    289,749    312,124:    68,706     46,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -1,133:    -4,906      2,426         92      7,069     -9,790      2,255     -7,272:    -3,388      6,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        8.0        7.3       48.4       71.8       80.8       87.1:      19.2       12.9
Old  :     100.0:      25.1        8.0        7.3       48.4       71.8       80.8       87.1:      19.2       12.9
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  :       144:        52         28         32         53         47        122         91:
Old  :       144:        52         28         32         53         47        122         91:
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  :                 15.5       37.9       26.9       52.1       15.5       32.5       26.0       43.6
Old  :                 15.5       37.9       26.9       52.1       15.5       32.5       26.0       43.6
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 22, 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  :   123,010:    54,140     14,652     11,954     45,308     89,629    111,402    116,235:    11,608      6,775
Old  :   114,524:    54,705     16,749      8,300     40,379     83,390    103,384    108,439:    11,140      6,085
Other:     8,486:     2,847      1,315        242      4,929      6,239      8,018      7,796:       468        690
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,601:      -410        830      1,104      1,556        116      2,250      2,050:      -649       -449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       11.9        9.7       36.8       72.9       90.6       94.5:       9.4        5.5
Old  :     100.0:      47.8       14.6        7.2       35.3       72.8       90.3       94.7:       9.7        5.3
Other:     100.0:      33.5       15.5        2.9       58.1       73.5       94.5       91.9:       5.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       151         55         82         85        110        282        227:
Old  :       358:       151         62         78         78        107        273        220:
Other:       109:        19         16          8         44         53         68         73:
     :----------------------------------------------------------------------------------------------------
     :             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       23.9       27.5       37.3       15.9       20.7       27.0       33.6
Old  :                 17.0       23.9       29.0       37.8       17.0       21.4       29.0       34.6
Other:                 42.4       31.5       60.6       47.0       37.4       29.3       49.3       41.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, March 22, 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  :    20,060:     5,161     12,148      2,147      9,815      2,600     17,123     16,895:     2,937      3,165
Old  :    20,060:     5,161     12,148      2,147      9,815      2,600     17,123     16,895:     2,937      3,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -5,181:    -1,752     -7,000         -9     -4,324      1,545     -6,085     -5,464:       904        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       60.6       10.7       48.9       13.0       85.4       84.2:      14.6       15.8
Old  :     100.0:      25.7       60.6       10.7       48.9       13.0       85.4       84.2:      14.6       15.8
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  :        46:         7         29          5          4          6         16         36:
Old  :        46:         7         29          5          4          6         16         36:
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  :                 64.2       40.8       81.5       59.2       64.2       35.1       70.7       48.5
Old  :                 64.2       40.8       81.5       59.2       64.2       35.1       70.7       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 25, 2005