COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, September 13, 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  :   104,571:    20,454     34,577      4,932     67,469     53,731     92,855     93,240:    11,716     11,331
Old  :   103,857:    20,545     34,677      4,741     66,925     53,268     92,211     92,686:    11,646     11,171
Other:       714:       100         91          0        544        463        644        554:        70        160
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -2,527:      -657     -7,409         89     -1,040      5,494     -1,608     -1,826:      -919       -701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       33.1        4.7       64.5       51.4       88.8       89.2:      11.2       10.8
Old  :     100.0:      19.8       33.4        4.6       64.4       51.3       88.8       89.2:      11.2       10.8
Other:     100.0:      14.0       12.7        0.0       76.2       64.8       90.2       77.6:       9.8       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        51         66         36         51         49        126        131:
Old  :       190:        51         67         34         51         49        125        130:
Other:        14:         1          1          0          6          6          7          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  :                 25.2       31.1       40.2       39.0       25.2       27.8       36.6       34.6
Old  :                 25.4       31.3       40.4       39.3       25.4       28.0       37.2       34.8
Other:                 76.3       69.2       90.2       77.6       76.3       69.2       90.2       77.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, September 13, 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  :    23,695:     7,954      6,212      1,185     11,464     14,256     20,603     21,653:     3,092      2,042
Old  :    18,346:     7,028      6,190          0      8,717     10,440     15,745     16,630:     2,601      1,716
Other:     5,349:     1,797        893        314      2,747      3,816      4,858      5,023:       491        326
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :        60:       163        810       -305         34       -576       -108        -71:       168        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       26.2        5.0       48.4       60.2       87.0       91.4:      13.0        8.6
Old  :     100.0:      38.3       33.7        0.0       47.5       56.9       85.8       90.6:      14.2        9.4
Other:     100.0:      33.6       16.7        5.9       51.4       71.3       90.8       93.9:       9.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        28         32         13         26         14         64         51:
Old  :        93:        29         31          0         26         13         55         44:
Other:        40:        12         11         10         12          8         32         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.6       44.1       50.2       60.5       33.9       43.6       49.5       59.6
Old  :                 39.5       45.2       54.7       60.0       39.5       44.8       54.3       59.6
Other:                 45.6       71.4       70.2       81.3       43.8       70.6       66.5       78.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, September 13, 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  :   113,870:    23,801     16,899      1,741     82,232     91,324    107,774    109,964:     6,096      3,906
Old  :   100,065:    23,961     17,137      1,144     69,091     77,979     94,196     96,260:     5,869      3,805
Other:    13,805:       238        160        199     13,141     13,345     13,578     13,704:       227        101
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,307:     3,242     -2,899        420     -3,612      2,901         50        422:    -1,357     -1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       14.8        1.5       72.2       80.2       94.6       96.6:       5.4        3.4
Old  :     100.0:      23.9       17.1        1.1       69.0       77.9       94.1       96.2:       5.9        3.8
Other:     100.0:       1.7        1.2        1.4       95.2       96.7       98.4       99.3:       1.6        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        45         38         12         49         34        103         78:
Old  :       142:        45         40         11         48         34        102         77:
Other:        24:         3          1          3         14         11         17         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.2       37.7       53.5       56.0       23.3       28.2       33.0       37.1
Old  :                 35.6       35.7       54.4       53.7       29.9       29.4       42.3       41.8
Other:                 63.3       88.7       86.8       97.6       47.7       68.1       63.1       69.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, September 13, 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  :   468,489:   179,403     31,098     28,108    180,774    367,187    388,285    426,393:    80,204     42,096
Old  :   468,489:   179,403     31,098     28,108    180,774    367,187    388,285    426,393:    80,204     42,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -15,145:     7,057    -11,642    -19,949      2,964     30,600     -9,928       -991:    -5,217    -14,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        6.6        6.0       38.6       78.4       82.9       91.0:      17.1        9.0
Old  :     100.0:      38.3        6.6        6.0       38.6       78.4       82.9       91.0:      17.1        9.0
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  :       168:        66         32         38         54         53        143        102:
Old  :       168:        66         32         38         54         53        143        102:
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  :                 17.2       30.9       28.1       48.1       14.9       25.3       24.7       39.3
Old  :                 17.2       30.9       28.1       48.1       14.9       25.3       24.7       39.3
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, September 13, 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  :    84,539:    19,096     19,616      9,061     48,296     49,080     76,453     77,757:     8,086      6,782
Old  :    83,584:    19,067     20,054      8,534     47,975     48,412     75,576     77,000:     8,008      6,584
Other:       955:       492         25         64        321        668        877        757:        78        198
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -954:    -2,186        697        359      1,584     -2,280       -243     -1,224:      -711        270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       23.2       10.7       57.1       58.1       90.4       92.0:       9.6        8.0
Old  :     100.0:      22.8       24.0       10.2       57.4       57.9       90.4       92.1:       9.6        7.9
Other:     100.0:      51.5        2.6        6.7       33.6       69.9       91.8       79.3:       8.2       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        84         78         44         91         78        204        181:
Old  :       285:        85         81         44         91         78        204        181:
Other:        35:         6          1          2         14         17         20         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       21.7       33.2       34.2       19.5       17.3       30.5       26.1
Old  :                 20.1       22.0       33.6       34.5       19.7       17.5       30.8       26.4
Other:                 59.7       40.8       77.8       64.6       53.0       40.8       68.9       61.5
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, September 13, 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  :    18,149:     4,218      4,187      2,131     10,088      8,733     16,437     15,051:     1,712      3,098
Old  :    18,149:     4,218      4,187      2,131     10,088      8,733     16,437     15,051:     1,712      3,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -2,717:    -1,662     -7,048       -572     -1,058      4,481     -3,292     -3,139:       575        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       23.1       11.7       55.6       48.1       90.6       82.9:       9.4       17.1
Old  :     100.0:      23.2       23.1       11.7       55.6       48.1       90.6       82.9:       9.4       17.1
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:         9         19          5          7          8         20         29:
Old  :        41:         9         19          5          7          8         20         29:
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  :                 63.5       57.8       84.1       69.6       53.2       40.5       61.9       48.0
Old  :                 63.5       57.8       84.1       69.6       53.2       40.5       61.9       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    20,549:     8,134        419          0      8,399     16,092     16,533     16,511:     4,016      4,038
Old  :    20,549:     8,134        419          0      8,399     16,092     16,533     16,511:     4,016      4,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        2.0        0.0       40.9       78.3       80.5       80.3:      19.5       19.7
Old  :     100.0:      39.6        2.0        0.0       40.9       78.3       80.5       80.3:      19.5       19.7
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  :        20:         5          1          0          6         13         11         14:
Old  :        20:         5          1          0          6         13         11         14:
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  :                 48.8       44.1       70.0       64.3       42.3       38.0       57.9       54.0
Old  :                 48.8       44.1       70.0       64.3       42.3       38.0       57.9       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 16, 2005