COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   130,660:    18,798     18,334     32,997     59,076     66,470    110,872    117,801:    19,788     12,859
Old  :   117,339:    19,259     18,138     29,525     50,952     58,048     99,736    105,711:    17,603     11,627
Other:    13,321:       542      1,200      2,469      8,124      8,421     11,136     12,090:     2,186      1,232
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -7,179:   -12,145      9,617     -1,084      7,171    -17,626     -6,058     -9,094:    -1,121      1,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       14.0       25.3       45.2       50.9       84.9       90.2:      15.1        9.8
Old  :     100.0:      16.4       15.5       25.2       43.4       49.5       85.0       90.1:      15.0        9.9
Other:     100.0:       4.1        9.0       18.5       61.0       63.2       83.6       90.8:      16.4        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        85         66         73         68         61        187        169:
Old  :       231:        87         62         71         67         61        184        167:
Other:        86:        17         24         32         35         30         71         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       25.3       26.6       34.4       16.1       19.8       23.0       25.3
Old  :                 17.9       25.9       28.3       35.0       17.9       20.9       25.1       26.7
Other:                 31.7       30.5       45.3       45.7       24.8       23.2       30.7       33.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    62,826:     7,599      1,947     21,730     28,024     37,567     57,353     61,244:     5,474      1,583
Old  :    62,743:     7,648      1,936     21,678     27,961     37,547     57,288     61,162:     5,455      1,582
Other:        83:         1         61          1         63         20         65         82:        18          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -226:       -20       -135       -833        555        829       -298       -139:        72        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        3.1       34.6       44.6       59.8       91.3       97.5:       8.7        2.5
Old  :     100.0:      12.2        3.1       34.6       44.6       59.8       91.3       97.5:       8.7        2.5
Other:     100.0:       1.2       73.1        1.3       75.5       24.3       78.0       98.7:      22.0        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        59         17         34         35         26        107         67:
Old  :       120:        60         17         34         35         26        107         67:
Other:        13:         1          9          2          2          2          5         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.2       46.6       52.6       62.4       10.7       21.7       14.7       28.3
Old  :                 39.2       46.6       52.6       62.5       10.7       21.7       14.7       28.4
Other:                 77.8       57.5       78.0       91.8       76.4       56.5       76.4       90.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   128,073:    19,428     10,818     10,518     89,370    103,973    119,316    125,309:     8,756      2,764
Old  :    84,397:    18,422     10,942      9,038     48,786     61,567     76,246     81,547:     8,151      2,850
Other:    43,676:     1,752        621        735     40,584     42,406     43,070     43,762:       605        -86
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -728:     3,700     -2,369       -591     -4,328      1,616     -1,218     -1,343:       490        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        8.4        8.2       69.8       81.2       93.2       97.8:       6.8        2.2
Old  :     100.0:      21.8       13.0       10.7       57.8       72.9       90.3       96.6:       9.7        3.4
Other:     100.0:       4.0        1.4        1.7       92.9       97.1       98.6      100.2:       1.4       -0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        47         35         40         48         38        116         95:
Old  :       136:        47         37         39         47         38        114         94:
Other:        45:        10          5          8         22         22         34         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.3       39.7       49.6       58.9       19.8       24.5       28.1       32.4
Old  :                 28.1       32.6       41.5       49.0       24.1       27.1       34.9       40.1
Other:                 67.7       72.4       81.6       87.5       53.6       62.2       62.5       72.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   584,088:   124,656     13,073    117,524    238,374    403,540    480,554    534,137:   103,534     49,951
Old  :   584,088:   124,656     13,073    117,524    238,374    403,540    480,554    534,137:   103,534     49,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    48,109:    26,807    -10,380      2,796     10,861     57,220     40,464     49,636:     7,645     -1,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        2.2       20.1       40.8       69.1       82.3       91.4:      17.7        8.6
Old  :     100.0:      21.3        2.2       20.1       40.8       69.1       82.3       91.4:      17.7        8.6
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  :       171:        74         29         53         60         55        160        111:
Old  :       171:        74         29         53         60         55        160        111:
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  :                 15.0       31.1       24.0       46.6        9.5       24.8       16.1       34.2
Old  :                 15.0       31.1       24.0       46.6        9.5       24.8       16.1       34.2
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 with Delta-adjusted Options and Futures Combined, February 1, 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  :   145,260:    42,891     10,377     39,796     48,646     87,405    131,333    137,578:    13,927      7,682
Old  :   141,647:    42,808     11,544     37,772     47,537     84,986    128,117    134,302:    13,529      7,345
Other:     3,613:     1,446        197        660      1,109      2,419      3,216      3,277:       398        337
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       581:      -357        375       -552        648       -610       -262       -787:       842      1,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        7.1       27.4       33.5       60.2       90.4       94.7:       9.6        5.3
Old  :     100.0:      30.2        8.1       26.7       33.6       60.0       90.4       94.8:       9.6        5.2
Other:     100.0:      40.0        5.5       18.3       30.7       66.9       89.0       90.7:      11.0        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       173         69        122        101        119        318        278:
Old  :       385:       173         73        121        100        119        317        276:
Other:        86:        19         10         17         29         43         53         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       20.0       20.7       31.1       10.8       15.6       17.6       24.3
Old  :                 12.8       20.3       21.0       31.7       11.1       16.0       18.0       24.8
Other:                 35.1       28.6       51.2       42.1       29.4       27.6       41.1       38.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    21,640:     5,482      9,794      3,707      9,035      6,098     18,223     19,599:     3,416      2,040
Old  :    21,640:     5,482      9,794      3,707      9,035      6,098     18,223     19,599:     3,416      2,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       422:       916       -249         87       -386        587        617        426:      -195         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       45.3       17.1       41.8       28.2       84.2       90.6:      15.8        9.4
Old  :     100.0:      25.3       45.3       17.1       41.8       28.2       84.2       90.6:      15.8        9.4
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  :        57:        17         25         12          9          9         34         39:
Old  :        57:        17         25         12          9          9         34         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  :                 62.2       33.7       72.6       57.0       48.0       29.4       52.6       46.8
Old  :                 62.2       33.7       72.6       57.0       48.0       29.4       52.6       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 4, 2005