COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   126,852:    18,231     24,343     23,230     69,074     65,897    110,535    113,469:    16,317     13,382
Old  :    27,820:     8,737     10,884          0     11,708     13,653     20,445     24,537:     7,375      3,283
Other:    99,032:    11,587     15,552     21,136     57,366     52,244     90,090     88,932:     8,942     10,099
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,439:      -437      7,805    -14,627     -7,855    -15,730    -22,919    -22,552:     1,480      1,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       19.2       18.3       54.5       51.9       87.1       89.5:      12.9       10.5
Old  :     100.0:      31.4       39.1        0.0       42.1       49.1       73.5       88.2:      26.5       11.8
Other:     100.0:      11.7       15.7       21.3       57.9       52.8       91.0       89.8:       9.0       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        67         60         48         69         57        158        146:
Old  :       113:        38         25          0         33         21         71         46:
Other:       177:        49         53         40         67         57        134        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       25.9       30.1       34.6       19.9       21.9       28.7       28.2
Old  :                 19.2       46.8       30.8       61.6       19.0       44.7       30.5       59.4
Other:                 23.0       23.0       33.3       32.9       23.0       18.8       33.0       24.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    41,860:    10,852      3,678     10,070     15,262     25,747     36,185     39,494:     5,676      2,366
Old  :    38,770:    10,945      4,051      8,315     13,993     24,094     33,253     36,460:     5,517      2,310
Other:     3,091:       425        144      1,237      1,270      1,653      2,932      3,034:       159         56
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,589:       508        595      1,561        607      1,076      2,676      3,232:       -88       -643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        8.8       24.1       36.5       61.5       86.4       94.3:      13.6        5.7
Old  :     100.0:      28.2       10.4       21.4       36.1       62.1       85.8       94.0:      14.2        6.0
Other:     100.0:      13.7        4.7       40.0       41.1       53.5       94.9       98.2:       5.1        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        53         23         25         20         18         87         54:
Old  :       106:        53         23         25         20         18         87         54:
Other:        23:         8          7         11          7          5         20         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       46.6       40.1       61.4       20.4       37.0       27.8       47.0
Old  :                 25.6       46.8       39.6       61.1       21.6       38.6       29.6       49.5
Other:                 54.0       65.6       72.9       85.2       18.7       27.2       24.1       29.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   150,149:    24,225     23,152     14,892     98,281    105,846    137,398    143,890:    12,751      6,259
Old  :    68,200:    13,682     19,993      8,204     35,734     35,150     57,621     63,348:    10,579      4,852
Other:    81,949:    11,926      4,543      5,304     62,547     70,696     79,777     80,542:     2,172      1,406
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,023:     1,302     -2,523      2,116     -6,079       -211     -2,661       -618:     3,684      1,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       15.4        9.9       65.5       70.5       91.5       95.8:       8.5        4.2
Old  :     100.0:      20.1       29.3       12.0       52.4       51.5       84.5       92.9:      15.5        7.1
Other:     100.0:      14.6        5.5        6.5       76.3       86.3       97.4       98.3:       2.6        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        59         49         41         50         40        132        114:
Old  :       167:        63         45         37         47         36        126        104:
Other:        90:        25         21         24         33         30         70         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       35.7       45.3       51.4       18.8       22.9       29.0       30.7
Old  :                 24.8       30.3       34.1       44.5       19.6       22.0       27.2       33.0
Other:                 44.1       55.4       62.2       69.1       26.8       37.9       39.4       47.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   439,830:    78,401     50,310     61,786    227,831    283,911    368,017    396,007:    71,813     43,823
Old  :   439,830:    78,401     50,310     61,786    227,831    283,911    368,017    396,007:    71,813     43,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -31,861:     1,246     -7,964    -14,292    -19,712     -8,830    -32,758    -31,087:       897       -774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       11.4       14.0       51.8       64.6       83.7       90.0:      16.3       10.0
Old  :     100.0:      17.8       11.4       14.0       51.8       64.6       83.7       90.0:      16.3       10.0
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  :       144:        45         35         35         55         49        118        102:
Old  :       144:        45         35         35         55         49        118        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  :                 14.7       29.2       26.6       44.0       13.9       23.6       23.7       32.5
Old  :                 14.7       29.2       26.6       44.0       13.9       23.6       23.7       32.5
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, June 14, 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  :   118,984:    24,200     10,272     24,936     61,093     77,965    110,229    113,173:     8,756      5,812
Old  :    86,302:    23,704     12,084     12,614     42,990     57,695     79,308     82,392:     6,995      3,910
Other:    32,682:     3,366      1,058      9,452     18,103     20,270     30,921     30,781:     1,761      1,901
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -15,234:   -10,401        991    -11,462      8,974     -4,148    -12,889    -14,619:    -2,346       -616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        8.6       21.0       51.3       65.5       92.6       95.1:       7.4        4.9
Old  :     100.0:      27.5       14.0       14.6       49.8       66.9       91.9       95.5:       8.1        4.5
Other:     100.0:      10.3        3.2       28.9       55.4       62.0       94.6       94.2:       5.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:       126         62        100         86         90        258        213:
Old  :       295:       130         60         86         75         82        238        196:
Other:       171:        41         40         56         59         75        133        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       23.9       30.7       36.2       15.5       15.5       24.6       25.0
Old  :                 21.0       26.4       33.9       38.2       20.6       20.8       32.2       31.2
Other:                 29.1       33.6       41.8       46.0       22.6       25.0       30.0       31.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    29,333:    19,469      2,636      2,486      3,380     22,205     25,334     27,327:     3,999      2,006
Old  :    29,333:    19,469      2,636      2,486      3,380     22,205     25,334     27,327:     3,999      2,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -6,878:     1,490        614       -512     -7,545     -6,482     -6,567     -6,380:      -311       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.4        9.0        8.5       11.5       75.7       86.4       93.2:      13.6        6.8
Old  :     100.0:      66.4        9.0        8.5       11.5       75.7       86.4       93.2:      13.6        6.8
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  :        56:        35          8         10          9          7         48         22:
Old  :        56:        35          8         10          9          7         48         22:
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  :                 32.1       80.7       53.1       89.0       31.2       72.6       49.1       78.2
Old  :                 32.1       80.7       53.1       89.0       31.2       72.6       49.1       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 17, 2005