COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   135,953:    21,454     12,076     29,287     69,138     84,678    119,879    126,041:    16,074      9,911
Old  :   135,728:    21,454     12,081     29,281     68,929     84,581    119,664    125,943:    16,064      9,784
Other:       225:         6          1          0        209         97        215         98:        10        127
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    10,743:     4,009     -5,839      4,647      1,391     12,308     10,047     11,116:       696       -373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.9       21.5       50.9       62.3       88.2       92.7:      11.8        7.3
Old  :     100.0:      15.8        8.9       21.6       50.8       62.3       88.2       92.8:      11.8        7.2
Other:     100.0:       2.7        0.4        0.0       92.9       43.1       95.6       43.6:       4.4       56.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        78         37         49         67         58        164        127:
Old  :       193:        78         37         49         67         58        164        127:
Other:        11:         1          1          0          4          5          5          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       34.7       27.7       44.5       18.7       29.2       26.9       36.2
Old  :                 18.7       34.7       27.7       44.5       18.7       29.3       27.0       36.3
Other:                 94.2       38.7       95.6       43.6       94.2       38.7       95.6       43.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :    44,454:    17,043      2,782      8,916     12,446     30,199     38,405     41,897:     6,049      2,556
Old  :    39,959:    17,050      3,674      6,234     10,860     27,610     34,144     37,518:     5,815      2,441
Other:     4,495:       978         94      1,696      1,586      2,589      4,261      4,379:       234        116
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     1,228:     2,559       -513        355     -1,649      1,423      1,265      1,265:       -37        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        6.3       20.1       28.0       67.9       86.4       94.2:      13.6        5.8
Old  :     100.0:      42.7        9.2       15.6       27.2       69.1       85.4       93.9:      14.6        6.1
Other:     100.0:      21.8        2.1       37.7       35.3       57.6       94.8       97.4:       5.2        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        64         23         22         19         21         98         51:
Old  :       114:        63         24         22         19         20         98         50:
Other:        25:        11          5         12          7          6         21         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  :                 20.2       47.4       32.2       64.4       17.7       42.1       27.8       54.2
Old  :                 19.7       48.0       31.1       64.7       19.7       45.2       30.6       58.6
Other:                 56.5       63.2       78.1       83.1       17.6       26.7       24.0       29.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   131,933:    22,107     15,008     10,985     90,696     98,525    123,788    124,518:     8,145      7,416
Old  :    49,286:    13,460     13,908      4,776     24,562     26,161     42,798     44,844:     6,488      4,442
Other:    82,647:     9,500      1,954      5,355     66,134     72,364     80,990     79,673:     1,657      2,974
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -1,282:       966      1,622     -1,911      1,299     -4,604        354     -4,892:    -1,636      3,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       11.4        8.3       68.7       74.7       93.8       94.4:       6.2        5.6
Old  :     100.0:      27.3       28.2        9.7       49.8       53.1       86.8       91.0:      13.2        9.0
Other:     100.0:      11.5        2.4        6.5       80.0       87.6       98.0       96.4:       2.0        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        58         36         27         48         38        120         88:
Old  :       145:        63         27         24         40         30        110         74:
Other:        81:        17         20         21         35         32         66         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.1       34.1       48.0       50.6       21.5       23.6       30.9       33.0
Old  :                 18.3       28.3       28.0       42.8       15.7       24.1       23.2       36.8
Other:                 47.8       48.2       64.1       64.5       29.4       32.7       40.9       43.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   485,512:   123,878     35,713     66,537    220,121    338,742    410,537    440,992:    74,975     44,520
Old  :   485,512:   123,878     35,713     66,537    220,121    338,742    410,537    440,992:    74,975     44,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :    -7,525:    10,767    -11,629       -706    -11,669     11,152     -1,607     -1,184:    -5,918     -6,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        7.4       13.7       45.3       69.8       84.6       90.8:      15.4        9.2
Old  :     100.0:      25.5        7.4       13.7       45.3       69.8       84.6       90.8:      15.4        9.2
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  :       168:        72         26         42         58         51        147        104:
Old  :       168:        72         26         42         58         51        147        104:
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       30.7       25.2       45.6       12.9       23.3       21.6       34.2
Old  :                 14.7       30.7       25.2       45.6       12.9       23.3       21.6       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, July 5, 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  :   120,323:    25,006     14,760     27,626     56,413     69,486    109,045    111,871:    11,278      8,452
Old  :    81,838:    23,949     15,206     13,836     35,489     46,724     73,273     75,766:     8,565      6,072
Other:    38,485:     3,086      1,581     11,762     20,924     22,762     35,771     36,105:     2,714      2,380
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     1,432:       662      1,078        -44        392        -64      1,010        970:       423        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       12.3       23.0       46.9       57.7       90.6       93.0:       9.4        7.0
Old  :     100.0:      29.3       18.6       16.9       43.4       57.1       89.5       92.6:      10.5        7.4
Other:     100.0:       8.0        4.1       30.6       54.4       59.1       92.9       93.8:       7.1        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       126         85        114        102         95        282        246:
Old  :       325:       118         91         97         88         83        254        223:
Other:       203:        59         44         69         72         81        162        164:
     :----------------------------------------------------------------------------------------------------
     :             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       21.0       27.4       31.5       15.1       15.0       24.4       23.7
Old  :                 20.3       22.7       32.4       35.3       20.3       21.5       32.4       33.7
Other:                 25.9       29.6       38.5       40.6       21.1       21.2       27.8       27.3
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :    34,931:    23,568      2,684      2,673      4,423     26,908     30,664     32,265:     4,267      2,666
Old  :    34,931:    23,568      2,684      2,673      4,423     26,908     30,664     32,265:     4,267      2,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2005                        :
     :     2,910:     1,987        382         28        232      1,843      2,247      2,254:       663        656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5        7.7        7.7       12.7       77.0       87.8       92.4:      12.2        7.6
Old  :     100.0:      67.5        7.7        7.7       12.7       77.0       87.8       92.4:      12.2        7.6
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  :        55:        36          6         10         10          7         51         19:
Old  :        55:        36          6         10         10          7         51         19:
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  :                 31.1       81.0       51.5       89.2       31.1       74.0       48.9       79.8
Old  :                 31.1       81.0       51.5       89.2       31.1       74.0       48.9       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 8, 2005