COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   133,137:    20,081     10,367     30,493     68,028     81,905    118,602    122,764:    14,535     10,372
Old  :   132,831:    20,161     10,433     30,347     67,819     81,808    118,327    122,587:    14,504     10,243
Other:       306:        66         80          0        209         97        275        177:        31        129
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    -2,816:    -1,373     -1,709      1,206     -1,110     -2,774     -1,277     -3,277:    -1,539        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        7.8       22.9       51.1       61.5       89.1       92.2:      10.9        7.8
Old  :     100.0:      15.2        7.9       22.8       51.1       61.6       89.1       92.3:      10.9        7.7
Other:     100.0:      21.6       26.1        0.0       68.3       31.7       89.9       57.8:      10.1       42.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        70         39         54         68         61        162        133:
Old  :       190:        70         39         53         68         61        162        132:
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  :                 19.3       33.9       28.6       43.7       19.3       27.6       27.8       34.8
Old  :                 19.3       34.0       28.6       43.8       19.3       27.7       27.9       34.9
Other:                 88.9       49.7       89.9       57.8       88.9       49.7       89.9       57.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :    49,498:    18,312      1,948      9,750     14,831     34,828     42,893     46,526:     6,605      2,972
Old  :    44,263:    18,247      2,946      6,766     12,990     31,740     38,002     41,452:     6,261      2,811
Other:     5,235:     1,099         35      1,951      1,841      3,089      4,891      5,074:       344        161
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :     5,044:     1,270       -835        834      2,385      4,630      4,488      4,628:       556        416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        3.9       19.7       30.0       70.4       86.7       94.0:      13.3        6.0
Old  :     100.0:      41.2        6.7       15.3       29.3       71.7       85.9       93.6:      14.1        6.4
Other:     100.0:      21.0        0.7       37.3       35.2       59.0       93.4       96.9:       6.6        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        72         19         27         18         23        105         55:
Old  :       119:        68         24         27         18         21        105         53:
Other:        31:        15          4         13          8          8         25         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       48.3       34.6       66.3       16.0       39.0       25.4       52.3
Old  :                 21.4       49.6       33.6       66.9       17.6       42.3       27.9       56.1
Other:                 54.9       62.3       73.5       81.9       14.1       27.3       21.3       30.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   141,511:    21,567     23,192     13,479     97,129     99,443    132,174    136,115:     9,336      5,396
Old  :    51,691:    12,900     21,146      5,174     26,712     21,176     44,786     47,497:     6,904      4,194
Other:    89,820:    10,991      4,369      5,981     70,416     78,267     87,388     88,617:     2,432      1,203
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :     9,578:      -540      8,184      2,494      6,432        919      8,387     11,597:     1,191     -2,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       16.4        9.5       68.6       70.3       93.4       96.2:       6.6        3.8
Old  :     100.0:      25.0       40.9       10.0       51.7       41.0       86.6       91.9:      13.4        8.1
Other:     100.0:      12.2        4.9        6.7       78.4       87.1       97.3       98.7:       2.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        66         47         39         50         39        127        117:
Old  :       165:        69         39         27         43         29        116         91:
Other:       100:        20         31         24         39         35         77         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  :                 32.2       33.1       47.4       48.3       21.6       22.5       31.3       30.6
Old  :                 18.6       27.4       27.8       41.3       14.6       25.2       21.7       35.1
Other:                 45.2       47.6       61.9       62.8       28.6       33.0       41.3       43.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   505,983:   135,082     34,170     68,664    221,326    356,418    425,072    459,252:    80,911     46,730
Old  :   505,983:   135,082     34,170     68,664    221,326    356,418    425,072    459,252:    80,911     46,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    20,471:    11,203     -1,542      2,127      1,205     17,676     14,535     18,260:     5,936      2,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        6.8       13.6       43.7       70.4       84.0       90.8:      16.0        9.2
Old  :     100.0:      26.7        6.8       13.6       43.7       70.4       84.0       90.8:      16.0        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  :       171:        73         26         42         59         54        150        106:
Old  :       171:        73         26         42         59         54        150        106:
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  :                 14.8       30.6       25.1       45.3       12.5       22.7       21.4       33.9
Old  :                 14.8       30.6       25.1       45.3       12.5       22.7       21.4       33.9
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 12, 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  :   120,996:    25,730     14,824     27,034     55,934     69,864    108,699    111,722:    12,298      9,274
Old  :    78,367:    24,731     16,760     10,986     33,823     44,113     69,540     71,859:     8,827      6,508
Other:    42,629:     4,653      1,717     12,395     22,111     25,751     39,159     39,863:     3,470      2,766
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :       673:       724         64       -591       -479        378       -346       -149:     1,019        822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       12.3       22.3       46.2       57.7       89.8       92.3:      10.2        7.7
Old  :     100.0:      31.6       21.4       14.0       43.2       56.3       88.7       91.7:      11.3        8.3
Other:     100.0:      10.9        4.0       29.1       51.9       60.4       91.9       93.5:       8.1        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       120         81        108         96         93        271        235:
Old  :       310:       112         86         86         83         76        238        205:
Other:       207:        61         49         72         68         79        165        165:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       21.1       27.9       31.3       15.2       14.9       24.7       23.5
Old  :                 20.8       22.9       34.0       35.4       20.8       22.1       34.0       34.2
Other:                 25.5       28.4       37.6       39.4       20.2       20.6       28.2       26.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :    28,989:    17,000      1,394      2,650      4,701     22,943     24,350     26,986:     4,640      2,003
Old  :    28,989:    17,000      1,394      2,650      4,701     22,943     24,350     26,986:     4,640      2,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    -5,942:    -6,568     -1,290        -23        277     -3,966     -6,314     -5,279:       372       -663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.6        4.8        9.1       16.2       79.1       84.0       93.1:      16.0        6.9
Old  :     100.0:      58.6        4.8        9.1       16.2       79.1       84.0       93.1:      16.0        6.9
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  :        50:        31          6          9         10          6         46         17:
Old  :        50:        31          6          9         10          6         46         17:
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  :                 34.3       84.2       54.5       90.8       33.5       74.2       48.6       78.6
Old  :                 34.3       84.2       54.5       90.8       33.5       74.2       48.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 15, 2005