COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   145,468:    19,866     33,775     34,045     77,192     63,409    131,103    131,228:    14,365     14,239
Old  :   144,789:    20,066     33,907     33,712     76,686     63,178    130,464    130,796:    14,325     13,992
Other:       679:       132        200          1        506        231        639        432:        40        247
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     7,059:       267     10,205      1,730      4,073     -6,872      6,070      5,063:       989      1,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       23.2       23.4       53.1       43.6       90.1       90.2:       9.9        9.8
Old  :     100.0:      13.9       23.4       23.3       53.0       43.6       90.1       90.3:       9.9        9.7
Other:     100.0:      19.4       29.5        0.1       74.5       34.0       94.1       63.6:       5.9       36.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        81         67         57         70         62        175        165:
Old  :       234:        82         67         56         70         62        175        164:
Other:        14:         2          2          1          5          5          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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       22.2       29.3       30.3       17.8       19.8       26.8       26.1
Old  :                 18.7       22.2       29.4       30.4       17.9       19.9       27.1       26.2
Other:                 80.3       56.1       94.1       63.6       80.3       56.1       94.0       63.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    46,744:     9,315      4,054     11,613     20,548     28,460     41,476     44,126:     5,268      2,618
Old  :    40,118:    10,042      4,141      8,241     17,160     25,569     35,443     37,951:     4,674      2,167
Other:     6,627:       293        934      2,351      3,388      2,891      6,032      6,176:       594        451
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       870:    -3,005        936      2,240      1,970     -1,950      1,204      1,226:      -334       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        8.7       24.8       44.0       60.9       88.7       94.4:      11.3        5.6
Old  :     100.0:      25.0       10.3       20.5       42.8       63.7       88.3       94.6:      11.7        5.4
Other:     100.0:       4.4       14.1       35.5       51.1       43.6       91.0       93.2:       9.0        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        46         30         26         27         27         84         73:
Old  :       109:        51         26         25         26         26         83         71:
Other:        42:         7         19         15         13          8         32         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       45.8       42.5       61.1       17.1       31.2       24.2       37.8
Old  :                 28.9       49.6       41.2       63.3       18.2       36.1       26.5       43.8
Other:                 44.0       54.2       63.5       70.8       19.2       20.6       27.7       25.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   145,815:    24,708     37,917     11,852     98,151     87,766    134,710    137,534:    11,105      8,281
Old  :     5,617:     1,337        367          0      2,640      4,547      3,977      4,914:     1,640        703
Other:   140,198:    23,473     37,652     11,750     95,511     83,219    130,733    132,620:     9,465      7,578
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     9,744:     4,784     16,392      1,303      2,809     -9,862      8,897      7,833:       848      1,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       26.0        8.1       67.3       60.2       92.4       94.3:       7.6        5.7
Old  :     100.0:      23.8        6.5        0.0       47.0       81.0       70.8       87.5:      29.2       12.5
Other:     100.0:      16.7       26.9        8.4       68.1       59.4       93.2       94.6:       6.8        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        55         57         30         50         36        121        112:
Old  :        41:        11          4          0         19          9         30         13:
Other:       172:        53         59         30         49         34        119        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.6       27.9       48.6       41.6       22.3       20.2       35.9       29.0
Old  :                 31.5       77.4       46.6       85.1       30.6       77.4       45.7       85.1
Other:                 33.7       27.4       50.3       41.1       23.0       19.7       37.1       28.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   598,297:   179,672     19,682     99,254    234,212    428,045    513,138    546,980:    85,158     51,316
Old  :   598,297:   179,672     19,682     99,254    234,212    428,045    513,138    546,980:    85,158     51,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   -27,251:   -10,829      1,444     -5,527     -2,984    -17,734    -19,339    -21,816:    -7,912     -5,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        3.3       16.6       39.1       71.5       85.8       91.4:      14.2        8.6
Old  :     100.0:      30.0        3.3       16.6       39.1       71.5       85.8       91.4:      14.2        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  :       188:        82         29         52         65         59        172        120:
Old  :       188:        82         29         52         65         59        172        120:
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  :                 12.4       27.1       22.0       44.6       11.5       21.9       19.0       33.9
Old  :                 12.4       27.1       22.0       44.6       11.5       21.9       19.0       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, August 16, 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  :   115,922:    21,557     16,548     25,949     58,706     66,123    106,213    108,620:     9,709      7,302
Old  :    22,880:     7,924      4,971         94     10,903     15,064     18,921     20,129:     3,959      2,751
Other:    93,042:    16,749     14,693     22,739     47,803     51,059     87,292     88,491:     5,750      4,551
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -8,521:    -3,006      1,027     -5,740        166     -4,000     -8,579     -8,712:        59        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       14.3       22.4       50.6       57.0       91.6       93.7:       8.4        6.3
Old  :     100.0:      34.6       21.7        0.4       47.7       65.8       82.7       88.0:      17.3       12.0
Other:     100.0:      18.0       15.8       24.4       51.4       54.9       93.8       95.1:       6.2        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        97         87         93         92         91        235        230:
Old  :       161:        40         35          4         50         48         92         85:
Other:       284:        90         81         85         83         87        214        214:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       19.9       28.4       31.7       15.0       13.0       24.0       20.7
Old  :                 34.4       44.9       45.4       54.4       30.7       39.6       40.5       47.9
Other:                 18.7       20.9       31.9       32.9       18.3       12.7       28.7       21.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    20,300:     5,078      2,955      3,208      9,826     11,115     18,112     17,279:     2,188      3,021
Old  :    20,300:     5,078      2,955      3,208      9,826     11,115     18,112     17,279:     2,188      3,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -7,238:    -8,064        287        -75      1,260     -8,222     -6,879     -8,010:      -358        773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       14.6       15.8       48.4       54.8       89.2       85.1:      10.8       14.9
Old  :     100.0:      25.0       14.6       15.8       48.4       54.8       89.2       85.1:      10.8       14.9
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  :        40:        13         14         10          9          5         28         25:
Old  :        40:        13         14         10          9          5         28         25:
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  :                 59.8       66.4       78.3       76.4       57.5       57.2       67.5       64.1
Old  :                 59.8       66.4       78.3       76.4       57.5       57.2       67.5       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 19, 2005