COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   158,332:    20,566     20,158     40,843     78,405     85,140    139,813    146,141:    18,518     12,190
Old  :   157,550:    20,654     20,272     40,641     77,820     84,597    139,114    145,510:    18,436     12,040
Other:       781:       114         88          0        585        543        699        631:        82        150
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :    10,329:     1,564     -3,438      4,494        848      8,957      6,905     10,012:     3,424        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       12.7       25.8       49.5       53.8       88.3       92.3:      11.7        7.7
Old  :     100.0:      13.1       12.9       25.8       49.4       53.7       88.3       92.4:      11.7        7.6
Other:     100.0:      14.6       11.3        0.0       74.9       69.5       89.5       80.8:      10.5       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        87         52         62         68         68        181        159:
Old  :       226:        87         53         60         68         68        180        158:
Other:        17:         3          2          0          6          6          9          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  :                 18.1       28.8       28.8       37.9       17.3       20.6       24.3       26.2
Old  :                 18.2       28.7       28.9       37.8       17.3       20.7       24.5       26.3
Other:                 75.0       73.1       89.5       80.8       75.0       73.1       89.5       80.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    39,662:     8,061      2,460      9,779     16,604     24,604     34,445     36,843:     5,217      2,819
Old  :    23,424:     7,528      2,417      4,067      8,433     15,123     20,028     21,606:     3,396      1,818
Other:    16,238:     1,665      1,175      4,581      8,172      9,481     14,417     15,236:     1,821      1,001
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :       471:       641     -2,588      1,151     -1,445      2,343        347        906:       124       -435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        6.2       24.7       41.9       62.0       86.8       92.9:      13.2        7.1
Old  :     100.0:      32.1       10.3       17.4       36.0       64.6       85.5       92.2:      14.5        7.8
Other:     100.0:      10.3        7.2       28.2       50.3       58.4       88.8       93.8:      11.2        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        37         26         22         25         20         77         55:
Old  :        92:        36         27         18         22         19         70         52:
Other:        51:        20          8         17         19         14         44         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       44.7       43.1       61.2       20.0       33.4       27.3       42.0
Old  :                 29.7       45.0       44.6       62.8       25.7       36.5       36.3       50.7
Other:                 35.8       55.7       52.6       72.5       19.7       32.7       26.4       36.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   141,287:    24,879     30,713     12,117     94,313     92,213    131,309    135,042:     9,979      6,245
Old  :   125,806:    24,970     30,892     11,619     79,465     77,121    116,054    119,631:     9,751      6,174
Other:    15,482:       248        161        158     14,848     15,092     15,254     15,411:       227         71
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     8,137:     1,413      8,273       -405      4,953     -1,184      5,961      6,684:     2,176      1,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       21.7        8.6       66.8       65.3       92.9       95.6:       7.1        4.4
Old  :     100.0:      19.8       24.6        9.2       63.2       61.3       92.2       95.1:       7.8        4.9
Other:     100.0:       1.6        1.0        1.0       95.9       97.5       98.5       99.5:       1.5        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        58         52         31         52         36        120        110:
Old  :       168:        57         54         30         51         36        119        109:
Other:        28:         4          2          3         16         13         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  :                 28.9       27.9       46.5       43.4       20.6       19.8       32.1       28.2
Old  :                 28.4       27.1       46.1       40.5       25.2       19.2       39.6       30.0
Other:                 63.7       89.3       85.7       97.1       45.8       67.3       60.9       70.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   591,314:   188,963     17,382     85,913    221,412    434,633    496,288    537,928:    95,026     53,386
Old  :   591,314:   188,963     17,382     85,913    221,412    434,633    496,288    537,928:    95,026     53,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -15,172:   -16,399        341       -461      1,311    -10,391    -15,548    -10,511:       376     -4,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        2.9       14.5       37.4       73.5       83.9       91.0:      16.1        9.0
Old  :     100.0:      32.0        2.9       14.5       37.4       73.5       83.9       91.0:      16.1        9.0
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  :       177:        73         35         44         58         56        159        109:
Old  :       177:        73         35         44         58         56        159        109:
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  :                 14.3       27.0       23.4       45.2       12.1       21.7       19.5       34.8
Old  :                 14.3       27.0       23.4       45.2       12.1       21.7       19.5       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   124,531:    15,707     19,919     41,081     56,527     53,614    113,316    114,615:    11,215      9,916
Old  :   123,538:    15,735     20,205     40,694     55,982     52,935    112,411    113,833:    11,128      9,705
Other:       992:       345         87         15        545        679        905        781:        87        211
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,549:      -405        999      3,572      2,028        150      5,195      4,721:       354        828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       16.0       33.0       45.4       43.1       91.0       92.0:       9.0        8.0
Old  :     100.0:      12.7       16.4       32.9       45.3       42.8       91.0       92.1:       9.0        7.9
Other:     100.0:      34.8        8.8        1.5       54.9       68.4       91.2       78.7:       8.8       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       115         92        102        101         86        264        241:
Old  :       331:       116         96        102        100         86        263        241:
Other:        40:         6          5          4         14         18         22         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       19.5       27.3       29.5       13.5       12.1       20.2       18.6
Old  :                 17.1       19.6       27.5       29.7       13.6       12.2       20.4       18.8
Other:                 56.6       43.8       76.9       64.3       55.9       43.8       73.2       61.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :    18,283:    12,703      2,978      2,413        657     11,162     15,772     16,553:     2,511      1,731
Old  :    18,283:    12,703      2,978      2,413        657     11,162     15,772     16,553:     2,511      1,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,432:     5,100        686         94        -35      5,097      5,159      5,876:       274       -444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.5       16.3       13.2        3.6       61.0       86.3       90.5:      13.7        9.5
Old  :     100.0:      69.5       16.3       13.2        3.6       61.0       86.3       90.5:      13.7        9.5
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  :        49:        25         10          9          7          6         37         21:
Old  :        49:        25         10          9          7          6         37         21:
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  :                 52.6       70.6       64.9       82.9       45.4       63.9       55.3       73.1
Old  :                 52.6       70.6       64.9       82.9       45.4       63.9       55.3       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 30, 2005