COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   125,209:    17,444     17,915     24,640     67,747     72,370    109,831    114,925:    15,378     10,284
Old  :     1,824:         3          1          0      1,709      1,661      1,712      1,662:       112        162
Other:   123,385:    17,441     17,914     24,640     66,038     70,709    108,119    113,263:    15,266     10,122
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -3,490:      -222     -9,614      1,451     -3,009      6,564     -1,780     -1,599:    -1,710     -1,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       14.3       19.7       54.1       57.8       87.7       91.8:      12.3        8.2
Old  :     100.0:       0.2        0.1        0.0       93.7       91.1       93.9       91.1:       6.1        8.9
Other:     100.0:      14.1       14.5       20.0       53.5       57.3       87.6       91.8:      12.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        66         50         43         70         57        156        132:
Old  :         9:         1          1          0          4          3          5          4:
Other:       196:        66         50         43         70         57        156        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  :                 20.4       32.1       30.2       40.5       20.4       26.5       29.2       33.2
Old  :                 93.7       91.1       93.9       91.1       93.7       91.1       93.9       91.1
Other:                 20.7       31.2       30.0       39.8       20.7       26.9       29.6       33.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    43,225:    14,484      3,296      8,561     14,095     28,776     37,140     40,633:     6,086      2,593
Old  :    39,096:    14,507      3,980      6,160     12,552     26,422     33,219     36,562:     5,877      2,535
Other:     4,129:       757         96      1,621      1,543      2,354      3,921      4,071:       208         58
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,782:     1,768       -471        479      1,774      3,532      4,020      3,539:      -239        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.6       19.8       32.6       66.6       85.9       94.0:      14.1        6.0
Old  :     100.0:      37.1       10.2       15.8       32.1       67.6       85.0       93.5:      15.0        6.5
Other:     100.0:      18.3        2.3       39.2       37.4       57.0       95.0       98.6:       5.0        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        64         19         22         20         21         93         53:
Old  :       111:        60         23         22         20         20         93         52:
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  :                 23.6       46.4       34.8       63.2       17.5       38.1       26.6       50.3
Old  :                 22.2       46.9       33.5       63.4       19.0       40.7       29.0       54.1
Other:                 56.7       63.5       78.0       83.8       17.0       25.8       21.8       28.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   133,215:    21,140     13,385     12,895     89,398    103,129    123,433    129,410:     9,781      3,805
Old  :    50,551:    13,032     12,812      5,887     23,977     28,818     42,896     47,517:     7,655      3,034
Other:    82,664:     9,234      1,700      5,882     65,421     74,311     80,537     81,893:     2,127        771
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -2,914:       -20     -4,409       -885     -1,706      3,629     -2,611     -1,665:      -303     -1,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       10.0        9.7       67.1       77.4       92.7       97.1:       7.3        2.9
Old  :     100.0:      25.8       25.3       11.6       47.4       57.0       84.9       94.0:      15.1        6.0
Other:     100.0:      11.2        2.1        7.1       79.1       89.9       97.4       99.1:       2.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        58         38         35         49         38        125         96:
Old  :       151:        58         36         29         42         32        113         84:
Other:        86:        21         21         26         33         33         69         65:
     :----------------------------------------------------------------------------------------------------
     :             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       36.4       47.0       53.3       20.8       25.6       30.2       34.2
Old  :                 18.3       28.8       28.1       42.1       17.1       24.1       25.0       35.7
Other:                 47.3       51.1       63.5       67.8       28.9       35.3       39.0       45.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   493,037:   113,111     47,342     67,243    231,790    327,590    412,144    442,176:    80,893     50,861
Old  :   493,037:   113,111     47,342     67,243    231,790    327,590    412,144    442,176:    80,893     50,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    27,507:    27,263      3,967      5,228    -13,344     10,395     19,147     19,590:     8,360      7,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.6       13.6       47.0       66.4       83.6       89.7:      16.4       10.3
Old  :     100.0:      22.9        9.6       13.6       47.0       66.4       83.6       89.7:      16.4       10.3
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:        65         34         40         61         53        147        107:
Old  :       171:        65         34         40         61         53        147        107:
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  :                 14.1       27.4       25.1       43.0       12.6       19.3       21.2       29.4
Old  :                 14.1       27.4       25.1       43.0       12.6       19.3       21.2       29.4
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 28, 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  :   118,891:    24,344     13,681     27,670     56,020     69,550    108,035    110,901:    10,856      7,990
Old  :    81,455:    23,971     15,012     13,408     35,967     47,313     73,347     75,733:     8,108      5,722
Other:    37,436:     3,807      2,103     10,828     20,053     22,237     34,688     35,168:     2,748      2,268
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,713:       766        907      2,347        209        949      3,322      4,203:       392       -489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       11.5       23.3       47.1       58.5       90.9       93.3:       9.1        6.7
Old  :     100.0:      29.4       18.4       16.5       44.2       58.1       90.0       93.0:      10.0        7.0
Other:     100.0:      10.2        5.6       28.9       53.6       59.4       92.7       93.9:       7.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       126         74        106        102         97        277        233:
Old  :       316:       124         74         88         87         81        249        206:
Other:       195:        54         40         60         69         83        151        156:
     :----------------------------------------------------------------------------------------------------
     :             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       20.9       28.0       31.6       15.7       15.3       24.7       24.2
Old  :                 21.1       22.4       33.3       35.1       21.1       21.4       33.3       33.5
Other:                 26.8       30.3       38.1       41.5       21.1       22.3       28.1       28.8
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    32,021:    21,581      2,302      2,645      4,192     25,065     28,418     30,012:     3,604      2,010
Old  :    32,021:    21,581      2,302      2,645      4,192     25,065     28,418     30,012:     3,604      2,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,163:     2,655        432       -148         60      2,056      2,567      2,340:      -403       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4        7.2        8.3       13.1       78.3       88.7       93.7:      11.3        6.3
Old  :     100.0:      67.4        7.2        8.3       13.1       78.3       88.7       93.7:      11.3        6.3
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:        34          8         12          9          7         50         21:
Old  :        55:        34          8         12          9          7         50         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  :                 30.6       82.8       52.7       90.5       30.6       74.8       49.1       80.1
Old  :                 30.6       82.8       52.7       90.5       30.6       74.8       49.1       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 1, 2005