COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, January 18, 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  :    94,731:    27,894     24,880      6,959     46,941     56,870     81,794     88,709:    12,937      6,022
Old  :    86,666:    27,899     25,852      5,074     41,538     50,044     74,511     80,970:    12,155      5,696
Other:     8,065:     1,383        416        497      5,403      6,826      7,283      7,739:       782        326
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,675:       607       -687       -286      1,801      3,515      2,122      2,542:       553        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       26.3        7.3       49.6       60.0       86.3       93.6:      13.7        6.4
Old  :     100.0:      32.2       29.8        5.9       47.9       57.7       86.0       93.4:      14.0        6.6
Other:     100.0:      17.1        5.2        6.2       67.0       84.6       90.3       96.0:       9.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       109         88         60         66         65        220        180:
Old  :       295:       109         88         52         55         64        202        177:
Other:        83:        24         14          9         28         24         60         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       28.5       33.2       37.8       21.4       25.9       31.3       34.2
Old  :                 23.4       28.0       35.1       37.3       23.4       26.1       34.1       34.1
Other:                 41.7       50.1       56.4       63.3       33.7       49.7       44.2       62.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, January 18, 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  :    33,427:     9,989      1,544      3,381     15,628     27,667     28,998     32,592:     4,429        835
Old  :    33,401:     9,994      1,545      3,375     15,609     27,647     28,978     32,567:     4,423        834
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       847:    -1,765       -544        824      2,005        924      1,064      1,204:      -217       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        4.6       10.1       46.8       82.8       86.8       97.5:      13.2        2.5
Old  :     100.0:      29.9        4.6       10.1       46.7       82.8       86.8       97.5:      13.2        2.5
Other:     100.0:       3.8       19.2        0.0       73.1       76.9       76.9       96.2:      23.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        44         14         22         32         14         86         45:
Old  :       101:        45         15         22         32         14         86         45:
Other:         4:         1          1          0          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.3       61.5       43.3       79.2       16.4       40.9       24.5       58.1
Old  :                 33.2       61.6       43.3       79.2       16.5       41.0       24.5       58.2
Other:                 76.9       96.2       76.9       96.2       76.9       96.2       76.9       96.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, January 18, 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  :   116,940:    18,705     12,592      2,294     88,970    100,500    109,969    115,386:     6,971      1,554
Old  :    75,122:    18,248     12,228      1,426     49,004     60,103     68,678     73,757:     6,444      1,365
Other:    41,818:     1,038        945        287     39,966     40,397     41,291     41,629:       527        189
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -879:     2,808        796       -106     -4,336     -1,726     -1,634     -1,036:       755        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       10.8        2.0       76.1       85.9       94.0       98.7:       6.0        1.3
Old  :     100.0:      24.3       16.3        1.9       65.2       80.0       91.4       98.2:       8.6        1.8
Other:     100.0:       2.5        2.3        0.7       95.6       96.6       98.7       99.5:       1.3        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        48         30         12         46         32        100         72:
Old  :       132:        50         32         12         44         31         98         71:
Other:        39:         6          5          2         20         19         26         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.9       46.3       54.8       64.0       22.0       27.4       29.2       35.1
Old  :                 31.7       39.6       47.0       57.9       30.7       34.0       43.2       49.9
Other:                 69.7       73.2       84.7       87.0       55.0       62.4       65.7       72.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, January 18, 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  :   350,458:    87,229     48,067     31,118    169,792    235,513    288,139    314,698:    62,319     35,760
Old  :   350,458:    87,229     48,067     31,118    169,792    235,513    288,139    314,698:    62,319     35,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -3,263:    -1,338     -5,940       -131     -3,326      2,115     -4,795     -3,956:     1,532        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       13.7        8.9       48.4       67.2       82.2       89.8:      17.8       10.2
Old  :     100.0:      24.9       13.7        8.9       48.4       67.2       82.2       89.8:      17.8       10.2
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  :       162:        57         32         45         58         51        142        105:
Old  :       162:        57         32         45         58         51        142        105:
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  :                 15.6       31.3       27.3       48.8       14.8       24.4       25.4       40.7
Old  :                 15.6       31.3       27.3       48.8       14.8       24.4       25.4       40.7
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 - Futures Only, January 18, 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  :   100,093:    42,441     11,033      9,724     37,767     74,369     89,932     95,126:    10,161      4,967
Old  :    97,781:    42,444     12,148      8,392     37,051     72,550     87,887     93,090:     9,894      4,691
Other:     2,312:     1,180         68        149        716      1,819      2,045      2,036:       267        276
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,332:     2,076        394        746     -1,513       -338      1,309        802:        23        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       11.0        9.7       37.7       74.3       89.8       95.0:      10.2        5.0
Old  :     100.0:      43.4       12.4        8.6       37.9       74.2       89.9       95.2:      10.1        4.8
Other:     100.0:      51.0        2.9        6.4       31.0       78.7       88.5       88.1:      11.5       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       146         47         66         91        109        271        203:
Old  :       334:       146         52         66         89        109        269        203:
Other:        63:        11          3          6         24         34         37         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       25.4       25.5       38.3       14.7       21.5       24.5       33.3
Old  :                 15.2       25.9       26.1       38.7       15.0       22.0       25.0       33.8
Other:                 54.3       43.0       71.7       58.0       46.4       42.2       61.4       52.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, January 18, 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  :    17,426:     4,297     10,221      2,012      8,740      3,297     15,049     15,530:     2,377      1,896
Old  :    17,426:     4,297     10,221      2,012      8,740      3,297     15,049     15,530:     2,377      1,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -724:      -611        143        -72       -185       -582       -868       -511:       144       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       58.7       11.5       50.2       18.9       86.4       89.1:      13.6       10.9
Old  :     100.0:      24.7       58.7       11.5       50.2       18.9       86.4       89.1:      13.6       10.9
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:         5         24          3          5          6         11         33:
Old  :        40:         5         24          3          5          6         11         33:
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  :                 81.5       41.1       85.2       61.6       67.3       35.4       70.1       53.2
Old  :                 81.5       41.1       85.2       61.6       67.3       35.4       70.1       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 21, 2005