COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, May 31, 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  :    97,413:    23,090     16,505      5,103     57,357     66,181     85,550     87,789:    11,863      9,624
Old  :    62,341:    17,734     16,442        511     38,100     40,202     56,345     57,155:     5,996      5,186
Other:    35,072:     9,519      4,226        429     19,257     25,979     29,205     30,634:     5,867      4,438
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,537:      -509      1,877        591      2,408     -3,114      2,490       -646:      -953      2,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       16.9        5.2       58.9       67.9       87.8       90.1:      12.2        9.9
Old  :     100.0:      28.4       26.4        0.8       61.1       64.5       90.4       91.7:       9.6        8.3
Other:     100.0:      27.1       12.0        1.2       54.9       74.1       83.3       87.3:      16.7       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        61         49         39         57         47        136        120:
Old  :       165:        58         49          5         30         33         92         83:
Other:       125:        35         26         18         49         41         96         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  :                 26.1       41.4       39.0       51.4       26.1       35.5       37.6       45.0
Old  :                 38.8       53.8       53.7       62.3       38.8       53.8       53.7       62.1
Other:                 25.6       27.7       40.0       43.6       24.3       24.6       35.9       38.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, May 31, 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  :    26,362:     9,154      3,218      1,700     11,874     19,729     22,728     24,647:     3,634      1,715
Old  :    25,924:     9,166      3,380      1,418     11,795     19,451     22,379     24,249:     3,545      1,675
Other:       438:       254        104         16         79        278        349        398:        89         40
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       658:       490       -216        629       -446        -60        673        353:       -15        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       12.2        6.4       45.0       74.8       86.2       93.5:      13.8        6.5
Old  :     100.0:      35.4       13.0        5.5       45.5       75.0       86.3       93.5:      13.7        6.5
Other:     100.0:      58.0       23.7        3.7       18.0       63.5       79.7       90.9:      20.3        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        48         20         17         21         14         80         41:
Old  :        99:        46         22         14         20         14         77         40:
Other:        16:         7          4          2          3          3         12          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       57.7       40.9       70.7       29.9       56.4       38.8       66.8
Old  :                 30.6       57.8       41.4       70.8       30.2       57.5       39.2       68.2
Other:                 63.0       80.4       75.6       90.9       63.0       78.5       74.7       86.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, May 31, 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  :   131,464:    24,028     23,842      3,461     96,399     99,883    123,888    127,186:     7,576      4,278
Old  :    61,350:    14,668     23,117        949     39,316     33,682     54,933     57,748:     6,417      3,602
Other:    70,114:    11,107      2,472        765     57,083     66,201     68,955     69,438:     1,159        676
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     3,419:       842      1,648        550      2,122      1,633      3,514      3,831:       -95       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       18.1        2.6       73.3       76.0       94.2       96.7:       5.8        3.3
Old  :     100.0:      23.9       37.7        1.5       64.1       54.9       89.5       94.1:      10.5        5.9
Other:     100.0:      15.8        3.5        1.1       81.4       94.4       98.3       99.0:       1.7        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        52         40         18         50         38        113         93:
Old  :       153:        57         40         12         45         32        105         81:
Other:        77:        22         13          6         30         30         56         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.5       37.6       46.9       53.9       19.8       24.7       30.1       33.4
Old  :                 22.2       30.0       37.2       42.8       19.6       25.4       29.3       37.1
Other:                 46.9       60.8       66.0       76.5       28.5       42.0       43.5       53.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, May 31, 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  :   363,027:    65,730     91,021     13,679    227,152    211,985    306,561    316,685:    56,466     46,342
Old  :   363,027:    65,730     91,021     13,679    227,152    211,985    306,561    316,685:    56,466     46,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     3,301:     2,245     -6,029     -2,188        370     11,730        427      3,513:     2,874       -212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       25.1        3.8       62.6       58.4       84.4       87.2:      15.6       12.8
Old  :     100.0:      18.1       25.1        3.8       62.6       58.4       84.4       87.2:      15.6       12.8
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  :       146:        36         47         24         54         43        106         99:
Old  :       146:        36         47         24         54         43        106         99:
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  :                 18.2       25.3       32.4       41.9       16.7       19.4       29.8       29.7
Old  :                 18.2       25.3       32.4       41.9       16.7       19.4       29.8       29.7
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, May 31, 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  :    94,661:    32,801     10,649      9,825     43,979     69,329     86,605     89,803:     8,056      4,858
Old  :    77,149:    33,652     15,095      2,746     33,598     55,523     69,996     73,364:     7,153      3,785
Other:    17,512:     5,404      1,809        824     10,381     13,806     16,609     16,439:       903      1,073
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :      -379:      -703         43         38        529       -876       -136       -795:      -243        416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       11.2       10.4       46.5       73.2       91.5       94.9:       8.5        5.1
Old  :     100.0:      43.6       19.6        3.6       43.5       72.0       90.7       95.1:       9.3        4.9
Other:     100.0:      30.9       10.3        4.7       59.3       78.8       94.8       93.9:       5.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:       126         46         64         82         95        242        182:
Old  :       296:       121         52         43         66         92        214        166:
Other:       135:        25         26         15         51         65         84         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       27.6       32.5       40.1       20.0       24.2       31.5       34.1
Old  :                 24.1       27.4       37.6       40.1       24.1       26.0       37.6       38.1
Other:                 37.7       42.8       56.6       54.8       35.0       40.0       47.5       49.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, May 31, 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  :    29,298:    17,717      2,356      2,826      4,933     22,426     25,476     27,608:     3,822      1,690
Old  :    29,298:    17,717      2,356      2,826      4,933     22,426     25,476     27,608:     3,822      1,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     1,246:       922       -189        481         89      1,195      1,492      1,487:      -246       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5        8.0        9.6       16.8       76.5       87.0       94.2:      13.0        5.8
Old  :     100.0:      60.5        8.0        9.6       16.8       76.5       87.0       94.2:      13.0        5.8
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  :        62:        35         12         10         10          5         51         23:
Old  :        62:        35         12         10         10          5         51         23:
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  :                 36.3       83.8       52.5       89.2       34.6       77.4       47.0       80.2
Old  :                 36.3       83.8       52.5       89.2       34.6       77.4       47.0       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 3, 2005