COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, September 20, 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  :   104,347:    20,329     34,348      4,710     67,747     54,903     92,786     93,961:    11,561     10,386
Old  :   103,619:    20,420     34,448      4,519     67,203     54,403     92,142     93,370:    11,477     10,249
Other:       728:       100         91          0        544        500        644        591:        84        137
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :      -224:      -125       -229       -222        278      1,172        -69        721:      -155       -945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       32.9        4.5       64.9       52.6       88.9       90.0:      11.1       10.0
Old  :     100.0:      19.7       33.2        4.4       64.9       52.5       88.9       90.1:      11.1        9.9
Other:     100.0:      13.7       12.5        0.0       74.7       68.7       88.5       81.2:      11.5       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        55         68         38         54         54        135        140:
Old  :       202:        55         69         36         54         53        134        138:
Other:        15:         1          1          0          6          7          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  :                 25.7       31.6       41.0       39.9       25.7       28.4       37.2       35.6
Old  :                 25.9       31.8       41.2       40.1       25.9       28.6       37.8       35.8
Other:                 74.9       71.3       88.5       81.2       74.9       71.3       88.5       81.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, September 20, 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  :    23,569:     7,721      5,409        773     11,949     14,993     20,443     21,175:     3,126      2,394
Old  :    17,306:     6,326      5,001          0      8,344     10,431     14,670     15,432:     2,636      1,874
Other:     6,263:     1,791        804        377      3,605      4,562      5,773      5,743:       490        520
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :      -126:      -233       -803       -412        485        737       -160       -478:        34        352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       22.9        3.3       50.7       63.6       86.7       89.8:      13.3       10.2
Old  :     100.0:      36.6       28.9        0.0       48.2       60.3       84.8       89.2:      15.2       10.8
Other:     100.0:      28.6       12.8        6.0       57.6       72.8       92.2       91.7:       7.8        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        28         30         13         23         14         60         49:
Old  :        86:        25         31          0         21         13         46         44:
Other:        39:        13          9         12         11          9         30         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.4       45.9       51.2       59.9       33.7       41.7       48.1       55.2
Old  :                 38.2       47.9       54.7       60.4       38.2       47.5       54.4       60.0
Other:                 51.2       73.3       73.1       80.8       47.0       71.2       67.2       77.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, September 20, 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  :   117,911:    24,943     22,404      2,073     84,820     89,345    111,836    113,822:     6,075      4,089
Old  :   102,698:    25,047     22,418      1,622     70,174     74,613     96,843     98,653:     5,855      4,045
Other:    15,213:        77        167        270     14,646     14,732     14,993     15,169:       220         44
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     4,041:     1,142      5,505        332      2,588     -1,979      4,062      3,858:       -21        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       19.0        1.8       71.9       75.8       94.8       96.5:       5.2        3.5
Old  :     100.0:      24.4       21.8        1.6       68.3       72.7       94.3       96.1:       5.7        3.9
Other:     100.0:       0.5        1.1        1.8       96.3       96.8       98.6       99.7:       1.4        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        52         44         16         50         34        107         91:
Old  :       155:        52         46         15         49         34        106         90:
Other:        26:         2          3          3         14         12         17         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.8       35.1       52.1       51.6       23.8       26.7       34.5       36.3
Old  :                 34.8       34.0       52.2       48.8       29.8       27.0       43.3       40.1
Other:                 66.6       89.1       87.9       97.1       49.0       66.7       62.9       69.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, September 20, 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  :   486,938:   189,775     31,513     29,510    186,716    377,587    406,001    438,610:    80,937     48,328
Old  :   486,938:   189,775     31,513     29,510    186,716    377,587    406,001    438,610:    80,937     48,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    18,449:    10,372        415      1,402      5,942     10,400     17,716     12,217:       733      6,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        6.5        6.1       38.3       77.5       83.4       90.1:      16.6        9.9
Old  :     100.0:      39.0        6.5        6.1       38.3       77.5       83.4       90.1:      16.6        9.9
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  :       168:        68         31         37         50         53        143        100:
Old  :       168:        68         31         37         50         53        143        100:
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       31.0       29.6       50.0       14.7       25.4       24.8       40.8
Old  :                 18.2       31.0       29.6       50.0       14.7       25.4       24.8       40.8
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 - Futures Only, September 20, 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  :    85,023:    18,598     20,089      9,849     47,577     47,190     76,024     77,128:     8,999      7,895
Old  :    84,018:    18,576     20,423      9,407     47,145     46,546     75,128     76,376:     8,890      7,642
Other:     1,005:       388         32         76        432        644        896        752:       109        253
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       484:      -498        473        788       -719     -1,890       -429       -629:       913      1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.6       11.6       56.0       55.5       89.4       90.7:      10.6        9.3
Old  :     100.0:      22.1       24.3       11.2       56.1       55.4       89.4       90.9:      10.6        9.1
Other:     100.0:      38.6        3.2        7.6       43.0       64.1       89.2       74.8:      10.8       25.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        95         76         44         93         77        210        181:
Old  :       289:        95         79         44         93         77        210        181:
Other:        34:         5          1          3         14         17         19         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       20.6       30.9       32.8       18.1       17.0       28.2       26.7
Old  :                 18.7       20.9       31.2       33.2       18.4       17.2       28.5       27.0
Other:                 49.6       42.4       72.4       61.2       45.1       42.4       62.9       57.5
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, September 20, 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  :    12,289:     7,555      2,435      2,006        651      5,980     10,212     10,421:     2,077      1,868
Old  :    12,289:     7,555      2,435      2,006        651      5,980     10,212     10,421:     2,077      1,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -5,860:     3,337     -1,752       -125     -9,437     -2,753     -6,225     -4,630:       365     -1,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       19.8       16.3        5.3       48.7       83.1       84.8:      16.9       15.2
Old  :     100.0:      61.5       19.8       16.3        5.3       48.7       83.1       84.8:      16.9       15.2
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  :        38:        13         13          3          4          7         19         22:
Old  :        38:        13         13          3          4          7         19         22:
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  :                 63.5       60.2       73.6       74.1       50.3       48.8       59.2       60.1
Old  :                 63.5       60.2       73.6       74.1       50.3       48.8       59.2       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 23, 2005