COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   179,466:    44,998      4,777     47,118     63,893    115,577    156,009    167,472:    23,457     11,993
Old  :   146,057:    43,177      7,736     33,887     49,003     95,958    126,067    137,581:    19,990      8,476
Other:    33,408:     4,955        175     10,097     14,890     19,620     29,942     29,892:     3,466      3,517
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     5,298:      -564       -647      2,592        832      1,948      2,860      3,893:     2,438      1,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.7       26.3       35.6       64.4       86.9       93.3:      13.1        6.7
Old  :     100.0:      29.6        5.3       23.2       33.6       65.7       86.3       94.2:      13.7        5.8
Other:     100.0:      14.8        0.5       30.2       44.6       58.7       89.6       89.5:      10.4       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       112         29         59         71         74        203        148:
Old  :       226:        95         47         55         61         68        187        141:
Other:       115:        42         10         36         44         48         94         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       34.8       23.4       46.1       12.9       29.7       20.2       39.4
Old  :                 15.8       39.0       25.2       48.9       15.8       36.5       25.0       45.1
Other:                 23.7       23.1       38.0       38.1       19.0       18.3       26.9       27.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    44,853:    16,840      4,295      8,100     12,980     30,088     37,920     42,482:     6,933      2,371
Old  :    44,624:    16,846      4,309      8,010     12,923     29,980     37,778     42,298:     6,846      2,326
Other:       229:        43         35         41         57        108        142        184:        88         45
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       520:      -499        327        -77        422        403       -154        654:       674       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        9.6       18.1       28.9       67.1       84.5       94.7:      15.5        5.3
Old  :     100.0:      37.8        9.7       17.9       29.0       67.2       84.7       94.8:      15.3        5.2
Other:     100.0:      18.9       15.3       17.9       25.0       47.0       61.8       80.2:      38.2       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        77         20         33         28         20        123         61:
Old  :       137:        77         21         33         28         20        123         61:
Other:        19:         5          7          7          3          5         10         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  :                 18.1       43.9       29.0       62.6       15.7       37.5       25.1       56.0
Old  :                 18.2       44.0       29.1       62.8       15.7       37.6       25.2       56.1
Other:                 42.5       44.8       59.9       63.1       34.8       44.8       42.2       57.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   149,571:    35,891      3,778     16,741     83,150    122,006    135,782    142,525:    13,789      7,046
Old  :    93,805:    32,667      3,068     14,850     35,822     69,427     83,339     87,344:    10,466      6,461
Other:    55,766:     4,150      1,636        966     47,328     52,579     52,444     55,181:     3,323        585
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -15,708:   -13,636     -1,944     -2,789      1,669    -10,285    -14,756    -15,018:      -952       -690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        2.5       11.2       55.6       81.6       90.8       95.3:       9.2        4.7
Old  :     100.0:      34.8        3.3       15.8       38.2       74.0       88.8       93.1:      11.2        6.9
Other:     100.0:       7.4        2.9        1.7       84.9       94.3       94.0       99.0:       6.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        72         18         52         46         45        145        106:
Old  :       162:        67         23         52         45         44        142        104:
Other:        67:        15         13         13         27         31         51         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       37.7       38.8       57.1       16.5       25.6       24.2       35.6
Old  :                 18.2       32.6       29.1       48.8       15.1       24.9       23.5       38.7
Other:                 55.5       62.3       70.6       79.9       39.2       49.8       51.1       59.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   474,737:    82,835     34,526     82,559    230,743    299,540    396,137    416,626:    78,600     58,112
Old  :   474,737:    82,835     34,526     82,559    230,743    299,540    396,137    416,626:    78,600     58,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -4,520:   -15,245     17,023     -1,901     16,822    -26,299       -324    -11,177:    -4,197      6,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        7.3       17.4       48.6       63.1       83.4       87.8:      16.6       12.2
Old  :     100.0:      17.4        7.3       17.4       48.6       63.1       83.4       87.8:      16.6       12.2
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  :       154:        54         33         42         62         51        132        110:
Old  :       154:        54         33         42         62         51        132        110:
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  :                 14.4       32.6       24.5       47.0       11.8       26.9       20.0       35.5
Old  :                 14.4       32.6       24.5       47.0       11.8       26.9       20.0       35.5
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, March 29, 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  :   157,320:    44,888      8,224     44,618     53,582     95,430    143,088    148,272:    14,232      9,048
Old  :   143,732:    45,092     11,194     37,412     47,707     86,988    130,211    135,595:    13,521      8,137
Other:    13,588:     3,612        846      3,390      5,875      8,442     12,877     12,677:       711        911
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -12,235:    -8,428     -2,625     -3,422       -126     -6,199    -11,976    -12,246:      -259         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        5.2       28.4       34.1       60.7       91.0       94.2:       9.0        5.8
Old  :     100.0:      31.4        7.8       26.0       33.2       60.5       90.6       94.3:       9.4        5.7
Other:     100.0:      26.6        6.2       24.9       43.2       62.1       94.8       93.3:       5.2        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       179         67        139        103        114        344        275:
Old  :       391:       177         73        136        100        114        339        272:
Other:       136:        33         23         33         49         61         96        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       19.4       21.7       30.5       11.7       15.3       19.1       25.0
Old  :                 12.9       19.6       21.8       30.9       12.9       16.1       20.9       26.1
Other:                 35.7       25.8       52.0       38.4       26.3       18.8       33.8       27.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    19,131:     5,158      8,008      2,724      7,694      5,133     15,576     15,865:     3,555      3,266
Old  :    19,131:     5,158      8,008      2,724      7,694      5,133     15,576     15,865:     3,555      3,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,889:        11     -4,130         28     -2,192      2,421     -2,153     -1,681:       264       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       41.9       14.2       40.2       26.8       81.4       82.9:      18.6       17.1
Old  :     100.0:      27.0       41.9       14.2       40.2       26.8       81.4       82.9:      18.6       17.1
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  :        44:        12         22         10          6          5         27         29:
Old  :        44:        12         22         10          6          5         27         29:
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  :                 53.5       53.9       72.7       67.8       52.3       45.9       60.8       55.8
Old  :                 53.5       53.9       72.7       67.8       52.3       45.9       60.8       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 

Updated April 1, 2005