COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   138,408:    19,599     23,569     32,314     73,119     70,281    125,032    126,165:    13,376     12,244
Old  :   137,942:    19,687     23,699     32,096     72,816     70,033    124,599    125,829:    13,343     12,114
Other:       466:       130         88          0        303        248        433        336:        33        130
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       596:       288      1,662      1,397        975     -1,791      2,660      1,268:    -2,064       -672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       17.0       23.3       52.8       50.8       90.3       91.2:       9.7        8.8
Old  :     100.0:      14.3       17.2       23.3       52.8       50.8       90.3       91.2:       9.7        8.8
Other:     100.0:      27.9       18.9        0.0       65.0       53.2       92.9       72.1:       7.1       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        66         61         57         73         64        166        158:
Old  :       212:        66         61         56         73         64        166        157:
Other:        13:         2          1          0          4          6          6          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  :                 18.8       25.8       29.5       34.8       18.5       21.4       27.1       28.3
Old  :                 18.8       25.9       29.6       34.8       18.5       21.5       27.2       28.4
Other:                 85.8       62.0       92.9       72.1       85.8       62.0       92.9       72.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    45,874:    12,320      3,117      9,373     18,579     30,410     40,272     42,901:     5,602      2,973
Old  :    40,208:    12,292      3,332      6,643     16,150     27,596     35,084     37,570:     5,124      2,638
Other:     5,666:       418        176      2,340      2,429      2,815      5,187      5,331:       478        335
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,065:       -99        623        310        950       -310      1,161        623:       -96        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        6.8       20.4       40.5       66.3       87.8       93.5:      12.2        6.5
Old  :     100.0:      30.6        8.3       16.5       40.2       68.6       87.3       93.4:      12.7        6.6
Other:     100.0:       7.4        3.1       41.3       42.9       49.7       91.6       94.1:       8.4        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        42         30         24         26         25         86         63:
Old  :       105:        46         28         24         25         23         85         61:
Other:        39:        11         12         14         12          9         31         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       49.4       38.9       64.3       16.6       36.0       24.8       44.5
Old  :                 27.5       52.7       37.7       66.3       18.1       40.5       27.2       49.1
Other:                 46.4       57.2       64.5       74.3       15.8       21.7       20.2       24.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   136,071:    19,924     21,525     10,548     95,341     97,628    125,814    129,701:    10,257      6,370
Old  :    28,057:     5,342     13,698        179     18,163     11,232     23,684     25,109:     4,373      2,948
Other:   108,014:    15,575      8,820      9,376     77,178     86,396    102,130    104,592:     5,884      3,422
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -7,246:     1,050     -1,740     -3,399     -4,139     -2,779     -6,488     -7,918:      -758        672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       15.8        7.8       70.1       71.7       92.5       95.3:       7.5        4.7
Old  :     100.0:      19.0       48.8        0.6       64.7       40.0       84.4       89.5:      15.6       10.5
Other:     100.0:      14.4        8.2        8.7       71.5       80.0       94.6       96.8:       5.4        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        48         50         31         52         40        120        105:
Old  :       111:        32         26          2         40         19         73         47:
Other:       129:        35         36         26         47         39         99         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.7       31.2       48.7       46.2       21.4       21.0       32.4       29.2
Old  :                 31.9       35.7       42.2       51.0       27.4       35.6       37.7       48.9
Other:                 38.2       36.2       53.7       51.8       25.5       24.0       34.6       33.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   625,548:   190,501     18,237    104,781    237,196    445,779    532,478    568,796:    93,070     56,752
Old  :   625,548:   190,501     18,237    104,781    237,196    445,779    532,478    568,796:    93,070     56,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    36,716:    16,352      1,707     12,186     11,089     18,092     39,627     31,986:    -2,911      4,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        2.9       16.8       37.9       71.3       85.1       90.9:      14.9        9.1
Old  :     100.0:      30.5        2.9       16.8       37.9       71.3       85.1       90.9:      14.9        9.1
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  :       190:        84         29         58         64         58        175        123:
Old  :       190:        84         29         58         64         58        175        123:
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  :                 12.0       27.8       21.7       44.4       11.0       21.2       18.6       33.5
Old  :                 12.0       27.8       21.7       44.4       11.0       21.2       18.6       33.5
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, August 9, 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  :   124,443:    24,563     15,521     31,689     58,540     70,122    114,793    117,332:     9,650      7,111
Old  :    53,012:    17,253     14,829      9,309     20,456     24,626     47,018     48,764:     5,995      4,248
Other:    71,430:    12,218      5,599     17,473     38,085     45,496     67,775     68,568:     3,655      2,863
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -312:      -487        146      1,070      1,387       -154      1,970      1,062:    -2,283     -1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       12.5       25.5       47.0       56.3       92.2       94.3:       7.8        5.7
Old  :     100.0:      32.5       28.0       17.6       38.6       46.5       88.7       92.0:      11.3        8.0
Other:     100.0:      17.1        7.8       24.5       53.3       63.7       94.9       96.0:       5.1        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:       124         96        119        104         99        285        263:
Old  :       310:       113         86         91         86         75        234        217:
Other:       266:        82         67         82         85         92        213        196:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       19.3       26.8       29.4       14.0       12.8       23.2       20.5
Old  :                 16.4       25.3       26.7       35.6       15.6       22.6       25.0       32.3
Other:                 21.0       23.9       35.0       36.1       19.0       15.5       29.1       22.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    27,537:    13,142      2,668      3,283      8,566     19,338     24,991     25,289:     2,546      2,249
Old  :    27,537:    13,142      2,668      3,283      8,566     19,338     24,991     25,289:     2,546      2,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       660:     1,359        232        517       -486        249      1,390        998:      -730       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        9.7       11.9       31.1       70.2       90.8       91.8:       9.2        8.2
Old  :     100.0:      47.7        9.7       11.9       31.1       70.2       90.8       91.8:       9.2        8.2
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  :        46:        19         13         11          9          7         36         25:
Old  :        46:        19         13         11          9          7         36         25:
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  :                 37.7       75.2       63.1       83.0       37.7       64.5       59.1       71.2
Old  :                 37.7       75.2       63.1       83.0       37.7       64.5       59.1       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2005