COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   149,581:    19,426     24,030     37,424     77,182     74,939    134,032    136,392:    15,548     13,188
Old  :   148,867:    19,517     24,130     37,233     76,638     74,476    133,388    135,838:    15,478     13,028
Other:       714:       100         91          0        544        463        644        554:        70        160
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -2,562:      -108    -10,766      1,814     -2,533      6,726       -828     -2,226:    -1,735       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       16.1       25.0       51.6       50.1       89.6       91.2:      10.4        8.8
Old  :     100.0:      13.1       16.2       25.0       51.5       50.0       89.6       91.2:      10.4        8.8
Other:     100.0:      14.0       12.7        0.0       76.2       64.8       90.2       77.6:       9.8       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        81         54         57         68         64        171        154:
Old  :       219:        81         54         56         68         64        171        153:
Other:        14:         1          1          0          6          6          7          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  :                 18.1       25.5       29.0       34.1       17.6       20.1       25.2       25.6
Old  :                 18.2       25.4       29.1       34.0       17.7       20.2       25.4       25.6
Other:                 76.3       69.2       90.2       77.6       76.3       69.2       90.2       77.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    40,243:     7,415      6,457      9,515     17,687     21,259     34,618     37,231:     5,625      3,012
Old  :    26,787:     7,420      6,117      4,345     11,580     14,095     23,345     24,556:     3,442      2,230
Other:    13,456:     1,072      1,418      4,093      6,108      7,165     11,273     12,675:     2,183        781
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     3,312:       378         31      1,188      1,249      1,945      2,816      3,164:       496        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       16.0       23.6       44.0       52.8       86.0       92.5:      14.0        7.5
Old  :     100.0:      27.7       22.8       16.2       43.2       52.6       87.2       91.7:      12.8        8.3
Other:     100.0:       8.0       10.5       30.4       45.4       53.2       83.8       94.2:      16.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        37         33         21         29         21         76         67:
Old  :       103:        37         33         16         28         18         73         59:
Other:        52:        13         16         18         19         13         44         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       40.9       40.6       55.2       19.7       31.4       28.7       41.5
Old  :                 29.1       37.5       42.7       52.9       27.1       31.5       37.1       46.2
Other:                 31.6       57.7       49.9       73.5       16.1       34.3       26.3       38.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   127,338:    22,361     16,552     11,156     86,183     94,814    119,700    122,522:     7,638      4,816
Old  :   113,533:    22,521     16,790     10,559     73,042     81,469    106,122    108,818:     7,411      4,715
Other:    13,805:       238        160        199     13,141     13,345     13,578     13,704:       227        101
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -2,826:     3,726     -3,797        162     -4,871      2,760       -983       -876:    -1,842     -1,950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       13.0        8.8       67.7       74.5       94.0       96.2:       6.0        3.8
Old  :     100.0:      19.8       14.8        9.3       64.3       71.8       93.5       95.8:       6.5        4.2
Other:     100.0:       1.7        1.2        1.4       95.2       96.7       98.4       99.3:       1.6        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        50         42         32         51         36        120         94:
Old  :       151:        50         44         31         50         36        119         93:
Other:        24:         3          1          3         14         11         17         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.9       34.1       49.9       51.9       21.4       25.5       30.4       33.4
Old  :                 32.2       31.9       50.2       49.4       27.0       26.3       38.5       36.8
Other:                 63.3       88.7       86.8       97.6       47.7       68.1       63.1       69.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   580,614:   193,984     18,083     80,002    214,368    431,796    488,353    529,881:    92,261     50,733
Old  :   580,614:   193,984     18,083     80,002    214,368    431,796    488,353    529,881:    92,261     50,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -49,013:     1,491      1,565    -35,219     -5,845      1,676    -39,573    -31,978:    -9,439    -17,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        3.1       13.8       36.9       74.4       84.1       91.3:      15.9        8.7
Old  :     100.0:      33.4        3.1       13.8       36.9       74.4       84.1       91.3:      15.9        8.7
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  :       175:        74         30         47         61         56        158        112:
Old  :       175:        74         30         47         61         56        158        112:
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  :                 13.9       27.5       22.7       43.2       12.0       21.5       20.0       33.2
Old  :                 13.9       27.5       22.7       43.2       12.0       21.5       20.0       33.2
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 with Delta-adjusted Options and Futures Combined, September 13, 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  :   115,990:    17,837     19,815     33,124     55,146     55,094    106,107    108,033:     9,882      7,957
Old  :   115,034:    17,808     20,253     32,596     54,825     54,426    105,230    107,275:     9,804      7,759
Other:       955:       492         25         64        321        668        877        757:        78        198
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -622:    -2,352      1,500        718      1,886     -3,017        252       -799:      -874        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.1       28.6       47.5       47.5       91.5       93.1:       8.5        6.9
Old  :     100.0:      15.5       17.6       28.3       47.7       47.3       91.5       93.3:       8.5        6.7
Other:     100.0:      51.5        2.7        6.7       33.6       69.9       91.8       79.3:       8.2       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:       105         87         96         98         85        253        226:
Old  :       314:       106         90         96         98         85        253        226:
Other:        38:         7          3          2         14         17         21         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       20.5       28.1       31.2       14.4       13.1       22.6       19.5
Old  :                 16.9       20.7       28.3       31.4       14.6       13.2       22.8       19.7
Other:                 59.7       40.8       77.8       64.6       53.0       40.8       68.9       61.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    18,648:     4,367      4,155      2,317     10,142      8,798     16,826     15,270:     1,822      3,378
Old  :    18,648:     4,367      4,155      2,317     10,142      8,798     16,826     15,270:     1,822      3,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -3,399:    -1,447     -7,046     -1,111     -1,346      4,543     -3,904     -3,614:       506        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       22.3       12.4       54.4       47.2       90.2       81.9:       9.8       18.1
Old  :     100.0:      23.4       22.3       12.4       54.4       47.2       90.2       81.9:       9.8       18.1
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  :        43:        12         18         10          8          8         25         32:
Old  :        43:        12         18         10          8          8         25         32:
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  :                 62.3       56.6       82.8       68.1       51.7       39.5       60.5       46.7
Old  :                 62.3       56.6       82.8       68.1       51.7       39.5       60.5       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EURO 200,000)                                                :
     :          :                                                                            :
All  :    20,549:     8,134        419          0      8,399     16,092     16,533     16,511:     4,016      4,038
Old  :    20,549:     8,134        419          0      8,399     16,092     16,533     16,511:     4,016      4,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        2.0        0.0       40.9       78.3       80.5       80.3:      19.5       19.7
Old  :     100.0:      39.6        2.0        0.0       40.9       78.3       80.5       80.3:      19.5       19.7
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  :        20:         5          1          0          6         13         11         14:
Old  :        20:         5          1          0          6         13         11         14:
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  :                 48.8       44.1       70.0       64.3       42.3       38.0       57.9       54.0
Old  :                 48.8       44.1       70.0       64.3       42.3       38.0       57.9       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 16, 2005