COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, January 11, 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  :    92,056:    27,287     25,567      7,245     45,140     53,355     79,672     86,167:    12,384      5,889
Old  :    83,773:    27,274     26,900      5,172     39,802     46,151     72,248     78,223:    11,525      5,550
Other:     8,283:     1,648        302        438      5,338      7,204      7,424      7,944:       859        339
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     9,351:    11,388    -11,610      2,833     -7,065     17,298      7,156      8,521:     2,195        830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       27.8        7.9       49.0       58.0       86.5       93.6:      13.5        6.4
Old  :     100.0:      32.6       32.1        6.2       47.5       55.1       86.2       93.4:      13.8        6.6
Other:     100.0:      19.9        3.6        5.3       64.4       87.0       89.6       95.9:      10.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       101         98         68         68         69        219        196:
Old  :       299:       102         97         59         58         66        201        191:
Other:        82:        23         13          8         28         26         57         44:
     :----------------------------------------------------------------------------------------------------
     :             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       27.4       31.4       36.1       19.6       24.2       29.5       31.8
Old  :                 21.5       26.5       33.3       35.1       21.5       23.4       32.1       31.1
Other:                 40.5       52.3       55.8       65.1       32.6       51.9       44.0       63.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, January 11, 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  :    32,580:    11,754      2,088      2,557     13,623     26,743     27,934     31,388:     4,646      1,192
Old  :    32,555:    11,759      2,088      2,552     13,604     26,723     27,915     31,363:     4,640      1,192
Other:        25:         0          5          0         19         20         19         25:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,965:    -2,391        371        152        374     -2,295     -1,865     -1,772:      -100       -193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        6.4        7.8       41.8       82.1       85.7       96.3:      14.3        3.7
Old  :     100.0:      36.1        6.4        7.8       41.8       82.1       85.7       96.3:      14.3        3.7
Other:     100.0:       0.0       20.0        0.0       76.0       80.0       76.0      100.0:      24.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        45         13         18         30         14         79         44:
Old  :        98:        46         13         18         30         14         79         44:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.8       59.4       42.2       78.7       18.3       42.3       27.7       61.3
Old  :                 30.7       59.5       42.1       78.7       18.3       42.4       27.7       61.4
Other:                 76.0      100.0       76.0      100.0       76.0      100.0       76.0      100.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, January 11, 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  :   117,819:    15,897     11,796      2,400     93,306    102,226    111,603    116,422:     6,216      1,397
Old  :    77,563:    15,497     11,206      1,638     54,703     63,620     71,838     76,464:     5,725      1,099
Other:    40,256:       862      1,052        300     38,603     38,606     39,765     39,958:       491        298
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -318:       -38      5,569        593     -1,331     -5,972       -776        190:       458       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       10.0        2.0       79.2       86.8       94.7       98.8:       5.3        1.2
Old  :     100.0:      20.0       14.4        2.1       70.5       82.0       92.6       98.6:       7.4        1.4
Other:     100.0:       2.1        2.6        0.7       95.9       95.9       98.8       99.3:       1.2        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        43         27         16         44         35         97         74:
Old  :       126:        47         28         16         41         35         94         74:
Other:        40:         5          7          2         21         16         27         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  :                 38.3       47.1       55.9       64.9       21.0       28.4       28.3       35.9
Old  :                 34.6       40.3       49.4       59.7       33.0       33.6       44.9       50.5
Other:                 65.2       75.5       82.7       87.2       50.2       63.8       64.1       71.2
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, January 11, 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  :   353,721:    88,567     54,007     31,249    173,118    233,398    292,934    318,654:    60,787     35,067
Old  :   353,721:    88,567     54,007     31,249    173,118    233,398    292,934    318,654:    60,787     35,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -27,082:   -24,281       -442     -1,848      3,489    -30,636    -22,640    -32,926:    -4,442      5,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       15.3        8.8       48.9       66.0       82.8       90.1:      17.2        9.9
Old  :     100.0:      25.0       15.3        8.8       48.9       66.0       82.8       90.1:      17.2        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  :       174:        58         40         42         57         53        144        110:
Old  :       174:        58         40         42         57         53        144        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  :                 15.9       30.6       27.9       47.3       15.2       23.3       26.0       38.8
Old  :                 15.9       30.6       27.9       47.3       15.2       23.3       26.0       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                            
Commitments of Traders - Futures Only, January 11, 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  :    98,761:    40,365     10,639      8,978     39,280     74,707     88,623     94,324:    10,138      4,437
Old  :    96,514:    40,358     11,861      7,622     38,646     72,928     86,626     92,411:     9,888      4,103
Other:     2,247:     1,240         11        123        634      1,779      1,997      1,913:       250        334
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -8,848:    -6,385       -566       -926     -1,751     -7,414     -9,062     -8,906:       214         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       10.8        9.1       39.8       75.6       89.7       95.5:      10.3        4.5
Old  :     100.0:      41.8       12.3        7.9       40.0       75.6       89.8       95.7:      10.2        4.3
Other:     100.0:      55.2        0.5        5.5       28.2       79.2       88.9       85.1:      11.1       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       129         60         63         92        111        261        208:
Old  :       332:       128         68         63         89        111        258        208:
Other:        62:        13          2          5         22         33         35         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       25.0       27.0       38.5       15.6       20.7       26.1       33.0
Old  :                 16.2       25.4       27.6       38.9       15.9       21.2       26.8       33.5
Other:                 56.6       43.4       74.4       58.1       50.1       43.4       65.4       53.8
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, January 11, 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  :    18,150:     4,908     10,078      2,084      8,925      3,879     15,917     16,041:     2,233      2,109
Old  :    18,150:     4,908     10,078      2,084      8,925      3,879     15,917     16,041:     2,233      2,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -3,939:      -759     -4,454         55     -3,343      1,724     -4,047     -2,675:       108     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       55.5       11.5       49.2       21.4       87.7       88.4:      12.3       11.6
Old  :     100.0:      27.0       55.5       11.5       49.2       21.4       87.7       88.4:      12.3       11.6
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  :        45:         8         25          4          7          5         16         34:
Old  :        45:         8         25          4          7          5         16         34:
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  :                 71.5       41.1       83.6       64.9       60.5       37.7       67.1       55.6
Old  :                 71.5       41.1       83.6       64.9       60.5       37.7       67.1       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 11, 2005