COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, January 25, 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  :    98,269:    30,012     20,857      6,610     44,422     61,929     81,044     89,396:    17,225      8,873
Old  :    90,243:    29,879     21,812      5,025     39,383     54,967     74,287     81,804:    15,956      8,439
Other:     8,026:     1,324        236        394      5,039      6,962      6,757      7,592:     1,269        434
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,538:     2,118     -4,023       -349     -2,519      5,059       -750        687:     4,288      2,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       21.2        6.7       45.2       63.0       82.5       91.0:      17.5        9.0
Old  :     100.0:      33.1       24.2        5.6       43.6       60.9       82.3       90.6:      17.7        9.4
Other:     100.0:      16.5        2.9        4.9       62.8       86.7       84.2       94.6:      15.8        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        85         61         58         55         55        178        146:
Old  :       225:        83         66         50         45         54        162        143:
Other:        77:        25         14          4         25         24         50         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       30.6       32.6       41.3       20.7       28.3       31.1       36.7
Old  :                 22.6       30.3       34.3       41.6       22.6       28.7       33.9       37.4
Other:                 41.8       50.2       54.8       64.6       33.4       49.8       43.3       62.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, January 25, 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  :    34,142:     9,487      1,758      3,871     16,400     27,178     29,758     32,807:     4,384      1,335
Old  :    34,116:     9,492      1,759      3,865     16,381     27,158     29,738     32,782:     4,378      1,334
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       715:      -502        214        490        772       -489        760        215:       -45        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        5.1       11.3       48.0       79.6       87.2       96.1:      12.8        3.9
Old  :     100.0:      27.8        5.2       11.3       48.0       79.6       87.2       96.1:      12.8        3.9
Other:     100.0:       3.8       19.2        0.0       73.1       76.9       76.9       96.2:      23.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        42         10         19         30         16         80         42:
Old  :        95:        43         11         19         30         16         80         42:
Other:         4:         1          1          0          1          1          2          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  :                 33.8       59.0       43.6       76.1       17.1       38.3       24.7       54.7
Old  :                 33.7       59.0       43.6       76.2       17.1       38.4       24.7       54.8
Other:                 76.9       96.2       76.9       96.2       76.9       96.2       76.9       96.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, January 25, 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  :   115,801:    19,546     13,359      2,731     86,756     98,446    109,033    114,536:     6,768      1,265
Old  :    73,510:    19,015     13,233      1,579     46,697     57,459     67,291     72,271:     6,219      1,239
Other:    42,291:     1,300        895        383     40,059     40,987     41,742     42,265:       549         26
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,139:       841        767        437     -2,214     -2,054       -936       -850:      -203       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       11.5        2.4       74.9       85.0       94.2       98.9:       5.8        1.1
Old  :     100.0:      25.9       18.0        2.1       63.5       78.2       91.5       98.3:       8.5        1.7
Other:     100.0:       3.1        2.1        0.9       94.7       96.9       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        47         32         12         47         34        100         77:
Old  :       135:        50         34         11         45         32         98         74:
Other:        44:         8          7          3         20         21         29         30:
     :----------------------------------------------------------------------------------------------------
     :             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       45.2       53.8       63.8       21.7       28.1       31.3       36.5
Old  :                 30.4       38.3       46.6       57.2       29.3       34.0       43.2       49.6
Other:                 69.9       72.6       84.4       87.2       55.3       62.1       64.8       71.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, January 25, 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  :   374,488:    87,156     41,824     35,668    171,882    251,944    294,706    329,436:    79,782     45,052
Old  :   374,488:    87,156     41,824     35,668    171,882    251,944    294,706    329,436:    79,782     45,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    24,030:       -73     -6,243      4,550      2,090     16,431      6,567     14,738:    17,463      9,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.2        9.5       45.9       67.3       78.7       88.0:      21.3       12.0
Old  :     100.0:      23.3       11.2        9.5       45.9       67.3       78.7       88.0:      21.3       12.0
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  :       146:        52         29         42         53         45        133         93:
Old  :       146:        52         29         42         53         45        133         93:
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  :                 15.4       32.2       26.4       49.7       13.9       25.2       23.9       40.4
Old  :                 15.4       32.2       26.4       49.7       13.9       25.2       23.9       40.4
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 25, 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  :   102,991:    42,710     11,319     10,552     38,820     76,122     92,082     97,993:    10,909      4,998
Old  :   100,537:    42,707     12,441      9,196     37,998     74,201     89,901     95,838:    10,636      4,699
Other:     2,454:     1,272        147         87        822      1,921      2,181      2,155:       273        299
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,898:       269        286        828      1,053      1,753      2,150      2,867:       748         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       11.0       10.2       37.7       73.9       89.4       95.1:      10.6        4.9
Old  :     100.0:      42.5       12.4        9.1       37.8       73.8       89.4       95.3:      10.6        4.7
Other:     100.0:      51.8        6.0        3.5       33.5       78.3       88.9       87.8:      11.1       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       146         47         72         93        110        278        205:
Old  :       337:       143         52         72         90        110        275        204:
Other:        71:        13          4          6         28         36         44         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  :                 14.4       25.4       24.8       38.1       14.3       21.8       24.1       33.6
Old  :                 14.8       25.8       25.4       38.5       14.6       22.4       24.7       34.1
Other:                 51.5       40.0       67.8       54.2       45.6       39.9       60.6       50.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, January 25, 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  :    18,962:     4,976      9,972      2,134      8,759      5,190     15,869     17,296:     3,093      1,666
Old  :    18,962:     4,976      9,972      2,134      8,759      5,190     15,869     17,296:     3,093      1,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,536:       679       -249        122         19      1,893        820      1,766:       716       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       52.6       11.3       46.2       27.4       83.7       91.2:      16.3        8.8
Old  :     100.0:      26.2       52.6       11.3       46.2       27.4       83.7       91.2:      16.3        8.8
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  :        47:        12         24          7          6          5         22         33:
Old  :        47:        12         24          7          6          5         22         33:
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  :                 68.7       38.2       77.8       61.8       57.8       34.4       62.8       55.2
Old  :                 68.7       38.2       77.8       61.8       57.8       34.4       62.8       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 28, 2005