COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, February 22, 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  :    95,191:    27,346     18,358      5,535     46,937     62,132     79,818     86,025:    15,373      9,166
Old  :    82,924:    27,751     20,135      2,176     39,900     53,565     69,827     75,876:    13,097      7,048
Other:    12,267:     2,685      1,313        269      7,037      8,567      9,991     10,149:     2,276      2,118
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     3,144:     7,385     -6,943     -1,684     -1,817     14,557      3,884      5,930:      -740     -2,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       19.3        5.8       49.3       65.3       83.9       90.4:      16.1        9.6
Old  :     100.0:      33.5       24.3        2.6       48.1       64.6       84.2       91.5:      15.8        8.5
Other:     100.0:      21.9       10.7        2.2       57.4       69.8       81.4       82.7:      18.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        66         57         38         51         48        144        121:
Old  :       190:        66         58         23         41         46        123        114:
Other:        78:        25         12          9         28         25         55         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  :                 22.2       38.7       35.8       47.8       22.2       35.8       34.2       43.6
Old  :                 25.5       41.8       39.4       50.8       25.5       40.3       38.6       48.5
Other:                 35.3       27.7       47.2       49.2       24.4       24.1       34.2       39.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, February 22, 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  :    30,232:     7,938      4,393      1,603     15,285     22,776     24,826     28,772:     5,406      1,460
Old  :    30,173:     7,932      4,415      1,576     15,285     22,743     24,793     28,734:     5,380      1,439
Other:        59:        33          5          0          0         33         33         38:        26         21
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -5,483:    -3,006      1,865     -1,895       -755     -5,393     -5,656     -5,423:       173        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       14.5        5.3       50.6       75.3       82.1       95.2:      17.9        4.8
Old  :     100.0:      26.3       14.6        5.2       50.7       75.4       82.2       95.2:      17.8        4.8
Other:     100.0:      55.9        8.5        0.0        0.0       55.9       55.9       64.4:      44.1       35.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        52         20         17         22         17         87         41:
Old  :       102:        52         20         17         22         17         87         41:
Other:         4:         1          1          0          0          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.1       47.4       43.3       67.6       21.1       36.6       29.0       50.1
Old  :                 34.1       47.5       43.4       67.7       21.1       36.7       29.1       50.2
Other:                 55.9       64.4       55.9       64.4       55.9       64.4       55.9       64.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, February 22, 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  :   115,724:    25,116      7,375      1,171     79,812    105,141    106,099    113,687:     9,625      2,037
Old  :    67,967:    23,792      6,948        573     34,825     58,450     59,190     65,971:     8,777      1,996
Other:    47,757:     1,564        667        358     44,987     46,691     46,909     47,716:       848         41
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,681:     1,326       -829        -27      2,750      5,410      4,049      4,554:       632        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        6.4        1.0       69.0       90.9       91.7       98.2:       8.3        1.8
Old  :     100.0:      35.0       10.2        0.8       51.2       86.0       87.1       97.1:      12.9        2.9
Other:     100.0:       3.3        1.4        0.7       94.2       97.8       98.2       99.9:       1.8        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        47         20          6         45         33         96         56:
Old  :       115:        47         20          6         40         31         91         53:
Other:        44:        10          2          3         25         22         35         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  :                 33.5       44.1       48.7       68.7       20.4       30.5       29.9       43.7
Old  :                 25.3       39.0       39.5       61.7       20.6       36.0       34.9       56.2
Other:                 61.6       70.3       76.4       89.2       46.9       60.6       56.9       69.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, February 22, 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  :   381,448:   111,817     30,107     20,430    169,551    290,826    301,798    341,363:    79,650     40,085
Old  :   381,448:   111,817     30,107     20,430    169,551    290,826    301,798    341,363:    79,650     40,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -7,587:    -3,228        897       -711     -1,363    -11,987     -5,302    -11,801:    -2,285      4,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        7.9        5.4       44.4       76.2       79.1       89.5:      20.9       10.5
Old  :     100.0:      29.3        7.9        5.4       44.4       76.2       79.1       89.5:      20.9       10.5
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  :       149:        58         27         32         50         45        129         86:
Old  :       149:        58         27         32         50         45        129         86:
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  :                 16.2       37.7       27.2       55.8       14.8       31.8       24.6       45.9
Old  :                 16.2       37.7       27.2       55.8       14.8       31.8       24.6       45.9
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, February 22, 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  :   106,000:    53,226     10,718      4,672     36,403     84,696     94,301    100,086:    11,699      5,914
Old  :   101,413:    52,913     11,883      2,707     34,477     81,411     90,097     96,001:    11,316      5,412
Other:     4,587:     1,845        367        433      1,926      3,285      4,204      4,085:       383        502
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -5,705:      -767      1,086       -203     -3,051     -2,521     -4,021     -1,638:    -1,684     -4,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       10.1        4.4       34.3       79.9       89.0       94.4:      11.0        5.6
Old  :     100.0:      52.2       11.7        2.7       34.0       80.3       88.8       94.7:      11.2        5.3
Other:     100.0:      40.2        8.0        9.4       42.0       71.6       91.7       89.1:       8.3       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:       131         55         42         84        110        237        190:
Old  :       320:       131         58         40         78        110        231        188:
Other:        85:        16          6          6         34         45         52         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       25.8       28.6       39.1       17.9       23.3       28.6       35.1
Old  :                 18.7       26.3       29.9       39.7       18.7       24.0       29.9       35.9
Other:                 36.1       28.2       51.2       47.2       29.6       23.4       41.7       37.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, February 22, 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  :    21,539:     7,027     12,824      2,133     10,107      4,208     19,267     19,165:     2,272      2,374
Old  :    21,539:     7,027     12,824      2,133     10,107      4,208     19,267     19,165:     2,272      2,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,540:       952      6,087         34      4,014     -1,962      5,000      4,159:      -460        381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       59.5        9.9       46.9       19.5       89.5       89.0:      10.5       11.0
Old  :     100.0:      32.6       59.5        9.9       46.9       19.5       89.5       89.0:      10.5       11.0
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  :        49:        12         27          5          4          7         20         36:
Old  :        49:        12         27          5          4          7         20         36:
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  :                 77.3       47.5       85.3       67.6       65.1       39.4       68.5       54.4
Old  :                 77.3       47.5       85.3       67.6       65.1       39.4       68.5       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 25, 2005