COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 29, 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  :   120,245:    45,040     19,769      6,543     49,573     85,287    101,156    111,599:    19,089      8,646
Old  :   102,747:    42,846     21,483      2,593     40,661     72,671     86,100     96,747:    16,647      6,000
Other:    17,498:     5,517      1,609        627      8,912     12,616     15,056     14,852:     2,442      2,646
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,476:      -544     -1,386        905        -78      1,855        283      1,374:     2,193      1,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       16.4        5.4       41.2       70.9       84.1       92.8:      15.9        7.2
Old  :     100.0:      41.7       20.9        2.5       39.6       70.7       83.8       94.2:      16.2        5.8
Other:     100.0:      31.5        9.2        3.6       50.9       72.1       86.0       84.9:      14.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        86         41         41         54         60        169        123:
Old  :       205:        84         47         28         40         55        142        116:
Other:        97:        25         21         15         30         35         64         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       39.9       30.5       51.2       19.2       36.3       30.3       45.9
Old  :                 22.5       42.9       35.7       54.0       22.5       42.0       35.7       51.9
Other:                 34.5       34.9       54.6       48.1       33.0       29.4       48.2       39.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, March 29, 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  :    32,071:    14,949      2,848      2,134      9,530     25,360     26,613     30,342:     5,458      1,729
Old  :    31,965:    14,949      2,860      2,112      9,515     25,309     26,576     30,281:     5,389      1,684
Other:       106:        17          5          5         15         51         37         61:        69         45
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       120:      -881         80         69        466        129       -346        278:       466       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        8.9        6.7       29.7       79.1       83.0       94.6:      17.0        5.4
Old  :     100.0:      46.8        8.9        6.6       29.8       79.2       83.1       94.7:      16.9        5.3
Other:     100.0:      16.0        4.7        4.7       14.2       48.1       34.9       57.5:      65.1       42.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        66         18         24         24         15        105         48:
Old  :       121:        66         19         24         23         15        104         48:
Other:         7:         1          1          1          2          4          3          6:
     :----------------------------------------------------------------------------------------------------
     :             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       51.9       32.8       72.6       20.7       51.4       32.8       71.9
Old  :                 20.8       52.0       32.9       72.8       20.8       51.5       32.9       72.1
Other:                 34.9       51.9       34.9       57.5       26.4       48.1       26.4       49.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, March 29, 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  :   138,104:    36,300      4,491      8,790     79,930    118,461    125,020    131,742:    13,084      6,362
Old  :    83,577:    33,322      4,009      7,619     32,843     66,139     73,784     77,767:     9,793      5,810
Other:    54,527:     3,971      1,475        178     47,087     52,322     51,236     53,975:     3,291        552
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -14,668:   -13,929     -1,425     -2,595      2,575    -10,099    -13,949    -14,119:      -719       -549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        3.3        6.4       57.9       85.8       90.5       95.4:       9.5        4.6
Old  :     100.0:      39.9        4.8        9.1       39.3       79.1       88.3       93.0:      11.7        7.0
Other:     100.0:       7.3        2.7        0.3       86.4       96.0       94.0       99.0:       6.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        62         21         40         43         43        133         95:
Old  :       156:        60         24         38         40         42        128         92:
Other:        63:        15          9          3         27         29         44         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       40.4       41.1       60.5       17.7       28.0       26.0       38.5
Old  :                 19.3       34.9       31.1       52.9       16.9       28.0       26.2       43.5
Other:                 56.4       63.7       71.9       81.7       40.0       50.8       52.1       60.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 29, 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  :   352,084:    76,093     44,295     24,742    185,709    230,404    286,544    299,441:    65,540     52,643
Old  :   352,084:    76,093     44,295     24,742    185,709    230,404    286,544    299,441:    65,540     52,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,371:   -14,024     15,561     -1,413     12,232    -26,831     -3,205    -12,683:    -3,166      6,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       12.6        7.0       52.7       65.4       81.4       85.0:      18.6       15.0
Old  :     100.0:      21.6       12.6        7.0       52.7       65.4       81.4       85.0:      18.6       15.0
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  :       149:        49         34         33         56         46        120         99:
Old  :       149:        49         34         33         56         46        120         99:
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  :                 15.5       33.9       26.9       47.8       15.5       29.6       25.9       40.4
Old  :                 15.5       33.9       26.9       47.8       15.5       29.6       25.9       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, March 29, 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  :   115,850:    46,991     10,927     11,657     45,403     85,938    104,051    108,522:    11,799      7,328
Old  :   106,709:    47,654     13,421      7,477     40,367     79,233     95,498    100,131:    11,211      6,578
Other:     9,141:     3,158      1,327        359      5,036      6,705      8,553      8,391:       588        750
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -7,160:    -7,149     -3,725       -297         95     -3,691     -7,351     -7,713:       191        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        9.4       10.1       39.2       74.2       89.8       93.7:      10.2        6.3
Old  :     100.0:      44.7       12.6        7.0       37.8       74.3       89.5       93.8:      10.5        6.2
Other:     100.0:      34.5       14.5        3.9       55.1       73.4       93.6       91.8:       6.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       145         55         85         90        105        288        214:
Old  :       345:       147         57         80         86        103        281        208:
Other:       107:        18         18          7         45         51         69         71:
     :----------------------------------------------------------------------------------------------------
     :             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       23.8       27.2       38.5       15.8       20.2       25.8       33.1
Old  :                 17.1       24.3       28.4       39.3       17.1       21.1       28.0       34.5
Other:                 44.0       29.0       60.2       46.2       39.8       28.0       50.4       41.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, March 29, 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  :    18,079:     5,207      8,017      2,130      7,573      4,939     14,910     15,086:     3,169      2,993
Old  :    18,079:     5,207      8,017      2,130      7,573      4,939     14,910     15,086:     3,169      2,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,981:        46     -4,131        -17     -2,242      2,339     -2,213     -1,809:       232       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       44.3       11.8       41.9       27.3       82.5       83.4:      17.5       16.6
Old  :     100.0:      28.8       44.3       11.8       41.9       27.3       82.5       83.4:      17.5       16.6
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  :        41:        10         21          4          6          4         20         26:
Old  :        41:        10         21          4          6          4         20         26:
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  :                 55.6       55.9       75.5       69.6       55.4       47.2       64.4       57.7
Old  :                 55.6       55.9       75.5       69.6       55.4       47.2       64.4       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 

 

Updated April 1, 2005