COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, May 24, 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  :    95,876:    23,599     14,628      4,512     54,949     69,295     83,060     88,435:    12,816      7,441
Old  :    65,254:    19,659     14,214        519     37,554     46,266     57,732     60,999:     7,522      4,255
Other:    30,622:     7,182      3,656        751     17,395     23,029     25,328     27,436:     5,294      3,186
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,175:    -5,245      1,082        938        325     -6,296     -3,982     -4,276:      -193        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       15.3        4.7       57.3       72.3       86.6       92.2:      13.4        7.8
Old  :     100.0:      30.1       21.8        0.8       57.6       70.9       88.5       93.5:      11.5        6.5
Other:     100.0:      23.5       11.9        2.5       56.8       75.2       82.7       89.6:      17.3       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        67         42         36         55         48        138        113:
Old  :       167:        62         45          5         28         37         93         84:
Other:       118:        32         24         19         46         41         89         73:
     :----------------------------------------------------------------------------------------------------
     :             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       43.7       38.4       54.0       26.0       38.2       37.0       48.0
Old  :                 36.9       54.9       51.5       63.6       36.9       54.9       51.5       63.3
Other:                 28.1       28.3       44.8       44.5       26.6       25.4       38.3       39.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, May 24, 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  :    25,704:     8,664      3,434      1,071     12,320     19,789     22,055     24,294:     3,649      1,410
Old  :    25,319:     8,683      3,542        818     12,241     19,585     21,742     23,945:     3,577      1,374
Other:       385:       201        112         33         79        204        313        349:        72         36
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       181:       249        -91          5         99        421        353        335:      -172       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       13.4        4.2       47.9       77.0       85.8       94.5:      14.2        5.5
Old  :     100.0:      34.3       14.0        3.2       48.3       77.4       85.9       94.6:      14.1        5.4
Other:     100.0:      52.2       29.1        8.6       20.5       53.0       81.3       90.6:      18.7        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        44         22         16         21         14         76         43:
Old  :        99:        44         24         13         20         14         73         42:
Other:        15:         6          5          3          3          2         11          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.4       59.2       42.2       72.5       31.4       58.7       40.8       68.8
Old  :                 31.6       60.1       42.6       72.8       31.6       59.6       41.2       70.3
Other:                 63.9       77.7       77.9       90.6       63.9       75.3       71.7       81.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, May 24, 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  :   128,045:    23,186     22,194      2,911     94,277     98,250    120,374    123,355:     7,671      4,690
Old  :    59,681:    14,618     21,450        651     37,881     33,760     53,150     55,861:     6,531      3,820
Other:    68,364:    10,141      2,317        687     56,396     64,490     67,224     67,494:     1,140        870
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,527:       806        949       -387      1,773      1,496      2,192      2,058:      -665       -531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       17.3        2.3       73.6       76.7       94.0       96.3:       6.0        3.7
Old  :     100.0:      24.5       35.9        1.1       63.5       56.6       89.1       93.6:      10.9        6.4
Other:     100.0:      14.8        3.4        1.0       82.5       94.3       98.3       98.7:       1.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        53         38         15         51         39        113         86:
Old  :       147:        56         34          7         43         34        101         73:
Other:        75:        20         13          4         30         30         54         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       37.5       47.4       54.4       21.2       25.9       31.0       34.2
Old  :                 20.6       28.8       35.9       42.3       20.4       24.6       31.6       36.7
Other:                 47.6       60.0       67.8       76.2       29.1       41.5       44.6       53.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, May 24, 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  :   359,726:    63,485     97,050     15,867    226,782    200,255    306,134    313,172:    53,592     46,554
Old  :   359,726:    63,485     97,050     15,867    226,782    200,255    306,134    313,172:    53,592     46,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,554:    -5,999     -5,049      3,336      2,108     10,039       -555      8,326:     2,109     -6,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       27.0        4.4       63.0       55.7       85.1       87.1:      14.9       12.9
Old  :     100.0:      17.6       27.0        4.4       63.0       55.7       85.1       87.1:      14.9       12.9
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  :       151:        39         50         24         55         43        109        102:
Old  :       151:        39         50         24         55         43        109        102:
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  :                 19.5       24.9       33.2       41.7       17.4       19.2       30.3       28.8
Old  :                 19.5       24.9       33.2       41.7       17.4       19.2       30.3       28.8
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, May 24, 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  :    95,040:    33,504     10,606      9,787     43,450     70,205     86,741     90,598:     8,299      4,442
Old  :    77,923:    34,421     15,160      2,479     33,460     56,814     70,360     74,453:     7,563      3,470
Other:    17,117:     5,476      1,839        915      9,990     13,391     16,381     16,145:       736        972
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -642:       804       -443        -94        154      1,269        864        732:    -1,506     -1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       11.2       10.3       45.7       73.9       91.3       95.3:       8.7        4.7
Old  :     100.0:      44.2       19.5        3.2       42.9       72.9       90.3       95.5:       9.7        4.5
Other:     100.0:      32.0       10.7        5.3       58.4       78.2       95.7       94.3:       4.3        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:       139         38         61         87         99        258        178:
Old  :       305:       138         44         42         74         96        233        164:
Other:       137:        24         27         17         53         66         87        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       28.7       32.2       41.4       19.5       25.1       30.7       35.2
Old  :                 23.3       28.6       36.6       41.5       23.3       26.7       36.6       39.1
Other:                 38.4       44.5       55.6       55.9       36.5       42.3       48.6       51.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, May 24, 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  :    28,052:    16,795      2,545      2,345      4,844     21,231     23,984     26,121:     4,068      1,931
Old  :    28,052:    16,795      2,545      2,345      4,844     21,231     23,984     26,121:     4,068      1,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,874:     1,502     -1,046        122        359      2,931      1,983      2,007:      -109       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9        9.1        8.4       17.3       75.7       85.5       93.1:      14.5        6.9
Old  :     100.0:      59.9        9.1        8.4       17.3       75.7       85.5       93.1:      14.5        6.9
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  :        61:        33         12          7          9          7         46         23:
Old  :        61:        33         12          7          9          7         46         23:
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  :                 33.3       83.4       52.6       88.0       32.4       77.0       48.6       79.9
Old  :                 33.3       83.4       52.6       88.0       32.4       77.0       48.6       79.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 27, 2005