COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, June 21, 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  :    93,953:    18,646     29,022      2,736     58,733     51,594     80,115     83,352:    13,838     10,601
Old  :    12,605:     1,976      1,679         45      6,790      9,552      8,811     11,276:     3,794      1,329
Other:    81,348:    17,464     28,137      1,897     51,943     42,042     71,304     72,076:    10,044      9,272
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -1,337:      -498      1,361       -936        104       -571     -1,330       -146:        -7     -1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       30.9        2.9       62.5       54.9       85.3       88.7:      14.7       11.3
Old  :     100.0:      15.7       13.3        0.4       53.9       75.8       69.9       89.5:      30.1       10.5
Other:     100.0:      21.5       34.6        2.3       63.9       51.7       87.7       88.6:      12.3       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        60         59         30         58         44        134        119:
Old  :        49:         9          5          1         24         13         34         19:
Other:       188:        56         60         27         53         44        125        116:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       31.7       40.4       41.2       27.1       27.9       39.1       35.7
Old  :                 34.4       76.8       49.0       87.1       34.4       72.1       44.7       78.6
Other:                 31.1       28.0       43.8       37.9       31.1       25.6       43.7       34.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, June 21, 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  :    28,185:    11,331      3,687      2,173     10,314     20,732     23,818     26,592:     4,367      1,593
Old  :    26,986:    11,029      4,097      1,593     10,132     19,754     22,754     25,444:     4,232      1,542
Other:     1,199:       712          0        170        182        978      1,064      1,148:       135         51
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -649:       693       -741        228     -2,108       -221     -1,187       -734:       538         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       13.1        7.7       36.6       73.6       84.5       94.3:      15.5        5.7
Old  :     100.0:      40.9       15.2        5.9       37.5       73.2       84.3       94.3:      15.7        5.7
Other:     100.0:      59.4        0.0       14.2       15.2       81.6       88.7       95.7:      11.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        52         17         14         16         16         75         40:
Old  :        96:        50         19         11         15         16         72         39:
Other:        16:        11          0          5          3          3         14          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  :                 27.8       55.5       40.9       70.5       27.8       55.5       38.9       68.8
Old  :                 28.4       56.7       42.1       71.7       28.4       56.7       41.6       71.1
Other:                 55.3       85.7       76.1       95.7       52.0       81.2       67.6       81.2
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, June 21, 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  :   120,533:    23,701     18,092      2,368     86,256     95,941    112,325    116,401:     8,208      4,132
Old  :    46,503:    14,156     15,800        199     26,117     27,846     40,472     43,845:     6,031      2,658
Other:    74,030:    10,859      3,606        855     60,139     68,095     71,853     72,556:     2,177      1,474
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -15,425:    -3,136     -5,311     -1,669     -7,703     -7,091    -12,508    -14,071:    -2,917     -1,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       15.0        2.0       71.6       79.6       93.2       96.6:       6.8        3.4
Old  :     100.0:      30.4       34.0        0.4       56.2       59.9       87.0       94.3:      13.0        5.7
Other:     100.0:      14.7        4.9        1.2       81.2       92.0       97.1       98.0:       2.9        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        54         34         18         49         37        112         86:
Old  :       146:        51         38          5         37         30         90         71:
Other:        80:        24         13          9         31         31         58         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.0       40.5       51.1       57.1       22.6       27.9       33.5       37.1
Old  :                 26.1       33.1       38.7       48.8       23.7       28.6       34.3       41.5
Other:                 47.6       58.4       65.2       74.0       27.5       40.8       40.9       52.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, June 21, 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  :   369,363:    77,192     59,517     14,069    218,336    258,835    309,597    332,421:    59,766     36,942
Old  :   369,363:    77,192     59,517     14,069    218,336    258,835    309,597    332,421:    59,766     36,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    16,760:     5,821     -9,467     -1,599     12,142     29,020     16,364     17,954:       396     -1,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       16.1        3.8       59.1       70.1       83.8       90.0:      16.2       10.0
Old  :     100.0:      20.9       16.1        3.8       59.1       70.1       83.8       90.0:      16.2       10.0
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  :       143:        44         32         27         53         48        111         93:
Old  :       143:        44         32         27         53         48        111         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  :                 16.8       28.1       30.2       47.0       16.7       22.0       27.5       33.7
Old  :                 16.8       28.1       30.2       47.0       16.7       22.0       27.5       33.7
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, June 21, 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  :    88,338:    26,021     13,494      5,849     47,907     61,978     79,777     81,321:     8,561      7,017
Old  :    64,420:    26,375     14,053        747     30,358     44,195     57,480     58,995:     6,940      5,425
Other:    23,918:     3,131      2,926      1,617     17,549     17,783     22,297     22,326:     1,621      1,592
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -5,136:      -767      2,414       -169     -5,780    -10,002     -6,716     -7,757:     1,580      2,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       15.3        6.6       54.2       70.2       90.3       92.1:       9.7        7.9
Old  :     100.0:      40.9       21.8        1.2       47.1       68.6       89.2       91.6:      10.8        8.4
Other:     100.0:      13.1       12.2        6.8       73.4       74.3       93.2       93.3:       6.8        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:       101         54         46         84         85        208        173:
Old  :       269:       104         54         11         59         71        166        133:
Other:       162:        38         32         15         57         68        102        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       25.9       35.2       38.9       21.0       20.1       32.6       31.9
Old  :                 28.1       27.2       42.4       42.2       28.1       27.1       42.4       41.6
Other:                 35.3       39.7       49.7       50.8       33.5       34.6       42.1       42.8
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, June 21, 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  :    29,184:    18,920      1,792      2,474      4,109     23,009     25,503     27,275:     3,681      1,909
Old  :    29,184:    18,920      1,792      2,474      4,109     23,009     25,503     27,275:     3,681      1,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       502:      -567       -731        310        737        804        480        383:        22        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8        6.1        8.5       14.1       78.8       87.4       93.5:      12.6        6.5
Old  :     100.0:      64.8        6.1        8.5       14.1       78.8       87.4       93.5:      12.6        6.5
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  :        48:        31          5          5          8          6         40         16:
Old  :        48:        31          5          5          8          6         40         16:
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       84.2       55.2       91.6       33.3       75.4       49.4       79.8
Old  :                 33.3       84.2       55.2       91.6       33.3       75.4       49.4       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 24, 2005