COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, June 28, 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  :    88,242:    18,593     20,275      2,261     55,369     57,012     76,223     79,548:    12,019      8,694
Old  :     1,824:         3          1          0      1,709      1,661      1,712      1,662:       112        162
Other:    86,418:    18,590     20,274      2,261     53,660     55,351     74,511     77,886:    11,907      8,532
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -5,711:       -53     -8,747       -475     -3,364      5,418     -3,892     -3,804:    -1,819     -1,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       23.0        2.6       62.7       64.6       86.4       90.1:      13.6        9.9
Old  :     100.0:       0.2        0.1        0.0       93.7       91.1       93.9       91.1:       6.1        8.9
Other:     100.0:      21.5       23.5        2.6       62.1       64.1       86.2       90.1:      13.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        58         50         27         50         43        125        105:
Old  :         9:         1          1          0          4          3          5          4:
Other:       178:        58         50         27         49         43        124        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       39.7       42.3       49.0       29.0       35.2       41.2       43.6
Old  :                 93.7       91.1       93.9       91.1       93.7       91.1       93.9       91.1
Other:                 29.6       40.6       42.1       49.3       29.6       37.8       42.0       46.0
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, June 28, 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  :    30,586:    13,464      4,038      1,979     10,775     22,882     26,218     28,899:     4,368      1,687
Old  :    29,337:    13,311      4,656      1,200     10,593     21,840     25,104     27,696:     4,233      1,641
Other:     1,249:       778          7        154        182      1,042      1,114      1,203:       135         46
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,401:     2,133        351       -194        461      2,150      2,400      2,307:         1         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       13.2        6.5       35.2       74.8       85.7       94.5:      14.3        5.5
Old  :     100.0:      45.4       15.9        4.1       36.1       74.4       85.6       94.4:      14.4        5.6
Other:     100.0:      62.3        0.6       12.3       14.6       83.4       89.2       96.3:      10.8        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        56         19         15         17         17         82         42:
Old  :       103:        54         21         11         16         17         77         42:
Other:        17:        11          1          5          3          3         15          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  :                 25.6       51.6       39.2       70.0       24.7       51.1       36.4       63.7
Old  :                 26.7       53.1       40.3       69.4       25.2       52.7       37.4       65.5
Other:                 53.1       87.4       76.7       96.3       50.0       83.7       70.0       83.7
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, June 28, 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  :   117,783:    22,724     13,031      2,448     84,662     99,450    109,834    114,929:     7,949      2,854
Old  :    41,982:    14,234     12,940         85     21,315     26,628     35,634     39,653:     6,348      2,329
Other:    75,801:    10,026      1,627        827     63,347     72,822     74,200     75,276:     1,601        525
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -2,750:      -977     -5,061         80     -1,594      3,509     -2,491     -1,472:      -259     -1,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       11.1        2.1       71.9       84.4       93.3       97.6:       6.7        2.4
Old  :     100.0:      33.9       30.8        0.2       50.8       63.4       84.9       94.5:      15.1        5.5
Other:     100.0:      13.2        2.1        1.1       83.6       96.1       97.9       99.3:       2.1        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        56         31         17         48         37        112         81:
Old  :       143:        52         34          3         37         28         91         63:
Other:        79:        23         12          9         32         32         57         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.8       40.7       50.9       57.9       22.8       28.8       33.4       38.7
Old  :                 20.6       32.3       30.9       47.4       20.6       29.8       30.0       43.8
Other:                 50.1       55.7       67.4       72.8       30.6       38.4       40.9       49.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, June 28, 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  :   385,202:   101,092     64,164     15,899    201,414    261,156    318,405    341,219:    66,797     43,983
Old  :   385,202:   101,092     64,164     15,899    201,414    261,156    318,405    341,219:    66,797     43,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    15,839:    23,900      4,647      1,830    -16,922      2,321      8,808      8,798:     7,031      7,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       16.7        4.1       52.3       67.8       82.7       88.6:      17.3       11.4
Old  :     100.0:      26.2       16.7        4.1       52.3       67.8       82.7       88.6:      17.3       11.4
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  :       160:        55         34         30         51         49        125         95:
Old  :       160:        55         34         30         51         49        125         95:
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  :                 16.6       26.8       29.1       44.7       16.2       19.3       26.2       31.6
Old  :                 16.6       26.8       29.1       44.7       16.2       19.3       26.2       31.6
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 28, 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  :    89,892:    26,832     14,800      6,074     47,958     62,456     80,864     83,330:     9,028      6,562
Old  :    64,538:    27,085     15,240        389     30,205     44,049     57,679     59,678:     6,859      4,860
Other:    25,354:     3,681      3,494      1,751     17,753     18,407     23,185     23,652:     2,169      1,702
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,554:       811      1,306        225         51        478      1,087      2,009:       467       -455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       16.5        6.8       53.4       69.5       90.0       92.7:      10.0        7.3
Old  :     100.0:      42.0       23.6        0.6       46.8       68.3       89.4       92.5:      10.6        7.5
Other:     100.0:      14.5       13.8        6.9       70.0       72.6       91.4       93.3:       8.6        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:       102         61         43         88         89        211        178:
Old  :       269:       101         59          6         60         64        164        127:
Other:       169:        38         33         15         63         73        108        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       24.9       34.3       37.8       20.3       19.3       32.1       31.1
Old  :                 26.6       26.6       41.4       42.0       26.6       26.6       41.4       41.4
Other:                 33.1       36.9       46.5       49.2       31.7       32.4       41.2       41.8
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, June 28, 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  :    31,235:    21,511      2,201      2,276      4,184     25,065     27,971     29,542:     3,264      1,693
Old  :    31,235:    21,511      2,201      2,276      4,184     25,065     27,971     29,542:     3,264      1,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,051:     2,591        409       -198         75      2,056      2,468      2,267:      -417       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9        7.0        7.3       13.4       80.2       89.6       94.6:      10.4        5.4
Old  :     100.0:      68.9        7.0        7.3       13.4       80.2       89.6       94.6:      10.4        5.4
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  :        55:        32         10          9          8          7         47         20:
Old  :        55:        32         10          9          8          7         47         20:
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  :                 31.4       84.9       53.5       92.2       31.4       76.8       50.2       81.7
Old  :                 31.4       84.9       53.5       92.2       31.4       76.8       50.2       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 1, 2005