COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, August 2, 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  :    94,139:    20,114     26,280      3,017     59,378     53,972     82,509     83,269:    11,630     10,870
Old  :    93,673:    20,202     26,410      2,799     59,075     53,724     82,076     82,933:    11,597     10,740
Other:       466:       130         88          0        303        248        433        336:        33        130
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       251:    -1,248       -896        606        618       -182        -24       -472:       275        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       27.9        3.2       63.1       57.3       87.6       88.5:      12.4       11.5
Old  :     100.0:      21.6       28.2        3.0       63.1       57.4       87.6       88.5:      12.4       11.5
Other:     100.0:      27.9       18.9        0.0       65.0       53.2       92.9       72.1:       7.1       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        49         60         38         54         47        127        127:
Old  :       185:        49         60         36         54         47        126        126:
Other:        13:         2          1          0          4          6          6          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       36.2       40.1       46.2       27.4       33.3       40.0       42.1
Old  :                 27.6       36.4       40.3       46.4       27.6       33.4       40.2       42.3
Other:                 85.8       62.0       92.9       72.1       85.8       62.0       92.9       72.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders - Futures Only, August 2, 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  :    31,191:    13,306      2,270      1,637     12,127     25,589     27,070     29,496:     4,121      1,695
Old  :    29,358:    12,934      2,642        933     11,542     24,124     25,409     27,699:     3,949      1,659
Other:     1,833:       859        115        217        585      1,465      1,661      1,797:       172         36
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -381:       106        267         55       -410       -923       -249       -601:      -132        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        7.3        5.2       38.9       82.0       86.8       94.6:      13.2        5.4
Old  :     100.0:      44.1        9.0        3.2       39.3       82.2       86.5       94.3:      13.5        5.7
Other:     100.0:      46.9        6.3       11.8       31.9       79.9       90.6       98.0:       9.4        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        48         14         16         21         17         77         40:
Old  :        93:        48         15         14         20         16         74         39:
Other:        26:        11          5          6          6          5         21         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.2       60.8       42.3       77.3       25.7       53.8       37.5       68.6
Old  :                 28.8       62.4       43.3       77.3       26.2       55.0       38.2       69.6
Other:                 46.6       82.8       68.0       94.1       43.6       79.1       64.2       85.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders - Futures Only, August 2, 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  :   126,674:    22,734     23,339      1,978     93,309     96,996    118,021    122,313:     8,653      4,361
Old  :    38,012:    10,257     21,058        100     21,452     13,618     31,809     34,776:     6,203      3,236
Other:    88,662:    13,747      3,551        608     71,857     83,378     86,212     87,537:     2,450      1,125
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -3,380:    -1,484     -2,797       -871     -1,195        789     -3,550     -2,879:       170       -501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.4        1.6       73.7       76.6       93.2       96.6:       6.8        3.4
Old  :     100.0:      27.0       55.4        0.3       56.4       35.8       83.7       91.5:      16.3        8.5
Other:     100.0:      15.5        4.0        0.7       81.0       94.0       97.2       98.7:       2.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        49         48         15         53         37        111         93:
Old  :       140:        44         40          2         41         23         86         64:
Other:        99:        25         19          9         44         34         74         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.5       34.2       51.3       50.3       21.8       22.6       33.4       32.0
Old  :                 27.4       33.6       36.1       49.2       24.5       33.6       33.1       48.6
Other:                 44.5       45.1       62.3       62.4       29.3       30.3       39.2       42.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, August 2, 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  :   452,855:   154,747     42,061     29,153    190,137    340,482    374,037    411,696:    78,818     41,159
Old  :   452,855:   154,747     42,061     29,153    190,137    340,482    374,037    411,696:    78,818     41,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    28,722:    17,917      1,782      4,731     -4,058     16,065     18,590     22,578:    10,132      6,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        9.3        6.4       42.0       75.2       82.6       90.9:      17.4        9.1
Old  :     100.0:      34.2        9.3        6.4       42.0       75.2       82.6       90.9:      17.4        9.1
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  :       173:        70         30         33         53         55        145         99:
Old  :       173:        70         30         33         53         55        145         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  :                 15.6       31.1       25.9       50.1       14.3       24.6       23.0       39.8
Old  :                 15.6       31.1       25.9       50.1       14.3       24.6       23.0       39.8
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, August 2, 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  :    93,689:    26,818     16,687      7,402     50,182     63,196     84,402     87,285:     9,287      6,404
Old  :    56,018:    24,134     17,167        198     25,596     34,465     49,928     51,830:     6,090      4,188
Other:    37,671:     7,587      4,423      2,301     24,586     28,731     34,474     35,455:     3,197      2,216
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -243:     1,191        245       -521       -804        525       -134        249:      -109       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       17.8        7.9       53.6       67.5       90.1       93.2:       9.9        6.8
Old  :     100.0:      43.1       30.6        0.4       45.7       61.5       89.1       92.5:      10.9        7.5
Other:     100.0:      20.1       11.7        6.1       65.3       76.3       91.5       94.1:       8.5        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        97         70         54         90         91        217        198:
Old  :       272:        89         78          5         58         59        148        141:
Other:       201:        59         34         25         69         80        138        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       24.2       33.7       35.6       18.8       17.8       30.7       28.1
Old  :                 23.5       28.6       38.6       41.5       23.5       28.5       38.6       40.5
Other:                 28.7       27.7       42.7       41.0       25.2       24.8       38.3       35.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders - Futures Only, August 2, 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  :    25,732:    11,640      2,405      2,194      8,895     18,960     22,729     23,559:     3,003      2,173
Old  :    25,732:    11,640      2,405      2,194      8,895     18,960     22,729     23,559:     3,003      2,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -2,691:    -4,704        717       -106      2,624     -3,148     -2,186     -2,537:      -505       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        9.3        8.5       34.6       73.7       88.3       91.6:      11.7        8.4
Old  :     100.0:      45.2        9.3        8.5       34.6       73.7       88.3       91.6:      11.7        8.4
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  :        41:        20          8          6          9          4         33         16:
Old  :        41:        20          8          6          9          4         33         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  :                 43.2       79.5       65.1       88.1       43.2       68.8       59.4       76.9
Old  :                 43.2       79.5       65.1       88.1       43.2       68.8       59.4       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 5, 2005