COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, September 27, 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  :   107,674:    21,760     31,310      5,610     67,071     60,353     94,441     97,273:    13,233     10,401
Old  :   106,893:    21,848     31,424      5,408     66,486     59,810     93,742     96,642:    13,151     10,251
Other:       781:       114         88          0        585        543        699        631:        82        150
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     3,327:     1,431     -3,038        900       -676      5,450      1,655      3,312:     1,672         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       29.1        5.2       62.3       56.1       87.7       90.3:      12.3        9.7
Old  :     100.0:      20.4       29.4        5.1       62.2       56.0       87.7       90.4:      12.3        9.6
Other:     100.0:      14.6       11.3        0.0       74.9       69.5       89.5       80.8:      10.5       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        63         63         38         49         55        138        133:
Old  :       200:        63         64         36         49         55        137        132:
Other:        15:         2          1          0          6          6          8          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  :                 25.8       33.2       41.3       41.2       25.4       28.4       36.7       35.4
Old  :                 26.0       33.4       41.6       41.2       25.6       28.5       37.4       35.6
Other:                 75.0       73.1       89.5       80.8       75.0       73.1       89.5       80.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, September 27, 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  :    23,204:     7,957      3,864      1,092     10,949     16,292     19,998     21,248:     3,206      1,956
Old  :    15,925:     6,628      3,788          7      6,760     10,540     13,395     14,335:     2,530      1,590
Other:     7,279:     2,069        816        345      4,189      5,752      6,603      6,913:       676        366
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :      -365:       236     -1,545        319     -1,000      1,299       -445         73:        80       -438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       16.7        4.7       47.2       70.2       86.2       91.6:      13.8        8.4
Old  :     100.0:      41.6       23.8        0.0       42.4       66.2       84.1       90.0:      15.9       10.0
Other:     100.0:      28.4       11.2        4.7       57.5       79.0       90.7       95.0:       9.3        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        33         21         16         20         14         63         43:
Old  :        80:        27         26          1         18         13         45         40:
Other:        43:        17          7         12         12         10         32         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.1       49.1       49.7       64.1       34.1       45.5       46.8       59.2
Old  :                 37.8       52.2       54.6       64.9       37.8       51.8       53.9       64.5
Other:                 50.4       72.3       69.0       83.2       45.3       71.9       62.6       79.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, September 27, 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  :   125,462:    26,111     30,171      1,816     89,484     88,385    117,411    120,372:     8,051      5,090
Old  :   109,984:    26,203     30,351      1,318     74,636     73,293    102,157    104,962:     7,827      5,022
Other:    15,478:       248        160        158     14,848     15,092     15,254     15,410:       224         68
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     7,551:     1,168      7,767       -257      4,664       -960      5,575      6,550:     1,976      1,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       24.0        1.4       71.3       70.4       93.6       95.9:       6.4        4.1
Old  :     100.0:      23.8       27.6        1.2       67.9       66.6       92.9       95.4:       7.1        4.6
Other:     100.0:       1.6        1.0        1.0       95.9       97.5       98.6       99.6:       1.4        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        50         50         14         50         34        105         94:
Old  :       158:        49         52         13         48         34        103         93:
Other:        26:         3          1          3         16         13         19         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       31.4       49.7       46.9       22.6       22.3       34.1       32.0
Old  :                 31.8       31.0       49.7       44.1       28.1       22.0       42.4       34.7
Other:                 63.7       89.3       85.8       97.1       45.8       67.3       60.9       70.4
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, September 27, 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  :   460,099:   172,305     33,726     22,899    185,478    360,286    380,682    416,911:    79,417     43,188
Old  :   460,099:   172,305     33,726     22,899    185,478    360,286    380,682    416,911:    79,417     43,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :   -26,839:   -17,470      2,213     -6,611     -1,238    -17,301    -25,319    -21,699:    -1,520     -5,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        7.3        5.0       40.3       78.3       82.7       90.6:      17.3        9.4
Old  :     100.0:      37.4        7.3        5.0       40.3       78.3       82.7       90.6:      17.3        9.4
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  :       167:        73         28         33         51         52        144         95:
Old  :       167:        73         28         33         51         52        144         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  :                 18.2       31.7       29.3       52.9       15.5       26.4       24.8       43.2
Old  :                 18.2       31.7       29.3       52.9       15.5       26.4       24.8       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders - Futures Only, September 27, 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  :    86,506:    19,503     21,580      9,622     48,535     46,974     77,660     78,176:     8,846      8,330
Old  :    85,514:    19,536     21,871      9,229     47,990     46,295     76,755     77,395:     8,759      8,119
Other:       992:       345         87         15        545        679        905        781:        87        211
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     1,483:       905      1,491       -227        958       -216      1,636      1,048:      -153        435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       24.9       11.1       56.1       54.3       89.8       90.4:      10.2        9.6
Old  :     100.0:      22.8       25.6       10.8       56.1       54.1       89.8       90.5:      10.2        9.5
Other:     100.0:      34.8        8.8        1.5       54.9       68.4       91.2       78.7:       8.8       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        94         79         49         96         75        214        189:
Old  :       294:        96         83         49         95         75        213        189:
Other:        37:         5          3          4         14         18         21         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       19.5       30.6       31.3       18.8       16.8       28.9       25.9
Old  :                 19.3       19.7       31.0       31.6       19.0       17.0       29.3       26.2
Other:                 56.7       43.9       76.9       64.3       55.9       43.9       73.2       61.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, September 27, 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  :    17,573:    12,695      3,131      2,007        630     11,059     15,332     16,197:     2,241      1,376
Old  :    17,573:    12,695      3,131      2,007        630     11,059     15,332     16,197:     2,241      1,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2005                   :
     :     5,284:     5,140        696          1        -21      5,079      5,120      5,776:       164       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       17.8       11.4        3.6       62.9       87.2       92.2:      12.8        7.8
Old  :     100.0:      72.2       17.8       11.4        3.6       62.9       87.2       92.2:      12.8        7.8
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  :        45:        23          9          2          6          6         30         17:
Old  :        45:        23          9          2          6          6         30         17:
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  :                 54.1       72.6       66.9       85.3       47.2       66.0       57.5       75.6
Old  :                 54.1       72.6       66.9       85.3       47.2       66.0       57.5       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 30, 2005