COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   153,301:    41,046      7,738     34,242     57,057    100,039    132,344    142,018:    20,957     11,282
Old  :   131,595:    40,525      8,132     28,119     44,930     86,139    113,574    122,391:    18,021      9,204
Other:    21,706:     1,379        464      5,264     12,127     13,900     18,770     19,628:     2,936      2,078
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    23,583:    12,761     -4,074      8,184        859     19,228     21,804     23,338:     1,779        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        5.0       22.3       37.2       65.3       86.3       92.6:      13.7        7.4
Old  :     100.0:      30.8        6.2       21.4       34.1       65.5       86.3       93.0:      13.7        7.0
Other:     100.0:       6.4        2.1       24.3       55.9       64.0       86.5       90.4:      13.5        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        92         46         56         65         63        188        138:
Old  :       213:        98         43         50         54         58        174        130:
Other:        97:        21         19         32         45         41         82         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       37.4       23.4       48.6       14.6       33.0       22.9       42.0
Old  :                 17.0       41.1       26.7       51.1       17.0       38.5       26.7       46.8
Other:                 22.3       24.1       34.8       39.6       14.5       16.8       20.5       27.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    40,558:    11,062      2,721      9,874     13,389     26,454     34,325     39,049:     6,233      1,509
Old  :    40,419:    11,093      2,747      9,788     13,347     26,399     34,229     38,935:     6,189      1,484
Other:       139:        37         42         17         42         55         96        114:        43         25
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -4,134:     1,493        294     -1,482     -3,933     -2,617     -3,921     -3,804:      -213       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        6.7       24.3       33.0       65.2       84.6       96.3:      15.4        3.7
Old  :     100.0:      27.4        6.8       24.2       33.0       65.3       84.7       96.3:      15.3        3.7
Other:     100.0:      26.7       30.5       12.2       30.2       39.2       69.0       81.9:      31.0       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        72         17         31         25         21        110         57:
Old  :       123:        71         18         31         25         21        110         57:
Other:        16:         3          8          5          2          4          8         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       42.1       34.8       62.4       14.1       32.4       20.2       46.2
Old  :                 23.6       42.3       34.9       62.6       14.2       32.5       20.3       46.3
Other:                 61.0       44.7       69.0       65.4       54.0       41.4       54.0       60.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   147,719:    39,460      5,972     11,306     84,570    125,013    135,337    142,291:    12,383      5,428
Old  :    96,540:    38,018      5,934      9,776     37,238     75,722     85,031     91,432:    11,509      5,109
Other:    51,179:     2,172        767        801     47,333     49,291     50,305     50,859:       874        320
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    22,622:    16,097     -1,457      4,143        499     17,141     20,739     19,826:     1,883      2,796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        4.0        7.7       57.3       84.6       91.6       96.3:       8.4        3.7
Old  :     100.0:      39.4        6.1       10.1       38.6       78.4       88.1       94.7:      11.9        5.3
Other:     100.0:       4.2        1.5        1.6       92.5       96.3       98.3       99.4:       1.7        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        62         34         36         44         36        130         87:
Old  :       147:        63         33         35         43         36        127         86:
Other:        51:        12          6         10         25         25         41         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       39.2       40.6       61.9       16.5       27.1       23.6       37.0
Old  :                 21.9       34.0       32.7       52.7       15.0       26.2       24.5       40.0
Other:                 58.8       68.5       72.1       86.0       41.2       53.8       50.6       62.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   486,629:   112,810     16,886     87,267    200,657    339,493    400,734    443,645:    85,895     42,983
Old  :   486,629:   112,810     16,886     87,267    200,657    339,493    400,734    443,645:    85,895     42,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -21,055:    -9,961      4,872      6,342     -8,720    -28,524    -12,338    -17,310:    -8,716     -3,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        3.5       17.9       41.2       69.8       82.3       91.2:      17.7        8.8
Old  :     100.0:      23.2        3.5       17.9       41.2       69.8       82.3       91.2:      17.7        8.8
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  :       145:        54         30         39         53         46        131         92:
Old  :       145:        54         30         39         53         46        131         92:
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  :                 14.7       34.5       24.7       51.5       12.1       29.1       20.2       38.7
Old  :                 14.7       34.5       24.7       51.5       12.1       29.1       20.2       38.7
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 with Delta-adjusted Options and Futures Combined, March 1, 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  :   151,408:    53,500     10,735     37,425     45,995     95,307    136,920    143,467:    14,488      7,941
Old  :   142,015:    53,278     11,717     32,382     42,453     90,617    128,113    134,717:    13,902      7,299
Other:     9,393:     2,078        874      3,186      3,542      4,690      8,807      8,750:       586        643
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     9,550:       547        423      6,549      1,649      2,100      8,745      9,072:       805        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        7.1       24.7       30.4       62.9       90.4       94.8:       9.6        5.2
Old  :     100.0:      37.5        8.3       22.8       29.9       63.8       90.2       94.9:       9.8        5.1
Other:     100.0:      22.1        9.3       33.9       37.7       49.9       93.8       93.2:       6.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       175         59        113         97        118        312        259:
Old  :       373:       174         65        111         95        118        309        257:
Other:       114:        24         17         28         38         57         73         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       20.9       22.2       31.7       12.3       17.1       20.2       26.5
Old  :                 13.8       21.2       23.1       32.1       13.1       18.1       21.5       27.7
Other:                 30.5       24.2       48.0       37.8       16.5       15.3       24.6       24.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    25,364:     7,182     14,481      3,541     12,108      4,060     22,831     22,081:     2,533      3,283
Old  :    25,364:     7,182     14,481      3,541     12,108      4,060     22,831     22,081:     2,533      3,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     1,683:       403      1,668       -117      1,453       -280      1,739      1,271:       -56        412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       57.1       14.0       47.7       16.0       90.0       87.1:      10.0       12.9
Old  :     100.0:      28.3       57.1       14.0       47.7       16.0       90.0       87.1:      10.0       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  :        51:         8         30         11          4         11         20         45:
Old  :        51:         8         30         11          4         11         20         45:
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  :                 71.8       39.5       85.2       59.0       63.7       35.0       66.9       51.3
Old  :                 71.8       39.5       85.2       59.0       63.7       35.0       66.9       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 4, 2005