COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   164,441:    45,647      7,234     38,524     57,796    108,131    141,967    153,889:    22,473     10,552
Old  :   140,857:    44,937      7,846     31,457     45,010     93,233    121,405    132,537:    19,452      8,320
Other:    23,584:     1,797        474      5,980     12,786     14,898     20,563     21,352:     3,021      2,232
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    11,140:     4,602       -504      4,282        740      8,092      9,624     11,870:     1,517       -730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.4       23.4       35.1       65.8       86.3       93.6:      13.7        6.4
Old  :     100.0:      31.9        5.6       22.3       32.0       66.2       86.2       94.1:      13.8        5.9
Other:     100.0:       7.6        2.0       25.4       54.2       63.2       87.2       90.5:      12.8        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:       100         42         63         66         64        200        143:
Old  :       223:       102         44         57         57         62        187        138:
Other:       100:        26         18         35         43         39         84         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       37.7       22.6       48.8       14.0       33.6       21.8       42.6
Old  :                 16.4       41.3       25.8       51.2       16.4       39.6       25.4       47.8
Other:                 23.4       25.4       34.7       40.4       15.6       19.1       22.1       29.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    41,313:    13,200      3,678      9,106     12,279     26,742     34,585     39,525:     6,728      1,788
Old  :    41,158:    13,202      3,704      9,013     12,235     26,676     34,450     39,392:     6,708      1,766
Other:       155:        67         42         25         43         66        135        133:        20         22
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       755:     2,138        956       -768     -1,111        288        259        476:       496        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        8.9       22.0       29.7       64.7       83.7       95.7:      16.3        4.3
Old  :     100.0:      32.1        9.0       21.9       29.7       64.8       83.7       95.7:      16.3        4.3
Other:     100.0:      43.1       27.3       15.9       28.0       42.4       87.0       85.6:      13.0       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        72         20         33         24         21        114         59:
Old  :       127:        73         20         33         24         21        114         59:
Other:        19:         4         10          6          2          4         10         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       39.6       28.7       60.1       14.5       32.7       22.1       50.7
Old  :                 18.9       39.7       28.7       60.3       14.5       32.8       22.2       50.9
Other:                 71.7       47.0       85.5       66.8       67.5       44.2       68.5       60.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   155,066:    48,557      6,447     12,443     81,344    128,822    142,344    147,711:    12,723      7,355
Old  :   101,321:    45,235      6,648     10,578     33,658     77,245     89,471     94,471:    11,850      6,851
Other:    53,745:     4,147        624      1,040     47,686     51,577     52,873     53,240:       872        505
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     7,347:     9,097        474      1,136     -3,227      3,808      7,007      5,419:       340      1,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        4.2        8.0       52.5       83.1       91.8       95.3:       8.2        4.7
Old  :     100.0:      44.6        6.6       10.4       33.2       76.2       88.3       93.2:      11.7        6.8
Other:     100.0:       7.7        1.2        1.9       88.7       96.0       98.4       99.1:       1.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        67         33         42         46         39        140         96:
Old  :       158:        64         39         41         41         38        134         94:
Other:        62:        20          5         10         28         27         51         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       38.0       38.3       58.9       18.1       26.9       25.1       36.7
Old  :                 20.9       32.5       31.4       49.6       17.7       26.2       26.8       40.1
Other:                 54.9       65.3       69.1       84.3       38.2       51.8       50.4       62.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   474,694:    98,099     23,951     85,262    210,152    320,611    393,512    429,824:    81,182     44,871
Old  :   474,694:    98,099     23,951     85,262    210,152    320,611    393,512    429,824:    81,182     44,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -11,934:   -14,711      7,065     -2,005      9,494    -18,882     -7,222    -13,822:    -4,712      1,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        5.0       18.0       44.3       67.5       82.9       90.5:      17.1        9.5
Old  :     100.0:      20.7        5.0       18.0       44.3       67.5       82.9       90.5:      17.1        9.5
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  :       140:        46         31         40         57         47        125         97:
Old  :       140:        46         31         40         57         47        125         97:
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  :                 14.3       33.9       24.5       50.2       11.9       27.7       20.4       37.1
Old  :                 14.3       33.9       24.5       50.2       11.9       27.7       20.4       37.1
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 8, 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  :   169,687:    55,766     11,263     48,283     50,058    100,326    154,108    159,873:    15,579      9,815
Old  :   158,609:    55,820     13,146     42,083     45,914     94,407    143,817    149,636:    14,793      8,974
Other:    11,078:     2,833      1,003      3,314      4,144      5,920     10,292     10,237:       787        841
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    18,279:     2,267        528     10,858      4,063      5,019     17,188     16,406:     1,091      1,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        6.6       28.5       29.5       59.1       90.8       94.2:       9.2        5.8
Old  :     100.0:      35.2        8.3       26.5       28.9       59.5       90.7       94.3:       9.3        5.7
Other:     100.0:      25.6        9.1       29.9       37.4       53.4       92.9       92.4:       7.1        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       179         64        119        103        122        320        274:
Old  :       385:       174         72        118         97        122        313        272:
Other:       124:        25         20         31         44         61         82         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       19.6       21.8       30.5       11.2       16.0       19.2       25.4
Old  :                 13.0       19.9       22.6       30.6       12.0       16.8       20.5       26.3
Other:                 28.9       23.6       47.7       37.1       18.8       17.9       28.4       25.8
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    32,090:     8,040     16,490      3,559     17,481      7,827     29,081     27,876:     3,009      4,213
Old  :    32,090:     8,040     16,490      3,559     17,481      7,827     29,081     27,876:     3,009      4,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     6,726:       858      2,009         18      5,373      3,768      6,249      5,795:       476        931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       51.4       11.1       54.5       24.4       90.6       86.9:       9.4       13.1
Old  :     100.0:      25.1       51.4       11.1       54.5       24.4       90.6       86.9:       9.4       13.1
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  :        50:         9         28         11          3         12         19         45:
Old  :        50:         9         28         11          3         12         19         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       41.7       86.9       60.4       57.8       33.7       61.7       46.2
Old  :                 71.8       41.7       86.9       60.4       57.8       33.7       61.7       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 11, 2005