COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :   181,859:    51,062      6,023     45,968     61,474    118,619    158,504    170,610:    23,356     11,249
Old  :   154,087:    49,772      8,497     35,813     48,629    101,100    134,214    145,410:    19,872      8,677
Other:    27,772:     4,015        252      7,428     12,846     17,520     24,289     25,200:     3,483      2,572
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    17,418:     5,414     -1,211      7,444      3,678     10,488     16,536     16,721:       882        697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        3.3       25.3       33.8       65.2       87.2       93.8:      12.8        6.2
Old  :     100.0:      32.3        5.5       23.2       31.6       65.6       87.1       94.4:      12.9        5.6
Other:     100.0:      14.5        0.9       26.7       46.3       63.1       87.5       90.7:      12.5        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:       121         32         65         69         68        213        146:
Old  :       234:       110         42         62         58         64        198        140:
Other:       111:        36         15         35         44         43         92         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       37.0       21.8       48.2       13.0       33.4       20.5       42.5
Old  :                 15.3       40.8       24.6       50.8       15.3       38.9       24.2       46.9
Other:                 20.5       25.2       32.4       39.7       15.3       18.1       21.6       28.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    43,192:    15,545      4,527      9,021     11,725     27,665     36,291     41,213:     6,901      1,979
Old  :    43,006:    15,538      4,519      8,934     11,679     27,594     36,151     41,048:     6,855      1,958
Other:       186:        62         62         31         47         71        140        165:        46         21
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,879:     2,345        849        -85       -554        924      1,706      1,687:       172        191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       10.5       20.9       27.1       64.1       84.0       95.4:      16.0        4.6
Old  :     100.0:      36.1       10.5       20.8       27.2       64.2       84.1       95.4:      15.9        4.6
Other:     100.0:      33.4       33.5       16.7       25.1       38.3       75.3       88.5:      24.7       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        76         27         38         22         21        123         64:
Old  :       136:        76         27         38         22         21        123         64:
Other:        21:         4         11          7          2          5         10         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       38.9       29.1       58.9       15.4       32.4       23.8       51.5
Old  :                 18.3       39.0       29.3       59.1       15.4       32.5       23.9       51.7
Other:                 61.9       42.2       74.1       62.7       55.4       40.4       56.4       57.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :   163,503:    49,699      5,903     16,582     83,066    134,145    149,347    156,630:    14,156      6,874
Old  :   109,293:    46,323      6,200     14,636     35,085     82,036     96,045    102,872:    13,248      6,421
Other:    54,210:     4,285        612      1,037     47,981     52,109     53,303     53,757:       908        453
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     8,437:     1,142       -543      4,139      1,723      5,323      7,004      8,919:     1,434       -482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        3.6       10.1       50.8       82.0       91.3       95.8:       8.7        4.2
Old  :     100.0:      42.4        5.7       13.4       32.1       75.1       87.9       94.1:      12.1        5.9
Other:     100.0:       7.9        1.1        1.9       88.5       96.1       98.3       99.2:       1.7        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        77         28         49         46         42        157        106:
Old  :       178:        71         38         48         41         41        150        104:
Other:        67:        25          4         11         27         29         53         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       38.0       36.7       58.1       17.0       26.3       23.8       35.6
Old  :                 19.7       33.1       29.5       49.2       16.2       25.7       24.2       39.8
Other:                 54.5       64.5       70.8       83.5       37.9       51.5       51.8       61.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :   485,694:   106,046     14,161     84,940    206,851    340,347    397,836    439,448:    87,857     46,246
Old  :   485,694:   106,046     14,161     84,940    206,851    340,347    397,836    439,448:    87,857     46,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    10,999:     7,947     -9,790       -322     -3,301     19,736      4,324      9,624:     6,675      1,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        2.9       17.5       42.6       70.1       81.9       90.5:      18.1        9.5
Old  :     100.0:      21.8        2.9       17.5       42.6       70.1       81.9       90.5:      18.1        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  :       144:        63         20         43         56         50        133         99:
Old  :       144:        63         20         43         56         50        133         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  :                 14.0       35.6       23.4       50.6       11.2       29.3       19.6       38.1
Old  :                 14.0       35.6       23.4       50.6       11.2       29.3       19.6       38.1
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 15, 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  :   171,480:    55,555     11,348     47,860     52,564    102,278    155,978    161,486:    15,502      9,994
Old  :   158,820:    55,806     13,434     41,313     46,838     94,980    143,957    149,727:    14,863      9,094
Other:    12,659:     2,976      1,141      3,320      5,726      7,298     12,021     11,759:       638        901
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,792:      -212         85       -423      2,505      1,951      1,870      1,613:       -78        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        6.6       27.9       30.7       59.6       91.0       94.2:       9.0        5.8
Old  :     100.0:      35.1        8.5       26.0       29.5       59.8       90.6       94.3:       9.4        5.7
Other:     100.0:      23.5        9.0       26.2       45.2       57.7       95.0       92.9:       5.0        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       175         71        128        102        117        327        274:
Old  :       386:       169         78        126         98        116        323        269:
Other:       131:        31         18         30         46         61         88         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  :                 12.1       19.1       21.5       30.1       11.3       15.5       19.2       25.6
Old  :                 12.4       19.2       22.1       30.0       12.2       16.2       20.7       26.6
Other:                 31.1       26.6       49.0       39.3       22.1       18.8       31.5       25.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    26,281:     7,043     19,080      2,714     14,208      1,136     23,965     22,930:     2,316      3,351
Old  :    26,281:     7,043     19,080      2,714     14,208      1,136     23,965     22,930:     2,316      3,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -5,809:      -997      2,590       -845     -3,274     -6,691     -5,116     -4,946:      -693       -863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       72.6       10.3       54.1        4.3       91.2       87.3:       8.8       12.7
Old  :     100.0:      26.8       72.6       10.3       54.1        4.3       91.2       87.3:       8.8       12.7
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  :        54:        10         31          9          6          8         23         42:
Old  :        54:        10         31          9          6          8         23         42:
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  :                 61.8       44.9       85.3       64.8       60.9       44.8       77.6       59.0
Old  :                 61.8       44.9       85.3       64.8       60.9       44.8       77.6       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 18, 2005