COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   148,291:    18,668     16,538     37,856     76,929     81,628    133,454    136,022:    14,837     12,269
Old  :    73,475:    10,940     15,454     16,747     38,543     34,921     66,230     67,122:     7,245      6,353
Other:    74,815:     9,566      2,922     19,271     38,386     46,707     67,224     68,900:     7,592      5,915
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,284:    -2,581      1,497      5,663      1,428     -2,844      4,510      4,316:      -226        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.2       25.5       51.9       55.0       90.0       91.7:      10.0        8.3
Old  :     100.0:      14.9       21.0       22.8       52.5       47.5       90.1       91.4:       9.9        8.6
Other:     100.0:      12.8        3.9       25.8       51.3       62.4       89.9       92.1:      10.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        70         64         63         70         60        174        157:
Old  :       187:        64         56         48         55         43        144        122:
Other:       157:        43         41         48         62         55        132        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       29.7       30.7       39.2       17.0       18.8       24.0       23.7
Old  :                 25.7       39.6       39.0       47.1       21.6       27.5       31.0       34.1
Other:                 19.2       24.5       30.0       37.6       16.2       19.7       25.4       27.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    39,272:    10,345      3,083      8,508     14,656     24,671     33,508     36,263:     5,763      3,009
Old  :    36,999:    10,455      3,344      7,191     13,729     23,504     31,375     34,038:     5,624      2,960
Other:     2,273:       399        248        808        926      1,167      2,133      2,224:       140         49
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,823:       337       -368        587        648      1,173      1,572      1,391:       252        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        7.9       21.7       37.3       62.8       85.3       92.3:      14.7        7.7
Old  :     100.0:      28.3        9.0       19.4       37.1       63.5       84.8       92.0:      15.2        8.0
Other:     100.0:      17.5       10.9       35.6       40.7       51.4       93.8       97.8:       6.2        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        51         21         25         23         19         88         53:
Old  :       104:        53         19         25         23         19         88         53:
Other:        24:         9          7          9          7          5         19         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       47.4       39.2       61.6       21.2       40.0       29.4       50.2
Old  :                 24.2       47.6       38.9       61.5       22.1       41.3       30.7       52.5
Other:                 52.7       70.4       75.8       87.6       25.4       32.3       31.2       36.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   149,126:    22,922     25,675     12,776    104,361    106,056    140,059    144,508:     9,068      4,619
Old  :    70,802:    13,763     24,907      5,745     43,885     36,718     63,393     67,371:     7,409      3,431
Other:    78,324:    11,290      2,899      4,900     60,476     69,338     76,666     77,137:     1,658      1,187
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       730:      -170      1,817     -1,459      2,586      1,165        956      1,523:      -226       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.2        8.6       70.0       71.1       93.9       96.9:       6.1        3.1
Old  :     100.0:      19.4       35.2        8.1       62.0       51.9       89.5       95.2:      10.5        4.8
Other:     100.0:      14.4        3.7        6.3       77.2       88.5       97.9       98.5:       2.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        52         53         33         52         38        124        107:
Old  :       162:        61         44         27         50         31        120         93:
Other:        79:        16         21         21         31         30         62         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.0       35.5       46.5       52.6       19.0       22.5       29.7       30.5
Old  :                 25.8       31.7       38.3       45.8       19.3       23.1       27.0       34.0
Other:                 44.2       56.5       63.7       71.5       27.0       39.7       42.4       49.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   471,691:    77,155     58,274     76,078    247,543    292,742    400,775    427,094:    70,916     44,597
Old  :   471,691:    77,155     58,274     76,078    247,543    292,742    400,775    427,094:    70,916     44,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,045:     4,656     -8,478      5,622     -8,350     13,149      1,928     10,293:       117     -8,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.4       16.1       52.5       62.1       85.0       90.5:      15.0        9.5
Old  :     100.0:      16.4       12.4       16.1       52.5       62.1       85.0       90.5:      15.0        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  :       159:        46         47         49         58         49        133        117:
Old  :       159:        46         47         49         58         49        133        117:
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  :                 15.0       26.6       26.7       41.5       13.2       21.1       23.3       29.1
Old  :                 15.0       26.6       26.7       41.5       13.2       21.1       23.3       29.1
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, June 7, 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  :   134,219:    34,601      9,281     36,398     52,118     82,112    123,117    127,791:    11,101      6,427
Old  :   106,929:    34,679     14,294     23,216     39,449     64,522     97,344    102,032:     9,585      4,897
Other:    27,290:     5,842        907      7,263     12,669     17,590     25,774     25,759:     1,516      1,531
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     9,205:     4,945         -9      3,035        606      6,831      8,586      9,857:       619       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.9       27.1       38.8       61.2       91.7       95.2:       8.3        4.8
Old  :     100.0:      32.4       13.4       21.7       36.9       60.3       91.0       95.4:       9.0        4.6
Other:     100.0:      21.4        3.3       26.6       46.4       64.5       94.4       94.4:       5.6        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       168         63        128         91        101        318        242:
Old  :       354:       161         74        119         88         97        311        230:
Other:       170:        51         29         56         55         78        123        147:
     :----------------------------------------------------------------------------------------------------
     :             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       21.4       24.9       32.3       14.0       16.4       22.0       25.0
Old  :                 17.6       21.2       26.9       32.6       17.6       17.7       26.9       27.8
Other:                 29.2       33.7       42.3       44.1       23.0       24.9       30.9       31.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    36,211:    17,978      2,022      2,998     10,925     28,687     31,901     33,707:     4,309      2,503
Old  :    36,211:    17,978      2,022      2,998     10,925     28,687     31,901     33,707:     4,309      2,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     5,338:       372       -404       -746      5,823      6,056      5,449      4,906:      -110        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6        5.6        8.3       30.2       79.2       88.1       93.1:      11.9        6.9
Old  :     100.0:      49.6        5.6        8.3       30.2       79.2       88.1       93.1:      11.9        6.9
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  :        56:        33          6         10         11          8         49         22:
Old  :        56:        33          6         10         11          8         49         22:
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  :                 42.9       77.8       60.1       89.5       26.1       61.4       38.9       64.7
Old  :                 42.9       77.8       60.1       89.5       26.1       61.4       38.9       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 10, 2005