COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   152,143:    19,534     34,795     35,610     79,716     68,213    134,860    138,618:    17,283     13,525
Old  :   151,409:    19,614     34,944     35,369     79,202     67,777    134,185    138,090:    17,224     13,319
Other:       734:       160         91          1        514        436        675        528:        59        206
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,428:       571     -1,626      3,677      2,045      4,795      6,293      6,845:     1,135        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       22.9       23.4       52.4       44.8       88.6       91.1:      11.4        8.9
Old  :     100.0:      13.0       23.1       23.4       52.3       44.8       88.6       91.2:      11.4        8.8
Other:     100.0:      21.8       12.4        0.1       70.0       59.4       92.0       71.9:       8.0       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        83         65         59         71         62        176        166:
Old  :       233:        82         66         58         71         62        176        165:
Other:        15:         2          1          1          6          6          8          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       22.6       28.2       30.7       17.3       18.4       25.2       24.0
Old  :                 17.6       22.6       28.3       30.6       17.4       18.4       25.3       24.1
Other:                 74.3       63.6       92.0       71.9       74.3       63.6       91.8       71.8
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    36,931:     7,037      6,427      8,327     16,438     19,314     31,802     34,067:     5,129      2,864
Old  :    26,110:     8,005      6,137      3,613     11,225     14,276     22,844     24,027:     3,266      2,083
Other:    10,822:       816      2,073      2,929      5,213      5,038      8,958     10,040:     1,863        782
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,150:       -61        420         -1     -1,157     -1,807     -1,219     -1,388:        69        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.4       22.5       44.5       52.3       86.1       92.2:      13.9        7.8
Old  :     100.0:      30.7       23.5       13.8       43.0       54.7       87.5       92.0:      12.5        8.0
Other:     100.0:       7.5       19.2       27.1       48.2       46.6       82.8       92.8:      17.2        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        32         37         22         30         21         77         67:
Old  :       104:        39         31         16         29         18         74         59:
Other:        49:        12         16         17         17         12         40         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       40.6       40.6       54.8       21.5       33.4       31.7       44.5
Old  :                 28.2       40.0       41.8       55.9       27.8       35.5       38.0       50.9
Other:                 31.6       54.0       51.1       71.0       20.9       33.4       31.8       41.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   130,164:    18,634     20,349     10,995     91,054     92,054    120,683    123,398:     9,481      6,766
Old  :   116,737:    18,784     20,521     10,610     78,075     78,989    107,469    110,120:     9,268      6,617
Other:    13,427:       182        160         53     12,979     13,065     13,214     13,278:       213        149
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,286:    -5,163    -19,009     -1,473     -8,771      5,721    -15,407    -14,762:      -879     -1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.6        8.4       70.0       70.7       92.7       94.8:       7.3        5.2
Old  :     100.0:      16.1       17.6        9.1       66.9       67.7       92.1       94.3:       7.9        5.7
Other:     100.0:       1.4        1.2        0.4       96.7       97.3       98.4       98.9:       1.6        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        44         45         29         52         37        115         94:
Old  :       150:        45         45         28         51         37        114         93:
Other:        23:         2          1          2         15         10         17         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.8       33.2       51.5       49.2       21.2       23.3       32.3       31.5
Old  :                 34.0       30.5       52.0       46.7       26.8       24.4       39.2       34.3
Other:                 64.9       88.5       89.1       98.4       48.9       65.7       64.7       69.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   629,627:   192,492     16,518    115,222    220,213    430,120    527,927    561,859:   101,700     67,767
Old  :   629,627:   192,492     16,518    115,222    220,213    430,120    527,927    561,859:   101,700     67,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,598:     8,222     -2,777      4,617     -4,200      1,539      8,639      3,379:     3,959      9,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        2.6       18.3       35.0       68.3       83.8       89.2:      16.2       10.8
Old  :     100.0:      30.6        2.6       18.3       35.0       68.3       83.8       89.2:      16.2       10.8
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  :       188:        83         31         57         63         55        173        120:
Old  :       188:        83         31         57         63         55        173        120:
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  :                 11.3       24.7       19.9       40.1       11.1       20.0       18.3       31.7
Old  :                 11.3       24.7       19.9       40.1       11.1       20.0       18.3       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   116,611:    20,189     18,315     32,406     53,260     58,111    105,855    108,831:    10,756      7,780
Old  :   115,754:    20,130     18,779     31,935     53,015     57,430    105,080    108,144:    10,675      7,611
Other:       857:       524          1          6        245        681        775        688:        82        169
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,445:     1,232       -256      1,957       -571      2,185      2,618      3,886:       827       -441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.7       27.8       45.7       49.8       90.8       93.3:       9.2        6.7
Old  :     100.0:      17.4       16.2       27.6       45.8       49.6       90.8       93.4:       9.2        6.6
Other:     100.0:      61.2        0.1        0.7       28.6       79.5       90.5       80.3:       9.5       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       117         83        101         98         94        257        241:
Old  :       324:       115         85        101         97         94        255        241:
Other:        31:         4          2          1         10         17         14         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       19.7       27.9       30.8       15.0       13.5       23.1       19.9
Old  :                 16.4       19.8       28.1       30.9       15.2       13.5       23.3       20.0
Other:                 66.1       45.5       83.7       70.6       65.4       45.5       83.0       70.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    22,046:     5,814     11,201      3,427     11,489      4,255     20,730     18,883:     1,316      3,163
Old  :    22,046:     5,814     11,201      3,427     11,489      4,255     20,730     18,883:     1,316      3,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,417:      -473      8,873        163      4,683     -6,164      4,374      2,872:      -956        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       50.8       15.5       52.1       19.3       94.0       85.7:       6.0       14.3
Old  :     100.0:      26.4       50.8       15.5       52.1       19.3       94.0       85.7:       6.0       14.3
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  :        46:        14         18         13          9          8         27         36:
Old  :        46:        14         18         13          9          8         27         36:
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  :                 65.0       44.5       83.9       63.9       61.9       40.9       72.4       55.2
Old  :                 65.0       44.5       83.9       63.9       61.9       40.9       72.4       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 9, 2005