COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      144,393
COMMITMENTS
  19,694   37,389   30,941   77,064   61,965  127,699  130,295   16,694   14,097

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -1,075)
    -172    3,615   -3,104     -128   -1,444   -3,404     -933    2,329     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     25.9     21.4     53.4     42.9     88.4     90.2     11.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      86       61       55       69       59      171      162
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       38,435
COMMITMENTS
   7,807    6,265    7,444   17,977   21,790   33,228   35,498    5,207    2,937

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -8,309)
  -1,508    2,211   -4,169   -2,572   -6,671   -8,248   -8,628      -61      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     16.3     19.4     46.8     56.7     86.5     92.4     13.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      32       38       22       27       23       76       68
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,798
COMMITMENTS
  23,773   39,175   12,236   96,868   85,184  132,877  136,594   10,921    7,204

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -2,017)
    -935    1,258      384   -1,283   -2,582   -1,833     -940     -184   -1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     27.2      8.5     67.4     59.2     92.4     95.0      7.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      60       57       32       52       34      127      111
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      588,028
COMMITMENTS
 170,390   18,657   95,561  233,251  421,431  499,202  535,649   88,825   52,379

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -10,269)
  -9,282   -1,025   -3,693     -961   -6,613  -13,936  -11,331    3,667    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      3.2     16.3     39.7     71.7     84.9     91.1     15.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      79       23       50       63       56      163      114
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      110,861
COMMITMENTS
  21,131   17,713   27,406   52,413   58,532  100,949  103,651    9,912    7,210

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -5,061)
    -427    1,165    1,456   -6,293   -7,591   -5,264   -4,969      203      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     16.0     24.7     47.3     52.8     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     109       74       97       88       87      234      227
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,198
COMMITMENTS
   5,710    3,256    2,932    9,967   11,770   18,608   17,958    2,590    3,240

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        898)
     632      300     -276      140      655      497      679      402      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     15.4     13.8     47.0     55.5     87.8     84.7     12.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      19       10       11        7        4       31       22
 

Updated August 26, 2005