COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   223,817:    55,824     54,997     27,001    117,638    127,881    200,463    209,879:    23,354     13,938
Old  :   101,254:    24,823     56,027        536     64,427     35,950     89,786     92,513:    11,468      8,741
Other:   122,563:    47,286     15,255     10,180     53,211     91,931    110,677    117,366:    11,886      5,197
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -2,444:    -1,013     -5,093      1,120     -4,037       -147     -3,930     -4,120:     1,486      1,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       24.6       12.1       52.6       57.1       89.6       93.8:      10.4        6.2
Old  :     100.0:      24.5       55.3        0.5       63.6       35.5       88.7       91.4:      11.3        8.6
Other:     100.0:      38.6       12.4        8.3       43.4       75.0       90.3       95.8:       9.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:       109         89         75         63         50        213        184:
Old  :       242:        67        107          8         50         26        122        136:
Other:       211:       101         30         36         54         48        164        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       31.3       35.1       42.1       24.4       27.5       34.1       36.1
Old  :                 37.9       30.2       51.2       40.4       37.9       30.0       51.2       40.0
Other:                 20.8       36.8       31.6       52.2       19.5       33.0       30.0       45.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,490:    10,753      3,537      3,515     13,234     20,177     27,502     27,229:     2,988      3,261
Old  :    26,957:     9,333      3,966      2,990     11,883     16,929     24,206     23,885:     2,751      3,072
Other:     3,533:     1,918         69         27      1,351      3,248      3,296      3,344:       237        189
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :       999:      -915        580        731        769       -844        585        467:       414        532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       11.6       11.5       43.4       66.2       90.2       89.3:       9.8       10.7
Old  :     100.0:      34.6       14.7       11.1       44.1       62.8       89.8       88.6:      10.2       11.4
Other:     100.0:      54.3        2.0        0.8       38.2       91.9       93.3       94.7:       6.7        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        42         19         19         26         15         76         48:
Old  :        96:        41         20         18         26         15         76         47:
Other:        34:        19          3          2         10          3         30          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.6       57.5       37.3       68.4       24.1       54.5       35.1       63.2
Old  :                 25.1       55.7       39.0       66.2       25.1       54.9       36.9       62.9
Other:                 38.9       93.3       60.7       94.7       38.9       90.5       60.7       91.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   152,624:    55,618     15,916     13,654     73,057    120,402    142,329    149,972:    10,295      2,652
Old  :    91,729:    45,066     13,493      3,365     35,096     73,279     83,527     90,137:     8,202      1,592
Other:    60,895:    13,056      4,927      7,785     37,961     47,123     58,802     59,835:     2,093      1,060
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -5,656:    -4,607     -1,846     -2,009      2,213        248     -4,403     -3,607:    -1,253     -2,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       10.4        8.9       47.9       78.9       93.3       98.3:       6.7        1.7
Old  :     100.0:      49.1       14.7        3.7       38.3       79.9       91.1       98.3:       8.9        1.7
Other:     100.0:      21.4        8.1       12.8       62.3       77.4       96.6       98.3:       3.4        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        71         28         33         44         40        140         85:
Old  :       160:        72         29         20         34         33        119         70:
Other:        77:        19         16         10         27         30         53         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       37.6       43.4       54.8       21.6       21.3       27.8       32.3
Old  :                 24.9       45.8       35.5       62.9       23.1       40.5       31.3       54.3
Other:                 47.9       35.1       68.1       53.8       36.9       25.4       46.1       38.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   752,655:   144,134    173,329     53,798    460,856    462,105    658,788    689,232:    93,867     63,423
Old  :   752,655:   144,134    173,329     53,798    460,856    462,105    658,788    689,232:    93,867     63,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -9,737:     8,479      5,326     -9,825    -24,110     -5,015    -25,456     -9,514:    15,719       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       23.0        7.1       61.2       61.4       87.5       91.6:      12.5        8.4
Old  :     100.0:      19.2       23.0        7.1       61.2       61.4       87.5       91.6:      12.5        8.4
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  :       233:        59         75         57         79         74        181        168:
Old  :       233:        59         75         57         79         74        181        168:
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  :                 19.6       24.5       32.3       35.3       14.9       16.4       23.1       23.8
Old  :                 19.6       24.5       32.3       35.3       14.9       16.4       23.1       23.8
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 - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   159,466:    46,717     36,514     22,900     79,788     93,612    149,405    153,026:    10,061      6,440
Old  :   116,333:    45,020     37,418      5,075     58,700     69,298    108,795    111,791:     7,538      4,542
Other:    43,133:     9,949      7,348      9,573     21,088     24,314     40,610     41,235:     2,523      1,898
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -1,899:       864    -10,897      1,113     -3,489      7,358     -1,512     -2,426:      -387        527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       22.9       14.4       50.0       58.7       93.7       96.0:       6.3        4.0
Old  :     100.0:      38.7       32.2        4.4       50.5       59.6       93.5       96.1:       6.5        3.9
Other:     100.0:      23.1       17.0       22.2       48.9       56.4       94.2       95.6:       5.8        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       127         88         84        106         94        281        235:
Old  :       355:       130         90         50         84         83        242        199:
Other:       184:        51         35         34         57         68        124        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       29.8       37.0       39.8       19.4       19.5       27.6       27.7
Old  :                 24.4       32.5       36.9       43.9       23.3       30.6       35.9       41.9
Other:                 45.2       40.4       59.0       54.4       24.0       16.7       28.8       23.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,472:     4,869     19,400      2,445     18,330      2,617     25,644     24,462:     1,828      3,010
Old  :    27,472:     4,869     19,400      2,445     18,330      2,617     25,644     24,462:     1,828      3,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -3,604:    -1,394     -2,922        108     -2,080     -1,024     -3,366     -3,838:      -238        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       70.6        8.9       66.7        9.5       93.3       89.0:       6.7       11.0
Old  :     100.0:      17.7       70.6        8.9       66.7        9.5       93.3       89.0:       6.7       11.0
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  :        65:        15         34         10          7          7         28         48:
Old  :        65:        15         34         10          7          7         28         48:
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  :                 73.9       44.5       85.3       64.7       67.8       43.5       75.4       57.7
Old  :                 73.9       44.5       85.3       64.7       67.8       43.5       75.4       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 100,000)                                                 :
     :          :                                                                            :
All  :    26,738:    17,569          0          0      3,556     22,948     21,125     22,948:     5,613      3,790
Old  :    26,738:    17,569          0          0      3,556     22,948     21,125     22,948:     5,613      3,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :        29:      -240          0          0         53        523       -187        523:       216       -494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.7        0.0        0.0       13.3       85.8       79.0       85.8:      21.0       14.2
Old  :     100.0:      65.7        0.0        0.0       13.3       85.8       79.0       85.8:      21.0       14.2
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  :        20:         8          0          0          6          9         14          9:
Old  :        20:         8          0          0          6          9         14          9:
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  :                 54.5       65.9       72.1       84.3       54.5       65.9       72.1       83.8
Old  :                 54.5       65.9       72.1       84.3       54.5       65.9       72.1       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 8, 2007