COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, June 26, 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  :   202,007:    67,012     29,601     13,479    100,701    150,132    181,192    193,212:    20,815      8,795
Old  :       245:         1          4          0        222         63        223         67:        22        178
Other:   201,762:    67,012     29,598     13,478    100,479    150,069    180,969    193,145:    20,793      8,617
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -2,262:     3,120     -6,965        135     -4,043      5,811       -788     -1,019:    -1,474     -1,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       14.7        6.7       49.9       74.3       89.7       95.6:      10.3        4.4
Old  :     100.0:       0.4        1.6        0.0       90.6       25.7       91.0       27.3:       9.0       72.7
Other:     100.0:      33.2       14.7        6.7       49.8       74.4       89.7       95.7:      10.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:       112         60         52         50         59        186        153:
Old  :         8:         1          1          0          4          2          5          3:
Other:       259:       112         60         52         49         59        185        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       39.9       35.2       53.2       24.9       36.1       34.4       48.7
Old  :                 90.6       27.3       91.0       27.3       90.6       27.3       91.0       27.3
Other:                 25.7       39.9       35.2       53.3       24.9       36.2       34.5       48.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, June 26, 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  :    32,854:     9,727      6,952      2,773     17,068     20,646     29,568     30,371:     3,286      2,483
Old  :    27,264:     7,706      7,807      1,613     15,007     15,597     24,326     25,017:     2,938      2,247
Other:     5,590:     3,084        208         97      2,061      5,049      5,242      5,354:       348        236
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       133:      -631      1,286       -164        875       -244         80        878:        53       -745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       21.2        8.4       52.0       62.8       90.0       92.4:      10.0        7.6
Old  :     100.0:      28.3       28.6        5.9       55.0       57.2       89.2       91.8:      10.8        8.2
Other:     100.0:      55.2        3.7        1.7       36.9       90.3       93.8       95.8:       6.2        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        49         30         19         30         15         82         63:
Old  :       114:        48         33         18         30         15         82         62:
Other:        37:        21          3          4         10          4         32         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       54.0       40.9       65.5       24.2       45.7       33.4       53.1
Old  :                 26.4       54.8       42.0       63.6       24.6       47.1       36.8       55.7
Other:                 46.0       92.4       63.1       95.4       46.0       90.8       62.7       93.4
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, June 26, 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  :   153,406:    61,660     15,928      7,001     71,620    125,537    140,281    148,466:    13,125      4,940
Old  :    81,875:    50,042     14,234        247     21,888     64,082     72,177     78,563:     9,698      3,312
Other:    71,531:    14,972      5,048      3,400     49,732     61,455     68,104     69,903:     3,427      1,628
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    10,611:     4,696        236        525      3,079      8,770      8,300      9,531:     2,311      1,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       10.4        4.6       46.7       81.8       91.4       96.8:       8.6        3.2
Old  :     100.0:      61.1       17.4        0.3       26.7       78.3       88.2       96.0:      11.8        4.0
Other:     100.0:      20.9        7.1        4.8       69.5       85.9       95.2       97.7:       4.8        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        83         29         25         46         45        142         91:
Old  :       174:        75         35          4         31         37        110         72:
Other:        89:        26         16         12         31         33         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  :                 30.3       41.9       42.2       56.3       20.3       23.0       27.6       33.9
Old  :                 21.8       47.1       33.4       60.9       21.8       45.5       33.4       59.2
Other:                 52.0       39.2       68.6       57.1       37.1       32.1       47.5       44.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, June 26, 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  :   667,014:   142,745    141,670     49,601    410,418    418,690    602,764    609,961:    64,250     57,053
Old  :   667,014:   142,745    141,670     49,601    410,418    418,690    602,764    609,961:    64,250     57,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -11,507:     5,919     -3,864        135    -11,707     -5,637     -5,653     -9,366:    -5,854     -2,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       21.2        7.4       61.5       62.8       90.4       91.4:       9.6        8.6
Old  :     100.0:      21.4       21.2        7.4       61.5       62.8       90.4       91.4:       9.6        8.6
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  :       234:        58         74         47         78         76        175        164:
Old  :       234:        58         74         47         78         76        175        164:
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  :                 20.9       21.8       32.6       35.7       17.0       14.0       24.9       23.0
Old  :                 20.9       21.8       32.6       35.7       17.0       14.0       24.9       23.0
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 26, 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  :   152,703:    48,999     34,071     20,101     73,908     91,524    143,008    145,696:     9,695      7,007
Old  :    96,996:    41,476     35,127        339     48,528     56,240     90,343     91,706:     6,653      5,290
Other:    55,707:    16,733      8,154     10,552     25,380     35,284     52,665     53,990:     3,042      1,717
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -1,095:     1,331      1,924      2,257     -5,563     -6,732     -1,975     -2,551:       880      1,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       22.3       13.2       48.4       59.9       93.7       95.4:       6.3        4.6
Old  :     100.0:      42.8       36.2        0.3       50.0       58.0       93.1       94.5:       6.9        5.5
Other:     100.0:      30.0       14.6       18.9       45.6       63.3       94.5       96.9:       5.5        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       124         86         65        106        103        260        235:
Old  :       342:       119         89          7         77         79        200        172:
Other:       206:        61         33         34         67         82        142        139:
     :----------------------------------------------------------------------------------------------------
     :             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       30.8       36.9       40.0       21.3       21.1       29.1       28.9
Old  :                 23.0       34.2       36.3       46.1       23.0       32.8       36.2       44.6
Other:                 42.1       38.3       55.2       51.0       23.6       12.6       30.0       21.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, June 26, 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  :    24,151:     7,236     18,124      2,497     12,357      1,329     22,090     21,950:     2,061      2,201
Old  :    24,151:     7,236     18,124      2,497     12,357      1,329     22,090     21,950:     2,061      2,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     5,476:       -38      7,713     -1,161      7,008     -1,209      5,809      5,343:      -333        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       75.0       10.3       51.2        5.5       91.5       90.9:       8.5        9.1
Old  :     100.0:      30.0       75.0       10.3       51.2        5.5       91.5       90.9:       8.5        9.1
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  :        57:        18         26          5          8          5         28         35:
Old  :        57:        18         26          5          8          5         28         35:
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  :                 58.3       44.1       80.5       64.7       58.3       41.7       73.4       60.2
Old  :                 58.3       44.1       80.5       64.7       58.3       41.7       73.4       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 29, 2007