COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      226,261
COMMITMENTS
  56,837   60,090   25,881  121,675  128,028  204,393  213,999   21,868   12,262

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        834)
    -191   -4,933    2,721   -2,484    3,630       46    1,418      788     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     26.6     11.4     53.8     56.6     90.3     94.6      9.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     107       96       76       62       56      210      202
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,491
COMMITMENTS
  11,668    2,957    2,784   12,465   21,021   26,917   26,762    2,574    2,729

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:       -657)
  -1,452       42       16      917     -574     -519     -516     -138     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     10.0      9.4     42.3     71.3     91.3     90.7      8.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      45       16       21       25       14       80       46
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      158,280
COMMITMENTS
  60,225   17,762   15,663   70,844  120,154  146,732  153,579   11,548    4,701

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        601)
   1,965     -541      166   -1,511    1,174      620      799      -19     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     11.2      9.9     44.8     75.9     92.7     97.0      7.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      69       32       39       46       39      148       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      762,392
COMMITMENTS
 135,655  168,003   63,623  484,966  467,120  684,244  698,746   78,148   63,646

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      6,270)
  -3,295  -11,970    1,405    3,577   20,131    1,687    9,566    4,583   -3,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     22.0      8.3     63.6     61.3     89.7     91.7     10.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      58       70       55       73       70      172      161
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      161,365
COMMITMENTS
  45,853   47,411   21,787   83,277   86,254  150,917  155,452   10,448    5,913

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      2,736)
   1,004   -1,840      493   -1,649      881     -152     -466    2,888    3,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     29.4     13.5     51.6     53.5     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     124       90       74      110       97      272      241
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       31,076
COMMITMENTS
   6,263   22,322    2,337   20,410    3,641   29,010   28,300    2,066    2,776

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        215)
     409      245       90      -69       35      430      370     -215     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     71.8      7.5     65.7     11.7     93.4     91.1      6.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       38       10        7        8       30       50
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       26,709
COMMITMENTS
  17,809        0        0    3,503   22,425   21,312   22,425    5,397    4,284

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:         94)
      72        0        0      151       21      223       21     -129       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.7      0.0      0.0     13.1     84.0     79.8     84.0     20.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        0        0        6        9       14        9
 

Updated June 1, 2007