COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      217,281
COMMITMENTS
  58,375   49,947   22,561  117,146  134,365  198,082  206,873   19,199   10,408

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:     -6,536)
   2,551   -5,050   -4,440     -492    6,484   -2,381   -3,006   -4,155   -3,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     23.0     10.4     53.9     61.8     91.2     95.2      8.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     109       83       73       66       53      215      182
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,077
COMMITMENTS
  10,066    4,678    4,868   13,949   19,379   28,883   28,925    3,194    3,152

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:      1,587)
    -687    1,141    1,353      715     -798    1,381    1,696      206     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     14.6     15.2     43.5     60.4     90.0     90.2     10.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      42       23       24       26       15       78       57
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,987
COMMITMENTS
  53,840   16,278   12,206   65,549  110,107  131,595  138,591   12,392    5,396

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:     -8,637)
  -1,778      362   -1,448   -7,508  -10,295  -10,734  -11,381    2,097    2,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     11.3      8.5     45.5     76.5     91.4     96.3      8.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      65       31       31       45       38      136       86
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      688,475
COMMITMENTS
 149,113  140,044   46,674  415,441  432,500  611,228  619,218   77,247   69,257

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:    -64,180)
   4,979  -33,285   -7,124  -45,415  -29,605  -47,560  -70,014  -16,620    5,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     20.3      6.8     60.3     62.8     88.8     89.9     11.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      61       66       49       78       75      174      161
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      161,803
COMMITMENTS
  46,099   32,499   21,611   82,619  100,181  150,329  154,291   11,474    7,512

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:      2,337)
    -618   -4,015   -1,289    2,831    6,569      924    1,265    1,413    1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     20.1     13.4     51.1     61.9     92.9     95.4      7.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     123       70       73      108      100      267      225
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,553
COMMITMENTS
   4,785   14,710    3,315   16,772    6,919   24,872   24,944    2,681    2,609

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:         81)
     -84   -4,690      870   -1,558    4,302     -772      482      853     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     53.4     12.0     60.9     25.1     90.3     90.5      9.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21       28       11        6        8       37       39
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 06/12/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       32,991
COMMITMENTS
  18,264        0        0    9,064   28,663   27,328   28,663    5,663    4,328

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:      6,253)
     695        0        0    5,508    5,715    6,203    5,715       50      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4      0.0      0.0     27.5     86.9     82.8     86.9     17.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        7       12       14       12
 

Updated June 15, 2007