COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      204,269
COMMITMENTS
  63,892   36,566   13,344  104,744  144,321  181,980  194,231   22,289   10,038

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -13,012)
   5,517  -13,381   -9,217  -12,402    9,956  -16,102  -12,642    3,090     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     17.9      6.5     51.3     70.7     89.1     95.1     10.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
     103       70       50       56       64      180      168
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,721
COMMITMENTS
  10,358    5,666    2,937   16,193   20,890   29,488   29,493    3,233    3,228

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        644)
     292      988   -1,931    2,244    1,511      605      568       39       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     17.3      9.0     49.5     63.8     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      47       23       23       31       18       84       61
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      142,795
COMMITMENTS
  56,964   15,692    6,476   68,541  116,767  131,981  138,935   10,814    3,860

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -1,192)
   3,124     -586   -5,730    2,992    6,660      386      344   -1,578   -1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     11.0      4.5     48.0     81.8     92.4     97.3      7.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      68       29       24       44       45      128       88
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      678,521
COMMITMENTS
 136,826  145,534   49,466  422,125  424,327  608,417  619,327   70,104   59,194

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -9,954)
 -12,287    5,490    2,792    6,684   -8,173   -2,811      109   -7,143  -10,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     21.4      7.3     62.2     62.5     89.7     91.3     10.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      56       71       51       71       71      164      161
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      153,798
COMMITMENTS
  47,668   32,147   17,844   79,471   98,256  144,983  148,247    8,815    5,551

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -8,005)
   1,569     -352   -3,767   -3,148   -1,925   -5,346   -6,044   -2,659   -1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     20.9     11.6     51.7     63.9     94.3     96.4      5.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     127       77       66      108       99      265      223
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,675
COMMITMENTS
   7,274   10,411    3,658    5,349    2,538   16,281   16,607    2,394    2,068

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -8,878)
   2,489   -4,299      343  -11,423   -4,381   -8,591   -8,337     -287     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     55.7     19.6     28.6     13.6     87.2     88.9     12.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      23       20        5        7        8       32       32
 

Updated June 22, 2007