COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   328,204:    55,995     49,079     90,069    154,021    173,309    300,085    312,457:    28,119     15,747
Old  :   132,605:    24,631     47,454     24,523     70,943     51,355    120,096    123,331:    12,509      9,274
Other:   195,599:    42,620     12,881     54,291     83,078    121,954    179,989    189,126:    15,610      6,473
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :     1,102:       710     -5,233      2,937     -4,383      1,635       -736       -661:     1,838      1,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       15.0       27.4       46.9       52.8       91.4       95.2:       8.6        4.8
Old  :     100.0:      18.6       35.8       18.5       53.5       38.7       90.6       93.0:       9.4        7.0
Other:     100.0:      21.8        6.6       27.8       42.5       62.3       92.0       96.7:       8.0        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       131         97        103         77         60        262        212:
Old  :       271:        87        107         55         59         46        180        174:
Other:       243:       115         38         61         73         57        213        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       28.4       30.6       38.4       18.3       20.5       25.0       26.7
Old  :                 29.2       26.6       40.9       36.1       28.6       24.3       37.4       31.2
Other:                 19.2       30.5       30.9       43.4       15.1       23.4       22.0       32.2
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    48,478:     6,016      4,260     15,598     21,024     23,600     42,638     43,458:     5,840      5,020
Old  :    41,102:     5,910      4,934     12,343     17,339     19,282     35,592     36,560:     5,510      4,543
Other:     7,376:       921        141      2,439      3,685      4,319      7,046      6,899:       330        477
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :     1,651:      -910        595        906        804       -865        799        636:       852      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        8.8       32.2       43.4       48.7       88.0       89.6:      12.0       10.4
Old  :     100.0:      14.4       12.0       30.0       42.2       46.9       86.6       88.9:      13.4       11.1
Other:     100.0:      12.5        1.9       33.1       50.0       58.6       95.5       93.5:       4.5        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        50         37         39         30         22        100         81:
Old  :       125:        49         38         38         30         21        100         79:
Other:        37:        15          9         18         11          4         32         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       44.4       39.1       56.5       15.8       29.4       24.4       34.9
Old  :                 23.7       44.3       35.9       54.4       16.7       31.8       25.6       37.5
Other:                 54.5       68.4       71.4       81.2       22.0       31.3       29.0       32.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   161,221:    54,004     14,549     21,822     74,610    121,562    150,436    157,933:    10,785      3,288
Old  :    95,266:    44,508     13,170      6,451     35,742     73,643     86,701     93,264:     8,565      2,002
Other:    65,954:    11,802      3,685     13,065     38,867     47,918     63,735     64,669:     2,219      1,286
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -8,430:    -5,651     -2,941     -3,092      1,854       -240     -6,889     -6,274:    -1,541     -2,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        9.0       13.5       46.3       75.4       93.3       98.0:       6.7        2.0
Old  :     100.0:      46.7       13.8        6.8       37.5       77.3       91.0       97.9:       9.0        2.1
Other:     100.0:      17.9        5.6       19.8       58.9       72.7       96.6       98.1:       3.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        75         28         43         46         44        149         96:
Old  :       165:        75         30         32         37         35        129         81:
Other:        80:        22         15         24         29         32         66         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  :                 26.8       35.9       41.6       52.2       20.5       20.1       26.4       30.4
Old  :                 24.4       44.3       34.7       60.8       22.2       38.9       30.1       52.2
Other:                 44.3       32.7       63.6       49.9       34.0       23.2       42.1       35.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   970,800:   154,857    117,921    183,424    523,068    595,923    861,349    897,267:   109,452     73,533
Old  :   970,800:   154,857    117,921    183,424    523,068    595,923    861,349    897,267:   109,452     73,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -2,598:      -830      1,767        574    -18,088     -4,072    -18,344     -1,730:    15,746       -868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.1       18.9       53.9       61.4       88.7       92.4:      11.3        7.6
Old  :     100.0:      16.0       12.1       18.9       53.9       61.4       88.7       92.4:      11.3        7.6
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  :       245:        79         66         73         89         83        208        185:
Old  :       245:        79         66         73         89         83        208        185:
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  :                 18.5       26.2       28.7       36.1       11.6       13.0       17.1       20.1
Old  :                 18.5       26.2       28.7       36.1       11.6       13.0       17.1       20.1
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 with Delta-adjusted Options and Futures Combined, 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  :   207,588:    41,434     33,578     61,078     93,592    105,204    196,104    199,860:    11,484      7,728
Old  :   146,705:    40,101     35,145     29,965     68,017     75,962    138,083    141,072:     8,622      5,633
Other:    60,883:     9,116      6,216     23,330     25,575     29,242     58,021     58,788:     2,862      2,095
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -2,292:     1,269    -11,088        702     -3,833      7,286     -1,863     -3,100:      -429        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       16.2       29.4       45.1       50.7       94.5       96.3:       5.5        3.7
Old  :     100.0:      27.3       24.0       20.4       46.4       51.8       94.1       96.2:       5.9        3.8
Other:     100.0:      15.0       10.2       38.3       42.0       48.0       95.3       96.6:       4.7        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       444:       162        123        147        121        112        362        320:
Old  :       433:       166        122        126        112        103        336        298:
Other:       226:        55         63         55         71         81        158        171:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       25.7       33.1       36.7       15.2       14.3       21.4       20.7
Old  :                 20.7       26.1       31.0       35.6       18.6       23.6       28.7       32.7
Other:                 33.7       35.5       51.9       49.6       16.5       13.8       20.6       17.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    29,229:     5,162     19,636      3,584     18,343      2,841     27,089     26,061:     2,140      3,168
Old  :    29,229:     5,162     19,636      3,584     18,343      2,841     27,089     26,061:     2,140      3,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -3,694:    -1,565     -3,093        207     -2,089     -1,065     -3,447     -3,950:      -247        256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       67.2       12.3       62.8        9.7       92.7       89.2:       7.3       10.8
Old  :     100.0:      17.7       67.2       12.3       62.8        9.7       92.7       89.2:       7.3       10.8
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  :        80:        29         36         16          7          7         44         53:
Old  :        80:        29         36         16          7          7         44         53:
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  :                 70.1       41.8       81.2       61.6       62.6       40.9       69.8       54.5
Old  :                 70.1       41.8       81.2       61.6       62.6       40.9       69.8       54.5
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 with Delta-adjusted Options and Futures Combined, 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  :    27,042:    17,569          0          0      3,635     22,948     21,204     22,948:     5,839      4,094
Old  :    27,042:    17,569          0          0      3,635     22,948     21,204     22,948:     5,839      4,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :         8:      -240       -306          0         25        523       -215        217:       223       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0        0.0        0.0       13.4       84.9       78.4       84.9:      21.6       15.1
Old  :     100.0:      65.0        0.0        0.0       13.4       84.9       78.4       84.9:      21.6       15.1
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  :        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  :                 53.8       65.1       71.3       83.3       53.8       64.8       71.3       82.5
Old  :                 53.8       65.1       71.3       83.3       53.8       64.8       71.3       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 8, 2007