COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   291,064:    58,665     33,120     66,939    138,807    179,413    264,412    279,471:    26,652     11,592
Old  :    15,280:     4,595      3,700        191      5,412      8,849     10,198     12,740:     5,082      2,540
Other:   275,784:    55,725     31,074     65,093    133,395    170,564    254,214    266,731:    21,570      9,052
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2007                        :
     :   -31,655:     1,008    -11,176    -20,745    -15,027        646    -34,764    -31,276:     3,109       -380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       11.4       23.0       47.7       61.6       90.8       96.0:       9.2        4.0
Old  :     100.0:      30.1       24.2        1.3       35.4       57.9       66.7       83.4:      33.3       16.6
Other:     100.0:      20.2       11.3       23.6       48.4       61.8       92.2       96.7:       7.8        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:       106         84         74         71         69        224        185:
Old  :        92:        21         18          2         28         33         50         52:
Other:       277:       106         77         67         69         66        214        174:
     :----------------------------------------------------------------------------------------------------
     :             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       32.4       32.7       43.4       19.7       25.6       27.1       34.2
Old  :                 22.0       50.6       33.2       61.5       18.2       43.5       28.2       54.4
Other:                 21.7       32.6       33.4       43.5       20.5       25.8       28.0       34.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :    48,091:     5,216      6,382     13,827     23,832     23,519     42,874     43,728:     5,217      4,363
Old  :    40,476:     4,910      7,127     10,615     20,134     18,792     35,659     36,534:     4,817      3,942
Other:     7,615:     1,295        244      2,223      3,697      4,727      7,215      7,194:       400        421
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2007                        :
     :    -2,794:      -501        987     -4,168      1,828        525     -2,841     -2,656:        48       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       13.3       28.8       49.6       48.9       89.2       90.9:      10.8        9.1
Old  :     100.0:      12.1       17.6       26.2       49.7       46.4       88.1       90.3:      11.9        9.7
Other:     100.0:      17.0        3.2       29.2       48.6       62.1       94.7       94.5:       5.3        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        44         40         38         32         23         98         82:
Old  :       123:        45         41         37         32         22         98         80:
Other:        43:        16         11         20         13          5         36         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       42.3       38.6       54.3       16.9       27.2       25.0       32.8
Old  :                 24.9       43.2       37.5       53.9       17.4       30.7       26.5       37.1
Other:                 49.6       68.1       66.3       80.5       26.3       40.0       35.9       41.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   153,631:    56,109     15,979     14,844     71,096    118,138    142,049    148,961:    11,582      4,670
Old  :    82,085:    43,931     13,144      4,225     24,868     61,246     73,023     78,616:     9,062      3,469
Other:    71,546:    14,139      4,796      8,658     46,228     56,891     69,025     70,346:     2,521      1,200
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2007                        :
     :       173:     3,849        492     -5,520      3,305      6,672      1,635      1,644:    -1,462     -1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       10.4        9.7       46.3       76.9       92.5       97.0:       7.5        3.0
Old  :     100.0:      53.5       16.0        5.1       30.3       74.6       89.0       95.8:      11.0        4.2
Other:     100.0:      19.8        6.7       12.1       64.6       79.5       96.5       98.3:       3.5        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        70         32         37         48         49        141        101:
Old  :       163:        66         34         24         38         40        116         86:
Other:        86:        21         18         24         31         35         67         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.0       38.1       42.0       52.4       21.6       20.8       28.2       31.0
Old  :                 23.8       43.1       34.5       58.0       23.8       40.7       34.5       54.6
Other:                 48.0       34.2       63.6       51.4       34.3       26.0       43.1       37.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :   838,395:   155,124    122,937    133,892    462,222    511,558    751,238    768,387:    87,157     70,009
Old  :   838,395:   155,124    122,937    133,892    462,222    511,558    751,238    768,387:    87,157     70,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2007                        :
     :    17,409:    -3,479      1,113     15,317      8,555      9,317     20,393     25,747:    -2,983     -8,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       14.7       16.0       55.1       61.0       89.6       91.6:      10.4        8.4
Old  :     100.0:      18.5       14.7       16.0       55.1       61.0       89.6       91.6:      10.4        8.4
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  :       235:        81         56         65         84         80        195        175:
Old  :       235:        81         56         65         84         80        195        175:
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  :                 19.0       23.2       29.7       33.6       13.3       14.6       20.1       23.3
Old  :                 19.0       23.2       29.7       33.6       13.3       14.6       20.1       23.3
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 19, 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  :   192,663:    44,057     30,028     48,442     90,205    107,915    182,704    186,385:     9,959      6,278
Old  :   121,130:    37,866     31,291     15,399     59,563     68,816    112,827    115,506:     8,303      5,624
Other:    71,533:    13,763      6,308     25,472     30,643     39,099     69,878     70,879:     1,655        654
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2007                        :
     :    -6,091:     1,332       -630     -1,585     -3,193     -1,956     -3,446     -4,171:    -2,645     -1,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       15.6       25.1       46.8       56.0       94.8       96.7:       5.2        3.3
Old  :     100.0:      31.3       25.8       12.7       49.2       56.8       93.1       95.4:       6.9        4.6
Other:     100.0:      19.2        8.8       35.6       42.8       54.7       97.7       99.1:       2.3        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       151        111        122        118        109        321        300:
Old  :       395:       149        110         94        102         94        285        264:
Other:       233:        56         64         61         79         86        172        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       29.0       34.0       37.9       16.2       15.8       22.5       22.2
Old  :                 18.8       31.8       31.1       41.7       18.3       26.2       28.7       36.0
Other:                 34.5       31.9       50.4       46.8       16.0        9.8       20.3       14.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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  :    20,267:     7,535     10,632      4,684      5,369      2,776     17,587     18,092:     2,680      2,175
Old  :    20,267:     7,535     10,632      4,684      5,369      2,776     17,587     18,092:     2,680      2,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2007                        :
     :    -8,880:     2,375     -4,427        463    -11,431     -4,396     -8,593     -8,360:      -287       -520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       52.5       23.1       26.5       13.7       86.8       89.3:      13.2       10.7
Old  :     100.0:      37.2       52.5       23.1       26.5       13.7       86.8       89.3:      13.2       10.7
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  :        68:        34         20         13          7          8         44         39:
Old  :        68:        34         20         13          7          8         44         39:
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  :                 44.0       40.2       64.4       58.9       36.2       33.8       46.1       46.7
Old  :                 44.0       40.2       64.4       58.9       36.2       33.8       46.1       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 22, 2007