COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      323,998
COMMITMENTS
  57,810   57,748   81,825  158,801  169,842  298,435  309,414   25,563   14,584

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,772)
   1,743  -12,238    4,468   -3,286   12,799    2,925    5,030      847   -1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     17.8     25.3     49.0     52.4     92.1     95.5      7.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     134      103      101       79       66      263      232
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,646
COMMITMENTS
   8,456    3,643   14,740   19,329   25,286   42,525   43,668    5,120    3,977

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -498)
     663     -531     -582       10      236       91     -877     -589      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      7.6     30.9     40.6     53.1     89.3     91.7     10.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      53       33       38       27       19      101       73
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      169,463
COMMITMENTS
  57,536   17,977   25,176   74,354  120,665  157,066  163,818   12,396    5,645

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,115)
   1,852      469    1,087   -1,581    1,024    1,359    2,580      756     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     10.6     14.9     43.9     71.2     92.7     96.7      7.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      72       35       51       47       43      150      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      941,869
COMMITMENTS
 148,073  131,111  176,219  533,201  557,329  857,493  864,659   84,376   77,210

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     19,754)
     758   -9,076   11,401    9,909   24,571   22,068   26,895   -2,314   -7,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     13.9     18.7     56.6     59.2     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      75       66       72       89       82      204      187
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      208,191
COMMITMENTS
  39,691   47,179   59,806   99,912   97,460  199,409  204,445    8,782    3,746

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        290)
    -559   -7,242    5,352   -2,226    4,557    2,567    2,667   -2,277   -2,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     22.7     28.7     48.0     46.8     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     160      126      138      129      107      350      324
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,610
COMMITMENTS
   6,148   22,427    3,219   20,507    3,893   29,873   29,539    2,737    3,071

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -3,819)
  -1,800   -3,535       51   -2,290       76   -4,039   -3,408      220     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     68.8      9.9     62.9     11.9     91.6     90.6      8.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       39       14        7        7       35       52
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       26,936
COMMITMENTS
  17,737      303        0    3,455   22,404   21,192   22,707    5,744    4,229

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.8      1.1      0.0     12.8     83.2     78.7     84.3     21.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        1        0        5        9       13       10
 

Updated May 25, 2007