COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      328,204
COMMITMENTS
  55,995   49,079   90,069  154,021  173,309  300,085  312,457   28,119   15,747

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      1,102)
     710   -5,233    2,937   -4,383    1,635     -736     -661    1,838    1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     15.0     27.4     46.9     52.8     91.4     95.2      8.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     131       97      103       77       60      262      212
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       48,478
COMMITMENTS
   6,016    4,260   15,598   21,024   23,600   42,638   43,458    5,840    5,020

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      1,651)
    -910      595      906      804     -865      799      636      852    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      8.8     32.2     43.4     48.7     88.0     89.6     12.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      50       37       39       30       22      100       81
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      161,221
COMMITMENTS
  54,004   14,549   21,822   74,610  121,562  150,436  157,933   10,785    3,288

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -8,430)
  -5,651   -2,941   -3,092    1,854     -240   -6,889   -6,274   -1,541   -2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      9.0     13.5     46.3     75.4     93.3     98.0      6.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      75       28       43       46       44      149       96
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      970,800
COMMITMENTS
 154,857  117,921  183,424  523,068  595,923  861,349  897,267  109,452   73,533

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,598)
    -830    1,767      574  -18,088   -4,072  -18,344   -1,730   15,746     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     12.1     18.9     53.9     61.4     88.7     92.4     11.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      79       66       73       89       83      208      185
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      207,588
COMMITMENTS
  41,434   33,578   61,078   93,592  105,204  196,104  199,860   11,484    7,728

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,292)
   1,269  -11,088      702   -3,833    7,286   -1,863   -3,100     -429      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     16.2     29.4     45.1     50.7     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
     162      123      147      121      112      362      320
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,229
COMMITMENTS
   5,162   19,636    3,584   18,343    2,841   27,089   26,061    2,140    3,168

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -3,694)
  -1,565   -3,093      207   -2,089   -1,065   -3,447   -3,950     -247      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     67.2     12.3     62.8      9.7     92.7     89.2      7.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       36       16        7        7       44       53
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       27,042
COMMITMENTS
  17,569        0        0    3,635   22,948   21,204   22,948    5,839    4,094

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:          8)
    -240     -306        0       25      523     -215      217      223     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.0      0.0      0.0     13.4     84.9     78.4     84.9     21.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        0        0        6        9       14        9
 

Updated June 8, 2007