COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED 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:      291,064
COMMITMENTS
  58,665   33,120   66,939  138,807  179,413  264,412  279,471   26,652   11,592

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -31,655)
   1,008  -11,176  -20,745  -15,027      646  -34,764  -31,276    3,109     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     11.4     23.0     47.7     61.6     90.8     96.0      9.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     106       84       74       71       69      224      185
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED 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:       48,091
COMMITMENTS
   5,216    6,382   13,827   23,832   23,519   42,874   43,728    5,217    4,363

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -2,794)
    -501      987   -4,168    1,828      525   -2,841   -2,656       48     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     13.3     28.8     49.6     48.9     89.2     90.9     10.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      44       40       38       32       23       98       82
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED 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:      153,631
COMMITMENTS
  56,109   15,979   14,844   71,096  118,138  142,049  148,961   11,582    4,670

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        173)
   3,849      492   -5,520    3,305    6,672    1,635    1,644   -1,462   -1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5     10.4      9.7     46.3     76.9     92.5     97.0      7.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      70       32       37       48       49      141      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED 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:      838,395
COMMITMENTS
 155,124  122,937  133,892  462,222  511,558  751,238  768,387   87,157   70,009

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     17,409)
  -3,479    1,113   15,317    8,555    9,317   20,393   25,747   -2,983   -8,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     14.7     16.0     55.1     61.0     89.6     91.6     10.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      81       56       65       84       80      195      175
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED 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:      192,663
COMMITMENTS
  44,057   30,028   48,442   90,205  107,915  182,704  186,385    9,959    6,278

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -6,091)
   1,332     -630   -1,585   -3,193   -1,956   -3,446   -4,171   -2,645   -1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     15.6     25.1     46.8     56.0     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     151      111      122      118      109      321      300
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED 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:       20,267
COMMITMENTS
   7,535   10,632    4,684    5,369    2,776   17,587   18,092    2,680    2,175

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -8,880)
   2,375   -4,427      463  -11,431   -4,396   -8,593   -8,360     -287     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     52.5     23.1     26.5     13.7     86.8     89.3     13.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      34       20       13        7        8       44       39
 

Updated June 22, 2007