COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      303,273
COMMITMENTS
  61,648   26,516   74,474  141,093  191,155  277,215  292,144   26,058   11,129

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     12,209)
   2,983   -6,604    7,535    2,285   11,742   12,803   12,672     -594     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      8.7     24.6     46.5     63.0     91.4     96.3      8.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     125       67       77       72       67      237      177
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       48,737
COMMITMENTS
   4,973    7,605   14,301   24,627   23,027   43,902   44,933    4,835    3,804

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        646)
    -243    1,223      474      796     -492    1,027    1,205     -381     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     15.6     29.3     50.5     47.2     90.1     92.2      9.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      47       46       37       32       19       99       84
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      166,098
COMMITMENTS
  60,480   16,975   16,217   75,305  126,916  152,001  160,107   14,097    5,990

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     12,467)
   4,371      995    1,372    4,209    8,778    9,952   11,146    2,514    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4     10.2      9.8     45.3     76.4     91.5     96.4      8.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      81       36       39       51       48      155      105
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      845,656
COMMITMENTS
 158,378  111,497  150,584  454,116  515,804  763,078  777,885   82,578   67,771

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      7,260)
   3,253  -11,440   16,692   -8,105    4,246   11,840    9,498   -4,579   -2,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     13.2     17.8     53.7     61.0     90.2     92.0      9.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      84       58       68       90       84      208      180
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      192,656
COMMITMENTS
  45,347   32,757   50,706   85,614  101,540  181,668  185,004   10,988    7,652

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:         -7)
   1,290    2,729    2,265   -4,591   -6,375   -1,037   -1,382    1,029    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     17.0     26.3     44.4     52.7     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     147      125      123      118      114      321      316
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,913
COMMITMENTS
   7,630   18,393    3,655   12,373    1,562   23,658   23,610    2,255    2,303

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      5,646)
      95    7,760   -1,028    7,004   -1,214    6,071    5,518     -424      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     71.0     14.1     47.7      6.0     91.3     91.1      8.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      29       27       13        8        6       41       43
 

Updated June 29, 2007