COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      202,007
COMMITMENTS
  67,012   29,601   13,479  100,701  150,132  181,192  193,212   20,815    8,795

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -2,262)
   3,120   -6,965      135   -4,043    5,811     -788   -1,019   -1,474   -1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     14.7      6.7     49.9     74.3     89.7     95.6     10.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
     112       60       52       50       59      186      153
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       32,854
COMMITMENTS
   9,727    6,952    2,773   17,068   20,646   29,568   30,371    3,286    2,483

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        133)
    -631    1,286     -164      875     -244       80      878       53     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     21.2      8.4     52.0     62.8     90.0     92.4     10.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      49       30       19       30       15       82       63
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      153,406
COMMITMENTS
  61,660   15,928    7,001   71,620  125,537  140,281  148,466   13,125    4,940

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     10,611)
   4,696      236      525    3,079    8,770    8,300    9,531    2,311    1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     10.4      4.6     46.7     81.8     91.4     96.8      8.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      83       29       25       46       45      142       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      667,014
COMMITMENTS
 142,745  141,670   49,601  410,418  418,690  602,764  609,961   64,250   57,053

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -11,507)
   5,919   -3,864      135  -11,707   -5,637   -5,653   -9,366   -5,854   -2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     21.2      7.4     61.5     62.8     90.4     91.4      9.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      58       74       47       78       76      175      164
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      152,703
COMMITMENTS
  48,999   34,071   20,101   73,908   91,524  143,008  145,696    9,695    7,007

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -1,095)
   1,331    1,924    2,257   -5,563   -6,732   -1,975   -2,551      880    1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     22.3     13.2     48.4     59.9     93.7     95.4      6.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     124       86       65      106      103      260      235
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       24,151
COMMITMENTS
   7,236   18,124    2,497   12,357    1,329   22,090   21,950    2,061    2,201

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      5,476)
     -38    7,713   -1,161    7,008   -1,209    5,809    5,343     -333      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     75.0     10.3     51.2      5.5     91.5     90.9      8.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18       26        5        8        5       28       35
 

Updated June 29, 2007