COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   320,226:    56,067     69,985     77,356    162,087    157,043    295,510    304,385:    24,716     15,842
Old  :   166,732:    28,072     69,499     25,131    100,765     60,456    153,968    155,086:    12,764     11,646
Other:   153,494:    39,286     11,778     40,933     61,323     96,587    141,542    149,299:    11,952      4,195
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    10,003:      -196        984      7,077      2,966      1,968      9,847     10,028:       157        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       21.9       24.2       50.6       49.0       92.3       95.1:       7.7        4.9
Old  :     100.0:      16.8       41.7       15.1       60.4       36.3       92.3       93.0:       7.7        7.0
Other:     100.0:      25.6        7.7       26.7       40.0       62.9       92.2       97.3:       7.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       136        113         94         79         60        261        231:
Old  :       308:        97        129         51         63         51        189        202:
Other:       219:       100         37         53         70         53        194        120:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       25.4       30.9       35.1       18.2       16.4       25.3       22.6
Old  :                 29.7       20.1       41.3       29.7       29.2       17.9       38.9       25.0
Other:                 20.3       32.6       30.2       47.4       13.6       25.3       20.2       35.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    48,144:     7,793      4,174     15,322     19,320     25,050     42,435     44,545:     5,709      3,599
Old  :    40,849:     7,745      4,618     12,002     15,569     20,855     35,316     37,475:     5,533      3,373
Other:     7,295:       684        192      2,684      3,751      4,194      7,119      7,070:       176        225
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     3,374:     1,102        -53      1,510        202      1,829      2,814      3,286:       561         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        8.7       31.8       40.1       52.0       88.1       92.5:      11.9        7.5
Old  :     100.0:      19.0       11.3       29.4       38.1       51.1       86.5       91.7:      13.5        8.3
Other:     100.0:       9.4        2.6       36.8       51.4       57.5       97.6       96.9:       2.4        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        52         36         37         27         20        101         74:
Old  :       123:        53         38         36         27         19        101         72:
Other:        35:        16          8         17         10          3         31         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       47.6       41.7       61.2       14.8       31.2       22.5       38.2
Old  :                 25.6       47.1       37.3       59.7       15.7       34.5       24.0       42.0
Other:                 60.0       73.4       77.5       87.3       20.2       25.9       24.6       26.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   167,347:    55,684     17,508     24,089     75,935    119,641    155,707    161,238:    11,640      6,110
Old  :   106,717:    49,464     14,849      9,986     37,048     76,603     96,499    101,438:    10,219      5,279
Other:    60,630:     8,458      4,897     11,865     38,886     43,038     59,209     59,800:     1,421        830
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     6,026:     1,853      4,338       -174      4,516      1,523      6,195      5,687:      -169        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       10.5       14.4       45.4       71.5       93.0       96.3:       7.0        3.7
Old  :     100.0:      46.4       13.9        9.4       34.7       71.8       90.4       95.1:       9.6        4.9
Other:     100.0:      13.9        8.1       19.6       64.1       71.0       97.7       98.6:       2.3        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        64         33         47         52         46        147        106:
Old  :       166:        61         39         41         46         39        133         95:
Other:        80:        22         13         22         28         32         61         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       29.4       37.4       45.7       20.0       18.6       26.3       28.5
Old  :                 23.0       37.6       31.6       50.6       23.0       33.8       31.3       45.0
Other:                 40.5       33.5       61.8       51.1       34.7       23.6       43.9       37.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   922,115:   147,314    140,188    164,819    523,292    532,758    835,425    837,764:    86,690     84,351
Old  :   922,115:   147,314    140,188    164,819    523,292    532,758    835,425    837,764:    86,690     84,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    33,848:    -5,370      8,373      7,311     21,559      6,697     23,499     22,381:    10,349     11,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       15.2       17.9       56.7       57.8       90.6       90.9:       9.4        9.1
Old  :     100.0:      16.0       15.2       17.9       56.7       57.8       90.6       90.9:       9.4        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        82         63         69         88         79        201        187:
Old  :       247:        82         63         69         88         79        201        187:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       24.8       31.7       33.5       12.2       12.6       18.7       19.1
Old  :                 21.0       24.8       31.7       33.5       12.2       12.6       18.7       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - NEW YORK BOARD OF TRADE                                                                      Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   207,901:    40,250     54,421     54,454    102,138     92,903    196,841    201,778:    11,059      6,123
Old  :   160,130:    39,252     54,900     30,303     81,158     70,260    150,714    155,463:     9,416      4,667
Other:    47,771:     6,939      5,463     18,209     20,980     22,643     46,127     46,315:     1,643      1,456
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    -1,566:        57        -28       -346     -1,896     -1,532     -2,185     -1,906:       620        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       26.2       26.2       49.1       44.7       94.7       97.1:       5.3        2.9
Old  :     100.0:      24.5       34.3       18.9       50.7       43.9       94.1       97.1:       5.9        2.9
Other:     100.0:      14.5       11.4       38.1       43.9       47.4       96.6       97.0:       3.4        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       436:       152        136        127        126        103        338        318:
Old  :       429:       151        137        111        123         95        327        295:
Other:       184:        39         48         52         68         71        135        147:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       25.6       33.5       36.7       15.9       16.2       22.5       22.9
Old  :                 23.5       27.1       33.4       37.0       22.6       24.7       31.7       33.7
Other:                 33.7       39.9       50.1       55.3       20.3       26.5       26.1       29.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    36,429:     7,948     25,962      3,168     22,796      3,817     33,912     32,947:     2,517      3,482
Old  :    36,429:     7,948     25,962      3,168     22,796      3,817     33,912     32,947:     2,517      3,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    -1,230:      -106     -1,047     -1,018     -1,182        -60     -2,307     -2,125:     1,077        895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       71.3        8.7       62.6       10.5       93.1       90.4:       6.9        9.6
Old  :     100.0:      21.8       71.3        8.7       62.6       10.5       93.1       90.4:       6.9        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        21         42         13          6          7         35         55:
Old  :        75:        21         42         13          6          7         35         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       36.7       83.4       60.3       65.1       36.6       71.7       55.0
Old  :                 72.0       36.7       83.4       60.3       65.1       36.6       71.7       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 18, 2007