COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   303,273:    61,648     26,516     74,474    141,093    191,155    277,215    292,144:    26,058     11,129
Old  :       245:         1          4          0        222         63        223         67:        22        178
Other:   303,028:    61,648     26,513     74,473    140,871    191,092    276,992    292,077:    26,036     10,951
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    12,209:     2,983     -6,604      7,535      2,285     11,742     12,803     12,672:      -594       -463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        8.7       24.6       46.5       63.0       91.4       96.3:       8.6        3.7
Old  :     100.0:       0.4        1.6        0.0       90.6       25.7       91.0       27.3:       9.0       72.7
Other:     100.0:      20.3        8.7       24.6       46.5       63.1       91.4       96.4:       8.6        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:       125         67         77         72         67        237        177:
Old  :         8:         1          1          0          4          2          5          3:
Other:       289:       125         67         77         71         67        236        177:
     :----------------------------------------------------------------------------------------------------
     :             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       33.2       32.7       45.2       19.1       26.6       26.1       35.8
Old  :                 90.6       27.3       91.0       27.3       90.6       27.3       91.0       27.3
Other:                 21.0       33.2       32.7       45.2       19.2       26.7       26.1       35.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    48,737:     4,973      7,605     14,301     24,627     23,027     43,902     44,933:     4,835      3,804
Old  :    40,230:     4,595      8,926     10,469     20,787     17,412     35,850     36,807:     4,380      3,423
Other:     8,507:     1,985        285      2,226      3,841      5,615      8,052      8,127:       455        381
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       646:      -243      1,223        474        796       -492      1,027      1,205:      -381       -559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       15.6       29.3       50.5       47.2       90.1       92.2:       9.9        7.8
Old  :     100.0:      11.4       22.2       26.0       51.7       43.3       89.1       91.5:      10.9        8.5
Other:     100.0:      23.3        3.4       26.2       45.1       66.0       94.6       95.5:       5.4        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        47         46         37         32         19         99         84:
Old  :       128:        46         48         36         31         18         97         82:
Other:        43:        19          9         21         12          5         38         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       41.7       38.5       53.0       18.8       27.6       26.6       32.7
Old  :                 25.2       42.3       36.9       53.4       17.9       30.7       27.7       36.5
Other:                 45.5       70.8       66.0       82.3       38.0       53.7       48.0       55.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   166,098:    60,480     16,975     16,217     75,305    126,916    152,001    160,107:    14,097      5,990
Old  :    87,826:    49,072     14,677      4,344     24,062     64,640     77,478     83,662:    10,348      4,164
Other:    78,271:    14,520      5,410      8,759     51,243     62,276     74,523     76,445:     3,749      1,826
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    12,467:     4,371        995      1,372      4,209      8,778      9,952     11,146:     2,514      1,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       10.2        9.8       45.3       76.4       91.5       96.4:       8.5        3.6
Old  :     100.0:      55.9       16.7        4.9       27.4       73.6       88.2       95.3:      11.8        4.7
Other:     100.0:      18.6        6.9       11.2       65.5       79.6       95.2       97.7:       4.8        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        81         36         39         51         48        155        105:
Old  :       180:        72         42         24         40         40        128         90:
Other:        93:        28         17         26         34         34         74         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       39.0       40.0       52.3       18.6       20.4       25.4       30.2
Old  :                 20.3       44.0       31.1       56.8       20.3       41.6       31.1       54.4
Other:                 47.6       36.0       63.7       52.3       33.9       28.1       43.1       39.5
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   845,656:   158,378    111,497    150,584    454,116    515,804    763,078    777,885:    82,578     67,771
Old  :   845,656:   158,378    111,497    150,584    454,116    515,804    763,078    777,885:    82,578     67,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     7,260:     3,253    -11,440     16,692     -8,105      4,246     11,840      9,498:    -4,579     -2,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       13.2       17.8       53.7       61.0       90.2       92.0:       9.8        8.0
Old  :     100.0:      18.7       13.2       17.8       53.7       61.0       90.2       92.0:       9.8        8.0
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  :       246:        84         58         68         90         84        208        180:
Old  :       246:        84         58         68         90         84        208        180:
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  :                 19.0       21.6       28.6       33.2       13.4       12.2       20.1       20.4
Old  :                 19.0       21.6       28.6       33.2       13.4       12.2       20.1       20.4
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, June 26, 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  :   192,656:    45,347     32,757     50,706     85,614    101,540    181,668    185,004:    10,988      7,652
Old  :   116,145:    38,792     34,903     14,508     55,261     61,035    108,560    110,446:     7,584      5,699
Other:    76,511:    15,938      7,236     26,817     30,353     40,505     73,107     74,558:     3,404      1,953
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :        -7:     1,290      2,729      2,265     -4,591     -6,375     -1,037     -1,382:     1,029      1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       17.0       26.3       44.4       52.7       94.3       96.0:       5.7        4.0
Old  :     100.0:      33.4       30.1       12.5       47.6       52.6       93.5       95.1:       6.5        4.9
Other:     100.0:      20.8        9.5       35.0       39.7       52.9       95.6       97.4:       4.4        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       425:       147        125        123        118        114        321        316:
Old  :       404:       142        123         91         99         96        277        275:
Other:       250:        65         68         65         83         92        183        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       26.8       31.8       35.9       16.9       16.5       23.1       22.7
Old  :                 19.6       28.9       31.4       38.8       19.2       27.4       30.3       37.3
Other:                 31.9       31.7       48.9       46.0       16.6       11.0       20.9       16.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    25,913:     7,630     18,393      3,655     12,373      1,562     23,658     23,610:     2,255      2,303
Old  :    25,913:     7,630     18,393      3,655     12,373      1,562     23,658     23,610:     2,255      2,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     5,646:        95      7,760     -1,028      7,004     -1,214      6,071      5,518:      -424        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       71.0       14.1       47.7        6.0       91.3       91.1:       8.7        8.9
Old  :     100.0:      29.4       71.0       14.1       47.7        6.0       91.3       91.1:       8.7        8.9
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  :        69:        29         27         13          8          6         41         43:
Old  :        69:        29         27         13          8          6         41         43:
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  :                 54.8       41.1       75.5       60.3       53.0       38.9       66.7       56.1
Old  :                 54.8       41.1       75.5       60.3       53.0       38.9       66.7       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 29, 2007