COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, May 22, 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  :   225,427:    57,028     65,023     23,160    124,159    124,398    204,347    212,581:    21,080     12,846
Old  :   127,572:    30,362     66,309        252     86,073     51,406    116,687    117,967:    10,885      9,605
Other:    97,855:    41,941     13,989      7,633     38,086     72,992     87,660     94,614:    10,195      3,241
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     1,648:     1,872    -16,034      3,660     -3,887     15,399      1,645      3,025:         3     -1,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       28.8       10.3       55.1       55.2       90.6       94.3:       9.4        5.7
Old  :     100.0:      23.8       52.0        0.2       67.5       40.3       91.5       92.5:       8.5        7.5
Other:     100.0:      42.9       14.3        7.8       38.9       74.6       89.6       96.7:      10.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:       105         96         75         64         54        211        201:
Old  :       269:        77        117          4         48         35        129        152:
Other:       199:        95         26         36         51         43        153        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       32.5       36.2       42.2       25.5       28.4       35.4       36.0
Old  :                 38.0       30.5       51.1       40.6       38.0       30.3       51.0       40.3
Other:                 20.1       40.5       30.6       56.7       20.0       34.3       29.8       49.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, May 22, 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  :    30,148:    13,120      2,915      2,768     11,548     21,595     27,436     27,278:     2,712      2,870
Old  :    27,087:    11,810      3,304      2,288     10,485     18,698     24,583     24,290:     2,504      2,797
Other:     3,061:     1,744         45         46      1,063      2,897      2,853      2,988:       208         73
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       694:       770       -383        185       -104        633        851        435:      -157        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5        9.7        9.2       38.3       71.6       91.0       90.5:       9.0        9.5
Old  :     100.0:      43.6       12.2        8.4       38.7       69.0       90.8       89.7:       9.2       10.3
Other:     100.0:      57.0        1.5        1.5       34.7       94.6       93.2       97.6:       6.8        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        43         19         24         25         12         81         47:
Old  :        97:        45         20         24         25         12         81         47:
Other:        32:        21          2          3          7          2         28          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.0       62.6       37.7       74.0       23.5       60.6       35.9       70.5
Old  :                 24.4       61.1       39.4       73.0       24.4       59.9       37.7       70.6
Other:                 43.0       96.4       66.2       97.6       43.0       96.1       66.2       96.1
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, May 22, 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  :   157,679:    58,260     18,303     15,497     72,355    118,980    146,112    152,780:    11,567      4,899
Old  :   100,416:    50,727     16,308      5,166     34,429     74,949     90,322     96,423:    10,094      3,993
Other:    57,263:     9,582      4,044      8,282     37,926     44,031     55,790     56,357:     1,473        906
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     2,037:     1,897        505        940     -1,628        985      1,209      2,430:       828       -393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       11.6        9.8       45.9       75.5       92.7       96.9:       7.3        3.1
Old  :     100.0:      50.5       16.2        5.1       34.3       74.6       89.9       96.0:      10.1        4.0
Other:     100.0:      16.7        7.1       14.5       66.2       76.9       97.4       98.4:       2.6        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        64         33         37         44         36        138         89:
Old  :       163:        65         37         30         36         32        122         81:
Other:        78:        17         19         10         25         29         50         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       35.7       41.8       52.7       21.6       21.7       28.5       33.2
Old  :                 24.4       44.5       35.1       58.3       24.2       39.0       33.7       52.4
Other:                 47.2       36.2       68.8       54.8       36.8       26.1       46.7       40.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, May 22, 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  :   756,122:   138,950    179,973     62,218    481,389    446,989    682,557    689,180:    73,565     66,942
Old  :   756,122:   138,950    179,973     62,218    481,389    446,989    682,557    689,180:    73,565     66,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    18,172:     2,275     -6,162      7,170      8,257     20,195     17,702     21,203:       470     -3,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       23.8        8.2       63.7       59.1       90.3       91.1:       9.7        8.9
Old  :     100.0:      18.4       23.8        8.2       63.7       59.1       90.3       91.1:       9.7        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  :       235:        56         74         56         76         71        173        170:
Old  :       235:        56         74         56         76         71        173        170:
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  :                 22.2       25.4       34.8       35.7       18.4       17.1       26.5       24.5
Old  :                 22.2       25.4       34.8       35.7       18.4       17.1       26.5       24.5
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 - Futures Only, May 22, 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  :   158,629:    44,849     49,251     21,294     84,926     85,373    151,069    155,918:     7,560      2,711
Old  :   123,363:    45,769     49,883      6,087     65,391     65,886    117,247    121,856:     6,116      1,507
Other:    35,266:     7,418      7,706      6,869     19,535     19,487     33,822     34,062:     1,444      1,204
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -2,081:    -2,342     -6,596      3,479     -1,274      3,815       -137        698:    -1,944     -2,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       31.0       13.4       53.5       53.8       95.2       98.3:       4.8        1.7
Old  :     100.0:      37.1       40.4        4.9       53.0       53.4       95.0       98.8:       5.0        1.2
Other:     100.0:      21.0       21.9       19.5       55.4       55.3       95.9       96.6:       4.1        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       121         85         70        118         91        272        230:
Old  :       350:       122         90         45        101         81        246        197:
Other:       165:        40         32         30         57         65        112        116:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       30.1       38.3       41.0       20.6       21.1       29.1       29.7
Old  :                 27.4       34.3       39.1       45.4       27.3       32.1       39.1       43.2
Other:                 42.4       46.6       58.3       60.3       27.2       29.3       36.5       36.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, May 22, 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  :    30,861:     5,854     22,077      2,247     20,479      3,606     28,580     27,930:     2,281      2,931
Old  :    30,861:     5,854     22,077      2,247     20,479      3,606     28,580     27,930:     2,281      2,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -3,972:    -2,029     -3,756        120     -2,317          7     -4,226     -3,629:       254       -343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       71.5        7.3       66.4       11.7       92.6       90.5:       7.4        9.5
Old  :     100.0:      19.0       71.5        7.3       66.4       11.7       92.6       90.5:       7.4        9.5
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  :        63:        11         38          9          7          7         25         49:
Old  :        63:        11         38          9          7          7         25         49:
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  :                 78.3       40.4       87.0       65.2       68.9       40.3       74.9       58.1
Old  :                 78.3       40.4       87.0       65.2       68.9       40.3       74.9       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders - Futures Only, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 100,000)                                                 :
     :          :                                                                            :
All  :    26,615:    17,737          0          0      3,352     22,404     21,089     22,404:     5,526      4,211
Old  :    26,615:    17,737          0          0      3,352     22,404     21,089     22,404:     5,526      4,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6        0.0        0.0       12.6       84.2       79.2       84.2:      20.8       15.8
Old  :     100.0:      66.6        0.0        0.0       12.6       84.2       79.2       84.2:      20.8       15.8
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  :        20:         8          0          0          5          9         13          9:
Old  :        20:         8          0          0          5          9         13          9:
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  :                 55.4       66.1       73.0       82.6       55.4       66.1       73.0       82.5
Old  :                 55.4       66.1       73.0       82.6       55.4       66.1       73.0       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 25, 2007