COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      225,427
COMMITMENTS
  57,028   65,023   23,160  124,159  124,398  204,347  212,581   21,080   12,846

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      1,648)
   1,872  -16,034    3,660   -3,887   15,399    1,645    3,025        3   -1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     28.8     10.3     55.1     55.2     90.6     94.3      9.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     105       96       75       64       54      211      201
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,148
COMMITMENTS
  13,120    2,915    2,768   11,548   21,595   27,436   27,278    2,712    2,870

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        694)
     770     -383      185     -104      633      851      435     -157      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5      9.7      9.2     38.3     71.6     91.0     90.5      9.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      43       19       24       25       12       81       47
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      157,679
COMMITMENTS
  58,260   18,303   15,497   72,355  118,980  146,112  152,780   11,567    4,899

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,037)
   1,897      505      940   -1,628      985    1,209    2,430      828     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     11.6      9.8     45.9     75.5     92.7     96.9      7.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      64       33       37       44       36      138       89
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      756,122
COMMITMENTS
 138,950  179,973   62,218  481,389  446,989  682,557  689,180   73,565   66,942

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     18,172)
   2,275   -6,162    7,170    8,257   20,195   17,702   21,203      470   -3,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     23.8      8.2     63.7     59.1     90.3     91.1      9.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      56       74       56       76       71      173      170
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      158,629
COMMITMENTS
  44,849   49,251   21,294   84,926   85,373  151,069  155,918    7,560    2,711

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -2,081)
  -2,342   -6,596    3,479   -1,274    3,815     -137      698   -1,944   -2,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     31.0     13.4     53.5     53.8     95.2     98.3      4.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     121       85       70      118       91      272      230
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,861
COMMITMENTS
   5,854   22,077    2,247   20,479    3,606   28,580   27,930    2,281    2,931

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -3,972)
  -2,029   -3,756      120   -2,317        7   -4,226   -3,629      254     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     71.5      7.3     66.4     11.7     92.6     90.5      7.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11       38        9        7        7       25       49
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       26,615
COMMITMENTS
  17,737        0        0    3,352   22,404   21,089   22,404    5,526    4,211

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6      0.0      0.0     12.6     84.2     79.2     84.2     20.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        0        0        5        9       13        9
 

Updated May 25, 2007