COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      223,817
COMMITMENTS
  55,824   54,997   27,001  117,638  127,881  200,463  209,879   23,354   13,938

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,444)
  -1,013   -5,093    1,120   -4,037     -147   -3,930   -4,120    1,486    1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     24.6     12.1     52.6     57.1     89.6     93.8     10.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     109       89       75       63       50      213      184
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,490
COMMITMENTS
  10,753    3,537    3,515   13,234   20,177   27,502   27,229    2,988    3,261

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        999)
    -915      580      731      769     -844      585      467      414      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     11.6     11.5     43.4     66.2     90.2     89.3      9.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      42       19       19       26       15       76       48
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      152,624
COMMITMENTS
  55,618   15,916   13,654   73,057  120,402  142,329  149,972   10,295    2,652

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -5,656)
  -4,607   -1,846   -2,009    2,213      248   -4,403   -3,607   -1,253   -2,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     10.4      8.9     47.9     78.9     93.3     98.3      6.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      71       28       33       44       40      140       85
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      752,655
COMMITMENTS
 144,134  173,329   53,798  460,856  462,105  658,788  689,232   93,867   63,423

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -9,737)
   8,479    5,326   -9,825  -24,110   -5,015  -25,456   -9,514   15,719     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     23.0      7.1     61.2     61.4     87.5     91.6     12.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      59       75       57       79       74      181      168
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      159,466
COMMITMENTS
  46,717   36,514   22,900   79,788   93,612  149,405  153,026   10,061    6,440

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,899)
     864  -10,897    1,113   -3,489    7,358   -1,512   -2,426     -387      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     22.9     14.4     50.0     58.7     93.7     96.0      6.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     127       88       84      106       94      281      235
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,472
COMMITMENTS
   4,869   19,400    2,445   18,330    2,617   25,644   24,462    1,828    3,010

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -3,604)
  -1,394   -2,922      108   -2,080   -1,024   -3,366   -3,838     -238      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     70.6      8.9     66.7      9.5     93.3     89.0      6.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       34       10        7        7       28       48
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       26,738
COMMITMENTS
  17,569        0        0    3,556   22,948   21,125   22,948    5,613    3,790

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:         29)
    -240        0        0       53      523     -187      523      216     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7      0.0      0.0     13.3     85.8     79.0     85.8     21.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        0        0        6        9       14        9
 

Updated June 8, 2007