COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      327,102
COMMITMENTS
  55,285   54,312   87,132  158,405  171,674  300,822  313,118   26,281   13,984

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      3,104)
  -2,524   -3,435    5,307     -397    1,832    2,386    3,704      718     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     16.6     26.6     48.4     52.5     92.0     95.7      8.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     127      107      104       78       67      264      230
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,826
COMMITMENTS
   6,926    3,665   14,693   20,220   24,465   41,839   42,822    4,988    4,004

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:       -819)
  -1,530       22      -47      891     -821     -687     -846     -133       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      7.8     31.4     43.2     52.2     89.3     91.4     10.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      53       32       38       28       21      101       75
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      169,651
COMMITMENTS
  59,655   17,490   24,915   72,756  121,802  157,326  164,207   12,325    5,444

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        188)
   2,119     -487     -261   -1,598    1,137      259      389      -71     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     10.3     14.7     42.9     71.8     92.7     96.8      7.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      74       36       54       49       46      161      112
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      973,398
COMMITMENTS
 155,686  116,154  182,849  541,157  599,994  879,692  898,997   93,706   74,401

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     31,529)
   7,613  -14,958    6,630    7,956   42,666   22,199   34,338    9,330   -2,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     11.9     18.8     55.6     61.6     90.4     92.4      9.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      84       53       68       88       83      201      180
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      209,880
COMMITMENTS
  40,165   44,666   60,377   97,425   97,917  197,967  202,960   11,913    6,920

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      1,689)
     474   -2,512      571   -2,488      457   -1,442   -1,484    3,131    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     21.3     28.8     46.4     46.7     94.3     96.7      5.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      448)
     164      128      141      125      111      352      333
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,923
COMMITMENTS
   6,728   22,729    3,377   20,432    3,905   30,536   30,011    2,387    2,912

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        313)
     580      302      158      -75       13      663      472     -350     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     69.0     10.3     62.1     11.9     92.8     91.2      7.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      28       39       15        7        8       44       54
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       27,034
COMMITMENTS
  17,809      306        0    3,609   22,425   21,418   22,731    5,616    4,303

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:         98)
      72        4        0      155       21      227       25     -128       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.9      1.1      0.0     13.4     83.0     79.2     84.1     20.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        1        0        6        9       14       10
 

Updated June 1, 2007