COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      322,719
COMMITMENTS
  57,657   44,296   87,684  153,835  178,767  299,176  310,747   23,543   11,972

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:     -5,485)
   1,662   -4,784   -2,385     -186    5,459     -909   -1,710   -4,576   -3,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     13.7     27.2     47.7     55.4     92.7     96.3      7.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     129       88      104       82       64      264      213
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       50,885
COMMITMENTS
   5,717    5,395   17,995   22,004   22,994   45,716   46,384    5,169    4,501

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:      2,407)
    -299    1,135    2,397      980     -606    3,078    2,926     -671     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     10.6     35.4     43.2     45.2     89.8     91.2     10.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      51       39       44       29       21      104       85
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      153,458
COMMITMENTS
  52,259   15,488   20,364   67,790  111,465  140,413  147,317   13,044    6,141

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:     -7,763)
  -1,745      939   -1,458   -6,820  -10,096  -10,023  -10,616    2,260    2,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     10.1     13.3     44.2     72.6     91.5     96.0      8.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      72       28       44       48       42      147       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      820,986
COMMITMENTS
 158,603  121,824  118,575  453,667  502,241  730,846  742,640   90,140   78,346

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:   -149,814)
   3,747    3,903  -64,849  -69,401  -93,682 -130,503 -154,627  -19,311    4,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     14.8     14.4     55.3     61.2     89.0     90.5     11.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      77       58       61       87       82      194      174
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      198,754
COMMITMENTS
  42,725   30,658   50,027   93,399  109,872  186,150  190,556   12,603    8,197

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:     -8,834)
   1,292   -2,920  -11,052     -193    4,668   -9,953   -9,304    1,119      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     15.4     25.2     47.0     55.3     93.7     95.9      6.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     145      104      119      118      110      317      294
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,147
COMMITMENTS
   5,160   15,059    4,221   16,800    7,173   26,180   26,452    2,967    2,695

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:        -82)
      -3   -4,577      637   -1,543    4,332     -909      391      827     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     51.7     14.5     57.6     24.6     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      29       29       16        6        9       46       44
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       33,052
COMMITMENTS
  18,264        0        0    9,120   28,663   27,384   28,663    5,668    4,389

CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST:      6,010)
     695        0        0    5,486    5,715    6,181    5,715     -171      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.3      0.0      0.0     27.6     86.7     82.9     86.7     17.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        8       12       15       12
 

Updated June 15, 2007