COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 10, 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  :   215,039:    70,596     22,278     16,970    105,279    167,506    192,845    206,754:    22,194      8,285
Old  :   208,831:    69,212     22,204     16,024    102,143    162,652    187,379    200,880:    21,452      7,951
Other:     6,208:     2,238        928         92      3,136      4,854      5,466      5,874:       742        334
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     6,412:     1,989     -3,566        826      2,133      8,153      4,948      5,413:     1,464        999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       10.4        7.9       49.0       77.9       89.7       96.1:      10.3        3.9
Old  :     100.0:      33.1       10.6        7.7       48.9       77.9       89.7       96.2:      10.3        3.8
Other:     100.0:      36.1       14.9        1.5       50.5       78.2       88.0       94.6:      12.0        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:       131         59         56         50         58        210        153:
Old  :       275:       129         61         55         47         57        206        151:
Other:        50:        13         12          4         10         16         24         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       44.2       33.4       56.9       23.3       39.6       32.0       51.9
Old  :                 24.7       45.2       34.2       57.9       23.9       40.6       32.8       53.0
Other:                 59.7       56.7       74.3       78.7       55.5       56.7       69.4       78.3
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 10, 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  :    30,094:    10,695      8,303      1,821     14,738     17,722     27,254     27,846:     2,840      2,248
Old  :    23,750:     7,600      8,696      1,112     12,543     11,927     21,255     21,735:     2,495      2,015
Other:     6,344:     3,632        144        172      2,195      5,795      5,999      6,111:       345        233
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       315:       183        530        173        -77       -319        279        384:        36        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       27.6        6.1       49.0       58.9       90.6       92.5:       9.4        7.5
Old  :     100.0:      32.0       36.6        4.7       52.8       50.2       89.5       91.5:      10.5        8.5
Other:     100.0:      57.3        2.3        2.7       34.6       91.3       94.6       96.3:       5.4        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        41         33         11         30         14         77         55:
Old  :       110:        38         37         10         30         14         76         54:
Other:        41:        24          3          3         10          4         35          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       53.3       43.5       64.2       27.1       50.2       38.7       58.3
Old  :                 28.4       50.9       44.8       61.3       27.7       50.0       44.0       59.7
Other:                 44.9       92.5       60.3       95.9       44.9       92.3       59.9       93.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 10, 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  :   170,240:    76,933     17,024      8,381     72,070    139,165    157,384    164,570:    12,856      5,670
Old  :    90,544:    62,931     15,774        368     18,081     70,596     81,380     86,738:     9,164      3,806
Other:    79,696:    18,437      5,685      3,578     53,989     68,569     76,004     77,832:     3,692      1,864
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     3,286:     2,415       -647        774        635      3,097      3,824      3,224:      -538         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       10.0        4.9       42.3       81.7       92.4       96.7:       7.6        3.3
Old  :     100.0:      69.5       17.4        0.4       20.0       78.0       89.9       95.8:      10.1        4.2
Other:     100.0:      23.1        7.1        4.5       67.7       86.0       95.4       97.7:       4.6        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        82         30         28         45         46        146         92:
Old  :       173:        83         28          5         27         41        113         71:
Other:        95:        25         19         12         36         35         67         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       43.1       40.7       56.5       18.4       24.6       27.3       35.8
Old  :                 22.9       50.8       35.3       61.7       22.9       49.1       35.3       60.0
Other:                 52.4       42.3       68.5       58.4       40.2       35.5       50.9       48.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 10, 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  :   660,083:   148,132    148,186     48,577    394,592    410,796    591,301    607,559:    68,782     52,524
Old  :   660,083:   148,132    148,186     48,577    394,592    410,796    591,301    607,559:    68,782     52,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     6,715:     3,425     -6,228        837     -6,084     12,705     -1,822      7,314:     8,537       -599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       22.4        7.4       59.8       62.2       89.6       92.0:      10.4        8.0
Old  :     100.0:      22.4       22.4        7.4       59.8       62.2       89.6       92.0:      10.4        8.0
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  :       229:        58         67         40         73         75        162        156:
Old  :       229:        58         67         40         73         75        162        156:
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  :                 21.7       20.2       34.7       33.1       17.0       13.2       25.5       21.6
Old  :                 21.7       20.2       34.7       33.1       17.0       13.2       25.5       21.6
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, July 10, 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  :   163,546:    49,725     45,609     21,949     82,757     89,666    154,431    157,224:     9,115      6,322
Old  :    97,593:    38,787     47,748        375     51,959     44,674     91,121     92,797:     6,472      4,796
Other:    65,953:    20,204      7,127     12,308     30,798     44,992     63,310     64,427:     2,643      1,526
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     5,046:     1,109      5,545        304      2,475     -1,413      3,888      4,436:     1,158        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       27.9       13.4       50.6       54.8       94.4       96.1:       5.6        3.9
Old  :     100.0:      39.7       48.9        0.4       53.2       45.8       93.4       95.1:       6.6        4.9
Other:     100.0:      30.6       10.8       18.7       46.7       68.2       96.0       97.7:       4.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       119        103         72        106        100        264        250:
Old  :       358:       108        113          7         81         73        193        190:
Other:       209:        68         32         34         63         83        141        142:
     :----------------------------------------------------------------------------------------------------
     :             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       30.1       38.0       40.8       21.4       20.4       30.2       29.2
Old  :                 23.1       32.6       36.9       46.8       23.1       32.5       36.9       45.3
Other:                 43.7       40.9       56.5       52.3       21.6       10.6       27.0       17.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 10, 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  :    38,063:     9,671     29,630      2,336     24,689      2,217     36,696     34,183:     1,367      3,880
Old  :    38,063:     9,671     29,630      2,336     24,689      2,217     36,696     34,183:     1,367      3,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,914:       176      1,129        -20      2,905        825      3,061      1,934:      -147        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       77.8        6.1       64.9        5.8       96.4       89.8:       3.6       10.2
Old  :     100.0:      25.4       77.8        6.1       64.9        5.8       96.4       89.8:       3.6       10.2
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  :        71:        13         43          5          7          9         23         55:
Old  :        71:        13         43          5          7          9         23         55:
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  :                 74.4       38.4       93.5       58.8       74.2       38.4       88.0       56.7
Old  :                 74.4       38.4       93.5       58.8       74.2       38.4       88.0       56.7
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, July 10, 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  :    27,630:    21,340          0          0      1,283     25,268     22,623     25,268:     5,007      2,362
Old  :    27,630:    21,340          0          0      1,283     25,268     22,623     25,268:     5,007      2,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2        0.0        0.0        4.6       91.5       81.9       91.5:      18.1        8.5
Old  :     100.0:      77.2        0.0        0.0        4.6       91.5       81.9       91.5:      18.1        8.5
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  :        20:         9          0          0          2          9         11          9:
Old  :        20:         9          0          0          2          9         11          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  :                 61.6       73.1       76.1       89.7       61.6       73.1       76.1       89.7
Old  :                 61.6       73.1       76.1       89.7       61.6       73.1       76.1       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 13, 2007