COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 17, 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  :   220,635:    72,543     18,544     22,300    104,023    171,547    198,866    212,391:    21,769      8,244
Old  :   212,335:    70,807     18,921     21,005     99,629    164,493    191,441    204,419:    20,894      7,916
Other:     8,300:     2,928        815        103      4,394      7,054      7,425      7,972:       875        328
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     5,596:     1,947     -3,734      5,330     -1,256      4,041      6,021      5,637:      -425        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        8.4       10.1       47.1       77.8       90.1       96.3:       9.9        3.7
Old  :     100.0:      33.3        8.9        9.9       46.9       77.5       90.2       96.3:       9.8        3.7
Other:     100.0:      35.3        9.8        1.2       52.9       85.0       89.5       96.0:      10.5        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:       131         62         67         52         60        222        162:
Old  :       286:       129         64         65         49         59        218        160:
Other:        61:        18         12          5         11         20         33         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       43.5       32.0       56.4       21.0       38.5       30.2       50.9
Old  :                 22.0       44.6       32.7       57.6       21.4       39.8       31.0       52.3
Other:                 58.2       64.2       73.2       82.6       58.2       64.2       72.3       82.6
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 17, 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  :    30,659:    10,598      8,438      1,868     14,833     17,953     27,299     28,259:     3,360      2,400
Old  :    24,170:     7,679      8,926        910     12,669     12,167     21,258     22,003:     2,912      2,167
Other:     6,489:     3,588        181        289      2,164      5,786      6,041      6,256:       448        233
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :       565:       -97        135         47         95        231         45        413:       520        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       27.5        6.1       48.4       58.6       89.0       92.2:      11.0        7.8
Old  :     100.0:      31.8       36.9        3.8       52.4       50.3       88.0       91.0:      12.0        9.0
Other:     100.0:      55.3        2.8        4.5       33.3       89.2       93.1       96.4:       6.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        42         32         11         30         14         77         54:
Old  :       108:        41         34         10         30         14         76         53:
Other:        40:        23          4          3          9          4         34          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  :                 27.2       52.2       42.2       63.4       26.6       49.7       38.0       57.9
Old  :                 27.6       50.4       44.0       61.1       27.3       49.8       43.6       59.4
Other:                 43.9       91.7       58.3       95.9       43.9       90.1       57.7       92.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 17, 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  :   167,490:    75,659     16,844      7,724     70,490    135,991    153,873    160,559:    13,617      6,931
Old  :    88,130:    61,377     15,759        152     17,370     67,978     78,899     83,889:     9,231      4,241
Other:    79,360:    19,127      5,930      2,727     53,120     68,013     74,974     76,670:     4,386      2,690
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :    -2,750:    -1,274       -180       -657     -1,580     -3,174     -3,511     -4,011:       761      1,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       10.1        4.6       42.1       81.2       91.9       95.9:       8.1        4.1
Old  :     100.0:      69.6       17.9        0.2       19.7       77.1       89.5       95.2:      10.5        4.8
Other:     100.0:      24.1        7.5        3.4       66.9       85.7       94.5       96.6:       5.5        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        81         29         27         46         43        149         88:
Old  :       172:        81         30          3         29         38        112         69:
Other:        96:        27         20         12         35         34         68         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  :                 30.4       44.1       40.7       56.7       17.7       25.1       26.5       36.2
Old  :                 22.5       52.8       34.2       62.8       22.5       51.3       34.2       61.2
Other:                 54.2       43.7       69.1       59.7       41.4       37.0       53.0       48.8
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 17, 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  :   667,540:   154,025    149,956     44,185    391,486    420,043    589,696    614,184:    77,844     53,356
Old  :   667,540:   154,025    149,956     44,185    391,486    420,043    589,696    614,184:    77,844     53,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     7,457:     5,893      1,770     -4,392     -3,106      9,247     -1,605      6,625:     9,062        832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       22.5        6.6       58.6       62.9       88.3       92.0:      11.7        8.0
Old  :     100.0:      23.1       22.5        6.6       58.6       62.9       88.3       92.0:      11.7        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  :       239:        66         69         41         71         76        171        158:
Old  :       239:        66         69         41         71         76        171        158:
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  :                 22.0       20.9       34.6       33.4       16.9       13.2       25.6       21.9
Old  :                 22.0       20.9       34.6       33.4       16.9       13.2       25.6       21.9
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 17, 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  :   170,200:    50,612     48,980     23,928     84,536     90,263    159,076    163,171:    11,124      7,029
Old  :    98,611:    38,580     51,450        523     51,584     41,469     90,687     93,442:     7,924      5,169
Other:    71,589:    21,414      6,912     14,023     32,952     48,794     68,389     69,729:     3,200      1,860
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     6,654:       887      3,371      1,979      1,779        597      4,645      5,947:     2,009        707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       28.8       14.1       49.7       53.0       93.5       95.9:       6.5        4.1
Old  :     100.0:      39.1       52.2        0.5       52.3       42.1       92.0       94.8:       8.0        5.2
Other:     100.0:      29.9        9.7       19.6       46.0       68.2       95.5       97.4:       4.5        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:       114        104         68        102        104        252        253:
Old  :       348:       107        106          7         80         72        192        180:
Other:       216:        61         34         35         65         92        140        155:
     :----------------------------------------------------------------------------------------------------
     :             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       30.0       38.3       41.1       21.2       20.5       29.7       29.0
Old  :                 22.7       33.7       36.3       47.7       22.7       32.9       36.3       46.1
Other:                 44.4       39.1       56.5       50.1       21.3        9.9       27.1       16.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 17, 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  :    44,644:    10,449     35,870      2,170     30,761      2,725     43,380     40,765:     1,264      3,879
Old  :    44,644:    10,449     35,870      2,170     30,761      2,725     43,380     40,765:     1,264      3,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     6,581:       778      6,240       -166      6,072        508      6,684      6,582:      -103         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       80.3        4.9       68.9        6.1       97.2       91.3:       2.8        8.7
Old  :     100.0:      23.4       80.3        4.9       68.9        6.1       97.2       91.3:       2.8        8.7
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  :        73:        13         45          4          7          9         22         57:
Old  :        73:        13         45          4          7          9         22         57:
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  :                 80.9       42.6       94.6       61.9       79.6       42.6       89.5       60.1
Old  :                 80.9       42.6       94.6       61.9       79.6       42.6       89.5       60.1
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 17, 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  :    27,277:    19,903          0          0      1,468     24,159     21,371     24,159:     5,906      3,118
Old  :    27,277:    19,903          0          0      1,468     24,159     21,371     24,159:     5,906      3,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :      -353:    -1,437          0          0        185     -1,109     -1,252     -1,109:       899        756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0        0.0        0.0        5.4       88.6       78.3       88.6:      21.7       11.4
Old  :     100.0:      73.0        0.0        0.0        5.4       88.6       78.3       88.6:      21.7       11.4
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  :        21:        10          0          0          2          9         12          9:
Old  :        21:        10          0          0          2          9         12          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  :                 57.9       70.0       70.6       86.8       57.9       70.0       70.6       86.8
Old  :                 57.9       70.0       70.6       86.8       57.9       70.0       70.6       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 20, 2007