COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 24, 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  :   212,708:    68,304     20,820     19,750    102,388    164,947    190,442    205,517:    22,266      7,191
Old  :   203,350:    65,831     21,323     18,342     97,910    156,982    182,083    196,647:    21,267      6,703
Other:     9,358:     3,795        819         86      4,478      7,965      8,359      8,870:       999        488
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -7,927:    -4,239      2,276     -2,550     -1,635     -6,600     -8,424     -6,874:       497     -1,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        9.8        9.3       48.1       77.5       89.5       96.6:      10.5        3.4
Old  :     100.0:      32.4       10.5        9.0       48.1       77.2       89.5       96.7:      10.5        3.3
Other:     100.0:      40.6        8.8        0.9       47.9       85.1       89.3       94.8:      10.7        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       125         59         65         51         55        215        152:
Old  :       272:       122         61         62         48         54        211        149:
Other:        62:        22         10          3         13         20         37         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       43.4       33.2       56.7       21.6       38.3       31.5       51.1
Old  :                 22.6       44.3       33.5       57.9       21.9       39.9       32.0       52.4
Other:                 47.6       69.3       63.8       83.4       47.6       69.3       62.6       82.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 24, 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  :    31,707:    11,084      7,685      2,603     14,147     19,449     27,834     29,737:     3,873      1,970
Old  :    24,126:     8,054      8,982        774     12,003     12,643     20,831     22,399:     3,295      1,727
Other:     7,581:     4,479        152        380      2,144      6,806      7,003      7,338:       578        243
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,048:       486       -753        735       -686      1,496        535      1,478:       513       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       24.2        8.2       44.6       61.3       87.8       93.8:      12.2        6.2
Old  :     100.0:      33.4       37.2        3.2       49.8       52.4       86.3       92.8:      13.7        7.2
Other:     100.0:      59.1        2.0        5.0       28.3       89.8       92.4       96.8:       7.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        45         30         15         29         15         80         56:
Old  :       109:        42         34         11         29         14         77         53:
Other:        41:        24          4          5          9          4         35         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.8       55.2       38.6       67.7       24.8       53.2       36.2       61.1
Old  :                 26.3       55.4       42.1       65.8       26.3       54.8       42.1       65.0
Other:                 40.0       92.4       56.8       96.1       39.8       90.6       56.1       91.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 24, 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  :   168,774:    74,705     16,644      9,676     70,914    136,212    155,295    162,532:    13,479      6,242
Old  :    84,861:    57,579     16,526        107     17,782     64,206     75,468     80,839:     9,393      4,022
Other:    83,913:    23,733      6,725      2,962     53,132     72,006     79,827     81,693:     4,086      2,220
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,284:      -954       -200      1,952        424        221      1,422      1,973:      -138       -689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3        9.9        5.7       42.0       80.7       92.0       96.3:       8.0        3.7
Old  :     100.0:      67.9       19.5        0.1       21.0       75.7       88.9       95.3:      11.1        4.7
Other:     100.0:      28.3        8.0        3.5       63.3       85.8       95.1       97.4:       4.9        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        84         29         36         44         45        152        100:
Old  :       175:        80         35          5         28         38        109         77:
Other:       105:        33         21         15         33         37         74         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       44.5       41.4       56.4       17.5       24.8       25.8       35.6
Old  :                 23.4       53.6       34.0       63.1       23.4       52.0       34.0       61.4
Other:                 54.8       42.9       68.2       60.4       41.3       37.2       52.8       48.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 24, 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  :   707,122:   160,746    137,915     41,477    425,760    477,249    627,983    656,641:    79,139     50,481
Old  :   707,122:   160,746    137,915     41,477    425,760    477,249    627,983    656,641:    79,139     50,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    39,582:     6,721    -12,041     -2,708     34,274     57,206     38,287     42,457:     1,295     -2,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       19.5        5.9       60.2       67.5       88.8       92.9:      11.2        7.1
Old  :     100.0:      22.7       19.5        5.9       60.2       67.5       88.8       92.9:      11.2        7.1
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  :       237:        74         62         45         65         70        173        149:
Old  :       237:        74         62         45         65         70        173        149:
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  :                 24.5       24.8       36.9       37.3       17.9       17.0       26.9       26.8
Old  :                 24.5       24.8       36.9       37.3       17.9       17.0       26.9       26.8
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 24, 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  :   171,727:    50,833     43,388     28,853     81,343     93,593    161,029    165,834:    10,698      5,893
Old  :    93,585:    38,179     47,532        627     46,699     41,428     85,505     89,587:     8,080      3,998
Other:    78,142:    23,608      6,810     17,272     34,644     52,165     75,524     76,247:     2,618      1,895
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,527:       221     -5,592      4,925     -3,193      3,330      1,953      2,663:      -426     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       25.3       16.8       47.4       54.5       93.8       96.6:       6.2        3.4
Old  :     100.0:      40.8       50.8        0.7       49.9       44.3       91.4       95.7:       8.6        4.3
Other:     100.0:      30.2        8.7       22.1       44.3       66.8       96.6       97.6:       3.4        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       128         93         69        108        106        273        244:
Old  :       350:       121         89         10         81         74        208        168:
Other:       224:        64         34         42         67         95        150        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       30.2       37.6       40.9       20.7       20.6       28.6       29.0
Old  :                 23.5       35.6       36.5       50.1       23.5       34.7       36.5       48.4
Other:                 42.3       36.6       53.9       47.4       20.8       10.2       27.5       16.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 24, 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  :    47,619:    10,371     38,722      2,091     33,734      2,869     46,196     43,682:     1,423      3,937
Old  :    47,619:    10,371     38,722      2,091     33,734      2,869     46,196     43,682:     1,423      3,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     2,975:       -78      2,852        -79      2,973        144      2,816      2,917:       159         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       81.3        4.4       70.8        6.0       97.0       91.7:       3.0        8.3
Old  :     100.0:      21.8       81.3        4.4       70.8        6.0       97.0       91.7:       3.0        8.3
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  :        79:        18         47          4          6          9         26         59:
Old  :        79:        18         47          4          6          9         26         59:
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  :                 83.3       44.5       93.8       62.6       81.6       44.5       88.3       60.9
Old  :                 83.3       44.5       93.8       62.6       81.6       44.5       88.3       60.9
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 24, 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  :    26,837:    18,137          0          0      2,311     23,927     20,448     23,927:     6,389      2,910
Old  :    26,837:    18,137          0          0      2,311     23,927     20,448     23,927:     6,389      2,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -440:    -1,766          0          0        843       -232       -923       -232:       483       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.6        0.0        0.0        8.6       89.2       76.2       89.2:      23.8       10.8
Old  :     100.0:      67.6        0.0        0.0        8.6       89.2       76.2       89.2:      23.8       10.8
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  :        22:         9          0          0          3         10         12         10:
Old  :        22:         9          0          0          3         10         12         10:
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  :                 56.1       68.3       68.2       85.4       56.1       68.3       68.2       85.4
Old  :                 56.1       68.3       68.2       85.4       56.1       68.3       68.2       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 27, 2007