COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, August 28, 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  :   198,641:    52,265     29,478     17,219    111,151    141,889    180,635    188,586:    18,006     10,055
Old  :   182,173:    48,748     30,507     14,988    101,727    127,390    165,463    172,885:    16,710      9,288
Other:    16,468:     5,503        957        245      9,424     14,499     15,172     15,701:     1,296        767
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :      -479:      -124      3,865        152        902     -4,673        930       -656:    -1,409        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       14.8        8.7       56.0       71.4       90.9       94.9:       9.1        5.1
Old  :     100.0:      26.8       16.7        8.2       55.8       69.9       90.8       94.9:       9.2        5.1
Other:     100.0:      33.4        5.8        1.5       57.2       88.0       92.1       95.3:       7.9        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        91         73         69         61         53        193        166:
Old  :       258:        87         79         64         60         52        187        164:
Other:        74:        30         12          5         12         25         45         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       36.4       37.1       50.1       22.2       28.7       32.7       40.8
Old  :                 23.7       36.7       36.5       50.6       23.0       32.1       34.4       42.4
Other:                 50.4       60.8       65.8       80.7       48.1       60.8       63.5       77.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, August 28, 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  :    26,385:     9,372      7,655      2,524     11,134     13,805     23,030     23,984:     3,355      2,401
Old  :    17,153:     6,315      8,883         22      8,232      6,171     14,569     15,076:     2,584      2,077
Other:     9,232:     4,599        314        960      2,902      7,634      8,461      8,908:       771        324
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -1,818:        38        -61       -949       -701       -735     -1,612     -1,745:      -206        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       29.0        9.6       42.2       52.3       87.3       90.9:      12.7        9.1
Old  :     100.0:      36.8       51.8        0.1       48.0       36.0       84.9       87.9:      15.1       12.1
Other:     100.0:      49.8        3.4       10.4       31.4       82.7       91.6       96.5:       8.4        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        38         34         18         25         15         70         65:
Old  :       105:        35         39          2         22         12         58         52:
Other:        47:        27          6         12         11          6         40         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       54.1       38.5       66.2       23.1       53.5       37.2       62.8
Old  :                 26.4       49.4       44.3       64.0       26.4       49.4       44.3       63.1
Other:                 33.2       86.7       50.0       91.3       28.8       82.4       44.6       84.6
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, August 28, 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  :   124,530:    36,815     12,208      6,028     72,415    101,488    115,258    119,724:     9,272      4,806
Old  :       432:         0        255          0        429        121        429        376:         3         56
Other:   124,098:    36,826     11,964      6,017     71,986    101,367    114,829    119,348:     9,269      4,750
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -5,595:    -4,362      1,228        331         19     -6,221     -4,012     -4,662:    -1,583       -933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        9.8        4.8       58.2       81.5       92.6       96.1:       7.4        3.9
Old  :     100.0:       0.0       59.0        0.0       99.3       28.0       99.3       87.0:       0.7       13.0
Other:     100.0:      29.7        9.6        4.8       58.0       81.7       92.5       96.2:       7.5        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        52         30         21         48         35        112         79:
Old  :         6:         0          4          0          1          1          1          5:
Other:       144:        54         30         21         48         34        112         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.7       44.4       47.4       58.3       21.6       30.2       29.9       38.8
Old  :                 99.3       86.1       99.3       87.0       99.3       86.1       99.3       87.0
Other:                 35.9       44.5       47.5       58.5       21.6       30.7       30.0       39.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, August 28, 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  :   652,372:   132,737    141,856     57,257    400,395    400,601    590,389    599,714:    61,983     52,658
Old  :   652,372:   132,737    141,856     57,257    400,395    400,601    590,389    599,714:    61,983     52,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -4,527:     3,327    -19,674      6,040    -11,990      9,356     -2,623     -4,278:    -1,904       -249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       21.7        8.8       61.4       61.4       90.5       91.9:       9.5        8.1
Old  :     100.0:      20.3       21.7        8.8       61.4       61.4       90.5       91.9:       9.5        8.1
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  :       216:        68         54         55         70         66        165        154:
Old  :       216:        68         54         55         70         66        165        154:
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  :                 22.5       20.3       35.2       33.0       15.9       13.3       25.1       22.5
Old  :                 22.5       20.3       35.2       33.0       15.9       13.3       25.1       22.5
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, August 28, 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  :   153,817:    52,508     28,298     25,846     67,124     93,727    145,478    147,871:     8,339      5,946
Old  :       523:       481          0          0         12        394        493        394:        30        129
Other:   153,294:    52,508     28,779     25,365     67,112     93,333    144,985    147,477:     8,309      5,817
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -5,718:     1,300      3,329     -1,690     -3,003     -5,569     -3,393     -3,930:    -2,325     -1,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       18.4       16.8       43.6       60.9       94.6       96.1:       5.4        3.9
Old  :     100.0:      92.0        0.0        0.0        2.3       75.3       94.3       75.3:       5.7       24.7
Other:     100.0:      34.3       18.8       16.5       43.8       60.9       94.6       96.2:       5.4        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       119         68         61         82        107        232        220:
Old  :        23:         1          0          0          1         21          2         21:
Other:       341:       119         68         61         81        107        231        220:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       28.3       39.1       40.5       22.8       19.3       31.3       27.8
Old  :                 94.3       45.1       94.3       61.8       94.3       45.1       94.3       61.8
Other:                 26.5       28.4       39.2       40.6       22.8       19.3       31.4       28.2
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, August 28, 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  :    23,662:     2,200     15,828      2,931     16,918      2,400     22,049     21,159:     1,613      2,503
Old  :    23,662:     2,200     15,828      2,931     16,918      2,400     22,049     21,159:     1,613      2,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -2,131:       -37      1,790     -1,858       -178     -2,030     -2,073     -2,098:       -58        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       66.9       12.4       71.5       10.1       93.2       89.4:       6.8       10.6
Old  :     100.0:       9.3       66.9       12.4       71.5       10.1       93.2       89.4:       6.8       10.6
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  :        57:        15         29          8          6          8         26         41:
Old  :        57:        15         29          8          6          8         26         41:
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  :                 77.9       34.4       86.1       57.1       69.1       30.0       73.9       50.7
Old  :                 77.9       34.4       86.1       57.1       69.1       30.0       73.9       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 31, 2007