COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   370,640:    58,396     16,076    126,110    162,790    218,248    347,296    360,434:    23,344     10,206
Old  :   342,761:    54,722     18,303    116,550    149,900    198,627    321,171    333,480:    21,590      9,281
Other:    27,879:     7,639      1,737      5,596     12,890     19,621     26,125     26,954:     1,754        925
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2007                    :
     :     5,099:     3,490       -101      5,244     -4,148        360      4,586      5,504:       513       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        4.3       34.0       43.9       58.9       93.7       97.2:       6.3        2.8
Old  :     100.0:      16.0        5.3       34.0       43.7       57.9       93.7       97.3:       6.3        2.7
Other:     100.0:      27.4        6.2       20.1       46.2       70.4       93.7       96.7:       6.3        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       126         71         99         79         67        258        198:
Old  :       301:       127         72         97         79         65        255        196:
Other:        94:        30         26         30         18         30         71         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       33.1       30.6       44.6       14.4       21.6       20.4       29.4
Old  :                 16.9       33.9       29.5       45.8       15.1       23.5       21.5       30.4
Other:                 41.3       45.8       54.2       63.2       38.1       44.9       47.8       57.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    43,834:     5,269     11,277     14,744     18,937     14,773     38,951     40,793:     4,883      3,040
Old  :    25,960:     4,505     11,466      6,723     11,661      5,353     22,890     23,542:     3,070      2,418
Other:    17,874:     2,256      1,302      6,529      7,276      9,420     16,061     17,251:     1,813        623
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2007                    :
     :     2,229:      -160      1,236      1,201        641         72      1,682      2,509:       547       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       25.7       33.6       43.2       33.7       88.9       93.1:      11.1        6.9
Old  :     100.0:      17.4       44.2       25.9       44.9       20.6       88.2       90.7:      11.8        9.3
Other:     100.0:      12.6        7.3       36.5       40.7       52.7       89.9       96.5:      10.1        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        42         54         34         31         21         96         90:
Old  :       128:        43         51         24         31         18         86         81:
Other:        72:        29         22         27         17         10         63         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       41.3       37.1       55.3       15.9       28.3       25.8       33.4
Old  :                 20.0       37.6       33.2       50.0       19.1       32.9       31.2       40.6
Other:                 36.7       62.7       52.1       75.2       17.5       33.6       25.1       37.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   132,036:    35,979     13,306     15,553     69,778     97,041    121,310    125,900:    10,726      6,136
Old  :   119,386:    37,295     13,553     13,471     57,953     86,294    108,718    113,317:    10,667      6,068
Other:    12,650:       766      1,834          1     11,825     10,747     12,592     12,582:        58         68
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2007                    :
     :    -1,955:     1,243     -1,403       -358     -3,417       -557     -2,531     -2,317:       576        362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       10.1       11.8       52.8       73.5       91.9       95.4:       8.1        4.6
Old  :     100.0:      31.2       11.4       11.3       48.5       72.3       91.1       94.9:       8.9        5.1
Other:     100.0:       6.1       14.5        0.0       93.5       85.0       99.5       99.5:       0.5        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        58         35         33         52         37        130         90:
Old  :       158:        64         32         32         52         37        129         90:
Other:        32:         2          9          1          8         16         11         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.2       38.8       42.3       51.2       21.4       27.4       28.7       35.6
Old  :                 27.9       39.7       38.5       52.0       21.7       30.4       28.7       39.5
Other:                 95.4       63.3       99.3       82.0       91.5       63.3       94.7       80.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   872,886:   131,574    142,717    154,979    502,360    503,333    788,913    801,029:    83,973     71,856
Old  :   872,886:   131,574    142,717    154,979    502,360    503,333    788,913    801,029:    83,973     71,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2007                    :
     :    -4,981:    -2,967     12,011     -9,744      2,392    -14,218    -10,319    -11,951:     5,338      6,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       16.4       17.8       57.6       57.7       90.4       91.8:       9.6        8.2
Old  :     100.0:      15.1       16.4       17.8       57.6       57.7       90.4       91.8:       9.6        8.2
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  :       238:        74         63         68         88         81        198        180:
Old  :       238:        74         63         68         88         81        198        180:
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  :                 23.6       19.9       33.5       31.1       12.1       10.7       19.0       18.9
Old  :                 23.6       19.9       33.5       31.1       12.1       10.7       19.0       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   199,830:    51,485     32,114     61,124     76,672     99,186    189,282    192,425:    10,548      7,405
Old  :   185,922:    51,698     33,660     52,289     71,558     92,825    175,545    178,774:    10,377      7,148
Other:    13,907:     2,037        704      6,584      5,115      6,362     13,736     13,650:       171        257
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2007                    :
     :     1,225:     2,092      2,554        900       -886     -1,099      2,106      2,355:      -881     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       16.1       30.6       38.4       49.6       94.7       96.3:       5.3        3.7
Old  :     100.0:      27.8       18.1       28.1       38.5       49.9       94.4       96.2:       5.6        3.8
Other:     100.0:      14.6        5.1       47.3       36.8       45.7       98.8       98.2:       1.2        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       124        144        140        110        119        322        323:
Old  :       421:       127        141        140        109        119        321        322:
Other:        66:        15         11         15         15         31         38         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       23.1       32.0       33.6       17.9       14.5       25.1       21.1
Old  :                 19.6       22.7       30.4       32.4       19.2       16.9       27.0       24.1
Other:                 71.1       69.3       84.4       79.7       33.3       27.9       38.1       32.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    36,042:     6,359     23,312      3,875     24,130      4,706     34,365     31,893:     1,677      4,149
Old  :    36,042:     6,359     23,312      3,875     24,130      4,706     34,365     31,893:     1,677      4,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2007                    :
     :    10,042:     2,547      6,191        363      7,439      2,149     10,350      8,703:      -307      1,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       64.7       10.8       67.0       13.1       95.3       88.5:       4.7       11.5
Old  :     100.0:      17.6       64.7       10.8       67.0       13.1       95.3       88.5:       4.7       11.5
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  :        81:        23         42         13          7         13         36         63:
Old  :        81:        23         42         13          7         13         36         63:
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  :                 77.5       28.7       87.0       46.6       69.0       28.5       73.3       44.4
Old  :                 77.5       28.7       87.0       46.6       69.0       28.5       73.3       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 14, 2007