COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      369,059
COMMITMENTS
  64,777   11,552  118,219  158,164  228,994  341,160  358,765   27,899   10,295

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        191)
  -2,600   -1,845    1,465      844      436     -292       56      482      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      3.1     32.0     42.9     62.0     92.4     97.2      7.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     144       50       94       69       68      250      184
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       49,949
COMMITMENTS
   5,235    7,529   17,427   21,612   22,340   44,274   47,296    5,675    2,653

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        374)
    -258   -1,064    1,353     -670      278      425      567      -51     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     15.1     34.9     43.3     44.7     88.6     94.7     11.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      48       39       36       31       19      100       76
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      170,943
COMMITMENTS
  59,182   13,450   20,800   77,781  130,830  157,763  165,080   13,180    5,863

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -11,721)
 -14,673   -4,296      750    3,476   -6,795  -10,447  -10,342   -1,274   -1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      7.9     12.2     45.5     76.5     92.3     96.6      7.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      76       31       47       49       48      152      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      913,596
COMMITMENTS
 170,003  104,654  163,135  496,551  602,387  829,689  870,176   83,907   43,420

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -629)
  -2,640   -1,240    7,774   10,330    8,894   15,464   15,429  -16,092  -16,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     11.5     17.9     54.4     65.9     90.8     95.2      9.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      98       54       70       83       82      214      175
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      216,416
COMMITMENTS
  49,140   38,283   65,310   90,636  105,396  205,087  208,989   11,328    7,426

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,893)
   1,525   -3,075    2,448   -1,273    2,026    2,700    1,399     -807      494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     17.7     30.2     41.9     48.7     94.8     96.6      5.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     161      109      137      121      118      335      325
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,514
COMMITMENTS
   9,710   36,360    3,397   31,549    3,182   44,656   42,939    1,858    3,575

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -3,135)
  -1,329   -2,631       82   -2,197      -18   -3,444   -2,567      309     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     78.2      7.3     67.8      6.8     96.0     92.3      4.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       43       14        7       10       39       63
 

Updated August 3, 2007