COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/21/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      199,120
COMMITMENTS
  52,389   25,613   17,067  110,249  146,562  179,705  189,242   19,415    9,878

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -8,446)
  -8,670    6,365   -3,029    4,520  -12,036   -7,179   -8,700   -1,267      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     12.9      8.6     55.4     73.6     90.2     95.0      9.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      93       72       71       56       50      191      162
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/21/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,203
COMMITMENTS
   9,334    7,716    3,473   11,835   14,540   24,642   25,729    3,561    2,474

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -3,975)
  -1,787      388     -523   -1,168   -3,983   -3,478   -4,118     -497      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     27.4     12.3     42.0     51.6     87.4     91.2     12.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      37       37       18       25       19       69       70
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/21/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      130,125
COMMITMENTS
  41,177   10,980    5,697   72,396  107,709  119,270  124,386   10,855    5,739

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -4,930)
 -11,460   -4,971      743    6,283   -1,192   -4,434   -5,420     -496      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      8.4      4.4     55.6     82.8     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      52       28       20       47       37      113       77
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/21/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      656,899
COMMITMENTS
 129,410  161,530   51,217  412,385  391,245  593,012  603,992   63,887   52,907

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -13,418)
  -1,426   14,553    1,365  -16,026  -36,093  -16,087  -20,175    2,669    6,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     24.6      7.8     62.8     59.6     90.3     91.9      9.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      70       54       55       68       67      164      159
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/21/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      159,535
COMMITMENTS
  51,208   24,969   27,536   70,127   99,296  148,871  151,801   10,664    7,734

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -7,037)
  -3,974   -4,084     -834   -2,686   -4,676   -7,494   -9,594      457    2,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     15.7     17.3     44.0     62.2     93.3     95.2      6.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     115       70       62       86      103      232      217
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/21/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,793
COMMITMENTS
   2,237   14,038    4,789   17,096    4,430   24,122   23,257    1,671    2,536

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -8,140)
  -2,938   -8,037    2,374   -7,126   -2,055   -7,690   -7,718     -450     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     54.4     18.6     66.3     17.2     93.5     90.2      6.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       27        9        7        8       28       39
 

Updated August 24, 2007