COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   365,791:    59,520     10,233    120,254    161,236    222,433    341,010    352,920:    24,781     12,871
Old  :   349,122:    56,104     11,248    116,155    153,492    209,567    325,751    336,970:    23,371     12,151
Other:    16,669:     5,019        587      2,496      7,744     12,866     15,259     15,950:     1,410        719
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :    -3,778:    -7,886       -529      3,132        449     -9,365     -4,306     -6,763:       528      2,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        2.8       32.9       44.1       60.8       93.2       96.5:       6.8        3.5
Old  :     100.0:      16.1        3.2       33.3       44.0       60.0       93.3       96.5:       6.7        3.5
Other:     100.0:      30.1        3.5       15.0       46.5       77.2       91.5       95.7:       8.5        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:       124         68        101         72         67        252        193:
Old  :       291:       123         71         98         72         67        249        193:
Other:        75:        23         16         21         17         25         54         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       32.7       30.9       44.9       13.6       21.0       19.5       29.4
Old  :                 19.0       33.5       30.6       45.3       14.1       21.3       20.3       29.3
Other:                 45.2       51.3       56.7       70.2       44.3       51.3       55.6       66.5
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :    54,589:     5,245      7,664     20,412     22,572     23,224     48,229     51,300:     6,360      3,289
Old  :    36,276:     4,575      9,334     11,238     15,834     12,773     31,647     33,346:     4,629      2,930
Other:    18,314:     2,930        589      6,914      6,738     10,451     16,582     17,954:     1,732        359
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :     1,779:        72        508        997         97       -296      1,166      1,209:       612        569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.0       37.4       41.3       42.5       88.3       94.0:      11.7        6.0
Old  :     100.0:      12.6       25.7       31.0       43.6       35.2       87.2       91.9:      12.8        8.1
Other:     100.0:      16.0        3.2       37.8       36.8       57.1       90.5       98.0:       9.5        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        45         41         35         32         22         97         81:
Old  :       119:        40         44         28         31         20         88         75:
Other:        61:        30         14         22         16          6         55         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  :                 26.3       46.2       39.4       58.6       14.2       29.0       22.6       33.7
Old  :                 23.1       40.8       36.5       52.4       16.3       30.1       25.6       37.2
Other:                 38.9       70.8       56.3       83.6       19.1       39.4       25.9       40.9
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   145,705:    51,788     17,120     13,080     69,068    109,852    133,935    140,051:    11,770      5,654
Old  :     8,442:     2,792      2,074         46      2,865      4,262      5,703      6,382:     2,739      2,060
Other:   137,263:    49,531     15,581     12,499     66,203    105,590    128,232    133,669:     9,031      3,594
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :    -8,193:    -1,061      3,225     -3,947     -2,380     -6,227     -7,387     -6,949:      -806     -1,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       11.7        9.0       47.4       75.4       91.9       96.1:       8.1        3.9
Old  :     100.0:      33.1       24.6        0.5       33.9       50.5       67.6       75.6:      32.4       24.4
Other:     100.0:      36.1       11.4        9.1       48.2       76.9       93.4       97.4:       6.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        60         37         40         46         42        128        103:
Old  :        66:        17          8          1         23         19         41         28:
Other:       154:        55         40         34         44         39        116         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.5       41.0       43.8       52.3       21.1       23.7       29.3       32.3
Old  :                 25.1       44.4       38.8       63.1       23.9       44.4       37.6       63.1
Other:                 34.5       42.1       46.3       53.9       22.2       24.3       30.9       33.1
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   866,006:   133,084    130,491    154,211    504,448    525,223    791,743    809,924:    74,264     56,082
Old  :   866,006:   133,084    130,491    154,211    504,448    525,223    791,743    809,924:    74,264     56,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :   -15,912:   -16,853     23,325     -8,044      5,185    -43,967    -19,712    -28,686:     3,800     12,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       15.1       17.8       58.2       60.6       91.4       93.5:       8.6        6.5
Old  :     100.0:      15.4       15.1       17.8       58.2       60.6       91.4       93.5:       8.6        6.5
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  :       240:        75         62         73         82         82        197        182:
Old  :       240:        75         62         73         82         82        197        182:
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  :                 26.5       23.9       36.3       35.3       12.1       11.1       18.9       18.8
Old  :                 26.5       23.9       36.3       35.3       12.1       11.1       18.9       18.8
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 with Delta-adjusted Options and Futures Combined, August 14, 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  :   203,881:    54,237     27,826     57,725     80,721    112,182    192,682    197,733:    11,198      6,148
Old  :    35,209:    16,953      8,838        291     14,181     25,224     31,425     34,353:     3,784        856
Other:   168,672:    42,674     24,379     52,043     66,540     86,958    161,257    163,380:     7,414      5,292
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :   -10,759:     4,342     -5,051     -6,255     -4,593      4,017     -6,506     -7,289:    -4,253     -3,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       13.6       28.3       39.6       55.0       94.5       97.0:       5.5        3.0
Old  :     100.0:      48.1       25.1        0.8       40.3       71.6       89.3       97.6:      10.7        2.4
Other:     100.0:      25.3       14.5       30.9       39.4       51.6       95.6       96.9:       4.4        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       147        104        119        104        117        311        294:
Old  :       236:        77         45          5         59         68        138        116:
Other:       351:       113         97        107         94        110        262        267:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       27.3       32.7       36.2       17.2       15.6       23.3       22.0
Old  :                 23.4       55.8       37.0       65.4       19.1       44.5       30.4       54.1
Other:                 23.9       24.6       35.7       35.3       19.3       12.7       25.0       19.9
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :    35,862:     5,642     22,349      3,485     24,228      6,888     33,355     32,722:     2,507      3,140
Old  :    35,862:     5,642     22,349      3,485     24,228      6,888     33,355     32,722:     2,507      3,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :    -8,629:    -3,706    -12,171         71     -5,814      3,921     -9,449     -8,179:       821       -450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       62.3        9.7       67.6       19.2       93.0       91.2:       7.0        8.8
Old  :     100.0:      15.7       62.3        9.7       67.6       19.2       93.0       91.2:       7.0        8.8
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  :        75:        23         37         15          8          9         42         51:
Old  :        75:        23         37         15          8          9         42         51:
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  :                 77.7       41.0       86.8       62.8       72.8       41.0       76.8       60.5
Old  :                 77.7       41.0       86.8       62.8       72.8       41.0       76.8       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 17, 2007