COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      323,396
COMMITMENTS
  67,040   22,548   86,697  143,803  204,784  297,539  314,029   25,857    9,367

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     20,123)
   5,391   -3,968   12,223    2,710   13,630   20,324   21,885     -201   -1,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      7.0     26.8     44.5     63.3     92.0     97.1      8.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     140       63       87       75       66      256      183
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,512
COMMITMENTS
   5,321    8,607   13,786   22,638   20,839   41,745   43,231    4,766    3,280

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -2,225)
     348    1,002     -515   -1,989   -2,188   -2,156   -1,702      -69     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     18.5     29.6     48.7     44.8     89.8     92.9     10.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      42       48       35       32       18       94       83
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      180,839
COMMITMENTS
  72,903   18,405   18,249   75,414  137,520  166,566  174,174   14,272    6,664

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     14,741)
  12,423    1,430    2,033      110   10,604   14,565   14,067      176      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     10.2     10.1     41.7     76.0     92.1     96.3      7.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      81       40       45       50       48      162      112
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      831,077
COMMITMENTS
 159,574  123,524  149,599  444,537  493,218  753,709  766,340   77,368   64,737

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -14,579)
   1,196   12,027     -986   -9,579  -22,586   -9,369  -11,544   -5,210   -3,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     14.9     18.0     53.5     59.3     90.7     92.2      9.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      85       56       67       89       82      204      179
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      200,884
COMMITMENTS
  44,836   38,645   54,290   92,387  101,433  191,513  194,368    9,371    6,516

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      8,228)
    -511    5,887    3,584    6,773     -107    9,845    9,364   -1,617   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     19.2     27.0     46.0     50.5     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     150      126      129      114      113      321      321
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       36,928
COMMITMENTS
   9,902   28,699    3,583   21,788    1,599   35,273   33,881    1,655    3,047

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     11,015)
   2,272   10,306      -72    9,415       37   11,615   10,271     -600      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     77.7      9.7     59.0      4.3     95.5     91.7      4.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       39       11        7        8       34       57
 

Updated July 9, 2007