COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      368,869
COMMITMENTS
  67,378   13,397  116,754  157,320  228,558  341,452  358,709   27,417   10,160

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     -3,839)
  -3,511      576    1,263   -2,308   -4,465   -4,556   -2,625      717   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      3.6     31.7     42.6     62.0     92.6     97.2      7.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     149       60       96       71       70      266      189
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       49,575
COMMITMENTS
   5,493    8,593   16,074   22,282   22,062   43,849   46,728    5,726    2,847

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      3,137)
      48       -6    1,978      469    1,688    2,496    3,660      641     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     17.3     32.4     44.9     44.5     88.5     94.3     11.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      47       48       34       32       19      102       80
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      182,664
COMMITMENTS
  73,855   17,746   20,050   74,305  137,625  168,210  175,422   14,454    7,242

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      1,213)
    -744     -190    1,990      230      266    1,476    2,066     -264     -854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4      9.7     11.0     40.7     75.3     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      88       31       48       48       48      164      113
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      914,225
COMMITMENTS
 172,643  105,894  155,361  486,221  593,492  814,225  854,747   99,999   59,477

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     64,745)
   1,922  -11,845   11,881   47,596   68,358   61,399   68,394    3,346   -3,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     11.6     17.0     53.2     64.9     89.1     93.5     10.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
     101       50       67       84       84      213      175
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      214,522
COMMITMENTS
  47,615   41,358   62,862   91,910  103,371  202,387  207,591   12,135    6,932

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      3,889)
   1,150   -4,944    6,561   -3,516    3,230    4,195    4,848     -307     -960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     19.3     29.3     42.8     48.2     94.3     96.8      5.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     161      119      129      120      120      334      325
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       49,650
COMMITMENTS
  11,039   38,991    3,315   33,746    3,200   48,100   45,506    1,549    4,144

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      3,055)
     -63    2,870      -37    2,985      130    2,885    2,963      170       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     78.5      6.7     68.0      6.4     96.9     91.7      3.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       49       11        6       10       39       65
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       26,982
COMMITMENTS
  18,137        0        0    2,442   23,927   20,579   23,927    6,402    3,055

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:       -472)
  -1,766        0        0      815     -232     -951     -232      479     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2      0.0      0.0      9.1     88.7     76.3     88.7     23.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        0        0        4       10       13       10
 

Updated July 27, 2007