COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      369,568
COMMITMENTS
  67,406   10,762  117,122  160,787  231,798  345,315  359,683   24,253    9,886

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:        509)
   2,629     -790   -1,096    2,623    2,805    4,155      918   -3,646     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      2.9     31.7     43.5     62.7     93.4     97.3      6.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     135       62      100       69       69      256      191
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       52,810
COMMITMENTS
   5,173    7,156   19,414   22,475   23,520   47,062   50,091    5,748    2,720

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:      2,862)
     -62     -373    1,988      863    1,180    2,788    2,795       73       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     13.6     36.8     42.6     44.5     89.1     94.8     10.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      45       40       35       31       19       98       75
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      153,898
COMMITMENTS
  52,848   13,895   17,027   71,448  116,079  141,323  147,000   12,575    6,898

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:    -17,045)
  -6,334      445   -3,773   -6,333  -14,751  -16,440  -18,079     -604    1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      9.0     11.1     46.4     75.4     91.8     95.5      8.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      71       22       49       47       46      141      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      881,918
COMMITMENTS
 149,937  107,166  162,254  499,263  569,190  811,455  838,611   70,463   43,308

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:    -31,678)
 -20,065    2,512     -880    2,712  -33,197  -18,234  -31,565  -13,444     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     12.2     18.4     56.6     64.5     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      83       61       73       84       82      207      179
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      214,639
COMMITMENTS
  49,895   32,878   63,979   85,314  108,165  199,188  205,022   15,451    9,618

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -1,776)
     755   -5,405   -1,331   -5,322    2,768   -5,899   -3,968    4,123    2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     15.3     29.8     39.7     50.4     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     158      104      129      119      120      331      312
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       44,491
COMMITMENTS
   9,348   34,520    3,414   30,043    2,967   42,805   40,901    1,686    3,590

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -2,023)
    -362   -1,839       17   -1,507     -216   -1,852   -2,038     -172       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     77.6      7.7     67.5      6.7     96.2     91.9      3.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26       44       14        7       10       38       64
 

Updated August 10, 2007