COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 3, 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  :   208,627:    68,607     25,844     16,144    103,146    159,353    187,897    201,341:    20,730      7,286
Old  :   203,858:    67,544     26,526     14,894    101,417    155,441    183,855    196,861:    20,003      6,997
Other:     4,769:     2,221        476         92      1,729      3,912      4,042      4,480:       727        289
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :     6,620:     1,595     -3,757      2,665      2,445      9,221      6,705      8,129:       -85     -1,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       12.4        7.7       49.4       76.4       90.1       96.5:       9.9        3.5
Old  :     100.0:      33.1       13.0        7.3       49.7       76.2       90.2       96.6:       9.8        3.4
Other:     100.0:      46.6       10.0        1.9       36.3       82.0       84.8       93.9:      15.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:       118         60         53         55         58        201        153:
Old  :       271:       119         60         52         52         57        198        151:
Other:        48:        17          7          4         10         15         28         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       42.6       33.9       55.8       24.0       38.8       33.0       51.4
Old  :                 25.4       43.6       34.3       57.0       24.6       39.8       33.6       52.8
Other:                 49.4       63.3       65.2       85.7       48.8       63.3       62.1       81.4
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 3, 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  :    29,779:    10,512      7,773      1,648     14,815     18,041     26,975     27,462:     2,804      2,317
Old  :    23,931:     7,617      7,975      1,122     12,710     12,755     21,449     21,852:     2,482      2,079
Other:     5,848:     3,338        241         83      2,105      5,286      5,526      5,610:       322        238
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -3,075:       785        821     -1,125     -2,253     -2,605     -2,593     -2,909:      -482       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       26.1        5.5       49.7       60.6       90.6       92.2:       9.4        7.8
Old  :     100.0:      31.8       33.3        4.7       53.1       53.3       89.6       91.3:      10.4        8.7
Other:     100.0:      57.1        4.1        1.4       36.0       90.4       94.5       95.9:       5.5        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        42         31         13         28         14         74         56:
Old  :       108:        40         35         11         28         14         74         54:
Other:        40:        23          3          3         10          4         34          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.9       54.6       43.7       65.2       27.5       51.2       39.0       59.3
Old  :                 28.7       53.0       44.4       62.9       28.0       52.7       43.6       62.1
Other:                 44.8       92.3       61.3       95.7       44.8       91.6       60.9       94.5
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 3, 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  :   166,954:    74,518     17,671      7,607     71,435    136,068    153,560    161,346:    13,394      5,608
Old  :    91,368:    61,368     16,156        254     19,364     70,812     80,986     87,222:    10,382      4,146
Other:    75,586:    17,259      5,624      3,244     52,071     65,256     72,574     74,124:     3,012      1,462
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    13,548:    12,858      1,743        606       -185     10,531     13,279     12,880:       269        668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       10.6        4.6       42.8       81.5       92.0       96.6:       8.0        3.4
Old  :     100.0:      67.2       17.7        0.3       21.2       77.5       88.6       95.5:      11.4        4.5
Other:     100.0:      22.8        7.4        4.3       68.9       86.3       96.0       98.1:       4.0        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        86         28         31         45         45        150         96:
Old  :       181:        81         36          5         31         38        115         76:
Other:        96:        32         17         11         31         33         67         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       42.3       40.7       56.0       18.9       23.9       27.7       35.1
Old  :                 22.8       48.2       35.3       60.4       22.8       46.5       35.3       58.8
Other:                 52.0       39.9       68.0       57.2       37.4       32.7       48.8       45.3
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 3, 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  :   653,368:   144,707    154,414     47,740    400,676    398,091    593,123    600,245:    60,245     53,123
Old  :   653,368:   144,707    154,414     47,740    400,676    398,091    593,123    600,245:    60,245     53,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :   -13,646:     1,962     12,744     -1,861     -9,742    -20,599     -9,641     -9,716:    -4,005     -3,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       23.6        7.3       61.3       60.9       90.8       91.9:       9.2        8.1
Old  :     100.0:      22.1       23.6        7.3       61.3       60.9       90.8       91.9:       9.2        8.1
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  :       231:        55         75         41         73         73        164        159:
Old  :       231:        55         75         41         73         73        164        159:
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  :                 22.6       20.9       36.2       33.8       18.3       13.7       27.9       22.5
Old  :                 22.6       20.9       36.2       33.8       18.3       13.7       27.9       22.5
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 - Futures Only, July 3, 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  :   158,500:    48,616     40,064     21,645     80,282     91,079    150,543    152,788:     7,957      5,712
Old  :    97,264:    39,102     42,917        450     51,941     49,188     91,493     92,555:     5,771      4,709
Other:    61,236:    18,917      6,550     11,792     28,341     41,891     59,050     60,233:     2,186      1,003
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :     5,797:      -383      5,993      1,544      6,374       -445      7,535      7,092:    -1,738     -1,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       25.3       13.7       50.7       57.5       95.0       96.4:       5.0        3.6
Old  :     100.0:      40.2       44.1        0.5       53.4       50.6       94.1       95.2:       5.9        4.8
Other:     100.0:      30.9       10.7       19.3       46.3       68.4       96.4       98.4:       3.6        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       117         93         68        103        101        255        238:
Old  :       341:       108         98          7         81         73        193        174:
Other:       208:        63         32         35         64         85        141        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.1       30.2       38.0       41.2       21.1       20.4       29.7       29.3
Old  :                 23.3       32.7       37.6       46.7       23.3       32.3       37.6       45.6
Other:                 44.2       40.0       57.2       52.2       20.7       13.0       26.8       20.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 3, 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  :    35,149:     9,495     28,501      2,356     21,784      1,392     33,635     32,249:     1,514      2,900
Old  :    35,149:     9,495     28,501      2,356     21,784      1,392     33,635     32,249:     1,514      2,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    10,998:     2,259     10,377       -141      9,427         63     11,545     10,299:      -547        699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       81.1        6.7       62.0        4.0       95.7       91.7:       4.3        8.3
Old  :     100.0:      27.0       81.1        6.7       62.0        4.0       95.7       91.7:       4.3        8.3
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  :        66:        14         39          4          7          7         22         50:
Old  :        66:        14         39          4          7          7         22         50:
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  :                 70.2       41.8       90.3       64.6       70.2       41.8       85.5       62.3
Old  :                 70.2       41.8       90.3       64.6       70.2       41.8       85.5       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 9, 2007