COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders - Futures Only, July 31, 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  :   213,491:    67,331     19,066     19,445    104,014    167,708    190,790    206,219:    22,701      7,272
Old  :   203,583:    65,239     20,072     17,544     99,122    159,151    181,905    196,767:    21,678      6,816
Other:     9,908:     3,833        735        160      4,892      8,557      8,885      9,452:     1,023        456
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2007                        :
     :       783:      -973     -1,754       -305      1,626      2,761        348        702:       435         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        8.9        9.1       48.7       78.6       89.4       96.6:      10.6        3.4
Old  :     100.0:      32.0        9.9        8.6       48.7       78.2       89.4       96.7:      10.6        3.3
Other:     100.0:      38.7        7.4        1.6       49.4       86.4       89.7       95.4:      10.3        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:       116         55         64         50         55        205        147:
Old  :       256:       112         58         61         47         55        200        145:
Other:        62:        22          9          4         13         19         38         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       42.6       33.8       56.3       21.4       37.1       31.0       50.4
Old  :                 22.5       43.4       34.0       57.4       21.9       39.2       31.6       51.6
Other:                 45.6       70.4       64.2       83.8       45.3       70.4       63.5       83.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders - Futures Only, July 31, 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  :    30,708:    10,623      6,502      3,105     13,063     19,231     26,791     28,838:     3,917      1,870
Old  :    22,752:     7,486      8,083      1,016     10,933     11,980     19,435     21,079:     3,317      1,673
Other:     7,956:     4,854        136        372      2,130      7,251      7,356      7,759:       600        197
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2007                        :
     :      -999:      -461     -1,183        502     -1,084       -218     -1,043       -899:        44       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       21.2       10.1       42.5       62.6       87.2       93.9:      12.8        6.1
Old  :     100.0:      32.9       35.5        4.5       48.1       52.7       85.4       92.6:      14.6        7.4
Other:     100.0:      61.0        1.7        4.7       26.8       91.1       92.5       97.5:       7.5        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        42         25         17         27         15         76         53:
Old  :       101:        37         31         13         27         13         73         49:
Other:        42:        26          3          6          9          5         36         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       57.5       39.4       68.9       25.4       55.3       37.4       64.4
Old  :                 28.2       55.1       42.6       66.7       28.2       54.5       42.6       65.3
Other:                 38.1       91.5       56.1       95.7       36.5       91.0       54.4       92.0
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders - Futures Only, July 31, 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  :   158,478:    61,585     14,263      9,238     75,376    129,835    146,199    153,336:    12,279      5,142
Old  :    68,143:    41,817     14,612        245     18,560     50,186     60,622     65,043:     7,521      3,100
Other:    90,335:    25,803      5,686      2,958     56,816     79,649     85,577     88,293:     4,758      2,042
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2007                        :
     :   -10,296:   -13,120     -2,381       -438      4,462     -6,377     -9,096     -9,196:    -1,200     -1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        9.0        5.8       47.6       81.9       92.3       96.8:       7.7        3.2
Old  :     100.0:      61.4       21.4        0.4       27.2       73.6       89.0       95.5:      11.0        4.5
Other:     100.0:      28.6        6.3        3.3       62.9       88.2       94.7       97.7:       5.3        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        72         29         32         44         44        139         93:
Old  :       154:        65         31          4         28         34         94         68:
Other:       113:        37         23         16         35         37         81         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.4       45.5       44.4       57.2       18.2       24.7       24.9       33.1
Old  :                 24.0       53.6       35.9       64.0       24.0       51.6       35.7       62.0
Other:                 54.1       46.0       66.6       62.6       38.3       37.6       48.9       48.7
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders - Futures Only, July 31, 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  :   692,159:   155,102    130,804     46,507    429,469    482,156    631,078    659,467:    61,081     32,692
Old  :   692,159:   155,102    130,804     46,507    429,469    482,156    631,078    659,467:    61,081     32,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2007                        :
     :   -14,963:    -5,644     -7,111      5,030      3,709      4,907      3,095      2,826:   -18,058    -17,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       18.9        6.7       62.0       69.7       91.2       95.3:       8.8        4.7
Old  :     100.0:      22.4       18.9        6.7       62.0       69.7       91.2       95.3:       8.8        4.7
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  :       232:        70         65         52         66         69        175        152:
Old  :       232:        70         65         52         66         69        175        152:
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  :                 25.7       25.9       38.9       39.7       18.9       18.1       28.1       28.1
Old  :                 25.7       25.9       38.9       39.7       18.9       18.1       28.1       28.1
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 31, 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  :   175,837:    52,344     40,946     32,264     80,916     95,990    165,524    169,200:    10,313      6,637
Old  :    88,025:    35,180     45,316        872     45,001     37,427     81,053     83,615:     6,972      4,410
Other:    87,812:    28,263      6,729     20,293     35,915     58,563     84,471     85,585:     3,341      2,227
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2007                        :
     :     4,110:     1,511     -2,442      3,411       -427      2,397      4,495      3,366:      -385        744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       23.3       18.3       46.0       54.6       94.1       96.2:       5.9        3.8
Old  :     100.0:      40.0       51.5        1.0       51.1       42.5       92.1       95.0:       7.9        5.0
Other:     100.0:      32.2        7.7       23.1       40.9       66.7       96.2       97.5:       3.8        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       124         88         75        109        105        274        245:
Old  :       337:       108         92         10         84         68        197        166:
Other:       245:        78         36         40         71         95        166        163:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       30.5       38.3       41.1       20.4       19.3       27.7       27.5
Old  :                 23.1       35.8       37.5       50.9       23.1       34.5       37.5       48.8
Other:                 42.9       35.6       53.4       47.8       20.4       11.8       26.8       18.4
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders - Futures Only, July 31, 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  :    44,523:     9,334     36,311      2,142     31,541      2,836     43,017     41,289:     1,506      3,234
Old  :    44,523:     9,334     36,311      2,142     31,541      2,836     43,017     41,289:     1,506      3,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2007                        :
     :    -3,096:    -1,037     -2,411         51     -2,193        -33     -3,179     -2,393:        83       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       81.6        4.8       70.8        6.4       96.6       92.7:       3.4        7.3
Old  :     100.0:      21.0       81.6        4.8       70.8        6.4       96.6       92.7:       3.4        7.3
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  :        74:        16         43          5          7          9         25         56:
Old  :        74:        16         43          5          7          9         25         56:
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  :                 86.3       44.2       93.2       65.5       84.3       44.2       87.1       63.7
Old  :                 86.3       44.2       93.2       65.5       84.3       44.2       87.1       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 3, 2007