COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      220,635
COMMITMENTS
  72,543   18,544   22,300  104,023  171,547  198,866  212,391   21,769    8,244

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      5,596)
   1,947   -3,734    5,330   -1,256    4,041    6,021    5,637     -425      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      8.4     10.1     47.1     77.8     90.1     96.3      9.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     131       62       67       52       60      222      162
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,659
COMMITMENTS
  10,598    8,438    1,868   14,833   17,953   27,299   28,259    3,360    2,400

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        565)
     -97      135       47       95      231       45      413      520      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     27.5      6.1     48.4     58.6     89.0     92.2     11.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      42       32       11       30       14       77       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      167,490
COMMITMENTS
  75,659   16,844    7,724   70,490  135,991  153,873  160,559   13,617    6,931

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     -2,750)
  -1,274     -180     -657   -1,580   -3,174   -3,511   -4,011      761    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     10.1      4.6     42.1     81.2     91.9     95.9      8.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      81       29       27       46       43      149       88
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      667,540
COMMITMENTS
 154,025  149,956   44,185  391,486  420,043  589,696  614,184   77,844   53,356

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      7,457)
   5,893    1,770   -4,392   -3,106    9,247   -1,605    6,625    9,062      832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     22.5      6.6     58.6     62.9     88.3     92.0     11.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      66       69       41       71       76      171      158
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      170,200
COMMITMENTS
  50,612   48,980   23,928   84,536   90,263  159,076  163,171   11,124    7,029

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      6,654)
     887    3,371    1,979    1,779      597    4,645    5,947    2,009      707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     28.8     14.1     49.7     53.0     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     114      104       68      102      104      252      253
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       44,644
COMMITMENTS
  10,449   35,870    2,170   30,761    2,725   43,380   40,765    1,264    3,879

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      6,581)
     778    6,240     -166    6,072      508    6,684    6,582     -103       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     80.3      4.9     68.9      6.1     97.2     91.3      2.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      13       45        4        7        9       22       57
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 07/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       27,277
COMMITMENTS
  19,903        0        0    1,468   24,159   21,371   24,159    5,906    3,118

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:       -353)
  -1,437        0        0      185   -1,109   -1,252   -1,109      899      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0      0.0      0.0      5.4     88.6     78.3     88.6     21.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        0        0        2        9       12        9
 

Updated July 20, 2007