COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY 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:      212,708
COMMITMENTS
  68,304   20,820   19,750  102,388  164,947  190,442  205,517   22,266    7,191

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     -7,927)
  -4,239    2,276   -2,550   -1,635   -6,600   -8,424   -6,874      497   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      9.8      9.3     48.1     77.5     89.5     96.6     10.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     125       59       65       51       55      215      152
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY 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:       31,707
COMMITMENTS
  11,084    7,685    2,603   14,147   19,449   27,834   29,737    3,873    1,970

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      1,048)
     486     -753      735     -686    1,496      535    1,478      513     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     24.2      8.2     44.6     61.3     87.8     93.8     12.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      45       30       15       29       15       80       56
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY 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:      168,774
COMMITMENTS
  74,705   16,644    9,676   70,914  136,212  155,295  162,532   13,479    6,242

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      1,284)
    -954     -200    1,952      424      221    1,422    1,973     -138     -689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      9.9      5.7     42.0     80.7     92.0     96.3      8.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      84       29       36       44       45      152      100
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY 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:      707,122
COMMITMENTS
 160,746  137,915   41,477  425,760  477,249  627,983  656,641   79,139   50,481

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     39,582)
   6,721  -12,041   -2,708   34,274   57,206   38,287   42,457    1,295   -2,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     19.5      5.9     60.2     67.5     88.8     92.9     11.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      74       62       45       65       70      173      149
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY 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:      171,727
COMMITMENTS
  50,833   43,388   28,853   81,343   93,593  161,029  165,834   10,698    5,893

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      1,527)
     221   -5,592    4,925   -3,193    3,330    1,953    2,663     -426   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     25.3     16.8     47.4     54.5     93.8     96.6      6.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     128       93       69      108      106      273      244
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY 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:       47,619
COMMITMENTS
  10,371   38,722    2,091   33,734    2,869   46,196   43,682    1,423    3,937

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      2,975)
     -78    2,852      -79    2,973      144    2,816    2,917      159       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     81.3      4.4     70.8      6.0     97.0     91.7      3.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       47        4        6        9       26       59
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY 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:       26,837
COMMITMENTS
  18,137        0        0    2,311   23,927   20,448   23,927    6,389    2,910

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:       -440)
  -1,766        0        0      843     -232     -923     -232      483     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6      0.0      0.0      8.6     89.2     76.2     89.2     23.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        0        0        3       10       12       10
 

Updated July 27, 2007