COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 07/31/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      213,491
COMMITMENTS
  67,331   19,066   19,445  104,014  167,708  190,790  206,219   22,701    7,272

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        783)
    -973   -1,754     -305    1,626    2,761      348      702      435       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      8.9      9.1     48.7     78.6     89.4     96.6     10.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
     116       55       64       50       55      205      147
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 07/31/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,708
COMMITMENTS
  10,623    6,502    3,105   13,063   19,231   26,791   28,838    3,917    1,870

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -999)
    -461   -1,183      502   -1,084     -218   -1,043     -899       44     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     21.2     10.1     42.5     62.6     87.2     93.9     12.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      42       25       17       27       15       76       53
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 07/31/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      158,478
COMMITMENTS
  61,585   14,263    9,238   75,376  129,835  146,199  153,336   12,279    5,142

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -10,296)
 -13,120   -2,381     -438    4,462   -6,377   -9,096   -9,196   -1,200   -1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      9.0      5.8     47.6     81.9     92.3     96.8      7.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      72       29       32       44       44      139       93
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 07/31/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      692,159
COMMITMENTS
 155,102  130,804   46,507  429,469  482,156  631,078  659,467   61,081   32,692

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -14,963)
  -5,644   -7,111    5,030    3,709    4,907    3,095    2,826  -18,058  -17,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     18.9      6.7     62.0     69.7     91.2     95.3      8.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      70       65       52       66       69      175      152
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 07/31/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      175,837
COMMITMENTS
  52,344   40,946   32,264   80,916   95,990  165,524  169,200   10,313    6,637

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      4,110)
   1,511   -2,442    3,411     -427    2,397    4,495    3,366     -385      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     23.3     18.3     46.0     54.6     94.1     96.2      5.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     124       88       75      109      105      274      245
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 07/31/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       44,523
COMMITMENTS
   9,334   36,311    2,142   31,541    2,836   43,017   41,289    1,506    3,234

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -3,096)
  -1,037   -2,411       51   -2,193      -33   -3,179   -2,393       83     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     81.6      4.8     70.8      6.4     96.6     92.7      3.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       43        5        7        9       25       56
 

Updated August 3, 2007