COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   348,622:    71,792     17,452     98,400    150,583    221,928    320,775    337,780:    27,847     10,842
Old  :   341,008:    70,465     17,644     96,592    146,891    216,280    313,948    330,517:    27,061     10,492
Other:     7,614:     2,153        634        982      3,692      5,647      6,828      7,263:       787        351
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    25,226:     4,752     -5,096     11,704      6,780     17,143     23,236     23,751:     1,990      1,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        5.0       28.2       43.2       63.7       92.0       96.9:       8.0        3.1
Old  :     100.0:      20.7        5.2       28.3       43.1       63.4       92.1       96.9:       7.9        3.1
Other:     100.0:      28.3        8.3       12.9       48.5       74.2       89.7       95.4:      10.3        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       156         54         88         73         66        265        181:
Old  :       305:       154         56         88         73         66        264        181:
Other:        53:        17          9         19         13         18         37         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       35.4       29.2       46.7       16.6       27.8       23.2       36.4
Old  :                 18.9       35.9       29.1       47.4       16.8       28.4       23.5       37.0
Other:                 50.8       48.8       65.7       72.2       44.9       43.2       54.1       58.7
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    46,391:     5,359      8,761     14,093     22,241     20,271     41,693     43,126:     4,698      3,266
Old  :    37,098:     4,386     10,008     10,233     18,246     13,908     32,866     34,149:     4,232      2,949
Other:     9,293:     2,426        207      2,407      3,995      6,363      8,827      8,977:       466        316
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :      -120:        37        154        308       -397       -567        -52       -106:       -68        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       18.9       30.4       47.9       43.7       89.9       93.0:      10.1        7.0
Old  :     100.0:      11.8       27.0       27.6       49.2       37.5       88.6       92.1:      11.4        7.9
Other:     100.0:      26.1        2.2       25.9       43.0       68.5       95.0       96.6:       5.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        41         50         37         33         18         97         85:
Old  :       129:        40         52         36         33         17         96         83:
Other:        47:        22          9         20         13          6         42         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       38.6       36.9       51.4       19.2       28.9       28.4       34.2
Old  :                 22.8       38.1       35.7       50.6       18.8       30.2       29.8       36.6
Other:                 44.5       72.7       62.6       83.1       36.9       56.4       45.9       57.8
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   183,073:    75,299     17,411     18,662     75,282    140,410    169,243    176,483:    13,830      6,590
Old  :    95,600:    61,794     15,802      4,400     19,588     70,895     85,782     91,097:     9,818      4,503
Other:    87,473:    17,600      5,703     10,167     55,694     69,515     83,461     85,386:     4,012      2,087
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,234:     2,397       -994        413       -133      2,890      2,677      2,309:      -442        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        9.5       10.2       41.1       76.7       92.4       96.4:       7.6        3.6
Old  :     100.0:      64.6       16.5        4.6       20.5       74.2       89.7       95.3:      10.3        4.7
Other:     100.0:      20.1        6.5       11.6       63.7       79.5       95.4       97.6:       4.6        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        86         32         37         49         48        155        103:
Old  :       177:        82         32         21         34         42        125         86:
Other:       100:        24         24         24         40         36         80         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  :                 28.0       40.3       38.3       52.7       17.1       21.9       25.2       32.4
Old  :                 21.6       48.1       33.4       58.4       21.6       45.8       33.4       55.9
Other:                 47.7       38.6       63.4       53.3       36.6       31.0       46.0       42.6
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   841,613:   164,472    117,498    151,136    439,271    509,312    754,880    777,946:    86,733     63,667
Old  :   841,613:   164,472    117,498    151,136    439,271    509,312    754,880    777,946:    86,733     63,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    10,536:     4,899     -6,026      1,538     -5,266     16,094      1,171     11,606:     9,365     -1,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       14.0       18.0       52.2       60.5       89.7       92.4:      10.3        7.6
Old  :     100.0:      19.5       14.0       18.0       52.2       60.5       89.7       92.4:      10.3        7.6
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  :       243:        86         50         62         90         84        203        172:
Old  :       243:        86         50         62         90         84        203        172:
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  :                 19.7       21.7       30.1       33.2       13.4       12.0       20.3       20.0
Old  :                 19.7       21.7       30.1       33.2       13.4       12.0       20.3       20.0
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 with Delta-adjusted Options and Futures Combined, July 10, 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  :   207,526:    45,899     43,751     56,063     95,019    100,630    196,981    200,444:    10,545      7,082
Old  :   116,755:    36,706     47,548     14,883     57,658     48,953    109,248    111,384:     7,507      5,371
Other:    90,771:    19,457      6,467     30,916     37,361     51,677     87,733     89,060:     3,038      1,711
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     6,642:     1,063      5,106      1,773      2,632       -803      5,468      6,076:     1,174        566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       21.1       27.0       45.8       48.5       94.9       96.6:       5.1        3.4
Old  :     100.0:      31.4       40.7       12.7       49.4       41.9       93.6       95.4:       6.4        4.6
Other:     100.0:      21.4        7.1       34.1       41.2       56.9       96.7       98.1:       3.3        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       441:       153        133        135        116        110        327        333:
Old  :       420:       136        144         92        101         90        281        283:
Other:       258:        77         67         69         79         93        186        201:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       26.0       32.1       36.0       16.9       16.0       23.8       22.9
Old  :                 19.3       27.7       31.1       39.5       19.3       27.2       30.6       38.0
Other:                 33.9       34.1       50.0       47.1       15.7        9.5       19.4       13.7
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    39,816:    10,212     29,915      3,447     24,690      2,408     38,349     35,770:     1,467      4,046
Old  :    39,816:    10,212     29,915      3,447     24,690      2,408     38,349     35,770:     1,467      4,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,888:       310      1,216       -136      2,902        809      3,077      1,889:      -188        999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       75.1        8.7       62.0        6.0       96.3       89.8:       3.7       10.2
Old  :     100.0:      25.6       75.1        8.7       62.0        6.0       96.3       89.8:       3.7       10.2
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  :        81:        20         46         12          7         10         35         61:
Old  :        81:        20         46         12          7         10         35         61:
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  :                 71.6       36.7       90.7       56.2       70.0       36.7       84.1       54.2
Old  :                 71.6       36.7       90.7       56.2       70.0       36.7       84.1       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                                    Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 100,000)                                                 :
     :          :                                                                            :
All  :    27,780:    21,340          0          0      1,424     25,268     22,764     25,268:     5,016      2,512
Old  :    27,780:    21,340          0          0      1,424     25,268     22,764     25,268:     5,016      2,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        0.0        0.0        5.1       91.0       81.9       91.0:      18.1        9.0
Old  :     100.0:      76.8        0.0        0.0        5.1       91.0       81.9       91.0:      18.1        9.0
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  :        20:         9          0          0          3          9         12          9:
Old  :        20:         9          0          0          3          9         12          9:
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  :                 61.3       72.7       75.7       89.2       61.3       72.2       75.7       88.7
Old  :                 61.3       72.7       75.7       89.2       61.3       72.2       75.7       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 13, 2007