COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   372,707:    70,889     12,821    115,490    159,628    233,023    346,008    361,334:    26,700     11,373
Old  :   362,444:    68,917     13,316    113,192    154,559    224,922    336,668    351,430:    25,776     11,014
Other:    10,263:     3,058        591      1,212      5,070      8,101      9,340      9,904:       924        359
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :    24,085:      -903     -4,631     17,090      9,046     11,095     25,233     23,554:    -1,147        531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        3.4       31.0       42.8       62.5       92.8       96.9:       7.2        3.1
Old  :     100.0:      19.0        3.7       31.2       42.6       62.1       92.9       97.0:       7.1        3.0
Other:     100.0:      29.8        5.8       11.8       49.4       78.9       91.0       96.5:       9.0        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:       146         65        102         72         72        272        196:
Old  :       312:       143         69        101         72         71        271        195:
Other:        65:        18         14         20         15         22         46         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       34.7       28.8       46.5       14.1       25.6       20.7       33.3
Old  :                 18.0       35.5       28.7       47.2       14.3       26.1       20.9       33.7
Other:                 47.4       52.0       62.4       72.8       46.8       52.0       57.7       69.9
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    46,438:     5,444      8,599     14,096     21,813     20,374     41,353     43,068:     5,085      3,370
Old  :    37,284:     4,577      9,901     10,185     18,031     14,157     32,793     34,243:     4,490      3,041
Other:     9,155:     2,396        227      2,382      3,782      6,216      8,560      8,825:       594        329
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :        47:        86       -162          3       -428        102       -339        -57:       386        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       18.5       30.4       47.0       43.9       89.1       92.7:      10.9        7.3
Old  :     100.0:      12.3       26.6       27.3       48.4       38.0       88.0       91.8:      12.0        8.2
Other:     100.0:      26.2        2.5       26.0       41.3       67.9       93.5       96.4:       6.5        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        45         49         35         32         18        100         81:
Old  :       129:        45         49         34         32         17         98         79:
Other:        46:        22          9         19         12          6         41         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       38.5       35.8       51.1       19.4       30.2       28.9       35.6
Old  :                 21.8       38.5       34.7       50.5       18.9       31.8       30.1       38.6
Other:                 43.3       72.3       60.5       82.6       37.9       58.1       47.1       59.7
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   181,451:    74,599     17,936     18,060     74,075    137,359    166,733    173,355:    14,718      8,096
Old  :    93,943:    60,452     16,167      4,318     19,179     68,337     83,949     88,822:     9,994      5,121
Other:    87,509:    18,557      6,178      9,333     54,895     69,022     82,785     84,533:     4,724      2,975
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :    -1,622:      -701        525       -602     -1,207     -3,051     -2,510     -3,128:       888      1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        9.9       10.0       40.8       75.7       91.9       95.5:       8.1        4.5
Old  :     100.0:      64.3       17.2        4.6       20.4       72.7       89.4       94.5:      10.6        5.5
Other:     100.0:      21.2        7.1       10.7       62.7       78.9       94.6       96.6:       5.4        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        86         30         38         50         46        160        100:
Old  :       177:        80         34         20         36         40        127         83:
Other:       101:        29         22         24         39         35         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  :                 28.7       41.0       38.2       52.6       16.4       22.0       24.2       32.3
Old  :                 21.1       49.6       32.1       59.0       21.1       47.0       32.1       56.1
Other:                 49.2       39.7       63.3       54.2       37.6       32.0       47.6       43.0
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   849,479:   170,721    117,739    143,480    438,625    525,134    752,826    786,354:    96,653     63,126
Old  :   849,479:   170,721    117,739    143,480    438,625    525,134    752,826    786,354:    96,653     63,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     7,866:     6,248        241     -7,656       -646     15,822     -2,054      8,407:     9,920       -541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       13.9       16.9       51.6       61.8       88.6       92.6:      11.4        7.4
Old  :     100.0:      20.1       13.9       16.9       51.6       61.8       88.6       92.6:      11.4        7.4
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  :       251:        93         53         65         86         84        207        177:
Old  :       251:        93         53         65         86         84        207        177:
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  :                 19.9       22.8       30.4       34.2       13.3       13.5       20.4       21.6
Old  :                 19.9       22.8       30.4       34.2       13.3       13.5       20.4       21.6
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 17, 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  :   210,634:    46,465     46,301     56,301     95,426    100,140    198,192    202,742:    12,442      7,891
Old  :   112,965:    35,471     49,722     13,234     55,479     44,336    104,184    107,292:     8,781      5,673
Other:    97,669:    20,678      6,264     33,382     39,947     55,804     94,008     95,451:     3,661      2,218
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     3,108:       566      2,550        238        407       -490      1,211      2,299:     1,897        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       22.0       26.7       45.3       47.5       94.1       96.3:       5.9        3.7
Old  :     100.0:      31.4       44.0       11.7       49.1       39.2       92.2       95.0:       7.8        5.0
Other:     100.0:      21.2        6.4       34.2       40.9       57.1       96.3       97.7:       3.7        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       432:       151        128        123        112        112        310        325:
Old  :       407:       135        133         84         98         88        270        268:
Other:       262:        75         64         74         80         99        189        208:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       26.2       33.1       36.5       17.1       16.3       24.2       23.2
Old  :                 19.9       29.7       31.9       41.9       19.9       28.7       31.5       40.2
Other:                 34.7       32.7       49.7       44.7       15.4        8.0       19.2       12.6
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    46,595:    11,102     36,121      3,352     30,761      3,070     45,215     42,543:     1,379      4,052
Old  :    46,595:    11,102     36,121      3,352     30,761      3,070     45,215     42,543:     1,379      4,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :     6,779:       890      6,206        -96      6,071        663      6,866      6,773:       -88          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       77.5        7.2       66.0        6.6       97.0       91.3:       3.0        8.7
Old  :     100.0:      23.8       77.5        7.2       66.0        6.6       97.0       91.3:       3.0        8.7
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  :        83:        20         48         11          7         10         35         62:
Old  :        83:        20         48         11          7         10         35         62:
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  :                 77.9       40.8       91.8       59.3       75.1       40.8       85.3       57.6
Old  :                 77.9       40.8       91.8       59.3       75.1       40.8       85.3       57.6
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 17, 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  :    27,454:    19,903          0          0      1,627     24,159     21,530     24,159:     5,924      3,295
Old  :    27,454:    19,903          0          0      1,627     24,159     21,530     24,159:     5,924      3,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2007                        :
     :      -326:    -1,437          0          0        203     -1,109     -1,234     -1,109:       907        783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5        0.0        0.0        5.9       88.0       78.4       88.0:      21.6       12.0
Old  :     100.0:      72.5        0.0        0.0        5.9       88.0       78.4       88.0:      21.6       12.0
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  :        21:        10          0          0          3          9         13          9:
Old  :        21:        10          0          0          3          9         13          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  :                 57.5       69.6       70.2       86.2       57.5       69.0       70.2       85.7
Old  :                 57.5       69.6       70.2       86.2       57.5       69.0       70.2       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 20, 2007