COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                  Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   369,568:    67,406     10,762    117,122    160,787    231,798    345,315    359,683:    24,253      9,886
Old  :   356,479:    64,707     11,626    114,079    154,465    221,252    333,251    346,957:    23,228      9,522
Other:    13,089:     4,053        490      1,689      6,322     10,547     12,064     12,726:     1,025        363
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :       509:     2,629       -790     -1,096      2,623      2,805      4,155        918:    -3,646       -409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        2.9       31.7       43.5       62.7       93.4       97.3:       6.6        2.7
Old  :     100.0:      18.2        3.3       32.0       43.3       62.1       93.5       97.3:       6.5        2.7
Other:     100.0:      31.0        3.7       12.9       48.3       80.6       92.2       97.2:       7.8        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:       135         62        100         69         69        256        191:
Old  :       295:       133         65         98         69         69        254        190:
Other:        75:        22         18         23         17         23         54         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       33.7       30.6       46.2       13.8       23.3       20.2       31.6
Old  :                 18.4       34.8       30.3       47.0       14.3       24.2       20.9       32.4
Other:                 43.9       56.8       58.3       73.5       43.1       55.1       55.1       71.1
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                                Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :    52,810:     5,173      7,156     19,414     22,475     23,520     47,062     50,091:     5,748      2,720
Old  :    34,993:     4,236      9,005     10,224     15,851     13,348     30,311     32,577:     4,681      2,416
Other:    17,818:     3,019        234      7,108      6,624     10,172     16,751     17,514:     1,067        304
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :     2,862:       -62       -373      1,988        863      1,180      2,788      2,795:        73         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       13.6       36.8       42.6       44.5       89.1       94.8:      10.9        5.2
Old  :     100.0:      12.1       25.7       29.2       45.3       38.1       86.6       93.1:      13.4        6.9
Other:     100.0:      16.9        1.3       39.9       37.2       57.1       94.0       98.3:       6.0        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        45         40         35         31         19         98         75:
Old  :       118:        36         48         30         30         17         90         71:
Other:        55:        30          9         21         15          6         51         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.0       46.7       40.6       58.7       15.4       28.7       23.9       33.9
Old  :                 23.5       42.1       38.0       53.2       18.8       31.7       28.6       39.0
Other:                 42.1       70.6       61.1       84.8       20.1       36.6       26.0       37.3
 
COCOA - NEW YORK BOARD OF TRADE                                                                         Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   153,898:    52,848     13,895     17,027     71,448    116,079    141,323    147,000:    12,575      6,898
Old  :    36,871:    16,300     10,529        137     14,509     21,889     30,946     32,555:     5,925      4,316
Other:   117,027:    40,849      7,667     12,589     56,939     94,190    110,377    114,445:     6,650      2,582
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :   -17,045:    -6,334        445     -3,773     -6,333    -14,751    -16,440    -18,079:      -604      1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        9.0       11.1       46.4       75.4       91.8       95.5:       8.2        4.5
Old  :     100.0:      44.2       28.6        0.4       39.4       59.4       83.9       88.3:      16.1       11.7
Other:     100.0:      34.9        6.6       10.8       48.7       80.5       94.3       97.8:       5.7        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        71         22         49         47         46        141        107:
Old  :       121:        43         24          5         33         25         79         52:
Other:       135:        54         21         35         43         39        113         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.0       40.5       41.1       52.2       18.9       22.9       25.8       31.2
Old  :                 21.1       53.7       35.3       63.5       21.1       50.2       34.2       60.0
Other:                 39.7       39.7       51.2       53.4       24.8       26.7       32.4       35.9
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                  Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   881,918:   149,937    107,166    162,254    499,263    569,190    811,455    838,611:    70,463     43,308
Old  :   881,918:   149,937    107,166    162,254    499,263    569,190    811,455    838,611:    70,463     43,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :   -31,678:   -20,065      2,512       -880      2,712    -33,197    -18,234    -31,565:   -13,444       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       12.2       18.4       56.6       64.5       92.0       95.1:       8.0        4.9
Old  :     100.0:      17.0       12.2       18.4       56.6       64.5       92.0       95.1:       8.0        4.9
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  :       247:        83         61         73         84         82        207        179:
Old  :       247:        83         61         73         84         82        207        179:
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  :                 25.5       25.5       35.5       37.5       12.4       12.6       19.6       20.9
Old  :                 25.5       25.5       35.5       37.5       12.4       12.6       19.6       20.9
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, August 7, 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  :   214,639:    49,895     32,878     63,979     85,314    108,165    199,188    205,022:    15,451      9,618
Old  :    80,046:    27,357     29,145     10,481     33,395     35,562     71,233     75,188:     8,813      4,858
Other:   134,593:    31,263     12,458     44,773     51,919     72,603    127,955    129,834:     6,638      4,760
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    -1,776:       755     -5,405     -1,331     -5,322      2,768     -5,899     -3,968:     4,123      2,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       15.3       29.8       39.7       50.4       92.8       95.5:       7.2        4.5
Old  :     100.0:      34.2       36.4       13.1       41.7       44.4       89.0       93.9:      11.0        6.1
Other:     100.0:      23.2        9.3       33.3       38.6       53.9       95.1       96.5:       4.9        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       424:       158        104        129        119        120        331        312:
Old  :       360:       128         93         89         96         92        260        238:
Other:       311:        88         83         87         97        108        228        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       25.2       31.4       34.3       16.5       14.5       22.4       21.0
Old  :                 19.8       32.9       30.8       46.1       19.8       31.2       30.6       43.7
Other:                 27.8       24.8       40.6       37.6       17.2       11.1       22.3       17.0
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                                             Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :    44,491:     9,348     34,520      3,414     30,043      2,967     42,805     40,901:     1,686      3,590
Old  :    44,491:     9,348     34,520      3,414     30,043      2,967     42,805     40,901:     1,686      3,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    -2,023:      -362     -1,839         17     -1,507       -216     -1,852     -2,038:      -172         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       77.6        7.7       67.5        6.7       96.2       91.9:       3.8        8.1
Old  :     100.0:      21.0       77.6        7.7       67.5        6.7       96.2       91.9:       3.8        8.1
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  :        85:        26         44         14          7         10         38         64:
Old  :        85:        26         44         14          7         10         38         64:
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  :                 83.3       37.0       91.2       57.5       79.8       37.0       83.3       55.9
Old  :                 83.3       37.0       91.2       57.5       79.8       37.0       83.3       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 10, 2007