COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      372,707
COMMITMENTS
  70,889   12,821  115,490  159,628  233,023  346,008  361,334   26,700   11,373

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     24,085)
    -903   -4,631   17,090    9,046   11,095   25,233   23,554   -1,147      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      3.4     31.0     42.8     62.5     92.8     96.9      7.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     146       65      102       72       72      272      196
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,438
COMMITMENTS
   5,444    8,599   14,096   21,813   20,374   41,353   43,068    5,085    3,370

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:         47)
      86     -162        3     -428      102     -339      -57      386      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     18.5     30.4     47.0     43.9     89.1     92.7     10.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      45       49       35       32       18      100       81
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      181,451
COMMITMENTS
  74,599   17,936   18,060   74,075  137,359  166,733  173,355   14,718    8,096

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     -1,622)
    -701      525     -602   -1,207   -3,051   -2,510   -3,128      888    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1      9.9     10.0     40.8     75.7     91.9     95.5      8.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      86       30       38       50       46      160      100
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      849,479
COMMITMENTS
 170,721  117,739  143,480  438,625  525,134  752,826  786,354   96,653   63,126

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      7,866)
   6,248      241   -7,656     -646   15,822   -2,054    8,407    9,920     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     13.9     16.9     51.6     61.8     88.6     92.6     11.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      93       53       65       86       84      207      177
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      210,634
COMMITMENTS
  46,465   46,301   56,301   95,426  100,140  198,192  202,742   12,442    7,891

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      3,108)
     566    2,550      238      407     -490    1,211    2,299    1,897      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     22.0     26.7     45.3     47.5     94.1     96.3      5.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     151      128      123      112      112      310      325
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,595
COMMITMENTS
  11,102   36,121    3,352   30,761    3,070   45,215   42,543    1,379    4,052

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      6,779)
     890    6,206      -96    6,071      663    6,866    6,773      -88        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     77.5      7.2     66.0      6.6     97.0     91.3      3.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       48       11        7       10       35       62
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 100,000)                           OPEN INTEREST:       27,454
COMMITMENTS
  19,903        0        0    1,627   24,159   21,530   24,159    5,924    3,295

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:       -326)
  -1,437        0        0      203   -1,109   -1,234   -1,109      907      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.5      0.0      0.0      5.9     88.0     78.4     88.0     21.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        0        0        3        9       13        9
 

Updated July 20, 2007