COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      365,791
COMMITMENTS
  59,520   10,233  120,254  161,236  222,433  341,010  352,920   24,781   12,871

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -3,778)
  -7,886     -529    3,132      449   -9,365   -4,306   -6,763      528    2,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      2.8     32.9     44.1     60.8     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     124       68      101       72       67      252      193
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       54,589
COMMITMENTS
   5,245    7,664   20,412   22,572   23,224   48,229   51,300    6,360    3,289

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      1,779)
      72      508      997       97     -296    1,166    1,209      612      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     14.0     37.4     41.3     42.5     88.3     94.0     11.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      45       41       35       32       22       97       81
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      145,705
COMMITMENTS
  51,788   17,120   13,080   69,068  109,852  133,935  140,051   11,770    5,654

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -8,193)
  -1,061    3,225   -3,947   -2,380   -6,227   -7,387   -6,949     -806   -1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     11.7      9.0     47.4     75.4     91.9     96.1      8.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      60       37       40       46       42      128      103
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      866,006
COMMITMENTS
 133,084  130,491  154,211  504,448  525,223  791,743  809,924   74,264   56,082

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -15,912)
 -16,853   23,325   -8,044    5,185  -43,967  -19,712  -28,686    3,800   12,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     15.1     17.8     58.2     60.6     91.4     93.5      8.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      75       62       73       82       82      197      182
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      203,881
COMMITMENTS
  54,237   27,826   57,725   80,721  112,182  192,682  197,733   11,198    6,148

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -10,759)
   4,342   -5,051   -6,255   -4,593    4,017   -6,506   -7,289   -4,253   -3,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     13.6     28.3     39.6     55.0     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     147      104      119      104      117      311      294
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       35,862
COMMITMENTS
   5,642   22,349    3,485   24,228    6,888   33,355   32,722    2,507    3,140

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -8,629)
  -3,706  -12,171       71   -5,814    3,921   -9,449   -8,179      821     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     62.3      9.7     67.6     19.2     93.0     91.2      7.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23       37       15        8        9       42       51
 

Updated August 17, 2007