COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      356,406
COMMITMENTS
  51,510   15,861  115,343  164,496  211,504  331,349  342,708   25,057   13,698

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -9,385)
  -8,011    5,629   -4,911    3,260  -10,930   -9,661  -10,212      277      827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      4.5     32.4     46.2     59.3     93.0     96.2      7.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     104       83       95       73       63      238      189
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       43,637
COMMITMENTS
   4,722    7,951   14,898   18,912   17,736   38,532   40,586    5,105    3,051

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -10,953)
    -523      287   -5,514   -3,660   -5,488   -9,697  -10,714   -1,256     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     18.2     34.1     43.3     40.6     88.3     93.0     11.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      39       51       32       32       23       92       88
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,323
COMMITMENTS
  40,177   13,264   14,964   76,748  108,746  131,888  136,974   11,434    6,349

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -2,382)
 -11,610   -3,855    1,883    7,680   -1,105   -2,047   -3,077     -335      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      9.3     10.4     53.5     75.9     92.0     95.6      8.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      58       27       35       49       40      124       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      855,873
COMMITMENTS
 127,408  148,688  157,044  495,486  488,104  779,938  793,835   75,935   62,037

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -10,134)
  -5,676   18,197    2,833   -8,962  -37,119  -11,805  -16,089    1,671    5,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     17.4     18.3     57.9     57.0     91.1     92.8      8.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      67       69       75       81       80      195      185
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      198,574
COMMITMENTS
  49,217   23,374   59,117   78,429  107,339  186,764  189,830   11,810    8,744

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -5,307)
  -5,019   -4,452    1,393   -2,291   -4,844   -5,918   -7,903      611    2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     11.8     29.8     39.5     54.1     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     122      119      129      102      112      293      302
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,682
COMMITMENTS
   2,760   14,262    5,852   17,102    4,844   25,713   24,957    1,969    2,725

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -8,180)
  -2,882   -8,087    2,366   -7,126   -2,044   -7,642   -7,765     -538     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     51.5     21.1     61.8     17.5     92.9     90.2      7.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      28       28       14        7        9       43       44
 

Updated August 24, 2007