COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      356,495
COMMITMENTS
  51,205   19,143  117,014  164,971  206,706  333,190  342,864   23,305   13,631

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:         89)
    -305    3,281    1,671      475   -4,797    1,841      155   -1,752      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      5.4     32.8     46.3     58.0     93.5     96.2      6.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     110       82       92       82       66      243      197
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       41,895
COMMITMENTS
   4,839    7,963   13,924   18,333   17,002   37,096   38,890    4,799    3,006

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -1,741)
     116       12     -974     -578     -734   -1,436   -1,696     -305      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     19.0     33.2     43.8     40.6     88.5     92.8     11.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      42       46       31       32       22       93       85
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      137,552
COMMITMENTS
  35,308   14,263   15,167   77,182  102,682  127,658  132,113    9,894    5,439

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -5,771)
  -4,869      999      204      434   -6,064   -4,231   -4,861   -1,541     -910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     10.4     11.0     56.1     74.6     92.8     96.0      7.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      56       30       36       49       38      122       92
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      856,336
COMMITMENTS
 132,135  131,017  157,434  491,870  506,207  781,440  794,658   74,896   61,678

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        463)
   4,727  -17,671      390   -3,616   18,103    1,502      822   -1,039     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     15.3     18.4     57.4     59.1     91.3     92.8      8.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      70       64       73       82       78      195      177
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      193,780
COMMITMENTS
  49,166   25,713   59,318   76,153  102,095  184,637  187,127    9,142    6,652

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -4,794)
     -52    2,339      201   -2,276   -5,243   -2,127   -2,702   -2,667   -2,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     13.3     30.6     39.3     52.7     95.3     96.6      4.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     118      124      131       99      118      293      309
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,408
COMMITMENTS
   2,757   16,010    3,913   16,925    2,738   23,595   22,661    1,814    2,748

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -2,274)
      -3    1,748   -1,939     -177   -2,106   -2,119   -2,297     -155       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     63.0     15.4     66.6     10.8     92.9     89.2      7.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       29       13        6        9       39       46
 

Updated August 31, 2007