Comment: JEL Classification Numbers: C62, D51. Keywords: Separable Banach space, Saturated measure space, Price dependent preferences, Lyapunov's convexity theorem, Fatou's lemmaWe prove the existence of a competitive equilibrium in a production economy with infinitely many commodities and a measure space of agents whose preferences are price dependent. We employ a saturated measure space for the set of agents and apply recent results for an infinite dimensional separable Banach space such as Lyapunov's convexity theorem and an exact Fatou's lemma to obtain the result.