COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE                                                                                     
CFTC Code #001602                                                              Open Interest is   513,744
    : Positions                                                                               :
    :   53,801    54,895   132,366    80,729   253,318   209,577     8,473   476,474   449,052:   37,269    64,692
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :   -2,121     7,598     1,662     2,039    -6,339     2,807       502     4,386     3,424:      -17       945
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.5      10.7      25.8      15.7      49.3      40.8       1.6      92.7      87.4:      7.3      12.6
    :                                                                                         :
    : Total Traders:   368          Number of Traders in Each Category                        :
    :      106       107       127        64       106        26         5       280       279:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                 
CFTC Code #001612                                                              Open Interest is   127,957
    : Positions                                                                               :
    :   32,525     9,842    15,827    21,925    65,753    31,437     1,474   101,714    92,896:   26,242    35,061
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :     -967     1,736       248     2,243    -1,323      -219       177     1,305       839:    3,413     3,879
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.4       7.7      12.4      17.1      51.4      24.6       1.2      79.5      72.6:     20.5      27.4
    :                                                                                         :
    : Total Traders:   167          Number of Traders in Each Category                        :
    :       44        29        32        51        64        14         3       126       111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE                                                                                      
CFTC Code #002602                                                              Open Interest is 1,962,900
    : Positions                                                                               :
    :  305,387    57,741   574,129   442,017 1,008,578   427,445     5,866 1,748,979 1,646,315:  213,922   316,586
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :  -14,715     2,189     3,843       912   -23,451       953      -149    -9,008   -17,567:    6,449    15,009
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.6       2.9      29.2      22.5      51.4      21.8       0.3      89.1      83.9:     10.9      16.1
    :                                                                                         :
    : Total Traders:   758          Number of Traders in Each Category                        :
    :      205       110       203       282       358        26        10       597       611:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                  
CFTC Code #005602                                                              Open Interest is   497,953
    : Positions                                                                               :
    :   80,132    33,061   130,550    93,443   246,073   132,509     2,782   436,634   412,467:   61,319    85,487
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :    9,624    -2,738     2,666   -14,009     3,095     2,288      -394       570     2,629:    1,215      -844
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.1       6.6      26.2      18.8      49.4      26.6       0.6      87.7      82.8:     12.3      17.2
    :                                                                                         :
    : Total Traders:   408          Number of Traders in Each Category                        :
    :      126        71       129       102       139        26         4       328       299:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                               
CFTC Code #007601                                                              Open Interest is   287,650
    : Positions                                                                               :
    :   58,604    15,190    54,449    73,391   193,864    68,874     1,005   255,317   264,508:   32,332    23,142
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :    2,773     2,904    -1,777    -4,410    -5,820      -205      -768    -3,618    -5,461:     -744     1,099
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.4       5.3      18.9      25.5      67.4      23.9       0.3      88.8      92.0:     11.2       8.0
    :                                                                                         :
    : Total Traders:   191          Number of Traders in Each Category                        :
    :       66        32        47        46        57        16         3       161       118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #033661                                                              Open Interest is   244,076
    : Positions                                                                               :
    :   39,688    30,544    61,496    34,782   139,494    82,550       161   218,515   231,695:   25,561    12,381
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :   -1,093    -2,834     2,851       482        70       837       -27     3,077        60:   -1,662     1,355
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      12.5      25.2      14.3      57.2      33.8       0.1      89.5      94.9:     10.5       5.1
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :      120        59        80        60        64        23         2       231       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                            
CFTC Code #054642                                                              Open Interest is   180,870
    : Positions                                                                               :
    :   18,089    20,235    40,603    13,019    85,024    84,255       909   155,966   146,771:   24,903    34,099
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :     -953     5,296        56    -1,579    -7,316     1,605       604      -871    -1,360:    1,071     1,560
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.0      11.2      22.4       7.2      47.0      46.6       0.5      86.2      81.1:     13.8      18.9
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       48        59        77        27        41        23         3       145       159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                          
CFTC Code #057642                                                              Open Interest is   267,023
    : Positions                                                                               :
    :   46,406    18,572    73,502    26,584   112,791    96,193     1,198   242,684   206,063:   24,339    60,961
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :    2,774    -4,032    13,583     1,180     7,619     1,722       820    19,259    17,989:    1,426     2,696
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.4       7.0      27.5      10.0      42.2      36.0       0.4      90.9      77.2:      9.1      22.8
    :                                                                                         :
    : Total Traders:   325          Number of Traders in Each Category                        :
    :       81        59        88        74       144        25         3       226       264:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                        
CFTC Code #061641                                                              Open Interest is    30,462
    : Positions                                                                               :
    :    4,303     7,097     4,766     7,403     5,555     7,730       357    24,201    17,775:    6,261    12,687
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :      221        10       467       244       557         2         8       934     1,041:     -273      -380
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      23.3      15.6      24.3      18.2      25.4       1.2      79.4      58.4:     20.6      41.6
    :                                                                                         :
    : Total Traders:   132          Number of Traders in Each Category                        :
    :       28        29        32        35        37        17         1        99        89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - NEW YORK BOARD OF TRADE                                                                                    
CFTC Code #073732                                                              Open Interest is   162,595
    : Positions                                                                               :
    :   47,962    12,811    14,186    71,623   126,842    13,779     1,113   147,549   154,952:   15,046     7,643
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :    4,764      -761     1,598      -509     6,580      -128       -66     5,725     7,351:    1,480      -147
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.5       7.9       8.7      44.0      78.0       8.5       0.7      90.7      95.3:      9.3       4.7
    :                                                                                         :
    : Total Traders:   179          Number of Traders in Each Category                        :
    :       59        36        39        45        44        19         2       151       101:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #080732                                                              Open Interest is   786,586
    : Positions                                                                               :
    :   76,228    60,414   176,716   282,857   465,982   174,101    17,487   709,902   720,599:   76,684    65,987
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :   -2,907    16,069       798    10,563   -12,798     2,049      -908    10,503     3,161:   -2,120     5,222
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7       7.7      22.5      36.0      59.2      22.1       2.2      90.3      91.6:      9.7       8.4
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       51        57        67        69        65        22         8       177       164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2007                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - NEW YORK BOARD OF TRADE                                                                                 
CFTC Code #083731                                                              Open Interest is   177,345
    : Positions                                                                               :
    :   40,713    17,883    49,919    35,653   101,549    37,792       810   164,078   170,161:   13,267     7,184
    :                                                                                         :
    : Changes from: December 26, 2006                                                         :
    :     -500     1,282     1,458     1,861       631       620       -88     3,440     3,283:   -1,109      -951
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.0      10.1      28.1      20.1      57.3      21.3       0.5      92.5      95.9:      7.5       4.1
    :                                                                                         :
    : Total Traders:   413          Number of Traders in Each Category                        :
    :      181        73       117       100       113        25         2       358       263:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 8, 2007