COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   526,032
    : Positions                                                                               :
    :   48,300    58,013   143,354    86,949   249,763   208,969    10,063   487,572   461,194:   38,460    64,838
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -5,502     3,118    10,988     6,220    -3,554      -609     1,591    11,097    12,142:    1,191       146
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.2      11.0      27.3      16.5      47.5      39.7       1.9      92.7      87.7:      7.3      12.3
    :                                                                                         :
    : Total Traders:   370          Number of Traders in Each Category                        :
    :      106       111       141        67       101        26         8       283       297:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   126,909
    : Positions                                                                               :
    :   30,047    11,292    17,168    26,788    63,019    30,212     2,067   104,215    93,546:   22,694    33,363
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -2,478     1,451     1,340     4,863    -2,734    -1,225       593     2,500       650:   -3,548    -1,698
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.7       8.9      13.5      21.1      49.7      23.8       1.6      82.1      73.7:     17.9      26.3
    :                                                                                         :
    : Total Traders:   168          Number of Traders in Each Category                        :
    :       41        30        34        58        63        14         2       130       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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 1,982,035
    : Positions                                                                               :
    :  284,031    71,817   606,800   475,504   978,165   412,916     7,277 1,779,250 1,664,058:  202,785   317,977
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :  -21,356    14,076    32,671    33,487   -30,414   -14,530     1,411    30,271    17,744:  -11,137     1,391
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       3.6      30.6      24.0      49.4      20.8       0.4      89.8      84.0:     10.2      16.0
    :                                                                                         :
    : Total Traders:   760          Number of Traders in Each Category                        :
    :      183       125       220       291       356        26        11       608       625:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   498,726
    : Positions                                                                               :
    :   78,397    35,831   132,372    94,486   240,978   132,394     2,201   437,650   411,382:   61,076    87,344
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -1,735     2,770     1,822     1,043    -5,095      -115      -581     1,016    -1,085:     -243     1,857
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7       7.2      26.5      18.9      48.3      26.5       0.4      87.8      82.5:     12.2      17.5
    :                                                                                         :
    : Total Traders:   395          Number of Traders in Each Category                        :
    :      118        81       129       104       135        26         5       319       297:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   284,729
    : Positions                                                                               :
    :   56,538    17,758    53,874    74,549   189,072    69,077       599   254,038   261,304:   30,691    23,425
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -2,066     2,568      -575     1,158    -4,791       203      -406    -1,279    -3,204:   -1,641       283
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.9       6.2      18.9      26.2      66.4      24.3       0.2      89.2      91.8:     10.8       8.2
    :                                                                                         :
    : Total Traders:   185          Number of Traders in Each Category                        :
    :       61        29        48        49        57        16         3       158       119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   244,204
    : Positions                                                                               :
    :   38,099    33,145    60,709    38,648   138,295    83,008       159   220,464   232,309:   23,740    11,895
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -1,589     2,601      -787     3,866    -1,199       458        -2     1,948       614:   -1,821      -487
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.6      13.6      24.9      15.8      56.6      34.0       0.1      90.3      95.1:      9.7       4.9
    :                                                                                         :
    : Total Traders:   285          Number of Traders in Each Category                        :
    :      101        73        79        64        64        23         2       228       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   177,390
    : Positions                                                                               :
    :   18,700    24,085    36,309    14,464    81,897    82,915     1,216   152,389   143,507:   25,002    33,883
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :      611     3,851    -4,293     1,445    -3,127    -1,340       307    -3,577    -3,263:       98      -216
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.5      13.6      20.5       8.2      46.2      46.7       0.7      85.9      80.9:     14.1      19.1
    :                                                                                         :
    : Total Traders:   208          Number of Traders in Each Category                        :
    :       55        69        75        23        38        23         5       143       164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   276,351
    : Positions                                                                               :
    :   49,098    19,802    72,315    28,351   116,948    98,266     1,558   248,030   210,622:   28,321    65,729
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :    2,692     1,229    -1,187     1,768     4,157     2,073       360     5,346     4,559:    3,982     4,768
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8       7.2      26.2      10.3      42.3      35.6       0.6      89.8      76.2:     10.2      23.8
    :                                                                                         :
    : Total Traders:   336          Number of Traders in Each Category                        :
    :       80        64        95        82       148        24         5       244       274:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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    30,573
    : Positions                                                                               :
    :    4,627     7,391     4,303     7,581     5,329     7,628       544    24,139    17,568:    6,434    13,005
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :      324       294      -463       178      -226      -102       187       -62      -207:      174       319
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      24.2      14.1      24.8      17.4      25.0       1.8      79.0      57.5:     21.0      42.5
    :                                                                                         :
    : Total Traders:   130          Number of Traders in Each Category                        :
    :       27        29        26        35        37        17         2        97        84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   158,797
    : Positions                                                                               :
    :   44,461    11,977    11,242    73,573   125,858    14,071     1,126   143,348   150,203:   15,449     8,594
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -3,501      -834    -2,944     1,951      -984       292        12    -4,202    -4,750:      404       952
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.0       7.5       7.1      46.3      79.3       8.9       0.7      90.3      94.6:      9.7       5.4
    :                                                                                         :
    : Total Traders:   174          Number of Traders in Each Category                        :
    :       59        32        36        46        46        18         2       145       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   805,266
    : Positions                                                                               :
    :   72,789    75,607   182,451   294,925   451,795   177,787    18,654   727,951   728,507:   77,315    76,759
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -3,439    15,193     5,735    12,068   -14,186     3,686     1,166    18,049     7,908:      630    10,772
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.0       9.4      22.7      36.6      56.1      22.1       2.3      90.4      90.5:      9.6       9.5
    :                                                                                         :
    : Total Traders:   221          Number of Traders in Each Category                        :
    :       65        51        74        76        69        22         9       191       178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 9, 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   171,344
    : Positions                                                                               :
    :   32,978    17,793    48,551    37,629    95,509    38,233       695   157,391   162,548:   13,952     8,795
    :                                                                                         :
    : Changes from: January 3, 2007                                                           :
    :   -7,736       -90    -1,368     1,976    -6,039       441      -115    -6,686    -7,613:      685     1,611
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.2      10.4      28.3      22.0      55.7      22.3       0.4      91.9      94.9:      8.1       5.1
    :                                                                                         :
    : Total Traders:   401          Number of Traders in Each Category                        :
    :      163        83       125        94       107        25         2       345       267:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 12, 2007