COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   527,089
    : Positions                                                                               :
    :   44,079    58,063   154,122    95,248   243,453   195,410     5,220   488,859   460,857:   38,230    66,232
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:       1,057)         :
    :   -4,221        50    10,768     8,299    -6,311   -13,559    -4,844     1,288      -337:     -230     1,394
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.4      11.0      29.2      18.1      46.2      37.1       1.0      92.7      87.4:      7.3      12.6
    :                                                                                         :
    : Total Traders:   369          Number of Traders in Each Category                        :
    :       97       117       144        68       107        25         7       282       302:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   123,747
    : Positions                                                                               :
    :   31,967    10,147    17,580    24,616    62,415    28,491     2,095   102,654    92,236:   21,093    31,511
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:      -3,162)         :
    :    1,921    -1,146       412    -2,172      -604    -1,721        28    -1,561    -1,310:   -1,601    -1,851
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.8       8.2      14.2      19.9      50.4      23.0       1.7      83.0      74.5:     17.0      25.5
    :                                                                                         :
    : Total Traders:   172          Number of Traders in Each Category                        :
    :       47        26        35        57        67        14         2       133       116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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 2,116,104
    : Positions                                                                               :
    :  334,479    59,166   659,505   491,197 1,051,403   378,673     9,918 1,863,855 1,779,992:  252,249   336,112
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:     134,069)         :
    :   50,448   -12,651    52,705    15,694    73,238   -34,242     2,641    84,605   115,933:   49,464    18,135
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.8       2.8      31.2      23.2      49.7      17.9       0.5      88.1      84.1:     11.9      15.9
    :                                                                                         :
    : Total Traders:   809          Number of Traders in Each Category                        :
    :      233       122       246       306       363        25        12       665       655:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   541,420
    : Positions                                                                               :
    :   88,662    38,689   145,810    98,499   257,514   134,705     3,471   467,675   445,484:   73,745    95,936
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:      42,694)         :
    :   10,265     2,858    13,438     4,012    16,536     2,311     1,270    30,025    34,102:   12,669     8,592
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.4       7.1      26.9      18.2      47.6      24.9       0.6      86.4      82.3:     13.6      17.7
    :                                                                                         :
    : Total Traders:   422          Number of Traders in Each Category                        :
    :      128        99       145       111       136        25         5       350       315:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   285,977
    : Positions                                                                               :
    :   54,045    15,699    58,646    74,656   187,727    67,221       518   254,568   262,590:   31,410    23,388
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:       1,249)         :
    :   -2,493    -2,060     4,772       107    -1,346    -1,856       -81       530     1,286:      719       -37
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.9       5.5      20.5      26.1      65.6      23.5       0.2      89.0      91.8:     11.0       8.2
    :                                                                                         :
    : Total Traders:   190          Number of Traders in Each Category                        :
    :       66        28        49        51        57        16         4       163       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   259,321
    : Positions                                                                               :
    :   39,528    35,925    68,053    38,099   141,448    88,335       482   234,015   245,907:   25,306    13,413
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:      15,117)         :
    :    1,429     2,780     7,344      -549     3,152     5,327       322    13,551    13,598:    1,566     1,519
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.2      13.9      26.2      14.7      54.5      34.1       0.2      90.2      94.8:      9.8       5.2
    :                                                                                         :
    : Total Traders:   293          Number of Traders in Each Category                        :
    :      118        66        87        63        62        23         4       239       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   179,403
    : Positions                                                                               :
    :   23,034    22,701    41,065    14,224    82,061    75,526       337   153,849   146,165:   25,554    33,238
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:       2,013)         :
    :    4,334    -1,384     4,756      -240       165    -7,389      -879     1,460     2,657:      552      -645
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8      12.7      22.9       7.9      45.7      42.1       0.2      85.8      81.5:     14.2      18.5
    :                                                                                         :
    : Total Traders:   212          Number of Traders in Each Category                        :
    :       56        68        82        26        40        23         4       152       167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   283,809
    : Positions                                                                               :
    :   52,340    22,141    75,398    25,955   118,824   103,084       136   256,777   216,499:   27,032    67,310
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:       7,458)         :
    :    3,243     2,339     3,083    -2,396     1,877     4,818    -1,422     8,747     5,877:   -1,289     1,581
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4       7.8      26.6       9.1      41.9      36.3       0.0      90.5      76.3:      9.5      23.7
    :                                                                                         :
    : Total Traders:   356          Number of Traders in Each Category                        :
    :       88        66       104        78       148        24         2       257       282:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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    32,528
    : Positions                                                                               :
    :    5,009     7,554     4,513     8,230     5,625     7,670       566    25,421    18,258:    7,106    14,270
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:       1,955)         :
    :      382       163       210       649       296        42        22     1,283       690:      672     1,264
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4      23.2      13.9      25.3      17.3      23.6       1.7      78.2      56.1:     21.8      43.9
    :                                                                                         :
    : Total Traders:   139          Number of Traders in Each Category                        :
    :       28        39        28        35        38        17         1        98        94:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   154,572
    : Positions                                                                               :
    :   42,439    12,590    11,836    73,111   121,919    14,101     1,610   141,487   147,955:   13,085     6,617
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:      -4,225)         :
    :   -2,022       613       593      -462    -3,939        30       484    -1,860    -2,248:   -2,364    -1,977
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.5       8.1       7.7      47.3      78.9       9.1       1.0      91.5      95.7:      8.5       4.3
    :                                                                                         :
    : Total Traders:   178          Number of Traders in Each Category                        :
    :       61        32        41        46        47        18         2       151       105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   830,722
    : Positions                                                                               :
    :   72,139    81,220   176,804   298,800   473,405   204,202    17,665   751,945   749,093:   78,777    81,629
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:      25,456)         :
    :     -650     5,613    -5,647     3,875    21,609    26,415      -988    23,994    20,586:    1,462     4,870
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.7       9.8      21.3      36.0      57.0      24.6       2.1      90.5      90.2:      9.5       9.8
    :                                                                                         :
    : Total Traders:   221          Number of Traders in Each Category                        :
    :       53        61        74        74        71        23         8       187       181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 16, 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   171,887
    : Positions                                                                               :
    :   31,534    17,252    48,807    37,116    97,413    39,931       760   157,388   164,232:   14,499     7,655
    :                                                                                         :
    : Changes from: January 9, 2007            (Change in open interest:         543)         :
    :   -1,444      -540       256      -513     1,904     1,697        65        -4     1,684:      547    -1,141
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.3      10.0      28.4      21.6      56.7      23.2       0.4      91.6      95.5:      8.4       4.5
    :                                                                                         :
    : Total Traders:   410          Number of Traders in Each Category                        :
    :      166        76       131        95       105        25         2       356       269:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 19, 2007