COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   526,759
    : Positions                                                                               :
    :   46,581    60,832   155,915    91,039   239,236   196,294     4,866   489,829   460,850:   36,930    65,910
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:     -11,203)         :
    :   -1,557     4,225    -7,179    -2,875    -7,667       858       -49   -10,753   -10,670:     -449      -532
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.8      11.5      29.6      17.3      45.4      37.3       0.9      93.0      87.5:      7.0      12.5
    :                                                                                         :
    : Total Traders:   364          Number of Traders in Each Category                        :
    :      102       100       137        68       102        25         6       280       290:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   128,163
    : Positions                                                                               :
    :   32,795    10,653    18,797    25,043    63,287    28,588     1,986   105,223    94,723:   22,940    33,440
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:       1,823)         :
    :   -1,279       556     1,457       790      -611       -12      -147       956     1,255:      867       569
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.6       8.3      14.7      19.5      49.4      22.3       1.5      82.1      73.9:     17.9      26.1
    :                                                                                         :
    : Total Traders:   172          Number of Traders in Each Category                        :
    :       47        26        35        59        66        14         2       133       117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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 2,117,734
    : Positions                                                                               :
    :  335,590    55,647   636,082   509,633 1,074,147   364,320    14,311 1,845,625 1,780,186:  272,109   337,548
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:     -47,671)         :
    :   -5,183       157   -35,248    -9,627   -21,184    -5,770       407   -55,829   -55,869:    8,158     8,197
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.8       2.6      30.0      24.1      50.7      17.2       0.7      87.2      84.1:     12.8      15.9
    :                                                                                         :
    : Total Traders:   819          Number of Traders in Each Category                        :
    :      236       123       265       304       361        25        11       682       668:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   571,574
    : Positions                                                                               :
    :  101,786    30,349   156,177    98,327   281,995   137,831     3,945   494,120   472,465:   77,454    99,109
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:         693)         :
    :      260    -4,943      -957       125     5,862       514       675       -58       637:      751        56
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8       5.3      27.3      17.2      49.3      24.1       0.7      86.4      82.7:     13.6      17.3
    :                                                                                         :
    : Total Traders:   431          Number of Traders in Each Category                        :
    :      131        93       149       110       138        26         5       366       314:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   297,968
    : Positions                                                                               :
    :   62,557     7,623    65,720    67,928   203,964    68,964     1,309   265,169   278,616:   32,799    19,353
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:      -3,072)         :
    :     -547    -3,904       603    -1,650       491      -576     1,089    -2,170    -1,721:     -902    -1,351
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.0       2.6      22.1      22.8      68.5      23.1       0.4      89.0      93.5:     11.0       6.5
    :                                                                                         :
    : Total Traders:   190          Number of Traders in Each Category                        :
    :       68        25        47        47        59        18         4       165       116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   267,724
    : Positions                                                                               :
    :   35,900    41,663    70,922    45,853   140,140    89,419       449   242,093   253,174:   25,630    14,550
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:         629)         :
    :   -4,293     6,071       894     6,322    -5,492        40         4     2,964     1,476:   -2,335      -847
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4      15.6      26.5      17.1      52.3      33.4       0.2      90.4      94.6:      9.6       5.4
    :                                                                                         :
    : Total Traders:   295          Number of Traders in Each Category                        :
    :      105        77        87        63        63        24         4       234       202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   187,011
    : Positions                                                                               :
    :   26,330    22,230    44,266    15,341    89,857    75,207       633   161,144   156,986:   25,866    30,025
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:       9,942)         :
    :    4,340    -1,171     4,516     1,305     8,025       153        26    10,314    11,397:     -372    -1,455
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      11.9      23.7       8.2      48.0      40.2       0.3      86.2      83.9:     13.8      16.1
    :                                                                                         :
    : Total Traders:   220          Number of Traders in Each Category                        :
    :       65        67        95        27        39        23         3       179       160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   274,851
    : Positions                                                                               :
    :   50,818    24,141    67,273    26,845   120,364   104,810       454   249,746   212,232:   25,105    62,618
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:      -3,843)         :
    :   -1,076     2,073    -4,442     1,993      -972       217       -58    -3,308    -3,398:     -535      -445
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.5       8.8      24.5       9.8      43.8      38.1       0.2      90.9      77.2:      9.1      22.8
    :                                                                                         :
    : Total Traders:   348          Number of Traders in Each Category                        :
    :       87        63       102        76       146        24         3       250       276:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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    33,150
    : Positions                                                                               :
    :    6,816     8,206     3,889     8,817     6,401     7,732       528    27,254    19,025:    5,896    14,126
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:        -518)         :
    :      850       137      -738       110       249        13       -30       235      -381:     -754      -137
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.6      24.8      11.7      26.6      19.3      23.3       1.6      82.2      57.4:     17.8      42.6
    :                                                                                         :
    : Total Traders:   147          Number of Traders in Each Category                        :
    :       26        39        24        39        46        17         1        98       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   149,852
    : Positions                                                                               :
    :   42,369    16,338    12,047    70,354   115,045    14,317       823   139,087   144,254:   10,765     5,599
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:      -3,020)         :
    :       63       198       131    -1,536    -2,560      -746      -938    -2,088    -3,170:     -932       150
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.3      10.9       8.0      46.9      76.8       9.6       0.5      92.8      96.3:      7.2       3.7
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       67        34        44        47        44        19         2       156       108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   877,415
    : Positions                                                                               :
    :   74,365    95,236   183,155   321,232   492,014   213,847    18,946   792,600   789,352:   84,816    88,064
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:      25,566)         :
    :       55    10,977     5,408     9,424     1,957     2,632     1,192    17,518    19,533:    8,048     6,032
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.5      10.9      20.9      36.6      56.1      24.4       2.2      90.3      90.0:      9.7      10.0
    :                                                                                         :
    : Total Traders:   238          Number of Traders in Each Category                        :
    :       63        67        82        74        72        24         7       200       193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 30, 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   175,153
    : Positions                                                                               :
    :   26,488    18,193    50,814    42,904    96,844    41,136     1,443   161,342   167,294:   13,811     7,859
    :                                                                                         :
    : Changes from: January 23, 2007           (Change in open interest:       6,029)         :
    :      508       917     2,709     1,761     1,788     1,088       619     6,065     6,033:      -36        -4
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      10.4      29.0      24.5      55.3      23.5       0.8      92.1      95.5:      7.9       4.5
    :                                                                                         :
    : Total Traders:   398          Number of Traders in Each Category                        :
    :      148        88       138        91        99        25         3       337       281:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 2, 2007