COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   532,827
    : Positions                                                                               :
    :   48,250    64,438   155,109    90,553   240,455   201,435     6,870   495,347   466,872:   37,481    65,955
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:       6,068)         :
    :    1,669     3,606      -806      -486     1,219     5,141     2,004     5,518     6,023:      551        45
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1      12.1      29.1      17.0      45.1      37.8       1.3      93.0      87.6:      7.0      12.4
    :                                                                                         :
    : Total Traders:   376          Number of Traders in Each Category                        :
    :      105       115       149        69       104        25         8       291       306:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   130,984
    : Positions                                                                               :
    :   32,995    10,997    18,898    26,890    66,195    29,337     1,656   108,120    97,747:   22,865    33,238
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:       2,821)         :
    :      200       344       102     1,846     2,908       749      -330     2,897     3,024:      -75      -203
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.2       8.4      14.4      20.5      50.5      22.4       1.3      82.5      74.6:     17.5      25.4
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       46        27        38        61        67        14         2       139       119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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 2,124,616
    : Positions                                                                               :
    :  332,711    63,219   646,627   516,714 1,063,577   358,900    15,342 1,854,952 1,788,765:  269,664   335,851
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:       6,882)         :
    :   -2,879     7,572    10,545     7,081   -10,570    -5,420     1,031     9,327     8,578:   -2,446    -1,696
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7       3.0      30.4      24.3      50.1      16.9       0.7      87.3      84.2:     12.7      15.8
    :                                                                                         :
    : Total Traders:   840          Number of Traders in Each Category                        :
    :      249       127       284       309       362        25        12       709       690:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   607,699
    : Positions                                                                               :
    :  113,721    28,820   166,753   103,158   302,103   139,590     3,748   523,222   501,424:   84,477   106,275
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:      36,125)         :
    :   11,935    -1,529    10,576     4,832    20,109     1,760      -197    29,103    28,959:    7,022     7,166
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7       4.7      27.4      17.0      49.7      23.0       0.6      86.1      82.5:     13.9      17.5
    :                                                                                         :
    : Total Traders:   454          Number of Traders in Each Category                        :
    :      142       108       162       119       145        25         6       388       341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   317,960
    : Positions                                                                               :
    :   78,154    13,850    67,142    66,847   219,396    72,324       286   284,467   300,674:   33,493    17,286
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:      19,992)         :
    :   15,597     6,227     1,421    -1,081    15,433     3,360    -1,023    19,298    22,059:      694    -2,067
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.6       4.4      21.1      21.0      69.0      22.7       0.1      89.5      94.6:     10.5       5.4
    :                                                                                         :
    : Total Traders:   205          Number of Traders in Each Category                        :
    :       82        29        53        46        59        17         4       179       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   281,572
    : Positions                                                                               :
    :   39,800    44,501    73,438    50,690   149,078    90,523       584   254,451   267,601:   27,121    13,971
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:      13,848)         :
    :    3,901     2,838     2,516     4,837     8,938     1,104       135    12,357    14,427:    1,491      -579
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      15.8      26.1      18.0      52.9      32.1       0.2      90.4      95.0:      9.6       5.0
    :                                                                                         :
    : Total Traders:   310          Number of Traders in Each Category                        :
    :      120        77        89        64        64        24         5       246       209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   187,818
    : Positions                                                                               :
    :   25,866    21,027    45,547    13,738    90,708    75,707       187   160,859   157,470:   26,959    30,348
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:         807)         :
    :     -464    -1,203     1,281    -1,602       851       500      -446      -286       483:    1,092       323
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8      11.2      24.3       7.3      48.3      40.3       0.1      85.6      83.8:     14.4      16.2
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       82        59        95        25        39        22         2       186       156:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   284,824
    : Positions                                                                               :
    :   55,634    26,240    64,906    29,398   126,115   106,168       634   256,106   217,895:   28,718    66,929
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:       9,973)         :
    :    4,815     2,098    -2,367     2,554     5,751     1,358       180     6,360     5,662:    3,613     4,311
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5       9.2      22.8      10.3      44.3      37.3       0.2      89.9      76.5:     10.1      23.5
    :                                                                                         :
    : Total Traders:   366          Number of Traders in Each Category                        :
    :       98        59       101        86       151        24         4       269       281:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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    36,059
    : Positions                                                                               :
    :    7,680     8,298     4,696     9,804     7,438     7,570       424    29,749    20,855:    6,309    15,203
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:       2,908)         :
    :      864        91       806       986     1,037      -162      -104     2,495     1,831:      413     1,078
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.3      23.0      13.0      27.2      20.6      21.0       1.2      82.5      57.8:     17.5      42.2
    :                                                                                         :
    : Total Traders:   147          Number of Traders in Each Category                        :
    :       28        33        28        40        50        17         1       103       101:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   150,971
    : Positions                                                                               :
    :   46,549    14,355    10,519    63,631   114,261    14,428     1,950   135,127   141,085:   15,844     9,886
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:       1,119)         :
    :    4,180    -1,983    -1,528    -6,724      -784       111     1,127    -3,960    -3,169:    5,079     4,288
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.8       9.5       7.0      42.1      75.7       9.6       1.3      89.5      93.5:     10.5       6.5
    :                                                                                         :
    : Total Traders:   178          Number of Traders in Each Category                        :
    :       68        35        38        43        44        19         4       152       103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   908,368
    : Positions                                                                               :
    :   72,504   107,586   189,673   335,460   500,903   220,569    20,266   818,206   818,428:   90,162    89,940
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:      30,952)         :
    :   -1,861    12,350     6,518    14,227     8,889     6,722     1,320    25,607    29,076:    5,346     1,876
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.0      11.8      20.9      36.9      55.1      24.3       2.2      90.1      90.1:      9.9       9.9
    :                                                                                         :
    : Total Traders:   248          Number of Traders in Each Category                        :
    :       61        77        88        72        73        23         7       204       203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 6, 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   182,138
    : Positions                                                                               :
    :   27,121    17,750    51,706    50,257   104,704    41,099     1,710   170,183   175,870:   11,955     6,268
    :                                                                                         :
    : Changes from: January 30, 2007           (Change in open interest:       6,985)         :
    :      633      -444       892     7,352     7,861       -37       266     8,841     8,576:   -1,856    -1,591
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9       9.7      28.4      27.6      57.5      22.6       0.9      93.4      96.6:      6.6       3.4
    :                                                                                         :
    : Total Traders:   403          Number of Traders in Each Category                        :
    :      150        89       141        99       100        25         4       345       288:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 9, 2007