COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   524,970
    : Positions                                                                               :
    :   51,537    62,308   153,498    82,132   240,082   199,517     4,921   486,685   460,810:   38,285    64,161
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:      -7,857)         :
    :    3,288    -2,130    -1,611    -8,421      -372    -1,917    -1,949    -8,662    -6,063:      805    -1,794
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.8      11.9      29.2      15.6      45.7      38.0       0.9      92.7      87.8:      7.3      12.2
    :                                                                                         :
    : Total Traders:   382          Number of Traders in Each Category                        :
    :      107       107       154        70       102        25         8       303       306:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   129,482
    : Positions                                                                               :
    :   32,361    11,151    17,692    26,856    66,258    29,122     1,539   106,031    96,640:   23,451    32,842
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:      -1,502)         :
    :     -634       154    -1,206       -34        62      -215      -117    -2,088    -1,107:      586      -395
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.0       8.6      13.7      20.7      51.2      22.5       1.2      81.9      74.6:     18.1      25.4
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       49        23        33        64        69        13         2       139       116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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 2,146,315
    : Positions                                                                               :
    :  365,112    60,578   645,751   502,688 1,087,508   358,046    13,519 1,871,598 1,807,357:  274,717   338,958
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:      21,699)         :
    :   32,401    -2,641      -876   -14,026    23,932      -853    -1,823    16,646    18,592:    5,053     3,107
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0       2.8      30.1      23.4      50.7      16.7       0.6      87.2      84.2:     12.8      15.8
    :                                                                                         :
    : Total Traders:   860          Number of Traders in Each Category                        :
    :      264       131       290       313       371        25        12       725       708:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   628,858
    : Positions                                                                               :
    :  113,721    31,845   181,395   107,262   302,830   138,780     3,242   541,158   519,312:   87,700   109,546
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:      21,159)         :
    :       -0     3,025    14,642     4,104       727      -810      -506    17,936    17,888:    3,223     3,271
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.1       5.1      28.8      17.1      48.2      22.1       0.5      86.1      82.6:     13.9      17.4
    :                                                                                         :
    : Total Traders:   480          Number of Traders in Each Category                        :
    :      150       108       179       127       150        25         7       416       364:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   332,968
    : Positions                                                                               :
    :   77,194    13,676    70,286    76,985   230,046    73,004       201   297,470   314,210:   35,498    18,759
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:      15,008)         :
    :     -959      -174     3,144    10,138    10,650       680       -85    13,003    13,535:    2,005     1,473
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.2       4.1      21.1      23.1      69.1      21.9       0.1      89.3      94.4:     10.7       5.6
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       85        24        56        47        61        17         2       181       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   272,727
    : Positions                                                                               :
    :   35,325    57,878    57,969    60,330   139,468    91,359       706   244,983   256,021:   27,744    16,706
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:      -8,844)         :
    :   -4,475    13,377   -15,469     9,640    -9,609       837       122    -9,468   -11,579:      623     2,735
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0      21.2      21.3      22.1      51.1      33.5       0.3      89.8      93.9:     10.2       6.1
    :                                                                                         :
    : Total Traders:   310          Number of Traders in Each Category                        :
    :      101        99        79        63        61        24         6       228       212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   191,615
    : Positions                                                                               :
    :   26,414    21,940    47,229    15,440    93,653    75,625       187   164,709   163,010:   26,906    28,605
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:       3,798)         :
    :      548       913     1,682     1,702     2,945       -82         0     3,850     5,540:      -52    -1,743
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8      11.5      24.6       8.1      48.9      39.5       0.1      86.0      85.1:     14.0      14.9
    :                                                                                         :
    : Total Traders:   224          Number of Traders in Each Category                        :
    :       82        60        91        26        39        22         2       184       153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   293,311
    : Positions                                                                               :
    :   58,557    26,533    66,531    33,652   134,514   105,885        65   264,625   227,643:   28,686    65,669
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:       8,488)         :
    :    2,923       293     1,625     4,254     8,399      -283      -569     8,520     9,748:      -32    -1,260
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.0       9.0      22.7      11.5      45.9      36.1       0.0      90.2      77.6:      9.8      22.4
    :                                                                                         :
    : Total Traders:   383          Number of Traders in Each Category                        :
    :      105        65       104        90       157        24         2       283       287:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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    38,363
    : Positions                                                                               :
    :    9,075     7,316     6,747     8,964     8,305     7,179       392    31,966    22,760:    6,398    15,604
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:       2,305)         :
    :    1,395      -982     2,052      -839       867      -391       -32     2,216     1,904:       88       400
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.7      19.1      17.6      23.4      21.6      18.7       1.0      83.3      59.3:     16.7      40.7
    :                                                                                         :
    : Total Traders:   152          Number of Traders in Each Category                        :
    :       35        30        40        34        47        16         1       111       106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   150,823
    : Positions                                                                               :
    :   54,837    14,114     9,097    60,756   119,685    13,968     1,729   138,658   144,626:   12,165     6,198
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:        -147)         :
    :    8,288      -241    -1,422    -2,875     5,425      -460      -220     3,531     3,541:   -3,679    -3,689
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     36.4       9.4       6.0      40.3      79.4       9.3       1.1      91.9      95.9:      8.1       4.1
    :                                                                                         :
    : Total Traders:   185          Number of Traders in Each Category                        :
    :       69        38        36        43        44        19         3       154       104:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   824,186
    : Positions                                                                               :
    :   70,726   104,507   138,515   317,814   483,921   215,223    18,572   742,278   745,515:   81,908    78,670
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:     -84,182)         :
    :   -1,779    -3,079   -51,158   -17,646   -16,982    -5,346    -1,694   -75,929   -72,913:   -8,254   -11,269
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.6      12.7      16.8      38.6      58.7      26.1       2.3      90.1      90.5:      9.9       9.5
    :                                                                                         :
    : Total Traders:   221          Number of Traders in Each Category                        :
    :       48        67        64        71        68        23         7       182       171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 13, 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   165,533
    : Positions                                                                               :
    :   25,545    20,050    34,989    53,121   102,241    40,824     1,422   154,480   158,703:   11,054     6,831
    :                                                                                         :
    : Changes from: February 6, 2007           (Change in open interest:     -16,604)         :
    :   -1,576     2,301   -16,717     2,865    -2,463      -275      -288   -15,704   -17,167:     -901       563
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4      12.1      21.1      32.1      61.8      24.7       0.9      93.3      95.9:      6.7       4.1
    :                                                                                         :
    : Total Traders:   374          Number of Traders in Each Category                        :
    :      128        92       107        97        99        25         4       303       263:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 16, 2007