COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   495,554
    : Positions                                                                               :
    :   44,190    82,563   138,996    80,200   208,730   197,356     4,638   460,741   434,926:   34,813    60,628
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:       6,175)         :
    :   -8,493     3,737     4,430     8,749    -2,801       135       912     4,821     6,278:    1,353      -104
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.9      16.7      28.0      16.2      42.1      39.8       0.9      93.0      87.8:      7.0      12.2
    :                                                                                         :
    : Total Traders:   373          Number of Traders in Each Category                        :
    :       81       135       139        69       104        26         9       271       315:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   150,836
    : Positions                                                                               :
    :   35,105    18,730    23,683    41,014    73,916    25,997       587   125,799   116,916:   25,036    33,920
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      10,282)         :
    :   -4,191     4,008     2,911    10,426     1,566    -1,523       367     7,622     8,852:    2,660     1,430
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.3      12.4      15.7      27.2      49.0      17.2       0.4      83.4      77.5:     16.6      22.5
    :                                                                                         :
    : Total Traders:   181          Number of Traders in Each Category                        :
    :       44        28        32        67        71        15         2       141       122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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 2,073,836
    : Positions                                                                               :
    :  221,609    68,267   691,392   554,707   978,559   362,061    15,485 1,829,768 1,753,703:  244,067   320,133
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      26,772)         :
    :  -67,734     7,135    59,339    49,533   -45,803   -17,802     3,564    23,336    24,236:    3,436     2,536
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7       3.3      33.3      26.7      47.2      17.5       0.7      88.2      84.6:     11.8      15.4
    :                                                                                         :
    : Total Traders:   839          Number of Traders in Each Category                        :
    :      203       154       279       336       376        26        14       705       709:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   648,432
    : Positions                                                                               :
    :  101,267    26,942   176,807   147,151   340,682   138,068     1,254   563,293   545,685:   85,139   102,747
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      19,675)         :
    :    2,691    -1,472    11,392     6,262    14,287     1,903    -1,782    22,248    22,425:   -2,573    -2,750
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.6       4.2      27.3      22.7      52.5      21.3       0.2      86.9      84.2:     13.1      15.8
    :                                                                                         :
    : Total Traders:   448          Number of Traders in Each Category                        :
    :      150        99       167       120       140        27         7       392       339:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   352,807
    : Positions                                                                               :
    :   87,101     9,721    67,490    91,862   255,911    73,803       946   320,255   334,068:   32,552    18,739
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      10,067)         :
    :    2,082    -1,975    -2,423     9,953    11,441      -127       866     9,485     7,908:      582     2,158
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.7       2.8      19.1      26.0      72.5      20.9       0.3      90.8      94.7:      9.2       5.3
    :                                                                                         :
    : Total Traders:   224          Number of Traders in Each Category                        :
    :       82        33        62        54        65        19         3       197       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   328,435
    : Positions                                                                               :
    :   52,170    49,801    82,259    61,587   176,057    98,657     1,588   294,673   309,706:   33,761    18,729
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      12,120)         :
    :      950     3,148       660     8,054     4,448       378       -39    10,042     8,217:    2,078     3,903
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.9      15.2      25.0      18.8      53.6      30.0       0.5      89.7      94.3:     10.3       5.7
    :                                                                                         :
    : Total Traders:   341          Number of Traders in Each Category                        :
    :      143        93       106        63        60        24         6       279       222:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   185,403
    : Positions                                                                               :
    :   23,080    21,320    46,692    13,542    90,014    77,340       324   160,654   158,351:   24,748    27,052
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:        -917)         :
    :    1,427       834     1,335    -1,652    -2,663       827        50     1,937      -444:   -2,854      -473
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4      11.5      25.2       7.3      48.6      41.7       0.2      86.7      85.4:     13.3      14.6
    :                                                                                         :
    : Total Traders:   192          Number of Traders in Each Category                        :
    :       62        60        74        21        35        21         2       140       144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   333,492
    : Positions                                                                               :
    :   59,629    32,221   102,006    31,897   134,473   109,745     1,070   303,276   269,769:   30,215    63,722
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:       1,726)         :
    :     -344     2,212    -1,090     3,053     1,651     1,482      -245     3,101     2,528:   -1,376      -802
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.9       9.7      30.6       9.6      40.3      32.9       0.3      90.9      80.9:      9.1      19.1
    :                                                                                         :
    : Total Traders:   361          Number of Traders in Each Category                        :
    :      106        53       108        87       142        25         4       286       268:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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    34,239
    : Positions                                                                               :
    :    6,792     3,843     5,724     7,187    10,605     8,107         0    27,810    20,171:    6,429    14,067
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      -2,765)         :
    :      205      -614    -1,479    -1,481      -235       479         0    -2,277    -2,329:     -488      -436
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.8      11.2      16.7      21.0      31.0      23.7       0.0      81.2      58.9:     18.8      41.1
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       42        16        32        32        58        17         0       111        96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   185,697
    : Positions                                                                               :
    :   58,151    13,694    31,023    65,673   132,800    16,362       165   171,209   177,682:   14,488     8,015
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      -8,943)         :
    :   -7,958    -3,378     1,231    -1,368    -6,276    -1,272         8    -9,367    -8,415:      424      -528
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.3       7.4      16.7      35.4      71.5       8.8       0.1      92.2      95.7:      7.8       4.3
    :                                                                                         :
    : Total Traders:   215          Number of Traders in Each Category                        :
    :       75        48        65        38        50        21         2       176       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   827,457
    : Positions                                                                               :
    :   92,064   118,733   149,185   271,525   460,209   230,200    27,585   742,975   755,712:   84,482    71,745
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:      12,695)         :
    :    1,551    14,158    -3,059    22,823     3,158    -2,004     2,233    19,310    16,489:   -6,615    -3,795
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1      14.3      18.0      32.8      55.6      27.8       3.3      89.8      91.3:     10.2       8.7
    :                                                                                         :
    : Total Traders:   244          Number of Traders in Each Category                        :
    :       62        69        69        76        74        24         9       197       190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 3, 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   199,093
    : Positions                                                                               :
    :   32,058    35,162    53,077    55,456    97,902    41,807     1,577   182,397   187,718:   16,695    11,374
    :                                                                                         :
    : Changes from: March 27, 2007             (Change in open interest:       4,950)         :
    :   -2,011       -30     2,120     3,035       499      -349       177     2,795     2,766:    2,156     2,184
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.1      17.7      26.7      27.9      49.2      21.0       0.8      91.6      94.3:      8.4       5.7
    :                                                                                         :
    : Total Traders:   422          Number of Traders in Each Category                        :
    :      145       119       119       111        99        25         4       334       297:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 6, 2007