COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   480,306
    : Positions                                                                               :
    :   46,029    76,350   128,379    69,513   205,500   199,752     8,904   443,673   419,133:   36,634    61,173
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:     -15,248)         :
    :    1,839    -6,213   -10,617   -10,687    -3,230     2,396     4,266   -17,069   -15,794:    1,821       546
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6      15.9      26.7      14.5      42.8      41.6       1.9      92.4      87.3:      7.6      12.7
    :                                                                                         :
    : Total Traders:   367          Number of Traders in Each Category                        :
    :       78       139       138        68       104        26         9       273       305:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   149,252
    : Positions                                                                               :
    :   35,469    18,087    21,553    36,981    73,388    25,639       566   119,642   113,594:   29,610    35,657
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:      -1,584)         :
    :      364      -642    -2,130    -4,033      -528      -358       -21    -6,157    -3,321:    4,573     1,737
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.8      12.1      14.4      24.8      49.2      17.2       0.4      80.2      76.1:     19.8      23.9
    :                                                                                         :
    : Total Traders:   186          Number of Traders in Each Category                        :
    :       46        28        35        66        75        16         1       144       127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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 2,064,809
    : Positions                                                                               :
    :  227,823    65,620   698,331   530,382   972,579   359,164    11,225 1,815,700 1,747,755:  249,109   317,054
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:      -9,026)         :
    :    6,214    -2,647     6,939   -24,325    -5,980    -2,896    -4,261   -14,068    -5,947:    5,041    -3,079
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0       3.2      33.8      25.7      47.1      17.4       0.5      87.9      84.6:     12.1      15.4
    :                                                                                         :
    : Total Traders:   841          Number of Traders in Each Category                        :
    :      209       156       281       339       371        26        12       716       704:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   637,031
    : Positions                                                                               :
    :   89,716    31,344   176,008   153,819   324,337   137,606     1,589   557,150   533,279:   79,881   103,752
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:     -11,401)         :
    :  -11,551     4,402      -799     6,669   -16,345      -462       335    -6,143   -12,407:   -5,258     1,005
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1       4.9      27.6      24.1      50.9      21.6       0.2      87.5      83.7:     12.5      16.3
    :                                                                                         :
    : Total Traders:   463          Number of Traders in Each Category                        :
    :      143       108       171       127       148        27         7       393       360:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   360,431
    : Positions                                                                               :
    :   92,572    11,379    67,070    93,098   260,542    73,479       947   326,220   339,939:   34,212    20,493
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:       7,624)         :
    :    5,472     1,658      -419     1,236     4,631      -324         1     5,965     5,871:    1,659     1,753
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.7       3.2      18.6      25.8      72.3      20.4       0.3      90.5      94.3:      9.5       5.7
    :                                                                                         :
    : Total Traders:   231          Number of Traders in Each Category                        :
    :       90        36        62        55        64        19         3       204       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   312,561
    : Positions                                                                               :
    :   53,064    58,363    76,326    56,628   159,451    98,890     1,810   284,909   295,951:   27,652    16,610
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:     -15,874)         :
    :      894     8,562    -5,933    -4,959   -16,606       233       222    -9,765   -13,755:   -6,109    -2,119
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0      18.7      24.4      18.1      51.0      31.6       0.6      91.2      94.7:      8.8       5.3
    :                                                                                         :
    : Total Traders:   346          Number of Traders in Each Category                        :
    :      135       100       103        66        58        23         6       276       227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   182,102
    : Positions                                                                               :
    :   23,941    22,076    42,966    12,886    90,580    77,171       324   156,965   155,947:   25,137    26,155
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:      -3,301)         :
    :      861       756    -3,726      -656       566      -169         0    -3,690    -2,404:      389      -897
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.1      12.1      23.6       7.1      49.7      42.4       0.2      86.2      85.6:     13.8      14.4
    :                                                                                         :
    : Total Traders:   186          Number of Traders in Each Category                        :
    :       58        53        68        22        37        21         2       137       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   316,785
    : Positions                                                                               :
    :   59,882    32,198    89,115    28,094   132,194   109,617     1,036   286,709   254,543:   30,076    62,242
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:     -16,706)         :
    :      254       -23   -12,890    -3,803    -2,279      -127       -34   -16,567   -15,226:     -140    -1,481
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.9      10.2      28.1       8.9      41.7      34.6       0.3      90.5      80.4:      9.5      19.6
    :                                                                                         :
    : Total Traders:   362          Number of Traders in Each Category                        :
    :      114        46       101        84       142        25         3       280       263:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 2007                  
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                        
CFTC Code #061641                                                              Open Interest is    32,816
    : Positions                                                                               :
    :    7,292     3,001     4,258     6,282    10,601     8,260         0    26,092    17,860:    6,724    14,956
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:      -1,422)         :
    :      500      -842    -1,466      -904        -4       153         0    -1,718    -2,311:      296       889
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.2       9.1      13.0      19.1      32.3      25.2       0.0      79.5      54.4:     20.5      45.6
    :                                                                                         :
    : Total Traders:   156          Number of Traders in Each Category                        :
    :       38        18        27        32        64        17         0       106        98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   173,714
    : Positions                                                                               :
    :   58,338    14,359    21,510    63,940   130,053    15,866       154   159,654   166,075:   14,061     7,639
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:     -11,982)         :
    :      186       665    -9,513    -1,732    -2,746      -496       -11   -11,555   -11,606:     -427      -376
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     33.6       8.3      12.4      36.8      74.9       9.1       0.1      91.9      95.6:      8.1       4.4
    :                                                                                         :
    : Total Traders:   198          Number of Traders in Each Category                        :
    :       73        40        47        37        47        21         2       159       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   839,038
    : Positions                                                                               :
    :   97,415   134,707   146,254   277,437   456,989   228,922    25,829   750,028   763,778:   89,010    75,260
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:      11,581)         :
    :    5,351    15,974    -2,931     5,912    -3,220    -1,279    -1,756     7,052     8,066:    4,529     3,515
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      16.1      17.4      33.1      54.5      27.3       3.1      89.4      91.0:     10.6       9.0
    :                                                                                         :
    : Total Traders:   251          Number of Traders in Each Category                        :
    :       71        67        69        74        74        24         9       199       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 10, 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   195,067
    : Positions                                                                               :
    :   31,706    35,379    51,311    56,116    98,136    41,646     1,559   180,779   186,385:   14,289     8,683
    :                                                                                         :
    : Changes from: April 3, 2007              (Change in open interest:      -4,025)         :
    :     -352       217    -1,765       660       234      -161       -19    -1,619    -1,334:   -2,407    -2,692
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      18.1      26.3      28.8      50.3      21.3       0.8      92.7      95.5:      7.3       4.5
    :                                                                                         :
    : Total Traders:   430          Number of Traders in Each Category                        :
    :      153       122       125       107       101        24         4       339       307:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 13, 2007