COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   469,860
    : Positions                                                                               :
    :   48,096    60,801   129,452    55,704   207,058   199,260    10,420   432,512   407,731:   37,348    62,129
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:     -10,446)         :
    :    2,067   -15,549     1,074   -13,809     1,558      -492     1,516   -11,160   -11,402:      714       956
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.2      12.9      27.6      11.9      44.1      42.4       2.2      92.1      86.8:      7.9      13.2
    :                                                                                         :
    : Total Traders:   362          Number of Traders in Each Category                        :
    :       82       133       135        66       101        26         8       271       296:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   146,888
    : Positions                                                                               :
    :   31,685    20,052    17,086    36,669    73,170    25,969       636   111,410   110,944:   35,479    35,944
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:      -2,363)         :
    :   -3,784     1,965    -4,467      -312      -219       330        70    -8,232    -2,650:    5,869       287
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.6      13.7      11.6      25.0      49.8      17.7       0.4      75.8      75.5:     24.2      24.5
    :                                                                                         :
    : Total Traders:   182          Number of Traders in Each Category                        :
    :       50        22        32        64        75        17         2       143       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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 2,026,793
    : Positions                                                                               :
    :  209,693    72,038   676,191   542,618   951,319   360,860    13,307 1,789,361 1,712,854:  237,432   313,939
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:     -38,016)         :
    :  -18,130     6,417   -22,140    12,236   -21,260     1,695     2,082   -26,339   -34,901:  -11,677    -3,115
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3       3.6      33.4      26.8      46.9      17.8       0.7      88.3      84.5:     11.7      15.5
    :                                                                                         :
    : Total Traders:   840          Number of Traders in Each Category                        :
    :      221       144       276       333       371        26        14       703       708:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   641,764
    : Positions                                                                               :
    :   80,014    32,215   188,962   163,971   319,070   137,428     1,568   570,376   541,815:   71,388    99,950
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:       4,734)         :
    :   -9,702       871    12,954    10,152    -5,267      -178       -22    13,226     8,536:   -8,493    -3,802
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       5.0      29.4      25.6      49.7      21.4       0.2      88.9      84.4:     11.1      15.6
    :                                                                                         :
    : Total Traders:   499          Number of Traders in Each Category                        :
    :      152       102       195       136       159        27         8       425       399:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   351,314
    : Positions                                                                               :
    :   85,426    13,025    60,973    96,639   251,067    72,956     3,519   315,994   328,583:   35,320    22,731
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:      -9,117)         :
    :   -7,146     1,645    -6,097     3,541    -9,476      -523     2,572   -10,226   -11,355:    1,109     2,238
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.3       3.7      17.4      27.5      71.5      20.8       1.0      89.9      93.5:     10.1       6.5
    :                                                                                         :
    : Total Traders:   217          Number of Traders in Each Category                        :
    :       86        25        62        58        64        19         4       195       138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   300,481
    : Positions                                                                               :
    :   48,885    65,477    66,514    60,305   148,703    97,464     2,732   273,168   283,425:   27,313    17,056
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:     -12,080)         :
    :   -4,179     7,114    -9,812     3,677   -10,748    -1,426       921   -11,741   -12,526:     -339       446
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      21.8      22.1      20.1      49.5      32.4       0.9      90.9      94.3:      9.1       5.7
    :                                                                                         :
    : Total Traders:   343          Number of Traders in Each Category                        :
    :      124       108        94        69        59        24         5       261       232:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   176,486
    : Positions                                                                               :
    :   27,404    23,417    40,840     9,552    87,079    76,030       274   153,826   151,610:   22,661    24,876
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:      -5,616)         :
    :    3,462     1,340    -2,126    -3,334    -3,501    -1,141       -50    -3,139    -4,337:   -2,477    -1,279
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.5      13.3      23.1       5.4      49.3      43.1       0.2      87.2      85.9:     12.8      14.1
    :                                                                                         :
    : Total Traders:   192          Number of Traders in Each Category                        :
    :       64        54        71        18        35        21         2       142       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   302,068
    : Positions                                                                               :
    :   50,745    27,030    86,015    27,398   129,608   108,890     1,051   273,048   243,703:   29,020    58,365
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:     -14,717)         :
    :   -9,137    -5,169    -3,101      -696    -2,586      -727        15   -13,661   -10,840:   -1,056    -3,877
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.8       8.9      28.5       9.1      42.9      36.0       0.3      90.4      80.7:      9.6      19.3
    :                                                                                         :
    : Total Traders:   338          Number of Traders in Each Category                        :
    :       98        47        93        83       137        25         4       260       250:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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    29,579
    : Positions                                                                               :
    :    6,071     2,283     3,801     5,340     9,596     8,220       175    23,433    15,855:    6,147    13,724
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:      -3,237)         :
    :   -1,221      -719      -456      -942    -1,005       -40       175    -2,659    -2,005:     -578    -1,232
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.5       7.7      12.9      18.1      32.4      27.8       0.6      79.2      53.6:     20.8      46.4
    :                                                                                         :
    : Total Traders:   148          Number of Traders in Each Category                        :
    :       37        19        21        35        58        17         1       102        91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   165,529
    : Positions                                                                               :
    :   59,582    15,392    18,811    59,268   125,633    15,743       123   153,404   159,959:   12,124     5,570
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:      -8,186)         :
    :    1,245     1,033    -2,699    -4,672    -4,420      -123       -31    -6,249    -6,117:   -1,936    -2,069
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     36.0       9.3      11.4      35.8      75.9       9.5       0.1      92.7      96.6:      7.3       3.4
    :                                                                                         :
    : Total Traders:   189          Number of Traders in Each Category                        :
    :       71        44        36        33        46        21         2       146       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   819,907
    : Positions                                                                               :
    :  101,167   131,547   123,462   283,565   464,056   225,666    25,450   733,860   744,515:   86,047    75,392
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:     -19,131)         :
    :    3,752    -3,160   -22,792     6,127     7,068    -3,255      -379   -16,168   -19,264:   -2,963       132
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3      16.0      15.1      34.6      56.6      27.5       3.1      89.5      90.8:     10.5       9.2
    :                                                                                         :
    : Total Traders:   246          Number of Traders in Each Category                        :
    :       68        66        68        75        73        24        10       200       189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   180,824
    : Positions                                                                               :
    :   32,298    33,955    41,384    52,135    96,145    41,207     1,124   167,025   172,607:   13,799     8,217
    :                                                                                         :
    : Changes from: April 10, 2007             (Change in open interest:     -14,243)         :
    :      593    -1,424    -9,927    -3,981    -1,991      -438      -435   -13,754   -13,777:     -490      -466
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.9      18.8      22.9      28.8      53.2      22.8       0.6      92.4      95.5:      7.6       4.5
    :                                                                                         :
    : Total Traders:   403          Number of Traders in Each Category                        :
    :      132       113       113       106        99        25         4       316       289:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 20, 2007