COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   452,753
    : Positions                                                                               :
    :   57,565    64,266   111,330    56,820   211,950   194,287     9,747   420,002   397,294:   32,751    55,459
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:       6,866)         :
    :    5,393     5,475     3,108     2,685     3,573    -3,609        -2     7,576    12,153:     -711    -5,288
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      14.2      24.6      12.5      46.8      42.9       2.2      92.8      87.8:      7.2      12.2
    :                                                                                         :
    : Total Traders:   338          Number of Traders in Each Category                        :
    :       86       107       119        63       104        25         8       262       261:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   137,933
    : Positions                                                                               :
    :   29,986    20,517    17,506    35,081    71,032    31,894       659   114,467   109,715:   23,467    28,219
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:      -4,609)         :
    :   -1,323     3,420     1,718     2,139    -1,219       462         3     2,996     3,921:   -7,605    -8,531
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.7      14.9      12.7      25.4      51.5      23.1       0.5      83.0      79.5:     17.0      20.5
    :                                                                                         :
    : Total Traders:   188          Number of Traders in Each Category                        :
    :       51        30        38        54        71        16         1       140       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 1,845,252
    : Positions                                                                               :
    :  229,518    76,684   546,090   494,649   923,710   361,635    11,366 1,631,892 1,557,850:  213,360   287,402
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:       2,149)         :
    :   15,585     2,922       816   -11,073     8,661     2,126    -1,832     7,454    10,567:   -5,305    -8,418
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4       4.2      29.6      26.8      50.1      19.6       0.6      88.4      84.4:     11.6      15.6
    :                                                                                         :
    : Total Traders:   802          Number of Traders in Each Category                        :
    :      174       152       239       311       369        25        11       646       665:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   550,492
    : Positions                                                                               :
    :   76,745    27,216   153,821   118,395   272,468   138,932     1,388   487,893   454,894:   62,600    95,598
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:        -627)         :
    :    9,768    -6,936     5,128   -12,889     3,831     2,299       -43     4,306     1,981:   -4,933    -2,608
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.9       4.9      27.9      21.5      49.5      25.2       0.3      88.6      82.6:     11.4      17.4
    :                                                                                         :
    : Total Traders:   450          Number of Traders in Each Category                        :
    :      124       112       163       123       151        26         8       375       353:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   333,678
    : Positions                                                                               :
    :   84,498    13,661    55,608    87,303   243,073    74,307     3,144   301,717   315,487:   31,961    18,191
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:       4,333)         :
    :   10,379    -1,743       -81    -5,703     6,774       302      -240     4,896     4,711:     -563      -378
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.3       4.1      16.7      26.2      72.8      22.3       0.9      90.4      94.5:      9.6       5.5
    :                                                                                         :
    : Total Traders:   216          Number of Traders in Each Category                        :
    :       80        33        58        48        59        18         4       187       131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   306,112
    : Positions                                                                               :
    :   48,168    66,127    70,672    63,356   148,495    99,575     3,323   281,772   288,617:   24,340    17,495
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:       8,132)         :
    :     -338      -456     5,975     1,561       893     2,403       643     9,601     7,054:   -1,469     1,078
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7      21.6      23.1      20.7      48.5      32.5       1.1      92.0      94.3:      8.0       5.7
    :                                                                                         :
    : Total Traders:   339          Number of Traders in Each Category                        :
    :      119       112        84        66        57        23         6       249       226:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   180,774
    : Positions                                                                               :
    :   21,841    21,850    43,496    12,912    88,802    78,164     1,222   156,412   155,369:   24,362    25,405
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:      -3,042)         :
    :   -5,684      -526    -2,921     2,271      -262     1,665       790    -4,669    -2,919:    1,628      -122
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1      12.1      24.1       7.1      49.1      43.2       0.7      86.5      85.9:     13.5      14.1
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       73        46        81        23        37        22         3       157       148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   291,528
    : Positions                                                                               :
    :   48,616    28,888    82,218    23,595   126,839   110,642       120   265,070   238,065:   26,458    53,463
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:      -2,136)         :
    :      777     2,023    -2,065    -1,934       819     1,469      -874    -1,754       -97:     -382    -2,039
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7       9.9      28.2       8.1      43.5      38.0       0.0      90.9      81.7:      9.1      18.3
    :                                                                                         :
    : Total Traders:   320          Number of Traders in Each Category                        :
    :       86        53        88        76       133        24         2       245       236:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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    26,751
    : Positions                                                                               :
    :    6,039     2,196     3,547     4,112     7,753     7,663         0    21,360    13,495:    5,391    13,256
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:      -2,891)         :
    :     -127      -214      -444      -850    -1,549      -637      -199    -2,058    -2,405:     -833      -485
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.6       8.2      13.3      15.4      29.0      28.6       0.0      79.8      50.4:     20.2      49.6
    :                                                                                         :
    : Total Traders:   145          Number of Traders in Each Category                        :
    :       40        16        16        33        53        18         0        98        81:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   160,187
    : Positions                                                                               :
    :   49,867    12,231    23,206    59,098   119,558    16,246       185   148,417   155,180:   11,770     5,007
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:       1,314)         :
    :   -3,794      -631     3,687       923    -2,391       310         9     1,126       674:      188       640
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.1       7.6      14.5      36.9      74.6      10.1       0.1      92.7      96.9:      7.3       3.1
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       60        31        41        38        48        20         2       140       107:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   873,840
    : Positions                                                                               :
    :  109,899   130,782   149,083   305,510   490,640   228,767    25,982   793,258   796,486:   80,582    77,354
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:      31,980)         :
    :   13,841    -3,114    18,141    -7,413     8,503     2,796     2,326    27,364    25,855:    4,616     6,125
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      15.0      17.1      35.0      56.1      26.2       3.0      90.8      91.1:      9.2       8.9
    :                                                                                         :
    : Total Traders:   242          Number of Traders in Each Category                        :
    :       62        66        69        72        70        26        10       199       181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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   202,785
    : Positions                                                                               :
    :   34,477    50,915    53,034    64,201    90,902    41,252     1,153   192,963   196,004:    9,823     6,782
    :                                                                                         :
    : Changes from: April 24, 2007             (Change in open interest:      17,920)         :
    :    3,103    10,992     7,863     8,841      -235       197       161    20,004    18,782:   -2,085      -862
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0      25.1      26.2      31.7      44.8      20.3       0.6      95.2      96.7:      4.8       3.3
    :                                                                                         :
    : Total Traders:   427          Number of Traders in Each Category                        :
    :      139       135       123       108        98        24         4       325       316:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 27, 2007