COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   448,225
    : Positions                                                                               :
    :   53,438    61,720   111,265    55,635   210,540   195,916     8,732   416,254   392,257:   31,971    55,968
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:      -4,528)         :
    :   -4,127    -2,546       -65    -1,184    -1,410     1,629    -1,016    -3,748    -5,037:     -780       509
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9      13.8      24.8      12.4      47.0      43.7       1.9      92.9      87.5:      7.1      12.5
    :                                                                                         :
    : Total Traders:   345          Number of Traders in Each Category                        :
    :       82       120       130        61        98        25         8       266       274:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   135,346
    : Positions                                                                               :
    :   29,683    20,571    16,673    33,444    68,412    31,880       645   111,680   106,302:   23,666    29,045
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:      -2,587)         :
    :     -303        54      -833    -1,637    -2,620       -14       -14    -2,786    -3,413:      199       826
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.9      15.2      12.3      24.7      50.5      23.6       0.5      82.5      78.5:     17.5      21.5
    :                                                                                         :
    : Total Traders:   186          Number of Traders in Each Category                        :
    :       44        33        35        56        74        16         1       137       124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 1,838,949
    : Positions                                                                               :
    :  216,289    76,687   546,102   499,016   916,732   363,410    11,615 1,624,817 1,551,135:  214,132   287,814
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:      -6,303)         :
    :  -13,229         2        12     4,366    -6,978     1,775       249    -7,076    -6,715:      773       412
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.8       4.2      29.7      27.1      49.9      19.8       0.6      88.4      84.3:     11.6      15.7
    :                                                                                         :
    : Total Traders:   796          Number of Traders in Each Category                        :
    :      185       155       237       306       367        25        12       639       662:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   549,681
    : Positions                                                                               :
    :   73,742    28,481   153,281   117,744   268,837   139,707     1,861   484,473   452,460:   65,208    97,222
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:        -811)         :
    :   -3,003     1,264      -541      -651    -3,631       775       473    -3,420    -2,435:    2,609     1,623
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4       5.2      27.9      21.4      48.9      25.4       0.3      88.1      82.3:     11.9      17.7
    :                                                                                         :
    : Total Traders:   440          Number of Traders in Each Category                        :
    :      134        90       158       128       153        26         9       369       351:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   325,126
    : Positions                                                                               :
    :   80,703    14,092    54,189    83,427   234,809    74,149     3,362   292,468   306,452:   32,658    18,674
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:      -8,552)         :
    :   -3,796       430    -1,419    -3,876    -8,264      -158       217    -9,249    -9,035:      697       483
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.8       4.3      16.7      25.7      72.2      22.8       1.0      90.0      94.3:     10.0       5.7
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       79        32        52        46        58        18         4       177       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   310,223
    : Positions                                                                               :
    :   48,055    69,002    70,280    64,227   151,233   103,102     3,842   285,664   294,356:   24,559    15,866
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:       4,111)         :
    :     -113     2,875      -392       870     2,739     3,527       519     3,892     5,740:      220    -1,629
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.5      22.2      22.7      20.7      48.7      33.2       1.2      92.1      94.9:      7.9       5.1
    :                                                                                         :
    : Total Traders:   343          Number of Traders in Each Category                        :
    :      121       112        89        67        57        23         4       255       227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   181,755
    : Positions                                                                               :
    :   23,175    24,886    42,234    14,328    86,897    77,951       922   157,688   154,938:   24,067    26,817
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:         981)         :
    :    1,334     3,036    -1,262     1,417    -1,905      -213      -300     1,276      -431:     -295     1,412
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8      13.7      23.2       7.9      47.8      42.9       0.5      86.8      85.2:     13.2      14.8
    :                                                                                         :
    : Total Traders:   213          Number of Traders in Each Category                        :
    :       65        61        83        25        37        22         3       155       162:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   280,627
    : Positions                                                                               :
    :   47,739    28,483    69,327    25,193   126,843   111,505     1,321   253,764   225,974:   26,863    54,653
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:     -10,901)         :
    :     -877      -406   -12,890     1,598         4       863     1,201   -11,306   -12,092:      405     1,190
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0      10.1      24.7       9.0      45.2      39.7       0.5      90.4      80.5:      9.6      19.5
    :                                                                                         :
    : Total Traders:   310          Number of Traders in Each Category                        :
    :       84        50        77        78       131        24         3       232       230:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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    24,419
    : Positions                                                                               :
    :    5,087     2,167     3,293     3,313     6,938     7,743         0    19,435    12,398:    4,984    12,022
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:      -2,332)         :
    :     -952       -29      -254      -799      -815        80         0    -1,925    -1,098:     -407    -1,234
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.8       8.9      13.5      13.6      28.4      31.7       0.0      79.6      50.8:     20.4      49.2
    :                                                                                         :
    : Total Traders:   138          Number of Traders in Each Category                        :
    :       37        18        17        31        49        18         0        94        78:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   161,321
    : Positions                                                                               :
    :   49,621    13,170    24,263    58,291   117,957    17,337       161   149,512   155,550:   11,809     5,771
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:       1,134)         :
    :     -246       939     1,057      -807    -1,601     1,091       -24     1,095       370:       39       764
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.8       8.2      15.0      36.1      73.1      10.7       0.1      92.7      96.4:      7.3       3.6
    :                                                                                         :
    : Total Traders:   170          Number of Traders in Each Category                        :
    :       59        33        44        38        45        20         2       142       106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   888,267
    : Positions                                                                               :
    :  117,265   131,815   157,461   304,722   498,073   232,477    28,035   811,926   815,384:   76,341    72,884
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:      14,427)         :
    :    7,366     1,033     8,379      -787     7,433     3,711     2,053    18,668    18,898:   -4,241    -4,471
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2      14.8      17.7      34.3      56.1      26.2       3.2      91.4      91.8:      8.6       8.2
    :                                                                                         :
    : Total Traders:   247          Number of Traders in Each Category                        :
    :       70        61        72        76        72        26        10       204       188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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   209,466
    : Positions                                                                               :
    :   35,056    54,449    54,799    67,325    93,249    41,846     1,186   199,027   203,683:   10,440     5,783
    :                                                                                         :
    : Changes from: May 1, 2007                (Change in open interest:       6,681)         :
    :      579     3,533     1,765     3,125     2,347       594        33     6,064     7,680:      617      -999
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7      26.0      26.2      32.1      44.5      20.0       0.6      95.0      97.2:      5.0       2.8
    :                                                                                         :
    : Total Traders:   443          Number of Traders in Each Category                        :
    :      146       138       125       113       103        24         4       336       326:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 11, 2007