COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   528,433
    : Positions                                                                               :
    :   77,316    57,704   147,947    68,637   235,835   191,746    17,428   485,645   458,913:   42,788    69,519
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      25,094)         :
    :    6,211      -278     5,440     8,460    14,548      -122        92    19,989    19,802:    5,105     5,292
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6      10.9      28.0      13.0      44.6      36.3       3.3      91.9      86.8:      8.1      13.2
    :                                                                                         :
    : Total Traders:   377          Number of Traders in Each Category                        :
    :      107       116       143        69       108        25        12       305       291:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   136,609
    : Positions                                                                               :
    :   36,621     5,703    15,051    26,092    81,391    30,549         8   108,313   102,153:   28,296    34,456
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      -4,904)         :
    :    3,437    -6,068      -879    -4,549     6,547      -955       -94    -2,947      -494:   -1,957    -4,410
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.8       4.2      11.0      19.1      59.6      22.4       0.0      79.3      74.8:     20.7      25.2
    :                                                                                         :
    : Total Traders:   187          Number of Traders in Each Category                        :
    :       59        21        30        56        77        17         1       144       117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 1,851,543
    : Positions                                                                               :
    :  259,154    65,127   556,991   436,510   931,364   371,317    15,681 1,623,972 1,569,164:  227,571   282,379
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      -2,068)         :
    :   29,224    -2,287   -10,279   -18,324     7,568     1,361     4,011     1,983      -987:   -4,050    -1,081
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.0       3.5      30.1      23.6      50.3      20.1       0.8      87.7      84.7:     12.3      15.3
    :                                                                                         :
    : Total Traders:   821          Number of Traders in Each Category                        :
    :      227       128       254       310       371        25        14       669       687:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   736,533
    : Positions                                                                               :
    :  139,054    21,778   234,136   136,408   372,892   145,608     3,685   655,205   632,491:   81,327   104,042
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      14,219)         :
    :   -2,679    -4,675    13,990     3,980     1,155       857       905    16,147    11,375:   -1,928     2,844
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.9       3.0      31.8      18.5      50.6      19.8       0.5      89.0      85.9:     11.0      14.1
    :                                                                                         :
    : Total Traders:   540          Number of Traders in Each Category                        :
    :      193        98       209       128       174        26         9       454       422:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   354,553
    : Positions                                                                               :
    :   83,726    10,649    68,402    95,321   250,472    77,316     6,278   324,765   335,801:   29,787    18,752
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      -4,574)         :
    :   -1,319      -956     2,490    -1,500    -3,153       723       164       393    -1,454:   -4,967    -3,119
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.6       3.0      19.3      26.9      70.6      21.8       1.8      91.6      94.7:      8.4       5.3
    :                                                                                         :
    : Total Traders:   212          Number of Traders in Each Category                        :
    :       77        27        53        60        67        18         5       187       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   291,064
    : Positions                                                                               :
    :   50,958    33,120    66,939    48,157   176,515    98,357     2,897   264,412   279,471:   26,652    11,592
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:     -31,655)         :
    :      846   -11,176   -20,745   -12,682     1,574    -2,184      -928   -34,764   -31,276:    3,109      -380
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5      11.4      23.0      16.5      60.6      33.8       1.0      90.8      96.0:      9.2       4.0
    :                                                                                         :
    : Total Traders:   286          Number of Traders in Each Category                        :
    :       96        84        74        58        62        23         7       224       185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   186,925
    : Positions                                                                               :
    :   29,712    39,082    42,123    14,539    80,410    79,692       879   166,066   162,495:   20,859    24,431
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      -6,979)         :
    :   -1,015      -931      -749    -1,367    -1,823       468       504    -2,663    -2,999:   -4,316    -3,980
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.9      20.9      22.5       7.8      43.0      42.6       0.5      88.8      86.9:     11.2      13.1
    :                                                                                         :
    : Total Traders:   220          Number of Traders in Each Category                        :
    :       78        66        92        20        35        22         3       173       155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   262,445
    : Positions                                                                               :
    :   43,572    25,157    59,448    26,861   125,573   111,578       269   241,459   210,447:   20,986    51,998
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:         147)         :
    :    2,054       335     1,435       152     1,628       135       -46     3,775     3,351:   -3,629    -3,205
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6       9.6      22.7      10.2      47.8      42.5       0.1      92.0      80.2:      8.0      19.8
    :                                                                                         :
    : Total Traders:   315          Number of Traders in Each Category                        :
    :       76        67        84        74       136        24         3       221       254:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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    24,487
    : Positions                                                                               :
    :    4,749     4,386     3,368     3,474     5,052     8,339         0    19,930    12,807:    4,557    11,680
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:         505)         :
    :        2       586       431       154      -189       145         0       731       827:     -227      -323
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.4      17.9      13.8      14.2      20.6      34.1       0.0      81.4      52.3:     18.6      47.7
    :                                                                                         :
    : Total Traders:   130          Number of Traders in Each Category                        :
    :       26        29        17        26        48        18         0        80        87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   153,631
    : Positions                                                                               :
    :   51,918    15,979    14,844    58,834   118,002    16,453       136   142,049   148,961:   11,582     4,670
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:         173)         :
    :    3,741       492    -5,520     3,004     6,709       409       -37     1,635     1,644:   -1,462    -1,471
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     33.8      10.4       9.7      38.3      76.8      10.7       0.1      92.5      97.0:      7.5       3.0
    :                                                                                         :
    : Total Traders:   173          Number of Traders in Each Category                        :
    :       63        32        37        35        45        20         4       141       101:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   838,395
    : Positions                                                                               :
    :  118,876   122,937   133,725   252,241   468,240   246,397    43,485   751,238   768,387:   87,157    70,009
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      17,409)         :
    :   -4,544     1,113    15,272     4,325    10,641     5,339    -1,279    20,393    25,747:   -2,983    -8,337
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.2      14.7      16.0      30.1      55.8      29.4       5.2      89.6      91.6:     10.4       8.4
    :                                                                                         :
    : Total Traders:   235          Number of Traders in Each Category                        :
    :       68        56        64        71        73        26         8       195       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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   192,663
    : Positions                                                                               :
    :   39,201    30,028    48,442    54,569   106,846    40,493     1,069   182,704   186,385:    9,959     6,278
    :                                                                                         :
    : Changes from: June 12, 2007              (Change in open interest:      -6,091)         :
    :    1,251      -630    -1,585    -2,181    -1,710      -931      -246    -3,446    -4,171:   -2,645    -1,920
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.3      15.6      25.1      28.3      55.5      21.0       0.6      94.8      96.7:      5.2       3.3
    :                                                                                         :
    : Total Traders:   411          Number of Traders in Each Category                        :
    :      140       111       122       105       105        24         4       321       300:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 22, 2007