COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE                                                                                     
CFTC Code #001602                                                              Open Interest is   482,873
    : Positions                                                                               :
    :   72,783    66,742   125,777    59,666   215,594   187,346    12,156   445,572   420,268:   37,301    62,604
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:      16,410)         :
    :    1,355       214    13,763       660     3,690       755      -972    16,534    16,695:     -124      -286
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      13.8      26.0      12.4      44.6      38.8       2.5      92.3      87.0:      7.7      13.0
    :                                                                                         :
    : Total Traders:   388          Number of Traders in Each Category                        :
    :       99       131       135        63       114        25        10       290       302:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                 
CFTC Code #001612                                                              Open Interest is   142,411
    : Positions                                                                               :
    :   46,760     7,616    12,332    24,038    93,429    33,903        88   117,033   113,465:   25,379    28,947
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:       5,543)         :
    :    2,332       491        97     1,069     4,209         3        88     3,502     4,886:    2,041       656
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     32.8       5.3       8.7      16.9      65.6      23.8       0.1      82.2      79.7:     17.8      20.3
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       73        18        32        42        80        17         1       144       122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE                                                                                      
CFTC Code #002602                                                              Open Interest is 1,675,341
    : Positions                                                                               :
    :  222,534   103,491   480,113   416,469   811,556   371,397     9,867 1,490,513 1,405,028:  184,828   270,314
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:      13,508)         :
    :    7,560     1,005    14,421   -15,280    -1,753       364      -643     7,065    13,030:    6,443       478
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3       6.2      28.7      24.9      48.4      22.2       0.6      89.0      83.9:     11.0      16.1
    :                                                                                         :
    : Total Traders:   784          Number of Traders in Each Category                        :
    :      183       160       231       297       354        25        12       625       654:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                  
CFTC Code #005602                                                              Open Interest is   720,536
    : Positions                                                                               :
    :  149,060    30,303   207,469   128,608   377,462   154,181     4,318   639,318   619,552:   81,218   100,984
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:      37,775)         :
    :   16,330     3,168    13,553     2,825    19,985     2,961       214    35,668    36,920:    2,107       855
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.7       4.2      28.8      17.8      52.4      21.4       0.6      88.7      86.0:     11.3      14.0
    :                                                                                         :
    : Total Traders:   543          Number of Traders in Each Category                        :
    :      172       124       194       127       182        26        11       438       424:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                               
CFTC Code #007601                                                              Open Interest is   322,515
    : Positions                                                                               :
    :   76,578    13,033    54,552    82,559   236,477    79,772     2,826   293,461   306,888:   29,054    15,627
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:       2,840)         :
    :    3,173        51       791      -688     3,904       205      -532     3,481     4,213:     -641    -1,373
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.7       4.0      16.9      25.6      73.3      24.7       0.9      91.0      95.2:      9.0       4.8
    :                                                                                         :
    : Total Traders:   217          Number of Traders in Each Category                        :
    :       85        31        53        50        62        18         3       184       131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #033661                                                              Open Interest is   348,622
    : Positions                                                                               :
    :   64,393    17,452    98,400    58,228   217,662    99,754     4,266   320,775   337,780:   27,847    10,842
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:      25,226)         :
    :    4,824    -5,096    11,704     5,492    15,947     1,216     1,196    23,236    23,751:    1,990     1,475
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.5       5.0      28.2      16.7      62.4      28.6       1.2      92.0      96.9:      8.0       3.1
    :                                                                                         :
    : Total Traders:   306          Number of Traders in Each Category                        :
    :      146        54        88        60        61        23         5       265       181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                            
CFTC Code #054642                                                              Open Interest is   184,053
    : Positions                                                                               :
    :   20,289    49,769    44,531    18,689    56,519    81,210       511   164,719   151,330:   19,334    32,724
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:         760)         :
    :      448     3,474    -2,101     1,399    -1,899      -214       -78      -468      -605:    1,228     1,365
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0      27.0      24.2      10.2      30.7      44.1       0.3      89.5      82.2:     10.5      17.8
    :                                                                                         :
    : Total Traders:   218          Number of Traders in Each Category                        :
    :       46        91        84        22        33        23         5       147       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                          
CFTC Code #057642                                                              Open Interest is   255,436
    : Positions                                                                               :
    :   40,960    32,669    56,126    23,056   114,803   113,326       690   233,468   204,289:   21,968    51,147
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:      11,634)         :
    :    7,683     1,273     1,246      -603     4,237      -313       403     8,013     7,159:    3,621     4,475
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0      12.8      22.0       9.0      44.9      44.4       0.3      91.4      80.0:      8.6      20.0
    :                                                                                         :
    : Total Traders:   297          Number of Traders in Each Category                        :
    :       77        60        83        63       126        24         5       210       237:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                        
CFTC Code #061641                                                              Open Interest is    28,299
    : Positions                                                                               :
    :    5,784     3,527     5,501     3,242     5,262     8,009         0    22,536    14,289:    5,763    14,010
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:       2,215)         :
    :    1,226      -612       957       216       521      -144         0     2,256       866:      -41     1,349
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.4      12.5      19.4      11.5      18.6      28.3       0.0      79.6      50.5:     20.4      49.5
    :                                                                                         :
    : Total Traders:   136          Number of Traders in Each Category                        :
    :       34        26        28        26        47        17         0        99        86:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - NEW YORK BOARD OF TRADE                                                                                    
CFTC Code #073732                                                              Open Interest is   183,073
    : Positions                                                                               :
    :   71,237    17,411    18,662    62,379   140,303    16,965       107   169,243   176,483:   13,830     6,590
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:       2,234)         :
    :    2,397      -994       413      -152     2,877        19        14     2,677     2,309:     -442       -74
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     38.9       9.5      10.2      34.1      76.6       9.3       0.1      92.4      96.4:      7.6       3.6
    :                                                                                         :
    : Total Traders:   190          Number of Traders in Each Category                        :
    :       79        32        37        36        46        20         2       155       103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #080732                                                              Open Interest is   841,613
    : Positions                                                                               :
    :  125,678   117,498   150,933   227,027   464,283   251,242    45,233   754,880   777,946:   86,733    63,667
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:      10,536)         :
    :    4,296    -6,026     1,533    -7,085    16,913     2,427      -814     1,171    11,606:    9,365    -1,070
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9      14.0      17.9      27.0      55.2      29.9       5.4      89.7      92.4:     10.3       7.6
    :                                                                                         :
    : Total Traders:   243          Number of Traders in Each Category                        :
    :       73        50        61        77        77        26         8       203       172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - NEW YORK BOARD OF TRADE                                                                                 
CFTC Code #083731                                                              Open Interest is   207,526
    : Positions                                                                               :
    :   40,813    43,751    56,063    54,163    99,713    45,942       917   196,981   200,444:   10,545     7,082
    :                                                                                         :
    : Changes from: July 3, 2007               (Change in open interest:       6,642)         :
    :    1,031     5,106     1,773     1,553      -885     1,111        81     5,468     6,076:    1,174       566
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.7      21.1      27.0      26.1      48.0      22.1       0.4      94.9      96.6:      5.1       3.4
    :                                                                                         :
    : Total Traders:   441          Number of Traders in Each Category                        :
    :      142       133       135       103       107        24         3       327       333:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 13, 2007