COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE                                                                                     
CFTC Code #001602                                                              Open Interest is   499,203
    : Positions                                                                               :
    :   75,084    73,801   129,973    63,496   216,239   188,702     9,332   457,255   429,345:   41,948    69,859
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:      16,331)         :
    :    2,301     7,060     4,196     3,830       645     1,356    -2,824    11,683     9,076:    4,647     7,254
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0      14.8      26.0      12.7      43.3      37.8       1.9      91.6      86.0:      8.4      14.0
    :                                                                                         :
    : Total Traders:   389          Number of Traders in Each Category                        :
    :      107       126       135        65       112        25         9       299       298:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                 
CFTC Code #001612                                                              Open Interest is   149,689
    : Positions                                                                               :
    :   45,710    10,412    12,740    29,548    99,523    35,528       203   123,526   122,879:   26,163    26,810
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:       7,278)         :
    :   -1,050     2,796       408     5,510     6,095     1,625       115     6,493     9,414:      784    -2,137
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.5       7.0       8.5      19.7      66.5      23.7       0.1      82.5      82.1:     17.5      17.9
    :                                                                                         :
    : Total Traders:   205          Number of Traders in Each Category                        :
    :       66        23        27        45        84        17         2       141       125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE                                                                                      
CFTC Code #002602                                                              Open Interest is 1,719,601
    : Positions                                                                               :
    :  209,342   120,243   511,480   435,557   791,248   375,679    10,581 1,532,056 1,433,552:  187,545   286,049
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:      44,260)         :
    :  -13,192    16,753    31,366    19,088   -20,308     4,282       714    41,543    28,524:    2,716    15,736
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.2       7.0      29.7      25.3      46.0      21.8       0.6      89.1      83.4:     10.9      16.6
    :                                                                                         :
    : Total Traders:   788          Number of Traders in Each Category                        :
    :      185       157       245       299       349        25        12       636       663:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                  
CFTC Code #005602                                                              Open Interest is   724,567
    : Positions                                                                               :
    :  133,931    25,169   210,279   139,294   379,763   162,094     7,499   645,598   622,711:   78,969   101,857
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:       4,032)         :
    :  -15,129    -5,134     2,811    10,686     2,301     7,913     3,181     6,281     3,159:   -2,249       873
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.5       3.5      29.0      19.2      52.4      22.4       1.0      89.1      85.9:     10.9      14.1
    :                                                                                         :
    : Total Traders:   555          Number of Traders in Each Category                        :
    :      201        95       202       133       186        25        10       456       431:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                               
CFTC Code #007601                                                              Open Interest is   336,816
    : Positions                                                                               :
    :   73,097    13,166    60,253    96,456   244,668    78,613     3,234   308,419   321,321:   28,397    15,495
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:      14,301)         :
    :   -3,481       133     5,701    13,897     8,191    -1,159       408    14,958    14,433:     -657      -132
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.7       3.9      17.9      28.6      72.6      23.3       1.0      91.6      95.4:      8.4       4.6
    :                                                                                         :
    : Total Traders:   214          Number of Traders in Each Category                        :
    :       78        33        57        52        64        18         4       185       135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #033661                                                              Open Interest is   372,707
    : Positions                                                                               :
    :   63,541    12,821   115,490    71,970   228,296    95,007     4,727   346,008   361,334:   26,700    11,373
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:      24,085)         :
    :     -852    -4,631    17,090    13,741    10,634    -4,747       462    25,233    23,554:   -1,147       531
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0       3.4      31.0      19.3      61.3      25.5       1.3      92.8      96.9:      7.2       3.1
    :                                                                                         :
    : Total Traders:   312          Number of Traders in Each Category                        :
    :      136        65       102        59        66        23         6       272       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                            
CFTC Code #054642                                                              Open Interest is   187,387
    : Positions                                                                               :
    :   20,622    35,297    46,990    20,564    70,350    81,010       197   169,186   152,833:   18,202    34,554
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:       3,334)         :
    :      332   -14,472     2,459     1,875    13,831      -200      -314     4,467     1,504:   -1,133     1,830
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0      18.8      25.1      11.0      37.5      43.2       0.1      90.3      81.6:      9.7      18.4
    :                                                                                         :
    : Total Traders:   203          Number of Traders in Each Category                        :
    :       45        69        77        20        36        22         3       141       153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                          
CFTC Code #057642                                                              Open Interest is   261,751
    : Positions                                                                               :
    :   41,791    29,250    58,518    23,759   121,265   114,870     1,640   238,939   210,674:   22,812    51,077
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:       6,315)         :
    :      832    -3,419     2,392       703     6,462     1,544       950     5,470     6,385:      844       -70
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0      11.2      22.4       9.1      46.3      43.9       0.6      91.3      80.5:      8.7      19.5
    :                                                                                         :
    : Total Traders:   315          Number of Traders in Each Category                        :
    :       87        60        88        61       131        24         6       223       245:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                        
CFTC Code #061641                                                              Open Interest is    32,320
    : Positions                                                                               :
    :    7,735     3,320     6,640     3,453     6,663     8,230         0    26,059    16,623:    6,261    15,697
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:       4,021)         :
    :    1,951      -207     1,140       211     1,401       221         0     3,523     2,334:      498     1,687
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.9      10.3      20.5      10.7      20.6      25.5       0.0      80.6      51.4:     19.4      48.6
    :                                                                                         :
    : Total Traders:   141          Number of Traders in Each Category                        :
    :       39        25        30        28        48        17         0       105        89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - NEW YORK BOARD OF TRADE                                                                                    
CFTC Code #073732                                                              Open Interest is   181,451
    : Positions                                                                               :
    :   70,534    17,936    18,060    61,002   137,282    17,138        78   166,733   173,355:   14,718     8,096
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:      -1,622)         :
    :     -704       525      -602    -1,377    -3,022       173       -29    -2,510    -3,128:      888     1,506
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     38.9       9.9      10.0      33.6      75.7       9.4       0.0      91.9      95.5:      8.1       4.5
    :                                                                                         :
    : Total Traders:   191          Number of Traders in Each Category                        :
    :       79        30        38        37        44        20         2       160       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #080732                                                              Open Interest is   849,479
    : Positions                                                                               :
    :  131,711   117,739   143,233   223,990   479,553   253,893    45,829   752,826   786,354:   96,653    63,126
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:       7,866)         :
    :    6,033       241    -7,700    -3,037    15,270     2,650       597    -2,054     8,407:    9,920      -541
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.5      13.9      16.9      26.4      56.5      29.9       5.4      88.6      92.6:     11.4       7.4
    :                                                                                         :
    : Total Traders:   251          Number of Traders in Each Category                        :
    :       80        53        64        73        77        26         8       207       177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 2007                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - NEW YORK BOARD OF TRADE                                                                                 
CFTC Code #083731                                                              Open Interest is   210,634
    : Positions                                                                               :
    :   41,291    46,301    56,301    53,977    99,072    46,623     1,068   198,192   202,742:   12,442     7,891
    :                                                                                         :
    : Changes from: July 10, 2007              (Change in open interest:       3,108)         :
    :      478     2,550       238      -186      -640       681       150     1,211     2,299:    1,897       809
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.6      22.0      26.7      25.6      47.0      22.1       0.5      94.1      96.3:      5.9       3.7
    :                                                                                         :
    : Total Traders:   432          Number of Traders in Each Category                        :
    :      140       128       123        99       109        24         3       310       325:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 20, 2007