COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   524,539
    : Positions                                                                               :
    :   82,258    75,102   144,995    69,872   227,984   187,457     5,900   484,582   453,981:   39,957    70,558
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:        -990)         :
    :    5,297      -401    -1,104      -407     3,362    -1,697    -2,587     2,088      -731:   -3,078      -259
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7      14.3      27.6      13.3      43.5      35.7       1.1      92.4      86.5:      7.6      13.5
    :                                                                                         :
    : Total Traders:   401          Number of Traders in Each Category                        :
    :      114       121       145        71       108        24        12       318       306:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   164,662
    : Positions                                                                               :
    :   53,359    12,504    13,459    36,557   108,926    34,767       869   138,143   135,758:   26,520    28,904
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:       4,336)         :
    :    1,944     1,529     1,077     1,351       -61    -1,435      -101     2,936     2,444:    1,400     1,892
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     32.4       7.6       8.2      22.2      66.2      21.1       0.5      83.9      82.4:     16.1      17.6
    :                                                                                         :
    : Total Traders:   203          Number of Traders in Each Category                        :
    :       68        20        31        44        83        17         3       137       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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 1,659,771
    : Positions                                                                               :
    :  200,249    97,996   497,141   403,650   775,189   380,547    11,108 1,481,586 1,381,433:  178,184   278,338
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:     -19,586)         :
    :   -2,913   -10,916    -1,105   -17,240    -4,912     2,339        -4   -18,919   -16,937:     -666    -2,649
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1       5.9      30.0      24.3      46.7      22.9       0.7      89.3      83.2:     10.7      16.8
    :                                                                                         :
    : Total Traders:   779          Number of Traders in Each Category                        :
    :      183       158       243       298       340        25        12       642       647:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   652,677
    : Positions                                                                               :
    :  108,993    22,603   174,644   133,245   351,343   162,844     8,662   579,726   557,252:   72,951    95,425
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:      -7,194)         :
    :   -1,605    -5,064   -10,128     3,971     5,759       186       474    -7,576    -8,959:      382     1,764
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7       3.5      26.8      20.4      53.8      25.0       1.3      88.8      85.4:     11.2      14.6
    :                                                                                         :
    : Total Traders:   514          Number of Traders in Each Category                        :
    :      176        99       164       115       187        26         9       394       397:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   319,972
    : Positions                                                                               :
    :   64,609    15,984    60,477    88,909   222,533    77,909     4,574   291,905   303,568:   28,067    16,404
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:      -7,804)         :
    :   -4,701     1,836    -2,727       198    -8,445     1,098     1,775    -6,131    -7,561:   -1,673      -243
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.2       5.0      18.9      27.8      69.5      24.3       1.4      91.2      94.9:      8.8       5.1
    :                                                                                         :
    : Total Traders:   203          Number of Traders in Each Category                        :
    :       63        38        62        52        61        18         5       176       140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   369,568
    : Positions                                                                               :
    :   60,000    10,762   117,122    73,348   225,680    94,845     6,118   345,315   359,683:   24,253     9,886
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:         509)         :
    :    2,621      -790    -1,096     4,409     1,749    -1,778     1,056     4,155       918:   -3,646      -409
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.2       2.9      31.7      19.8      61.1      25.7       1.7      93.4      97.3:      6.6       2.7
    :                                                                                         :
    : Total Traders:   296          Number of Traders in Each Category                        :
    :      125        62       100        56        65        23         4       256       191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   193,268
    : Positions                                                                               :
    :   23,598    21,620    46,424    23,802    88,340    81,485       268   175,309   156,652:   17,960    36,617
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:      -7,288)         :
    :        7    -7,455    -2,605    -6,353     4,025       354        30    -8,596    -6,004:    1,308    -1,284
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.2      11.2      24.0      12.3      45.7      42.2       0.1      90.7      81.1:      9.3      18.9
    :                                                                                         :
    : Total Traders:   209          Number of Traders in Each Category                        :
    :       67        49        76        24        47        22         2       162       143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   259,034
    : Positions                                                                               :
    :   45,294    28,236    52,451    24,670   127,033   115,601       321   238,016   208,040:   21,017    50,994
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:     -24,663)         :
    :   -3,311     2,053   -13,065    -7,396   -10,725       320        22   -23,451   -21,715:   -1,212    -2,948
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5      10.9      20.2       9.5      49.0      44.6       0.1      91.9      80.3:      8.1      19.7
    :                                                                                         :
    : Total Traders:   309          Number of Traders in Each Category                        :
    :       96        44        79        66       130        24         3       229       224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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    33,652
    : Positions                                                                               :
    :    9,378     3,209     6,777     3,034     6,637     8,330         0    27,520    16,624:    6,133    17,029
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:      -1,984)         :
    :      342       -52    -1,380      -568      -488      -107         0    -1,714    -1,919:     -270       -64
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.9       9.5      20.1       9.0      19.7      24.8       0.0      81.8      49.4:     18.2      50.6
    :                                                                                         :
    : Total Traders:   142          Number of Traders in Each Category                        :
    :       40        27        31        28        48        17         0       106        91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   153,898
    : Positions                                                                               :
    :   48,525    13,895    17,027    57,025   115,894    18,746       184   141,323   147,000:   12,575     6,898
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:     -17,045)         :
    :   -6,666       445    -3,773    -7,459   -14,824     1,458        73   -16,440   -18,079:     -604     1,035
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.5       9.0      11.1      37.1      75.3      12.2       0.1      91.8      95.5:      8.2       4.5
    :                                                                                         :
    : Total Traders:   167          Number of Traders in Each Category                        :
    :       64        22        49        34        45        20         1       141       107:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   881,918
    : Positions                                                                               :
    :  111,390   107,166   162,126   290,040   521,436   247,899    47,882   811,455   838,611:   70,463    43,308
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:     -31,678)         :
    :  -20,045     2,512      -812     7,983   -32,253    -5,359    -1,013   -18,234   -31,565:  -13,444      -112
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      12.2      18.4      32.9      59.1      28.1       5.4      92.0      95.1:      8.0       4.9
    :                                                                                         :
    : Total Traders:   247          Number of Traders in Each Category                        :
    :       72        61        72        71        74        24         9       207       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 7, 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   214,639
    : Positions                                                                               :
    :   44,901    32,878    63,979    46,579   106,156    43,729     2,009   199,188   205,022:   15,451     9,618
    :                                                                                         :
    : Changes from: July 31, 2007              (Change in open interest:      -1,776)         :
    :      877    -5,405    -1,331    -4,397     2,402    -1,048       366    -5,899    -3,968:    4,123     2,191
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.9      15.3      29.8      21.7      49.5      20.4       0.9      92.8      95.5:      7.2       4.5
    :                                                                                         :
    : Total Traders:   424          Number of Traders in Each Category                        :
    :      147       104       129       106       117        24         3       331       312:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 10, 2007