COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   473,334
    : Positions                                                                               :
    :   71,462    63,334   115,994    53,270   210,643   191,211     7,506   431,937   397,477:   41,397    75,856
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:     -31,140)         :
    :   -1,852    -8,192   -19,253   -12,157    -4,733     4,589       895   -28,674   -31,282:   -2,466       142
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      13.4      24.5      11.3      44.5      40.4       1.6      91.3      84.0:      8.7      16.0
    :                                                                                         :
    : Total Traders:   380          Number of Traders in Each Category                        :
    :      119       106       127        71       110        24        10       289       293:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   164,558
    : Positions                                                                               :
    :   51,611    11,473    11,313    42,138   115,926    34,246       118   139,308   138,830:   25,250    25,728
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:      -3,253)         :
    :      551      -271    -2,041    -1,276     2,767     2,270        15      -495       470:   -2,758    -3,723
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.4       7.0       6.9      25.6      70.4      20.8       0.1      84.7      84.4:     15.3      15.6
    :                                                                                         :
    : Total Traders:   207          Number of Traders in Each Category                        :
    :       65        24        29        54        86        16         2       145       133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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 1,510,757
    : Positions                                                                               :
    :  201,478    83,511   400,718   387,148   741,035   364,164     9,507 1,353,509 1,234,771:  157,248   275,986
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:     -61,278)         :
    :    7,545     1,254   -50,193    -7,476   -12,566       191      -439   -49,934   -61,944:  -11,344       665
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3       5.5      26.5      25.6      49.1      24.1       0.6      89.6      81.7:     10.4      18.3
    :                                                                                         :
    : Total Traders:   720          Number of Traders in Each Category                        :
    :      154       135       223       285       335        24         7       586       612:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   638,126
    : Positions                                                                               :
    :  106,594    21,877   173,693   129,818   335,401   160,525     8,291   570,630   539,263:   67,496    98,863
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:     -10,065)         :
    :   11,548    -4,398    -8,098   -12,800     4,734       809      -481    -8,541    -8,244:   -1,523    -1,820
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7       3.4      27.2      20.3      52.6      25.2       1.3      89.4      84.5:     10.6      15.5
    :                                                                                         :
    : Total Traders:   480          Number of Traders in Each Category                        :
    :      149        80       167       116       178        25         7       370       388:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   299,997
    : Positions                                                                               :
    :   40,746    20,190    57,036   100,542   199,592    76,403     4,665   274,726   281,483:   25,271    18,514
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:     -29,633)         :
    :      285       339   -19,526    -8,398    -7,371    -1,970    -2,396   -29,610   -28,955:      -23      -678
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.6       6.7      19.0      33.5      66.5      25.5       1.6      91.6      93.8:      8.4       6.2
    :                                                                                         :
    : Total Traders:   205          Number of Traders in Each Category                        :
    :       44        41        67        63        64        17         4       175       154:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   356,495
    : Positions                                                                               :
    :   43,900    19,143   117,014    82,336   202,247    89,940     4,460   333,190   342,864:   23,305    13,631
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:          89)         :
    :     -389     3,281     1,671     1,222    -5,631      -663       834     1,841       155:   -1,752       -66
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3       5.4      32.8      23.1      56.7      25.2       1.3      93.5      96.2:      6.5       3.8
    :                                                                                         :
    : Total Traders:   293          Number of Traders in Each Category                        :
    :      100        82        92        69        61        23         5       243       197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   195,151
    : Positions                                                                               :
    :   21,053    20,135    49,120    27,243    93,271    81,074       352   178,489   162,878:   16,661    32,273
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:       4,386)         :
    :    1,730       963        80       980     2,186     1,230        57     4,020     3,287:      366     1,099
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8      10.3      25.2      14.0      47.8      41.5       0.2      91.5      83.5:      8.5      16.5
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       58        50        70        24        48        22         2       150       141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   248,443
    : Positions                                                                               :
    :   39,560    26,185    53,997    22,060   118,518   114,320       816   229,937   199,516:   18,507    48,927
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:       5,741)         :
    :    9,081    -5,373     1,983    -4,225     4,585       536        92     7,375     1,287:   -1,634     4,454
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.9      10.5      21.7       8.9      47.7      46.0       0.3      92.6      80.3:      7.4      19.7
    :                                                                                         :
    : Total Traders:   280          Number of Traders in Each Category                        :
    :       83        46        79        53       118        25         5       194       222:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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    32,723
    : Positions                                                                               :
    :    8,721     1,889     6,654     3,267     6,363     8,333         5    26,974    14,911:    5,749    17,812
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:       1,699)         :
    :      789      -314       361       355       380        96         0     1,601       426:       98     1,273
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.6       5.8      20.3      10.0      19.4      25.5       0.0      82.4      45.6:     17.6      54.4
    :                                                                                         :
    : Total Traders:   136          Number of Traders in Each Category                        :
    :       42        22        30        28        43        18         1       104        84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   137,552
    : Positions                                                                               :
    :   31,042    14,263    15,167    63,467   102,411    17,981       271   127,658   132,113:    9,894     5,439
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:      -5,771)         :
    :   -4,882       999       204       365    -6,058        82        -6    -4,231    -4,861:   -1,541      -910
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.6      10.4      11.0      46.1      74.5      13.1       0.2      92.8      96.0:      7.2       4.0
    :                                                                                         :
    : Total Traders:   148          Number of Traders in Each Category                        :
    :       49        30        36        37        37        19         1       122        92:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   856,336
    : Positions                                                                               :
    :   93,790   131,017   157,434   282,361   479,679   247,855    26,528   781,440   794,658:   74,896    61,678
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:         463)         :
    :    4,597   -17,671       390    -9,693    18,483     6,207      -380     1,502       822:   -1,039      -359
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0      15.3      18.4      33.0      56.0      28.9       3.1      91.3      92.8:      8.7       7.2
    :                                                                                         :
    : Total Traders:   233          Number of Traders in Each Category                        :
    :       59        64        73        70        71        23         7       195       177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 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   193,780
    : Positions                                                                               :
    :   44,218    25,713    59,318    39,039   102,085    42,062        10   184,637   187,127:    9,142     6,652
    :                                                                                         :
    : Changes from: August 21, 2007            (Change in open interest:      -4,794)         :
    :      -90     2,339       201    -2,306    -5,253        68        10    -2,127    -2,702:   -2,667    -2,092
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.8      13.3      30.6      20.1      52.7      21.7       0.0      95.3      96.6:      4.7       3.4
    :                                                                                         :
    : Total Traders:   397          Number of Traders in Each Category                        :
    :      107       124       131        87       117        23         1       293       309:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 31, 2007