COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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   500,032
    : Positions                                                                               :
    :   66,611    68,824   128,177    66,437   212,870   199,144    14,138   460,369   424,010:   39,662    76,022
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      20,964)         :
    :   -4,764     6,874     9,143     9,946     1,453     8,178     4,251    22,503    21,721:   -1,539      -757
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3      13.8      25.6      13.3      42.6      39.8       2.8      92.1      84.8:      7.9      15.2
    :                                                                                         :
    : Total Traders:   386          Number of Traders in Each Category                        :
    :      119       116       130        71       115        24        12       293       303:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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   171,367
    : Positions                                                                               :
    :   49,407    12,118    14,956    44,250   113,627    34,243        78   142,856   140,780:   28,511    30,587
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      19,920)         :
    :     -583       269     2,363     2,186      -167      -316       -40     3,650     2,426:   16,270    17,495
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.8       7.1       8.7      25.8      66.3      20.0       0.0      83.4      82.2:     16.6      17.8
    :                                                                                         :
    : Total Traders:   208          Number of Traders in Each Category                        :
    :       67        21        27        50        91        16         1       136       137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 1,532,637
    : Positions                                                                               :
    :  194,941    92,660   418,313   406,333   734,863   361,440    11,022 1,381,027 1,256,858:  151,609   275,778
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      10,708)         :
    :    4,490     1,932     6,571    12,777    -4,332    -8,099       959    15,740     5,130:   -5,032     5,578
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7       6.0      27.3      26.5      47.9      23.6       0.7      90.1      82.0:      9.9      18.0
    :                                                                                         :
    : Total Traders:   716          Number of Traders in Each Category                        :
    :      164       146       219       267       328        24         8       564       607:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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   679,157
    : Positions                                                                               :
    :  117,917    23,835   186,523   137,869   358,353   167,672     8,703   609,981   577,415:   69,175   101,742
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      19,616)         :
    :    3,789     1,010     4,474    11,210    12,793     1,990       173    21,463    18,449:   -1,847     1,166
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.4       3.5      27.5      20.3      52.8      24.7       1.3      89.8      85.0:     10.2      15.0
    :                                                                                         :
    : Total Traders:   487          Number of Traders in Each Category                        :
    :      150        93       155       116       185        25         7       366       389:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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   302,768
    : Positions                                                                               :
    :   56,753    12,185    49,127    90,927   221,653    76,765     3,374   273,573   286,340:   29,195    16,428
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:       5,356)         :
    :    8,254    -3,202    -6,902       783    16,540       287      -768     2,422     5,667:    2,934      -311
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7       4.0      16.2      30.0      73.2      25.4       1.1      90.4      94.6:      9.6       5.4
    :                                                                                         :
    : Total Traders:   197          Number of Traders in Each Category                        :
    :       59        35        58        59        64        17         5       171       140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 - ICE FUTURES U.S.                                                                                    
CFTC Code #033661                                                              Open Interest is   370,640
    : Positions                                                                               :
    :   50,747    16,076   126,110    74,972   214,179    95,468     4,069   347,296   360,434:   23,344    10,206
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:       5,099)         :
    :    3,382      -101     5,244    -4,338       254       298       106     4,586     5,504:      513      -405
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.7       4.3      34.0      20.2      57.8      25.8       1.1      93.7      97.2:      6.3       2.8
    :                                                                                         :
    : Total Traders:   302          Number of Traders in Each Category                        :
    :      116        71        99        67        63        22         4       258       198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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   191,525
    : Positions                                                                               :
    :   21,319    21,261    43,824    26,587    90,529    81,491       742   173,221   156,355:   18,304    35,170
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      -4,021)         :
    :      306        34    -3,190    -2,194    -1,734      -408       -83    -5,487    -4,973:    1,465       952
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1      11.1      22.9      13.9      47.3      42.5       0.4      90.4      81.6:      9.6      18.4
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       55        63        71        21        48        22         2       145       148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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   248,039
    : Positions                                                                               :
    :   40,696    25,416    49,535    24,208   121,133   114,657       391   229,096   196,475:   18,942    51,563
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      -5,539)         :
    :   -1,704     1,760    -5,462     2,809    -2,784      -542      -454    -4,899    -6,941:     -640     1,401
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.4      10.2      20.0       9.8      48.8      46.2       0.2      92.4      79.2:      7.6      20.8
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :       79        48        87        56       117        25         3       206       222:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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    33,175
    : Positions                                                                               :
    :    9,876     1,113     6,857     3,065     7,399     8,256         0    28,053    15,369:    5,122    17,806
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:       1,006)         :
    :      709      -439      -194       410       771      -146         0       779       138:      227       868
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.8       3.4      20.7       9.2      22.3      24.9       0.0      84.6      46.3:     15.4      53.7
    :                                                                                         :
    : Total Traders:   136          Number of Traders in Each Category                        :
    :       46        19        31        22        44        17         0       102        84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2007              
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.                                                                                           
CFTC Code #073732                                                              Open Interest is   132,036
    : Positions                                                                               :
    :   31,551    13,306    15,553    55,101    96,864    19,105       177   121,310   125,900:   10,726     6,136
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      -1,955)         :
    :    1,152    -1,403      -358    -3,773      -488       447       -69    -2,531    -2,317:      576       362
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.9      10.1      11.8      41.7      73.4      14.5       0.1      91.9      95.4:      8.1       4.6
    :                                                                                         :
    : Total Traders:   158          Number of Traders in Each Category                        :
    :       51        35        33        40        36        19         1       130        90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 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 - ICE FUTURES U.S.                                                                                    
CFTC Code #080732                                                              Open Interest is   872,886
    : Positions                                                                               :
    :   93,828   142,717   154,979   289,129   471,458   250,978    31,875   788,913   801,029:   83,973    71,856
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:      -4,981)         :
    :   -1,610    12,011    -9,744     2,117   -16,417    -1,083     2,199   -10,319   -11,951:    5,338     6,970
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7      16.4      17.8      33.1      54.0      28.8       3.7      90.4      91.8:      9.6       8.2
    :                                                                                         :
    : Total Traders:   238          Number of Traders in Each Category                        :
    :       63        63        68        76        75        23         6       198       180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2007              
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - ICE FUTURES U.S.                                                                                        
CFTC Code #083731                                                              Open Interest is   199,830
    : Positions                                                                               :
    :   46,525    32,114    61,124    37,213    98,794    44,419       392   189,282   192,425:   10,548     7,405
    :                                                                                         :
    : Changes from: September 4, 2007          (Change in open interest:       1,225)         :
    :    2,097     2,554       900    -1,842    -1,124       951        25     2,106     2,355:     -881    -1,130
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.3      16.1      30.6      18.6      49.4      22.2       0.2      94.7      96.3:      5.3       3.7
    :                                                                                         :
    : Total Traders:   422          Number of Traders in Each Category                        :
    :      113       144       140        98       118        23         1       322       323:
-------------------------------------------------------------------------------------------------------------------
 

Updated September 14, 2007