COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   564,118
    : Positions                                                                               :
    :   67,421    76,152   168,100    62,755   227,948   217,101    19,923   515,376   492,122:   48,741    71,996
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:      23,439)         :
    :    3,395       721    11,311     1,157     5,522     1,949       703    17,812    18,257:    5,627     5,182
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.0      13.5      29.8      11.1      40.4      38.5       3.5      91.4      87.2:      8.6      12.8
    :                                                                                         :
    : Total Traders:   417          Number of Traders in Each Category                        :
    :      115       125       161        82       125        25        14       331       342:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   136,005
    : Positions                                                                               :
    :   33,325     6,176    14,412    37,060    82,900    30,884        87   115,682   103,576:   20,323    32,429
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:         250)         :
    :   -1,911      -466     2,083     1,740        14      -638       -69     1,275     1,563:   -1,025    -1,313
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.5       4.5      10.6      27.2      61.0      22.7       0.1      85.1      76.2:     14.9      23.8
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       48        24        31        46        77        16         1       121       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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 1,835,417
    : Positions                                                                               :
    :  325,334    80,714   463,033   457,308   971,311   386,037    18,317 1,631,712 1,533,374:  203,705   302,043
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:     109,379)         :
    :   10,089    -1,062    54,325    22,571    36,669     8,993     6,980    95,979    96,913:   13,401    12,466
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.7       4.4      25.2      24.9      52.9      21.0       1.0      88.9      83.5:     11.1      16.5
    :                                                                                         :
    : Total Traders:   752          Number of Traders in Each Category                        :
    :      232       101       206       258       343        25        13       590       605:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   765,842
    : Positions                                                                               :
    :  147,403    31,317   207,634   123,825   397,982   192,583     5,215   671,445   642,148:   94,398   123,695
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:      31,853)         :
    :      275     4,731     8,959     8,788    10,984     3,567       563    21,589    25,237:   10,264     6,616
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.2       4.1      27.1      16.2      52.0      25.1       0.7      87.7      83.8:     12.3      16.2
    :                                                                                         :
    : Total Traders:   538          Number of Traders in Each Category                        :
    :      172       106       169       132       206        25        11       414       425:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   330,139
    : Positions                                                                               :
    :   66,706    16,327    66,986    85,265   229,683    78,919     1,344   297,877   314,340:   32,262    15,799
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:       9,208)         :
    :    1,782      -225     5,184       815     6,672      -106        71     7,675    11,701:    1,533    -2,494
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.2       4.9      20.3      25.8      69.6      23.9       0.4      90.2      95.2:      9.8       4.8
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       66        40        56        50        59        16         4       165       135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   410,450
    : Positions                                                                               :
    :   84,128    10,729   117,482    68,255   266,570   106,290     2,858   376,155   397,639:   34,295    12,812
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:      41,207)         :
    :   17,530    -4,091    13,297     2,552    31,165     4,722       499    38,101    40,869:    3,106       338
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.5       2.6      28.6      16.6      64.9      25.9       0.7      91.6      96.9:      8.4       3.1
    :                                                                                         :
    : Total Traders:   330          Number of Traders in Each Category                        :
    :      166        56        88        57        68        22         6       293       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   234,344
    : Positions                                                                               :
    :   28,435    49,506    55,385    31,422    89,373    96,065       691   211,306   194,955:   23,038    39,389
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:       4,405)         :
    :      622       403    -5,104     3,800     7,794       481    -1,257      -202     1,835:    4,606     2,569
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1      21.1      23.6      13.4      38.1      41.0       0.3      90.2      83.2:      9.8      16.8
    :                                                                                         :
    : Total Traders:   238          Number of Traders in Each Category                        :
    :       51        94        80        26        52        23         5       159       185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   264,584
    : Positions                                                                               :
    :   37,810    47,395    55,216    26,239   106,748   122,051       809   241,316   210,167:   23,268    54,416
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:       4,110)         :
    :   -3,147       484     3,102      -802      -407     1,584       250       737     3,429:    3,372       681
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      17.9      20.9       9.9      40.3      46.1       0.3      91.2      79.4:      8.8      20.6
    :                                                                                         :
    : Total Traders:   331          Number of Traders in Each Category                        :
    :       64       103        91        73       125        25         5       211       284:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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    38,702
    : Positions                                                                               :
    :   15,609     5,690     6,377     3,132     7,318     8,980         0    34,098    19,385:    4,604    19,317
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:       2,622)         :
    :    1,908       892       512       -61    -1,014      -247        -3     2,113       387:      509     2,235
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     40.3      14.7      16.5       8.1      18.9      23.2       0.0      88.1      50.1:     11.9      49.9
    :                                                                                         :
    : Total Traders:   140          Number of Traders in Each Category                        :
    :       30        33        31        24        48        17         0        92        98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   196,218
    : Positions                                                                               :
    :   81,029    26,931    24,811    49,492   137,683    25,212     1,170   180,544   190,596:   15,673     5,622
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:       8,487)         :
    :    6,782     3,157       764    -1,865     4,707     1,005      -144     6,686     8,483:    1,801         4
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     41.3      13.7      12.6      25.2      70.2      12.8       0.6      92.0      97.1:      8.0       2.9
    :                                                                                         :
    : Total Traders:   207          Number of Traders in Each Category                        :
    :       92        33        44        38        46        19         2       175       111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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 1,409,581
    : Positions                                                                               :
    :  204,262    96,713   300,110   402,548   897,947   351,675    46,741 1,258,595 1,341,511:  150,986    68,071
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:     156,158)         :
    :   10,191    -4,109    59,549    44,622    91,525    19,995     4,754   134,356   151,718:   21,802     4,440
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.5       6.9      21.3      28.6      63.7      24.9       3.3      89.3      95.2:     10.7       4.8
    :                                                                                         :
    : Total Traders:   276          Number of Traders in Each Category                        :
    :      105        49        77        78        81        24        10       251       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 8, 2008                 
    :                                    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   226,564
    : Positions                                                                               :
    :   60,743    19,904    65,881    29,259   130,672    55,170       934   211,054   217,391:   15,511     9,173
    :                                                                                         :
    : Changes from: December 31, 2007          (Change in open interest:       8,211)         :
    :     -600       670     5,797       549       457     2,434       171     8,180     7,094:       31     1,117
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.8       8.8      29.1      12.9      57.7      24.4       0.4      93.2      96.0:      6.8       4.0
    :                                                                                         :
    : Total Traders:   418          Number of Traders in Each Category                        :
    :      173        68       109        91       131        23         2       333       278:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 11, 2008