COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   586,730
    : Positions                                                                               :
    :   70,831    73,453   184,398    64,360   230,330   214,378    22,705   533,967   510,885:   52,763    75,845
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:       8,722)         :
    :   -8,707    -3,568     3,746     5,021     6,339     5,152       535     5,212     7,052:    3,510     1,670
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1      12.5      31.4      11.0      39.3      36.5       3.9      91.0      87.1:      9.0      12.9
    :                                                                                         :
    : Total Traders:   425          Number of Traders in Each Category                        :
    :      117       129       180        84       126        26        14       347       355:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   140,338
    : Positions                                                                               :
    :   35,083     5,814    17,860    36,851    81,780    29,376        20   119,171   105,474:   21,167    34,864
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:       4,668)         :
    :    1,603       -73     1,442       195     2,758     1,739      -120     4,979     4,006:     -311       662
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.0       4.1      12.7      26.3      58.3      20.9       0.0      84.9      75.2:     15.1      24.8
    :                                                                                         :
    : Total Traders:   182          Number of Traders in Each Category                        :
    :       46        24        37        51        80        16         2       128       134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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 1,994,131
    : Positions                                                                               :
    :  317,721    84,105   559,343   497,929   990,467   408,025    29,155 1,783,019 1,663,071:  211,112   331,060
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:      14,952)         :
    :   -5,713     4,359     5,726    13,000   -20,716     1,877     6,020    14,890    -4,611:       62    19,564
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.9       4.2      28.0      25.0      49.7      20.5       1.5      89.4      83.4:     10.6      16.6
    :                                                                                         :
    : Total Traders:   788          Number of Traders in Each Category                        :
    :      239       115       240       277       351        26        14       644       643:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   783,498
    : Positions                                                                               :
    :  135,900    31,569   224,949   139,464   386,116   186,861     7,571   687,174   650,205:   96,324   133,293
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:      -7,524)         :
    :  -11,159    -1,083     4,849       557   -16,138     3,847     1,017    -1,907   -11,355:   -5,617     3,831
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.3       4.0      28.7      17.8      49.3      23.8       1.0      87.7      83.0:     12.3      17.0
    :                                                                                         :
    : Total Traders:   532          Number of Traders in Each Category                        :
    :      175       104       169       126       202        26        12       398       433:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   342,589
    : Positions                                                                               :
    :   56,892    19,652    77,939   102,904   225,203    68,530     1,099   306,265   323,893:   36,324    18,696
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:       9,372)         :
    :   -4,550     3,285     3,645     8,447     1,843       237      -358     7,779     8,414:    1,593       957
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6       5.7      22.8      30.0      65.7      20.0       0.3      89.4      94.5:     10.6       5.5
    :                                                                                         :
    : Total Traders:   192          Number of Traders in Each Category                        :
    :       61        37        57        50        61        16         3       161       133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   460,276
    : Positions                                                                               :
    :   89,611    10,532   143,212    78,237   285,370   111,143     4,089   422,203   443,203:   38,073    17,072
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:      -4,753)         :
    :     -585      -336       879       843      -114     2,565       356     3,701       785:   -8,454    -5,539
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5       2.3      31.1      17.0      62.0      24.1       0.9      91.7      96.3:      8.3       3.7
    :                                                                                         :
    : Total Traders:   342          Number of Traders in Each Category                        :
    :      170        52        97        60        71        24         8       312       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   237,137
    : Positions                                                                               :
    :   25,897    50,276    53,065    30,630    94,365   103,436       174   213,028   197,880:   24,109    39,257
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:      -3,788)         :
    :      102    -3,137       616       868     1,873    -4,365      -464    -2,780    -1,113:   -1,008    -2,675
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.9      21.2      22.4      12.9      39.8      43.6       0.1      89.8      83.4:     10.2      16.6
    :                                                                                         :
    : Total Traders:   240          Number of Traders in Each Category                        :
    :       57        83        83        22        54        23         4       160       185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   282,759
    : Positions                                                                               :
    :   39,350    48,945    61,031    31,840   115,422   126,541       752   258,762   226,149:   23,997    56,610
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:       1,199)         :
    :    1,477    -1,072    -1,764       415     2,923     1,207      -197     1,335      -110:     -136     1,309
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.9      17.3      21.6      11.3      40.8      44.8       0.3      91.5      80.0:      8.5      20.0
    :                                                                                         :
    : Total Traders:   352          Number of Traders in Each Category                        :
    :       67       103        90        86       138        24         5       229       298:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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    43,015
    : Positions                                                                               :
    :   15,902     6,013     7,311     6,311     8,556     8,586         0    38,111    21,881:    4,904    21,134
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:       1,035)         :
    :      694       210       605       341       107      -188         0     1,452       922:     -418       112
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     37.0      14.0      17.0      14.7      19.9      20.0       0.0      88.6      50.9:     11.4      49.1
    :                                                                                         :
    : Total Traders:   152          Number of Traders in Each Category                        :
    :       34        33        32        35        57        18         0       104       108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   204,258
    : Positions                                                                               :
    :   74,655    21,632    28,357    52,918   141,197    29,090     1,190   185,020   192,375:   19,238    11,882
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:      -2,520)         :
    :  -11,921    -6,117       550     2,309    -2,160     3,817       -83    -5,245    -7,809:    2,726     5,289
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     36.5      10.6      13.9      25.9      69.1      14.2       0.6      90.6      94.2:      9.4       5.8
    :                                                                                         :
    : Total Traders:   219          Number of Traders in Each Category                        :
    :       94        40        53        39        48        20         3       191       119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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 1,535,068
    : Positions                                                                               :
    :  185,057    91,014   347,097   441,704   945,540   392,294    48,681 1,366,152 1,432,331:  168,916   102,737
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:       1,763)         :
    :  -30,176   -13,330    34,550    -9,089   -41,244     3,405       798    -1,309   -19,226:    3,072    20,989
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1       5.9      22.6      28.8      61.6      25.6       3.2      89.0      93.3:     11.0       6.7
    :                                                                                         :
    : Total Traders:   277          Number of Traders in Each Category                        :
    :      108        39        79        86        85        25        11       255       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 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   233,049
    : Positions                                                                               :
    :   57,350    18,793    68,002    31,491   135,285    61,415     1,036   218,259   223,116:   14,790     9,932
    :                                                                                         :
    : Changes from: January 15, 2008           (Change in open interest:      -3,719)         :
    :   -3,541    -2,847     1,060     1,218    -2,331      -665       102    -1,928    -4,016:   -1,792       297
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.6       8.1      29.2      13.5      58.1      26.4       0.4      93.7      95.7:      6.3       4.3
    :                                                                                         :
    : Total Traders:   410          Number of Traders in Each Category                        :
    :      179        60       112        86       126        24         4       333       271:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 25, 2008