COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   591,931
    : Positions                                                                               :
    :   64,105    69,529   196,512    66,722   226,811   214,970    24,713   542,309   517,565:   49,623    74,366
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:       5,201)         :
    :   -6,726    -3,923    12,115     2,361    -3,519       592     2,008     8,342     6,680:   -3,140    -1,479
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8      11.7      33.2      11.3      38.3      36.3       4.2      91.6      87.4:      8.4      12.6
    :                                                                                         :
    : Total Traders:   414          Number of Traders in Each Category                        :
    :      104       130       176        80       125        26        15       332       352:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   139,912
    : Positions                                                                               :
    :   33,038     5,265    19,089    37,777    81,131    29,026        20   118,930   105,505:   20,983    34,408
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:        -426)         :
    :   -2,046      -549     1,228       926      -650      -350         0      -241        30:     -184      -456
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.6       3.8      13.6      27.0      58.0      20.7       0.0      85.0      75.4:     15.0      24.6
    :                                                                                         :
    : Total Traders:   181          Number of Traders in Each Category                        :
    :       42        23        36        56        82        16         2       129       134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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 2,004,859
    : Positions                                                                               :
    :  305,312    81,744   574,963   494,687   998,159   413,974    30,843 1,788,936 1,685,709:  215,923   319,150
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:      10,728)         :
    :  -12,409    -2,362    15,620    -3,242     7,691     5,948     1,689     5,917    22,638:    4,811   -11,910
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.2       4.1      28.7      24.7      49.8      20.6       1.5      89.2      84.1:     10.8      15.9
    :                                                                                         :
    : Total Traders:   783          Number of Traders in Each Category                        :
    :      231       114       247       272       351        26        15       633       652:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   793,158
    : Positions                                                                               :
    :  137,898    29,447   228,597   139,821   392,393   191,689     8,108   698,004   658,545:   95,153   134,613
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:       9,660)         :
    :    1,998    -2,122     3,648       357     6,277     4,828       538    10,830     8,340:   -1,171     1,319
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.4       3.7      28.8      17.6      49.5      24.2       1.0      88.0      83.0:     12.0      17.0
    :                                                                                         :
    : Total Traders:   522          Number of Traders in Each Category                        :
    :      153       112       171       129       203        26        12       398       432:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   332,133
    : Positions                                                                               :
    :   50,340    20,707    82,321    97,723   211,150    69,219     1,222   299,603   315,400:   32,530    16,733
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:     -10,456)         :
    :   -6,552     1,055     4,381    -5,180   -14,053       689       123    -6,662    -8,494:   -3,794    -1,962
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.2       6.2      24.8      29.4      63.6      20.8       0.4      90.2      95.0:      9.8       5.0
    :                                                                                         :
    : Total Traders:   199          Number of Traders in Each Category                        :
    :       59        40        61        49        61        16         4       162       143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   438,556
    : Positions                                                                               :
    :   74,799     9,624   138,319    80,315   269,452   109,509     4,538   402,942   421,932:   35,614    16,624
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:     -21,720)         :
    :  -14,811      -908    -4,893     2,077   -15,919    -1,634       448   -19,261   -21,271:   -2,459      -449
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.1       2.2      31.5      18.3      61.4      25.0       1.0      91.9      96.2:      8.1       3.8
    :                                                                                         :
    : Total Traders:   338          Number of Traders in Each Category                        :
    :      174        44       106        58        68        24         9       308       190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   238,443
    : Positions                                                                               :
    :   30,810    51,174    54,468    31,365    96,035    98,658       238   215,301   201,915:   23,141    36,528
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:       1,306)         :
    :    4,912       898     1,403       735     1,670    -4,777        64     2,273     4,036:     -967    -2,730
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9      21.5      22.8      13.2      40.3      41.4       0.1      90.3      84.7:      9.7      15.3
    :                                                                                         :
    : Total Traders:   242          Number of Traders in Each Category                        :
    :       59        84        82        23        52        23         4       164       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   293,121
    : Positions                                                                               :
    :   42,109    50,313    67,098    32,166   117,221   128,838     2,201   270,212   236,833:   22,910    56,288
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:      10,362)         :
    :    2,759     1,368     6,067       326     1,800     2,297     1,449    11,450    10,684:   -1,087      -322
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4      17.2      22.9      11.0      40.0      44.0       0.8      92.2      80.8:      7.8      19.2
    :                                                                                         :
    : Total Traders:   351          Number of Traders in Each Category                        :
    :       71        99        93        79       133        24         4       232       289:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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    45,045
    : Positions                                                                               :
    :   16,833     6,702     8,377     6,011     9,150     8,547        17    39,769    24,246:    5,276    20,799
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:       2,030)         :
    :      931       688     1,066      -300       594       -39        17     1,658     2,365:      372      -335
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     37.4      14.9      18.6      13.3      20.3      19.0       0.0      88.3      53.8:     11.7      46.2
    :                                                                                         :
    : Total Traders:   161          Number of Traders in Each Category                        :
    :       34        39        35        40        57        18         1       113       116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   207,450
    : Positions                                                                               :
    :   76,186    23,255    29,581    54,722   143,564    29,505     1,414   189,994   197,814:   17,456     9,636
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:       3,192)         :
    :    1,531     1,623     1,224     1,805     2,367       415       225     4,974     5,438:   -1,782    -2,246
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     36.7      11.2      14.3      26.4      69.2      14.2       0.7      91.6      95.4:      8.4       4.6
    :                                                                                         :
    : Total Traders:   217          Number of Traders in Each Category                        :
    :       99        31        55        40        47        20         3       192       119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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 1,481,883
    : Positions                                                                               :
    :  178,290    85,625   347,050   387,696   915,694   411,194    51,469 1,324,231 1,399,839:  157,652    82,044
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:     -53,185)         :
    :   -6,766    -5,388       -47   -54,008   -29,845    18,900     2,789   -41,921   -32,492:  -11,263   -20,693
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.0       5.8      23.4      26.2      61.8      27.7       3.5      89.4      94.5:     10.6       5.5
    :                                                                                         :
    : Total Traders:   283          Number of Traders in Each Category                        :
    :      103        44        90        86        85        25        11       263       192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 29, 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   242,119
    : Positions                                                                               :
    :   57,102    19,079    73,159    33,346   139,946    65,011     2,165   228,617   234,349:   13,502     7,770
    :                                                                                         :
    : Changes from: January 22, 2008           (Change in open interest:       9,070)         :
    :     -249       286     5,157     1,854     4,661     3,596     1,129    10,359    11,233:   -1,288    -2,162
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.6       7.9      30.2      13.8      57.8      26.9       0.9      94.4      96.8:      5.6       3.2
    :                                                                                         :
    : Total Traders:   422          Number of Traders in Each Category                        :
    :      176        63       121        97       134        24         4       346       288:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 1, 2008