COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   563,305
    : Positions                                                                               :
    :   59,569    59,191   188,420    54,119   221,328   225,821    37,506   527,929   506,446:   35,376    56,859
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:       4,881)         :
    :   -2,773    -1,874     9,025     3,578     5,494      -997    -2,659     8,833     9,987:   -3,953    -5,106
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6      10.5      33.4       9.6      39.3      40.1       6.7      93.7      89.9:      6.3      10.1
    :                                                                                         :
    : Total Traders:   386          Number of Traders in Each Category                        :
    :       98       129       159        73       116        26        18       306       325:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   123,354
    : Positions                                                                               :
    :   28,532     4,607    12,823    34,381    75,542    31,661       566   107,397    93,538:   15,957    29,816
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:      -2,913)         :
    :   -1,447      -222       477       202    -1,678       188       182      -580    -1,241:   -2,333    -1,672
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.1       3.7      10.4      27.9      61.2      25.7       0.5      87.1      75.8:     12.9      24.2
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       40        19        32        47        78        17         3       118       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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 2,116,132
    : Positions                                                                               :
    :  265,333    82,398   629,898   544,509 1,098,495   480,654    31,143 1,920,394 1,841,933:  195,738   274,198
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:        -796)         :
    :  -37,999     4,751    38,280    26,937   -17,058     4,464     1,267    31,683    27,239:  -32,479   -28,035
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       3.9      29.8      25.7      51.9      22.7       1.5      90.8      87.0:      9.2      13.0
    :                                                                                         :
    : Total Traders:   816          Number of Traders in Each Category                        :
    :      233       128       255       281       367        27        15       649       678:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   806,666
    : Positions                                                                               :
    :  116,200    37,108   274,710   178,639   403,510   189,192    12,651   758,741   727,979:   47,926    78,688
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:      14,975)         :
    :    1,203     3,339    44,887    28,075    18,174    -5,138     1,574    69,027    67,974:  -54,052   -52,999
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4       4.6      34.1      22.1      50.0      23.5       1.6      94.1      90.2:      5.9       9.8
    :                                                                                         :
    : Total Traders:   541          Number of Traders in Each Category                        :
    :      174       107       179       126       205        26        16       395       457:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   354,364
    : Positions                                                                               :
    :   32,336    22,499   102,090   118,708   217,218    73,995       646   327,130   342,453:   27,234    11,911
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:      -1,259)         :
    :   -9,525     2,399     6,612     9,754    -4,967      -600       171     6,240     4,215:   -7,500    -5,474
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1       6.3      28.8      33.5      61.3      20.9       0.2      92.3      96.6:      7.7       3.4
    :                                                                                         :
    : Total Traders:   192          Number of Traders in Each Category                        :
    :       52        39        58        55        62        18         5       160       140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   565,626
    : Positions                                                                               :
    :   63,341     6,551   218,373   120,755   307,581   119,511     7,126   521,979   539,631:   43,647    25,995
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:      -7,000)         :
    :   -9,820    -2,813      -164     3,312    -7,000    -2,366       -67    -9,037   -10,044:    2,037     3,044
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2       1.2      38.6      21.3      54.4      21.1       1.3      92.3      95.4:      7.7       4.6
    :                                                                                         :
    : Total Traders:   307          Number of Traders in Each Category                        :
    :      144        52       112        60        68        24        10       282       199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   247,189
    : Positions                                                                               :
    :   35,985    47,476    48,263    29,512   111,842   107,698     1,090   221,459   208,671:   25,730    38,517
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:       3,291)         :
    :   -2,756    -2,648     4,566     1,201     1,916      -923    -2,992     2,088       842:    1,203     2,449
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6      19.2      19.5      11.9      45.2      43.6       0.4      89.6      84.4:     10.4      15.6
    :                                                                                         :
    : Total Traders:   250          Number of Traders in Each Category                        :
    :       68        98        96        23        44        25         8       176       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   315,389
    : Positions                                                                               :
    :   61,449    52,993    61,084    28,395   136,711   141,091     1,571   292,019   252,358:   23,369    63,031
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:      -3,272)         :
    :    5,537      -686    -5,237       607     1,417    -3,129      -135    -2,222    -4,641:   -1,050     1,369
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5      16.8      19.4       9.0      43.3      44.7       0.5      92.6      80.0:      7.4      20.0
    :                                                                                         :
    : Total Traders:   365          Number of Traders in Each Category                        :
    :       84        91        83        81       146        26         6       236       293:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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    42,449
    : Positions                                                                               :
    :   16,262     9,750     5,894     4,851     8,378     9,945       821    36,952    24,843:    5,497    17,606
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:         465)         :
    :      773       218       409      -901      -327       547       -11       828       290:     -363       175
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     38.3      23.0      13.9      11.4      19.7      23.4       1.9      87.0      58.5:     13.0      41.5
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       32        46        36        31        47        19         3       103       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   187,394
    : Positions                                                                               :
    :   60,121    23,448    28,638    51,522   125,639    32,144     1,530   172,425   179,254:   14,969     8,140
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:      -5,337)         :
    :  -10,243    -3,755     1,081     4,950    -3,091       -74       178    -4,286    -5,586:   -1,051       249
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     32.1      12.5      15.3      27.5      67.0      17.2       0.8      92.0      95.7:      8.0       4.3
    :                                                                                         :
    : Total Traders:   178          Number of Traders in Each Category                        :
    :       77        23        41        40        45        20         3       155       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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 1,373,609
    : Positions                                                                               :
    :  144,131    51,125   339,741   333,031   872,190   432,547    52,903 1,249,450 1,315,959:  124,159    57,650
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:     -30,409)         :
    :  -23,917     1,599      -567     6,681   -26,999       534    -3,323   -17,269   -29,289:  -13,140    -1,120
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.5       3.7      24.7      24.2      63.5      31.5       3.9      91.0      95.8:      9.0       4.2
    :                                                                                         :
    : Total Traders:   264          Number of Traders in Each Category                        :
    :       89        51        78        77        82        24        11       228       188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 18, 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   263,541
    : Positions                                                                               :
    :   40,526     6,585    94,994    53,364   154,326    61,985     1,275   250,868   257,180:   12,673     6,361
    :                                                                                         :
    : Changes from: March 11, 2008             (Change in open interest:     -12,932)         :
    :  -15,638    -3,121    -1,250     6,967    -9,061    -2,938       184   -12,859   -13,248:      -74       316
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4       2.5      36.0      20.2      58.6      23.5       0.5      95.2      97.6:      4.8       2.4
    :                                                                                         :
    : Total Traders:   376          Number of Traders in Each Category                        :
    :      150        56       111       103       121        25         6       326       256:
-------------------------------------------------------------------------------------------------------------------
 

Updated March 21, 2008