COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   509,629
    : Positions                                                                               :
    :   58,877    80,490   147,761    49,543   197,221   223,250    30,940   479,430   456,412:   30,199    53,217
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:       8,449)         :
    :    3,685     4,816     1,054     2,555      -407     2,262     2,402     9,556     7,865:   -1,106       584
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      15.8      29.0       9.7      38.7      43.8       6.1      94.1      89.6:      5.9      10.4
    :                                                                                         :
    : Total Traders:   378          Number of Traders in Each Category                        :
    :       89       135       139        72       107        26        19       287       312:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   118,010
    : Positions                                                                               :
    :   19,610     8,269    18,797    32,506    57,433    31,754     1,045   102,668    85,544:   15,342    32,466
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:       4,514)         :
    :     -132       463     1,519     2,494       363      -181        84     3,700     2,429:      815     2,085
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6       7.0      15.9      27.5      48.7      26.9       0.9      87.0      72.5:     13.0      27.5
    :                                                                                         :
    : Total Traders:   173          Number of Traders in Each Category                        :
    :       36        23        31        52        79        17         6       117       129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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 2,114,083
    : Positions                                                                               :
    :  258,696    73,308   680,079   524,543 1,032,676   467,107    37,286 1,930,425 1,823,349:  183,658   290,734
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:     -23,932)         :
    :   -3,142    -8,239     3,294      -289   -16,332   -15,740       591   -15,877   -20,685:   -8,055    -3,247
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.2       3.5      32.2      24.8      48.8      22.1       1.8      91.3      86.2:      8.7      13.8
    :                                                                                         :
    : Total Traders:   864          Number of Traders in Each Category                        :
    :      224       161       272       274       394        28        18       657       736:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   644,202
    : Positions                                                                               :
    :  108,063    21,127   205,033    95,231   313,755   178,303    12,167   586,630   552,082:   57,572    92,121
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:      -5,300)         :
    :    1,859    -2,372     3,896    -2,800    -5,901    -3,989       710    -1,035    -3,666:   -4,265    -1,634
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.8       3.3      31.8      14.8      48.7      27.7       1.9      91.1      85.7:      8.9      14.3
    :                                                                                         :
    : Total Traders:   511          Number of Traders in Each Category                        :
    :      159        98       179       109       199        27        18       370       438:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   300,551
    : Positions                                                                               :
    :   33,602    17,573    80,725    77,549   180,410    74,628     1,907   266,504   280,614:   34,047    19,937
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:     -10,192)         :
    :   -3,496       797       932    -9,615   -16,802    -1,157       173   -13,336   -14,901:    3,144     4,709
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2       5.8      26.9      25.8      60.0      24.8       0.6      88.7      93.4:     11.3       6.6
    :                                                                                         :
    : Total Traders:   178          Number of Traders in Each Category                        :
    :       50        31        54        49        56        18         5       150       126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   469,680
    : Positions                                                                               :
    :   48,479    17,563   161,176   121,502   268,898   111,994     7,772   443,152   455,409:   26,528    14,271
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:       8,548)         :
    :    1,680     2,045     1,765     4,729     3,996    -1,630       165     6,543     7,969:    2,005       579
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3       3.7      34.3      25.9      57.3      23.8       1.7      94.4      97.0:      5.6       3.0
    :                                                                                         :
    : Total Traders:   328          Number of Traders in Each Category                        :
    :      151        62       120        62        69        23        10       283       226:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   280,872
    : Positions                                                                               :
    :   31,179    36,456    76,941    14,983   126,168   128,007     6,673   251,110   246,238:   29,762    34,634
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:      -1,250)         :
    :   -1,416       758       937    -1,861    -1,257       131    -1,787    -2,209    -1,348:      960        99
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1      13.0      27.4       5.3      44.9      45.6       2.4      89.4      87.7:     10.6      12.3
    :                                                                                         :
    : Total Traders:   253          Number of Traders in Each Category                        :
    :       72        91       109        22        46        25         9       197       193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   361,919
    : Positions                                                                               :
    :   80,570    38,059    71,522    32,967   175,558   151,215     3,001   336,274   288,141:   25,645    73,779
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:      -3,631)         :
    :   -6,267     1,182         1     1,484    -3,565       496        91    -4,287    -2,292:      656    -1,339
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.3      10.5      19.8       9.1      48.5      41.8       0.8      92.9      79.6:      7.1      20.4
    :                                                                                         :
    : Total Traders:   386          Number of Traders in Each Category                        :
    :      101        75        98        89       174        26        10       259       322:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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    35,798
    : Positions                                                                               :
    :    7,317     5,656     9,071     3,471     6,775    11,429       668    31,288    22,170:    4,511    13,629
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:         167)         :
    :      190    -1,630     1,132      -643       621       250        -5       929       118:     -762        49
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.4      15.8      25.3       9.7      18.9      31.9       1.9      87.4      61.9:     12.6      38.1
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       32        38        40        28        51        20         2       106       111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   163,129
    : Positions                                                                               :
    :   49,019    29,009    18,626    51,425   108,200    32,138     1,903   151,207   157,738:   11,922     5,391
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:       3,116)         :
    :   -2,517     1,049     2,077     2,536       632     1,034       306     3,129     4,064:      -13      -948
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.0      17.8      11.4      31.5      66.3      19.7       1.2      92.7      96.7:      7.3       3.3
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       69        19        38        44        45        20         4       147       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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 1,247,111
    : Positions                                                                               :
    :  131,640    73,571   246,910   313,497   787,339   454,914    69,004 1,146,962 1,176,825:  100,149    70,285
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:       8,192)         :
    :   -5,228     1,985     4,090    17,222      -613    -5,860       872    10,225     6,335:   -2,034     1,856
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6       5.9      19.8      25.1      63.1      36.5       5.5      92.0      94.4:      8.0       5.6
    :                                                                                         :
    : Total Traders:   259          Number of Traders in Each Category                        :
    :       82        54        79        73        82        25        14       219       193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 20, 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   216,891
    : Positions                                                                               :
    :   29,689    11,665    72,740    42,198   124,815    62,082       877   206,709   210,097:   10,182     6,794
    :                                                                                         :
    : Changes from: May 13, 2008               (Change in open interest:       4,805)         :
    :      -59       167     4,527       142     1,549      -245       -90     4,365     6,153:      440    -1,348
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.7       5.4      33.5      19.5      57.5      28.6       0.4      95.3      96.9:      4.7       3.1
    :                                                                                         :
    : Total Traders:   373          Number of Traders in Each Category                        :
    :      142        66       105        99       119        25         6       315       256:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 23, 2008