COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   500,407
    : Positions                                                                               :
    :   49,720    80,312   148,314    51,133   186,732   221,760    29,799   470,926   445,156:   29,481    55,251
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:      -9,222)         :
    :   -9,157      -178       553     1,590   -10,490    -1,490    -1,141    -8,504   -11,256:     -718     2,035
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.9      16.0      29.6      10.2      37.3      44.3       6.0      94.1      89.0:      5.9      11.0
    :                                                                                         :
    : Total Traders:   363          Number of Traders in Each Category                        :
    :       90       132       139        68       100        26        19       274       309:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   120,957
    : Positions                                                                               :
    :   20,086     8,420    19,939    32,882    58,319    32,002     1,646   104,908    88,324:   16,049    32,633
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:       2,947)         :
    :      475       151     1,142       376       886       247       601     2,241     2,780:      707       167
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6       7.0      16.5      27.2      48.2      26.5       1.4      86.7      73.0:     13.3      27.0
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       34        27        32        48        77        16         6       112       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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 2,109,630
    : Positions                                                                               :
    :  254,619    72,755   684,366   523,996 1,026,336   470,044    40,190 1,933,026 1,823,648:  176,604   285,983
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:      -4,453)         :
    :   -4,076      -552     4,287      -547    -6,340     2,937     2,904     2,601       299:   -7,053    -4,751
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1       3.4      32.4      24.8      48.7      22.3       1.9      91.6      86.4:      8.4      13.6
    :                                                                                         :
    : Total Traders:   862          Number of Traders in Each Category                        :
    :      232       146       272       275       395        28        19       657       739:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   648,088
    : Positions                                                                               :
    :  105,882    21,713   210,305    95,931   311,308   177,172    11,642   589,290   554,968:   58,799    93,120
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:       3,886)         :
    :   -2,181       586     5,273       700    -2,447    -1,131      -525     2,660     2,886:    1,226     1,000
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3       3.4      32.5      14.8      48.0      27.3       1.8      90.9      85.6:      9.1      14.4
    :                                                                                         :
    : Total Traders:   515          Number of Traders in Each Category                        :
    :      154       108       188       110       194        27        17       377       445:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   299,502
    : Positions                                                                               :
    :   35,756    20,443    77,525    76,480   178,332    73,603     2,330   263,364   278,629:   36,138    20,873
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:      -1,049)         :
    :    2,154     2,870    -3,200    -1,069    -2,078    -1,025       423    -3,140    -1,984:    2,091       935
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9       6.8      25.9      25.5      59.5      24.6       0.8      87.9      93.0:     12.1       7.0
    :                                                                                         :
    : Total Traders:   181          Number of Traders in Each Category                        :
    :       49        33        51        53        60        18         6       151       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   478,182
    : Positions                                                                               :
    :   45,055    26,703   162,136   133,750   261,939   114,001    12,785   454,942   463,562:   23,240    14,620
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:       8,503)         :
    :   -3,425     9,140       961    12,248    -6,959     2,007     5,013    11,791     8,154:   -3,288       349
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.4       5.6      33.9      28.0      54.8      23.8       2.7      95.1      96.9:      4.9       3.1
    :                                                                                         :
    : Total Traders:   330          Number of Traders in Each Category                        :
    :      138        81       120        66        66        23        10       280       234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   286,963
    : Positions                                                                               :
    :   31,862    36,486    80,387    14,881   128,962   129,832     7,802   256,963   253,638:   30,000    33,325
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:       6,091)         :
    :      683        30     3,447      -102     2,794     1,826     1,130     5,854     7,400:      238    -1,309
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1      12.7      28.0       5.2      44.9      45.2       2.7      89.5      88.4:     10.5      11.6
    :                                                                                         :
    : Total Traders:   253          Number of Traders in Each Category                        :
    :       75        86       111        22        47        25        10       197       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   373,650
    : Positions                                                                               :
    :   78,393    32,602    79,525    32,837   180,789   156,653     4,095   347,408   297,011:   26,241    76,638
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:      11,730)         :
    :   -2,177    -5,458     8,003      -130     5,231     5,438     1,094    11,134     8,871:      596     2,860
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.0       8.7      21.3       8.8      48.4      41.9       1.1      93.0      79.5:      7.0      20.5
    :                                                                                         :
    : Total Traders:   392          Number of Traders in Each Category                        :
    :      108        76       103        87       171        26        10       270       319:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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    32,865
    : Positions                                                                               :
    :    6,105     4,291     8,351     2,766     6,324    11,361       668    28,583    19,634:    4,282    13,231
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:      -2,933)         :
    :   -1,212    -1,364      -720      -705      -451       -68         0    -2,704    -2,535:     -229      -398
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.6      13.1      25.4       8.4      19.2      34.6       2.0      87.0      59.7:     13.0      40.3
    :                                                                                         :
    : Total Traders:   142          Number of Traders in Each Category                        :
    :       31        31        31        18        47        20         2        91        96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   161,716
    : Positions                                                                               :
    :   47,354    29,557    19,861    51,970   106,330    30,734       895   149,919   156,643:   11,796     5,073
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:      -1,413)         :
    :   -1,665       548     1,235       546    -1,870    -1,404    -1,007    -1,288    -1,095:     -125      -318
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.3      18.3      12.3      32.1      65.8      19.0       0.6      92.7      96.9:      7.3       3.1
    :                                                                                         :
    : Total Traders:   161          Number of Traders in Each Category                        :
    :       57        25        38        42        47        19         5       138       102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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 1,266,144
    : Positions                                                                               :
    :  123,905    77,627   255,941   328,170   775,462   454,270    70,383 1,162,287 1,179,413:  103,858    86,731
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:      19,034)         :
    :   -7,735     4,055     9,031    14,673   -11,877      -644     1,379    15,325     2,588:    3,709    16,445
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.8       6.1      20.2      25.9      61.2      35.9       5.6      91.8      93.2:      8.2       6.8
    :                                                                                         :
    : Total Traders:   261          Number of Traders in Each Category                        :
    :       81        53        82        79        84        25        15       222       201:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 27, 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   219,306
    : Positions                                                                               :
    :   28,580    13,924    75,021    44,188   121,519    61,162     1,040   208,951   211,504:   10,354     7,802
    :                                                                                         :
    : Changes from: May 20, 2008               (Change in open interest:       2,415)         :
    :   -1,109     2,259     2,281     1,990    -3,297      -920       163     2,243     1,407:      172     1,008
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0       6.3      34.2      20.1      55.4      27.9       0.5      95.3      96.4:      4.7       3.6
    :                                                                                         :
    : Total Traders:   375          Number of Traders in Each Category                        :
    :      138        73       107        98       117        25         6       313       260:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 30,2008