COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   508,301
    : Positions                                                                               :
    :   50,101    78,214   154,382    52,035   188,210   219,749    28,983   476,267   449,790:   32,033    58,511
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       7,893)         :
    :      381    -2,098     6,068       903     1,479    -2,011      -816     5,341     4,634:    2,552     3,260
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.9      15.4      30.4      10.2      37.0      43.2       5.7      93.7      88.5:      6.3      11.5
    :                                                                                         :
    : Total Traders:   368          Number of Traders in Each Category                        :
    :       87       135       140        68       102        26        18       278       312:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   125,739
    : Positions                                                                               :
    :   19,425     9,253    23,047    33,667    57,767    32,281     1,594   108,419    91,661:   17,320    34,078
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       4,782)         :
    :     -661       834     3,108       785      -553       280       -52     3,511     3,337:    1,271     1,445
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4       7.4      18.3      26.8      45.9      25.7       1.3      86.2      72.9:     13.8      27.1
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       34        28        36        55        75        16         5       122       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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 2,131,857
    : Positions                                                                               :
    :  249,549    69,828   709,663   520,179 1,006,399   462,473    46,232 1,941,864 1,832,122:  189,993   299,735
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:      22,227)         :
    :   -5,070    -2,927    25,297    -3,817   -19,937    -7,571     6,042     8,838     8,475:   13,389    13,752
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7       3.3      33.3      24.4      47.2      21.7       2.2      91.1      85.9:      8.9      14.1
    :                                                                                         :
    : Total Traders:   851          Number of Traders in Each Category                        :
    :      219       154       274       278       393        28        18       652       736:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   664,023
    : Positions                                                                               :
    :  112,496    21,940   219,832    98,301   315,266   176,960    12,635   607,589   569,673:   56,434    94,351
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:      15,935)         :
    :    6,614       227     9,527     2,370     3,958      -211       993    18,299    14,705:   -2,364     1,230
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9       3.3      33.1      14.8      47.5      26.6       1.9      91.5      85.8:      8.5      14.2
    :                                                                                         :
    : Total Traders:   529          Number of Traders in Each Category                        :
    :      151       124       195       116       195        27        17       397       452:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   304,569
    : Positions                                                                               :
    :   35,323    20,191    84,196    78,006   176,390    73,027     4,029   270,551   284,805:   34,018    19,764
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       5,067)         :
    :     -433      -252     6,671     1,526    -1,942      -576     1,699     7,187     6,175:   -2,121    -1,108
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6       6.6      27.6      25.6      57.9      24.0       1.3      88.8      93.5:     11.2       6.5
    :                                                                                         :
    : Total Traders:   191          Number of Traders in Each Category                        :
    :       48        42        59        52        60        18         7       160       141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   486,379
    : Positions                                                                               :
    :   46,951    27,494   163,702   139,803   263,908   115,281    15,225   465,736   470,329:   20,643    16,050
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       8,196)         :
    :    1,896       791     1,566     6,052     1,969     1,280     2,440    10,794     6,766:   -2,598     1,430
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7       5.7      33.7      28.7      54.3      23.7       3.1      95.8      96.7:      4.2       3.3
    :                                                                                         :
    : Total Traders:   327          Number of Traders in Each Category                        :
    :      141        78       114        67        65        23        10       277       231:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   288,195
    : Positions                                                                               :
    :   31,036    39,770    77,746    14,399   128,505   134,683     7,304   257,865   253,324:   30,330    34,871
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       1,232)         :
    :     -826     3,283    -2,641      -482      -458     4,850      -499       902      -314:      331     1,546
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8      13.8      27.0       5.0      44.6      46.7       2.5      89.5      87.9:     10.5      12.1
    :                                                                                         :
    : Total Traders:   243          Number of Traders in Each Category                        :
    :       67        93        99        23        45        25        10       190       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   367,938
    : Positions                                                                               :
    :   74,173    30,642    77,750    31,888   178,818   157,699     3,150   341,511   290,360:   26,426    77,577
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:      -5,712)         :
    :   -4,219    -1,960    -1,775      -949    -1,971     1,046      -945    -5,897    -6,651:      185       939
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.2       8.3      21.1       8.7      48.6      42.9       0.9      92.8      78.9:      7.2      21.1
    :                                                                                         :
    : Total Traders:   395          Number of Traders in Each Category                        :
    :      102        84       105        86       175        26        10       268       327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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    33,884
    : Positions                                                                               :
    :    5,148     3,981     8,549     3,964     7,194    11,515       702    29,177    20,426:    4,707    13,458
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       1,019)         :
    :     -957      -310       198     1,198       870       154        34       593       792:      426       227
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.2      11.8      25.2      11.7      21.2      34.0       2.1      86.1      60.3:     13.9      39.7
    :                                                                                         :
    : Total Traders:   142          Number of Traders in Each Category                        :
    :       27        29        29        24        49        20         2        95        92:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   170,628
    : Positions                                                                               :
    :   52,603    31,000    23,407    51,489   107,425    31,506       508   159,005   162,340:   11,622     8,287
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       8,912)         :
    :    5,249     1,443     3,547      -481     1,095       771      -387     9,086     5,698:     -174     3,214
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.8      18.2      13.7      30.2      63.0      18.5       0.3      93.2      95.1:      6.8       4.9
    :                                                                                         :
    : Total Traders:   169          Number of Traders in Each Category                        :
    :       69        20        33        42        45        21         4       149        93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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 1,276,041
    : Positions                                                                               :
    :  121,030    93,462   264,835   357,710   778,669   449,195    74,280 1,192,770 1,211,246:   83,271    64,795
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       9,897)         :
    :   -2,875    15,835     8,894    29,540     3,207    -5,076     3,896    30,483    31,832:  -20,586   -21,936
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.5       7.3      20.8      28.0      61.0      35.2       5.8      93.5      94.9:      6.5       5.1
    :                                                                                         :
    : Total Traders:   268          Number of Traders in Each Category                        :
    :       77        67        83        76        82        25        14       220       209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 3, 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   223,174
    : Positions                                                                               :
    :   28,503    14,245    77,702    44,620   119,077    61,682     1,385   212,506   212,408:   10,668    10,766
    :                                                                                         :
    : Changes from: May 27, 2008               (Change in open interest:       3,869)         :
    :      -78       320     2,681       432    -2,441       520       345     3,555       904:      314     2,964
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8       6.4      34.8      20.0      53.4      27.6       0.6      95.2      95.2:      4.8       4.8
    :                                                                                         :
    : Total Traders:   382          Number of Traders in Each Category                        :
    :      138        78       108       101       118        25         5       318       264:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 6, 2008