COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   506,539
    : Positions                                                                               :
    :   51,381    77,475   156,557    45,254   175,884   216,643    36,613   469,834   446,528:   36,705    60,011
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:       3,191)         :
    :   -1,995    -6,186       854      -216    -1,527      -197     8,287    -1,554     1,428:    4,745     1,762
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.1      15.3      30.9       8.9      34.7      42.8       7.2      92.8      88.2:      7.2      11.8
    :                                                                                         :
    : Total Traders:   375          Number of Traders in Each Category                        :
    :       96       116       152        66       100        27        19       295       311:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   126,307
    : Positions                                                                               :
    :   16,909     9,217    22,163    34,996    61,006    30,949       761   105,016    93,147:   21,291    33,160
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:      -3,855)         :
    :   -2,474      -276      -288      -500       -14    -1,059      -924    -4,320    -1,501:      465    -2,353
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4       7.3      17.5      27.7      48.3      24.5       0.6      83.1      73.7:     16.9      26.3
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       36        26        37        55        72        16         4       126       126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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 2,337,654
    : Positions                                                                               :
    :  267,689    69,216   854,382   521,683 1,061,054   486,195    55,654 2,129,949 2,040,306:  207,705   297,347
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:     110,426)         :
    :  -16,592     3,976    86,874    27,948    15,453    10,465     7,276   108,694   113,578:    1,732    -3,152
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5       3.0      36.5      22.3      45.4      20.8       2.4      91.1      87.3:      8.9      12.7
    :                                                                                         :
    : Total Traders:   885          Number of Traders in Each Category                        :
    :      235       155       313       278       395        28        17       690       773:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   733,117
    : Positions                                                                               :
    :  121,933    26,919   257,649    98,824   337,702   187,210    14,525   665,616   636,795:   67,500    96,322
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:      33,924)         :
    :      -54     1,030    22,254     2,870     6,137     6,733     1,659    31,804    31,080:    2,120     2,844
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6       3.7      35.1      13.5      46.1      25.5       2.0      90.8      86.9:      9.2      13.1
    :                                                                                         :
    : Total Traders:   549          Number of Traders in Each Category                        :
    :      163       137       200       120       196        29        18       417       465:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   325,169
    : Positions                                                                               :
    :   40,500    18,360    98,580    78,541   187,549    71,827     1,423   289,448   305,912:   35,722    19,258
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:       7,917)         :
    :    3,999    -4,005     9,215    -3,384     4,546    -1,201    -1,403     8,630     8,353:     -712      -436
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       5.6      30.3      24.2      57.7      22.1       0.4      89.0      94.1:     11.0       5.9
    :                                                                                         :
    : Total Traders:   189          Number of Traders in Each Category                        :
    :       62        28        62        51        59        19         7       165       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   385,674
    : Positions                                                                               :
    :   48,345    16,858   122,112    80,366   223,646   111,338     8,743   362,160   371,360:   23,514    14,314
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:     -84,455)         :
    :      433   -13,578   -37,385   -43,758   -25,421    -4,367    -4,567   -85,077   -80,951:      622    -3,504
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       4.4      31.7      20.8      58.0      28.9       2.3      93.9      96.3:      6.1       3.7
    :                                                                                         :
    : Total Traders:   300          Number of Traders in Each Category                        :
    :      136        61       118        56        63        24        10       257       217:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   258,201
    : Positions                                                                               :
    :   33,127    44,234    63,427    12,874   116,017   120,455     1,900   229,882   225,578:   28,319    32,623
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:     -12,497)         :
    :    3,261     5,917    -9,572    -1,887    -6,349    -3,909    -1,974   -12,106   -11,978:     -390      -519
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8      17.1      24.6       5.0      44.9      46.7       0.7      89.0      87.4:     11.0      12.6
    :                                                                                         :
    : Total Traders:   233          Number of Traders in Each Category                        :
    :       77        73        91        21        42        24         7       178       171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   366,473
    : Positions                                                                               :
    :   73,147    23,297    75,057    29,606   184,344   164,961     8,209   342,772   290,907:   23,701    75,565
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:      13,113)         :
    :    1,256    -3,381     8,673     1,500     8,806     3,720     1,641    15,149    15,739:   -2,036    -2,626
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.0       6.4      20.5       8.1      50.3      45.0       2.2      93.5      79.4:      6.5      20.6
    :                                                                                         :
    : Total Traders:   395          Number of Traders in Each Category                        :
    :      113        72        98        86       165        27         8       279       305:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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    35,292
    : Positions                                                                               :
    :    4,546     5,155     9,481     4,994     6,250    11,587       698    30,608    21,584:    4,684    13,708
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:       1,048)         :
    :     -755       867       441     1,097      -552        43        -4       826       752:      222       296
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9      14.6      26.9      14.2      17.7      32.8       2.0      86.7      61.2:     13.3      38.8
    :                                                                                         :
    : Total Traders:   140          Number of Traders in Each Category                        :
    :       29        32        35        30        44        20         2       104        94:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   167,258
    : Positions                                                                               :
    :   62,366    34,472    16,533    42,322   104,698    31,552     1,462   152,773   157,165:   14,485    10,093
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:      -1,573)         :
    :    5,229     2,410    -2,184    -7,858    -5,732      -345       451    -5,159    -5,056:    3,586     3,483
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     37.3      20.6       9.9      25.3      62.6      18.9       0.9      91.3      94.0:      8.7       6.0
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       81        16        31        36        45        21         4       150        89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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 1,168,954
    : Positions                                                                               :
    :  145,222    86,202   218,082   291,108   727,785   419,413    70,189 1,073,825 1,102,259:   95,129    66,695
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:    -127,688)         :
    :   13,314    -6,739   -59,376   -79,511   -51,893   -10,253    -6,272  -135,826  -124,280:    8,138    -3,408
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4       7.4      18.7      24.9      62.3      35.9       6.0      91.9      94.3:      8.1       5.7
    :                                                                                         :
    : Total Traders:   266          Number of Traders in Each Category                        :
    :       75        63        83        76        82        26        16       219       209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 17, 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   199,685
    : Positions                                                                               :
    :   30,754    12,597    56,762    41,717   119,795    59,646       810   188,879   189,964:   10,805     9,720
    :                                                                                         :
    : Changes from: June 10, 2008              (Change in open interest:     -19,382)         :
    :    3,155      -906   -20,551      -418     4,333    -1,595      -632   -19,409   -17,756:       26    -1,627
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4       6.3      28.4      20.9      60.0      29.9       0.4      94.6      95.1:      5.4       4.9
    :                                                                                         :
    : Total Traders:   369          Number of Traders in Each Category                        :
    :      145        65       101        92       111        26         8       305       251:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 20, 2008