COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   433,127
    : Positions                                                                               :
    :   40,835    74,814   119,192    34,341   157,187   210,547    31,696   404,915   382,890:   28,212    50,238
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:     -10,954)         :
    :   -5,873     8,315    -4,826     3,841    -7,857    -1,464    -2,499    -8,323    -6,866:   -2,631    -4,088
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.4      17.3      27.5       7.9      36.3      48.6       7.3      93.5      88.4:      6.5      11.6
    :                                                                                         :
    : Total Traders:   353          Number of Traders in Each Category                        :
    :       92       116       133        60        97        27        16       267       288:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   107,259
    : Positions                                                                               :
    :   11,134    10,945    14,714    31,224    51,319    29,032       886    86,103    77,864:   21,156    29,395
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:       2,160)         :
    :   -2,037     1,504       329     2,664        -9       244       -23     1,199     1,801:      961       359
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.4      10.2      13.7      29.1      47.8      27.1       0.8      80.3      72.6:     19.7      27.4
    :                                                                                         :
    : Total Traders:   150          Number of Traders in Each Category                        :
    :       24        24        27        44        66        17         6       101       113:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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 2,026,074
    : Positions                                                                               :
    :  229,238    71,956   691,110   487,112   949,214   457,864    45,933 1,865,324 1,758,214:  160,750   267,860
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:     -23,891)         :
    :  -29,992    -2,701         5    26,686   -17,821    -4,810       538    -8,110   -19,980:  -15,781    -3,911
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.3       3.6      34.1      24.0      46.8      22.6       2.3      92.1      86.8:      7.9      13.2
    :                                                                                         :
    : Total Traders:   853          Number of Traders in Each Category                        :
    :      209       161       273       252       397        28        17       623       743:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   644,040
    : Positions                                                                               :
    :  110,670    28,886   193,724    95,666   317,270   179,126    13,921   579,186   553,801:   64,853    90,238
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:     -10,386)         :
    :  -11,180      -174      -675     5,172   -11,488    -2,955       798    -9,638   -11,540:     -748     1,154
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.2       4.5      30.1      14.9      49.3      27.8       2.2      89.9      86.0:     10.1      14.0
    :                                                                                         :
    : Total Traders:   525          Number of Traders in Each Category                        :
    :      175       107       187       110       193        28        18       395       439:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   302,299
    : Positions                                                                               :
    :   35,511    16,188    80,984    76,337   183,222    76,112     2,920   268,945   283,314:   33,354    18,985
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:         494)         :
    :   -4,430     1,548       821     4,872    -3,750       958       452     2,220      -929:   -1,726     1,423
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7       5.4      26.8      25.3      60.6      25.2       1.0      89.0      93.7:     11.0       6.3
    :                                                                                         :
    : Total Traders:   177          Number of Traders in Each Category                        :
    :       40        38        59        50        56        18         6       152       132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   381,097
    : Positions                                                                               :
    :   44,022    23,939   125,868    76,875   207,244   112,218     8,104   358,984   365,155:   22,113    15,942
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:       3,220)         :
    :   -1,667     7,447     3,783       606   -10,285       -21       445     2,701     1,389:      518     1,830
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6       6.3      33.0      20.2      54.4      29.4       2.1      94.2      95.8:      5.8       4.2
    :                                                                                         :
    : Total Traders:   301          Number of Traders in Each Category                        :
    :      121        78       111        59        62        26        12       248       223:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   267,410
    : Positions                                                                               :
    :   33,699    44,002    62,706    16,682   112,717   124,234    12,612   237,321   232,036:   30,090    35,374
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:      -6,841)         :
    :    3,761     1,877    -4,520     2,361      -196    -2,123     2,393      -522      -447:   -6,319    -6,394
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      16.5      23.4       6.2      42.2      46.5       4.7      88.7      86.8:     11.3      13.2
    :                                                                                         :
    : Total Traders:   266          Number of Traders in Each Category                        :
    :       80        85       102        35        52        25         9       202       202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   377,103
    : Positions                                                                               :
    :   68,546    23,967    89,617    24,948   175,722   165,839    13,958   348,951   303,264:   28,153    73,840
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:      -9,037)         :
    :   -2,934       242       362    -1,571    -7,112    -5,972    -1,918   -10,115    -8,425:    1,078      -612
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.2       6.4      23.8       6.6      46.6      44.0       3.7      92.5      80.4:      7.5      19.6
    :                                                                                         :
    : Total Traders:   391          Number of Traders in Each Category                        :
    :      117        67       111        73       162        28        11       275       310:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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    34,735
    : Positions                                                                               :
    :    5,103     6,583     8,075     4,867     6,697    11,599     1,050    29,644    22,406:    5,091    12,329
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:        -176)         :
    :      788     1,108    -1,309       137       180        -6       236      -389       216:      213      -392
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.7      19.0      23.2      14.0      19.3      33.4       3.0      85.3      64.5:     14.7      35.5
    :                                                                                         :
    : Total Traders:   137          Number of Traders in Each Category                        :
    :       28        35        32        32        43        20         4       105        91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   162,131
    : Positions                                                                               :
    :   60,313    33,622    18,599    37,284    96,758    31,416     1,533   147,612   150,512:   14,520    11,620
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:     -12,804)         :
    :   -9,705    -2,919     1,180    -2,062   -11,171      -226      -123   -10,814   -13,033:   -1,990       229
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     37.2      20.7      11.5      23.0      59.7      19.4       0.9      91.0      92.8:      9.0       7.2
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       72        25        35        36        43        21         4       149        95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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 1,161,788
    : Positions                                                                               :
    :  164,107    74,307   243,326   225,890   712,264   428,669    77,977 1,061,991 1,107,874:   99,797    53,914
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:      -5,435)         :
    :    4,491    -4,186     9,568   -17,398    -5,278     6,511     2,372     3,172     2,475:   -8,606    -7,909
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1       6.4      20.9      19.4      61.3      36.9       6.7      91.4      95.4:      8.6       4.6
    :                                                                                         :
    : Total Traders:   253          Number of Traders in Each Category                        :
    :       73        57        73        75        82        26        15       213       193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 8, 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   211,963
    : Positions                                                                               :
    :   33,655     8,146    68,731    33,564   121,808    64,029     3,082   199,979   201,767:   11,984    10,196
    :                                                                                         :
    : Changes from: July 1, 2008               (Change in open interest:      -1,655)         :
    :   -4,631    -1,978     3,254       614    -3,429       337       141      -425    -2,011:   -1,230       356
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.9       3.8      32.4      15.8      57.5      30.2       1.5      94.3      95.2:      5.7       4.8
    :                                                                                         :
    : Total Traders:   397          Number of Traders in Each Category                        :
    :      157        69       114        97       125        27         8       327       277:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 11, 2008