COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   437,914
    : Positions                                                                               :
    :   41,913    77,631   122,049    34,358   155,282   210,947    30,974   409,268   385,935:   28,646    51,979
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:       4,787)         :
    :    1,078     2,816     2,857        18    -1,906       400      -723     4,353     3,045:      434     1,742
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6      17.7      27.9       7.8      35.5      48.2       7.1      93.5      88.1:      6.5      11.9
    :                                                                                         :
    : Total Traders:   359          Number of Traders in Each Category                        :
    :       85       126       132        63        98        27        16       267       296:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   105,125
    : Positions                                                                               :
    :    9,895    11,077    14,339    33,734    51,426    28,605       887    86,574    77,729:   18,551    27,396
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:      -2,134)         :
    :   -1,239       132      -374     2,510       107      -427         1       470      -135:   -2,604    -1,999
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.4      10.5      13.6      32.1      48.9      27.2       0.8      82.4      73.9:     17.6      26.1
    :                                                                                         :
    : Total Traders:   147          Number of Traders in Each Category                        :
    :       20        24        25        43        66        18         7        97       113:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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 2,026,276
    : Positions                                                                               :
    :  209,944    94,190   692,913   517,962   920,024   448,246    45,955 1,869,064 1,753,082:  157,212   273,195
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:         203)         :
    :  -19,294    22,234     1,803    30,851   -29,191    -9,618        22     3,741    -5,132:   -3,538     5,335
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.4       4.6      34.2      25.6      45.4      22.1       2.3      92.2      86.5:      7.8      13.5
    :                                                                                         :
    : Total Traders:   862          Number of Traders in Each Category                        :
    :      208       170       286       260       392        29        18       643       748:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   631,462
    : Positions                                                                               :
    :  111,191    30,165   187,824    93,639   308,610   173,976    13,692   566,630   540,291:   64,832    91,171
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:     -12,578)         :
    :      521     1,279    -5,901    -2,026    -8,660    -5,150      -229   -12,557   -13,510:      -21       933
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.6       4.8      29.7      14.8      48.9      27.6       2.2      89.7      85.6:     10.3      14.4
    :                                                                                         :
    : Total Traders:   525          Number of Traders in Each Category                        :
    :      173       101       186       111       193        29        18       395       440:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   303,754
    : Positions                                                                               :
    :   35,113    16,889    82,691    79,659   183,944    74,819     2,325   272,282   285,849:   31,472    17,905
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:       1,455)         :
    :     -398       701     1,706     3,322       722    -1,293      -595     3,338     2,535:   -1,883    -1,080
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6       5.6      27.2      26.2      60.6      24.6       0.8      89.6      94.1:     10.4       5.9
    :                                                                                         :
    : Total Traders:   176          Number of Traders in Each Category                        :
    :       37        39        58        50        56        19         7       150       133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   383,575
    : Positions                                                                               :
    :   42,868    28,170   124,937    79,077   206,576   113,917     8,537   360,799   368,220:   22,776    15,356
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:       2,479)         :
    :   -1,154     4,230      -932     2,202      -668     1,699       433     1,815     3,064:      663      -586
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2       7.3      32.6      20.6      53.9      29.7       2.2      94.1      96.0:      5.9       4.0
    :                                                                                         :
    : Total Traders:   312          Number of Traders in Each Category                        :
    :      127        80       113        58        64        26        11       250       232:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   270,917
    : Positions                                                                               :
    :   43,862    40,831    58,853    15,210   122,727   122,386    12,661   240,311   235,071:   30,606    35,845
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:       3,506)         :
    :   10,163    -3,171    -3,853    -1,472    10,010    -1,848        49     2,990     3,035:      516       472
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.2      15.1      21.7       5.6      45.3      45.2       4.7      88.7      86.8:     11.3      13.2
    :                                                                                         :
    : Total Traders:   272          Number of Traders in Each Category                        :
    :       85        86        97        37        53        24         7       204       202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 2008                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                          
CFTC Code #057642                                                              Open Interest is   361,826
    : Positions                                                                               :
    :   59,768    29,154    91,389    28,518   164,099   154,743     6,478   334,418   291,121:   27,408    70,705
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:     -15,278)         :
    :   -8,778     5,187     1,772     3,569   -11,622   -11,096    -7,480   -14,532   -12,143:     -745    -3,134
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.5       8.1      25.3       7.9      45.4      42.8       1.8      92.4      80.5:      7.6      19.5
    :                                                                                         :
    : Total Traders:   384          Number of Traders in Each Category                        :
    :      113        65       110        80       160        27        10       272       310:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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    35,956
    : Positions                                                                               :
    :    5,382     6,942     8,550     4,800     6,203    11,497     1,075    30,229    22,770:    5,727    13,187
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:       1,221)         :
    :      279       359       475       -67      -494      -102        25       585       364:      636       857
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0      19.3      23.8      13.3      17.3      32.0       3.0      84.1      63.3:     15.9      36.7
    :                                                                                         :
    : Total Traders:   131          Number of Traders in Each Category                        :
    :       25        33        34        28        38        20         5        98        90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   161,694
    : Positions                                                                               :
    :   55,462    34,291    19,608    40,566    98,578    31,793     2,573   147,428   155,050:   14,266     6,645
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:        -437)         :
    :   -4,851       669     1,009     3,282     1,820       377     1,040      -184     4,538:     -253    -4,975
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     34.3      21.2      12.1      25.1      61.0      19.7       1.6      91.2      95.9:      8.8       4.1
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       71        27        39        33        41        22         4       149        96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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 1,156,998
    : Positions                                                                               :
    :  149,905    68,431   250,291   213,097   693,262   429,433    80,273 1,042,726 1,092,256:  114,272    64,741
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:      -4,790)         :
    :  -14,201    -5,876     6,965   -12,792   -19,002       764     2,296   -19,265   -15,618:   14,475    10,828
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0       5.9      21.6      18.4      59.9      37.1       6.9      90.1      94.4:      9.9       5.6
    :                                                                                         :
    : Total Traders:   245          Number of Traders in Each Category                        :
    :       70        54        79        70        78        26        15       208       192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 15, 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   201,476
    : Positions                                                                               :
    :   30,139     7,418    61,519    34,122   122,267    63,742     3,151   189,522   194,355:   11,954     7,120
    :                                                                                         :
    : Changes from: July 8, 2008               (Change in open interest:     -10,487)         :
    :   -3,516      -728    -7,212       558       459      -287        69   -10,457    -7,411:      -30    -3,075
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0       3.7      30.5      16.9      60.7      31.6       1.6      94.1      96.5:      5.9       3.5
    :                                                                                         :
    : Total Traders:   377          Number of Traders in Each Category                        :
    :      144        65       109        97       120        27         8       314       264:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 18, 2008