COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   438,234
    : Positions                                                                               :
    :   43,249    72,076   124,287    34,121   156,490   209,408    33,347   411,065   386,199:   27,170    52,035
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:         321)         :
    :    1,336    -5,555     2,237      -237     1,208    -1,539     2,374     1,797       265:   -1,476        56
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.9      16.4      28.4       7.8      35.7      47.8       7.6      93.8      88.1:      6.2      11.9
    :                                                                                         :
    : Total Traders:   366          Number of Traders in Each Category                        :
    :       92       124       139        69        99        27        16       280       303:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   107,262
    : Positions                                                                               :
    :   10,857    11,777    15,276    35,840    52,188    28,302       939    90,275    80,180:   16,987    27,082
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:       2,137)         :
    :      962       700       937     2,106       762      -303        52     3,701     2,451:   -1,564      -314
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.1      11.0      14.2      33.4      48.7      26.4       0.9      84.2      74.8:     15.8      25.2
    :                                                                                         :
    : Total Traders:   158          Number of Traders in Each Category                        :
    :       25        23        30        53        64        20         7       115       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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 2,058,725
    : Positions                                                                               :
    :  183,689    92,628   737,306   547,952   904,339   432,662    46,104 1,901,610 1,780,377:  157,116   278,349
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:      32,449)         :
    :  -26,255    -1,563    44,393    29,990   -15,685   -15,583       149    32,545    27,295:      -96     5,154
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.9       4.5      35.8      26.6      43.9      21.0       2.2      92.4      86.5:      7.6      13.5
    :                                                                                         :
    : Total Traders:   845          Number of Traders in Each Category                        :
    :      191       173       282       263       385        29        19       631       740:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   607,051
    : Positions                                                                               :
    :   94,559    31,932   193,653   102,319   284,185   163,630    13,521   554,162   523,290:   52,888    83,761
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:     -24,411)         :
    :  -16,632     1,766     5,830     8,680   -24,425   -10,345      -171   -12,467   -17,001:  -11,944    -7,410
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.6       5.3      31.9      16.9      46.8      27.0       2.2      91.3      86.2:      8.7      13.8
    :                                                                                         :
    : Total Traders:   528          Number of Traders in Each Category                        :
    :      158       121       190       110       191        28        16       392       444:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   310,471
    : Positions                                                                               :
    :   32,784    22,421    88,804    88,167   175,492    72,229     3,178   281,984   289,894:   28,487    20,577
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:       6,717)         :
    :   -2,328     5,532     6,113     8,508    -8,452    -2,591       852     9,702     4,045:   -2,985     2,672
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6       7.2      28.6      28.4      56.5      23.3       1.0      90.8      93.4:      9.2       6.6
    :                                                                                         :
    : Total Traders:   188          Number of Traders in Each Category                        :
    :       44        31        66        58        59        19         6       165       142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   378,315
    : Positions                                                                               :
    :   35,920    32,372   125,173    80,304   196,078   114,002     9,155   355,399   362,778:   22,916    15,537
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:      -5,260)         :
    :   -6,948     4,203       237     1,227   -10,498        85       618    -5,400    -5,441:      140       181
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.5       8.6      33.1      21.2      51.8      30.1       2.4      93.9      95.9:      6.1       4.1
    :                                                                                         :
    : Total Traders:   305          Number of Traders in Each Category                        :
    :      112        90       110        57        64        25        12       238       235:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   263,875
    : Positions                                                                               :
    :   37,773    30,688    64,214    14,159   121,715   118,903    10,878   235,049   227,494:   28,826    36,381
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:      -7,042)         :
    :   -6,089   -10,143     5,361    -1,052    -1,012    -3,483    -1,784    -5,262    -7,577:   -1,780       535
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      11.6      24.3       5.4      46.1      45.1       4.1      89.1      86.2:     10.9      13.8
    :                                                                                         :
    : Total Traders:   264          Number of Traders in Each Category                        :
    :       88        73       102        33        51        25         9       207       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   361,907
    : Positions                                                                               :
    :   52,926    36,333    98,039    31,930   154,366   151,743     4,158   334,638   292,895:   27,270    69,013
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:          81)         :
    :   -6,842     7,179     6,649     3,412    -9,734    -3,001    -2,320       219     1,774:     -138    -1,693
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6      10.0      27.1       8.8      42.7      41.9       1.1      92.5      80.9:      7.5      19.1
    :                                                                                         :
    : Total Traders:   387          Number of Traders in Each Category                        :
    :      112        72       116        85       153        27         9       278       314:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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    36,911
    : Positions                                                                               :
    :    6,555     6,281     9,085     4,623     6,211    10,322     1,058    30,584    22,636:    6,326    14,275
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:         954)         :
    :    1,173      -661       535      -177         8    -1,175       -17       355      -134:      599     1,088
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8      17.0      24.6      12.5      16.8      28.0       2.9      82.9      61.3:     17.1      38.7
    :                                                                                         :
    : Total Traders:   135          Number of Traders in Each Category                        :
    :       29        32        37        31        38        20         6       108        91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   166,055
    : Positions                                                                               :
    :   51,389    32,306    22,645    50,194   102,052    29,068     3,093   153,297   160,095:   12,758     5,960
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:       4,360)         :
    :   -4,073    -1,985     3,037     9,629     3,474    -2,725       520     5,869     5,046:   -1,508      -685
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.9      19.5      13.6      30.2      61.5      17.5       1.9      92.3      96.4:      7.7       3.6
    :                                                                                         :
    : Total Traders:   166          Number of Traders in Each Category                        :
    :       61        23        41        36        43        22         5       145        96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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 1,123,635
    : Positions                                                                               :
    :  129,776    70,985   249,555   228,739   658,030   420,256    74,879 1,028,326 1,053,449:   95,310    70,186
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:     -33,363)         :
    :  -20,129     2,554      -735    15,641   -35,231    -9,177    -5,395   -14,400   -38,808:  -18,962     5,445
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5       6.3      22.2      20.4      58.6      37.4       6.7      91.5      93.8:      8.5       6.2
    :                                                                                         :
    : Total Traders:   243          Number of Traders in Each Category                        :
    :       64        59        79        72        80        26        15       209       192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 22, 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   199,888
    : Positions                                                                               :
    :   29,569     9,119    63,133    36,356   118,504    61,570     3,179   190,628   193,936:    9,260     5,952
    :                                                                                         :
    : Changes from: July 15, 2008              (Change in open interest:      -1,588)         :
    :     -570     1,701     1,615     2,233    -3,763    -2,172        28     1,106      -420:   -2,694    -1,168
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.8       4.6      31.6      18.2      59.3      30.8       1.6      95.4      97.0:      4.6       3.0
    :                                                                                         :
    : Total Traders:   376          Number of Traders in Each Category                        :
    :      126        74       111       107       121        27         8       315       270:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 25, 2008