COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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   515,071
    : Positions                                                                               :
    :   53,214    63,804   148,299    78,396   235,421   196,933     4,595   476,842   452,118:   38,229    62,953
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      -9,900)         :
    :    1,677     1,496    -5,199    -3,737    -4,662    -2,584      -326    -9,843    -8,692:      -56    -1,208
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3      12.4      28.8      15.2      45.7      38.2       0.9      92.6      87.8:      7.4      12.2
    :                                                                                         :
    : Total Traders:   389          Number of Traders in Each Category                        :
    :      111       110       156        71       102        25         8       307       312:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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   127,469
    : Positions                                                                               :
    :   35,396    11,450    19,118    23,761    67,012    29,141       147   107,416    97,727:   20,053    29,742
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      -2,013)         :
    :    3,035       299     1,426    -3,095       754        19    -1,392     1,384     1,087:   -3,398    -3,100
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.8       9.0      15.0      18.6      52.6      22.9       0.1      84.3      76.7:     15.7      23.3
    :                                                                                         :
    : Total Traders:   181          Number of Traders in Each Category                        :
    :       53        26        37        62        69        14         1       145       120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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 2,178,460
    : Positions                                                                               :
    :  375,803    62,882   647,645   512,949 1,119,150   368,253    15,184 1,904,651 1,844,861:  273,809   333,599
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      32,145)         :
    :   10,691     2,304     1,894    10,261    31,641    10,207     1,665    33,053    37,504:     -908    -5,359
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.3       2.9      29.7      23.5      51.4      16.9       0.7      87.4      84.7:     12.6      15.3
    :                                                                                         :
    : Total Traders:   888          Number of Traders in Each Category                        :
    :      263       128       299       323       388        25        12       749       733:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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   660,578
    : Positions                                                                               :
    :  115,249    34,012   196,177   119,318   318,751   140,531     3,739   571,276   552,679:   89,302   107,899
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      31,720)         :
    :    1,528     2,168    14,782    12,056    15,920     1,751       497    30,118    33,367:    1,602    -1,647
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.4       5.1      29.7      18.1      48.3      21.3       0.6      86.5      83.7:     13.5      16.3
    :                                                                                         :
    : Total Traders:   502          Number of Traders in Each Category                        :
    :      149       109       191       135       164        25         7       432       390:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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   331,389
    : Positions                                                                               :
    :   74,978    10,853    74,773    69,979   225,203    73,061       201   292,791   311,030:   38,598    20,359
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      -1,579)         :
    :   -2,216    -2,823     4,487    -7,006    -4,843        57         0    -4,679    -3,180:    3,100     1,601
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.6       3.3      22.6      21.1      68.0      22.0       0.1      88.4      93.9:     11.6       6.1
    :                                                                                         :
    : Total Traders:   205          Number of Traders in Each Category                        :
    :       79        25        56        47        60        17         2       182       122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #033661                                                              Open Interest is   264,930
    : Positions                                                                               :
    :   35,895    62,326    59,371    50,094   129,266    93,549       409   238,909   251,372:   26,021    13,558
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      -7,797)         :
    :      570     4,448     1,402   -10,236   -10,203     2,189      -297    -6,074    -4,649:   -1,723    -3,148
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5      23.5      22.4      18.9      48.8      35.3       0.2      90.2      94.9:      9.8       5.1
    :                                                                                         :
    : Total Traders:   318          Number of Traders in Each Category                        :
    :      104       102        78        70        64        24         5       234       216:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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   191,816
    : Positions                                                                               :
    :   27,996    22,212    46,714    14,713    94,332    76,492       192   165,916   163,450:   25,900    28,366
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:         201)         :
    :    1,582       272      -515      -727       678       867         5     1,207       440:   -1,006      -239
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6      11.6      24.4       7.7      49.2      39.9       0.1      86.5      85.2:     13.5      14.8
    :                                                                                         :
    : Total Traders:   223          Number of Traders in Each Category                        :
    :       75        60        88        24        42        22         2       180       151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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   294,636
    : Positions                                                                               :
    :   60,997    27,944    65,623    32,961   135,164   106,422        65   266,003   228,796:   28,634    65,840
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:       1,325)         :
    :    2,440     1,411      -908      -691       650       537         0     1,377     1,154:      -52       171
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.7       9.5      22.3      11.2      45.9      36.1       0.0      90.3      77.7:      9.7      22.3
    :                                                                                         :
    : Total Traders:   377          Number of Traders in Each Category                        :
    :       95        73        99        95       163        24         2       279       287:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    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    38,569
    : Positions                                                                               :
    :    8,222     6,264     7,314     9,831     9,897     7,200         0    32,567    23,475:    6,002    15,094
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:         206)         :
    :     -852    -1,051       567       866     1,592        21      -392       601       715:     -396      -510
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.3      16.2      19.0      25.5      25.7      18.7       0.0      84.4      60.9:     15.6      39.1
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       36        31        38        37        50        16         0       115       106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - NEW YORK BOARD OF TRADE                                                                                    
CFTC Code #073732                                                              Open Interest is   170,394
    : Positions                                                                               :
    :   60,662    17,446    17,732    63,647   125,304    14,558     1,827   156,599   162,308:   13,795     8,085
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      19,570)         :
    :    5,825     3,332     8,635     2,891     5,619       590        97    17,940    17,683:    1,630     1,887
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     35.6      10.2      10.4      37.4      73.5       8.5       1.1      91.9      95.3:      8.1       4.7
    :                                                                                         :
    : Total Traders:   195          Number of Traders in Each Category                        :
    :       76        40        43        40        44        20         3       162       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                                                             
CFTC Code #080732                                                              Open Interest is   823,882
    : Positions                                                                               :
    :   73,612    83,762   139,175   308,182   492,578   215,139    20,406   736,108   735,922:   87,774    87,961
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:        -303)         :
    :    2,887   -20,745       660    -9,632     8,656       -84     1,834    -6,170    -9,594:    5,866     9,290
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.9      10.2      16.9      37.4      59.8      26.1       2.5      89.3      89.3:     10.7      10.7
    :                                                                                         :
    : Total Traders:   214          Number of Traders in Each Category                        :
    :       53        55        62        71        70        23         6       179       167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 20, 2007               
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - NEW YORK BOARD OF TRADE                                                                                 
CFTC Code #083731                                                              Open Interest is   163,978
    : Positions                                                                               :
    :   26,715    23,271    33,578    47,877    95,914    41,038     1,140   149,208   153,904:   14,770    10,074
    :                                                                                         :
    : Changes from: February 13, 2007          (Change in open interest:      -1,555)         :
    :    1,171     3,221    -1,411    -5,244    -6,327       213      -281    -5,271    -4,799:    3,716     3,243
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      14.2      20.5      29.2      58.5      25.0       0.7      91.0      93.9:      9.0       6.1
    :                                                                                         :
    : Total Traders:   380          Number of Traders in Each Category                        :
    :      137        94       101       101       100        25         3       304       264:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 23, 2007