COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   461,876
    : Positions                                                                               :
    :   53,030    64,017   119,530    59,703   210,351   195,976    10,782   428,240   404,681:   33,637    57,195
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      13,651)         :
    :     -408     2,297     8,265     4,068      -189        61     2,050    11,986    12,423:    1,665     1,227
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5      13.9      25.9      12.9      45.5      42.4       2.3      92.7      87.6:      7.3      12.4
    :                                                                                         :
    : Total Traders:   356          Number of Traders in Each Category                        :
    :       83       126       133        60       100        25         8       274       278:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   133,904
    : Positions                                                                               :
    :   30,836    23,200    16,699    32,951    64,523    32,187       712   112,673   105,134:   21,231    28,770
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      -1,443)         :
    :    1,153     2,629        25      -492    -3,889       307        67       993    -1,168:   -2,436      -275
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.0      17.3      12.5      24.6      48.2      24.0       0.5      84.1      78.5:     15.9      21.5
    :                                                                                         :
    : Total Traders:   191          Number of Traders in Each Category                        :
    :       47        37        36        53        72        17         1       135       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 1,854,647
    : Positions                                                                               :
    :  219,462    84,111   571,798   493,459   905,830   358,826    11,158 1,643,546 1,572,896:  211,100   281,750
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      15,697)         :
    :    3,173     7,424    25,696    -5,557   -10,902    -4,584      -457    18,730    21,762:   -3,032    -6,064
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.8       4.5      30.8      26.6      48.8      19.3       0.6      88.6      84.8:     11.4      15.2
    :                                                                                         :
    : Total Traders:   808          Number of Traders in Each Category                        :
    :      187       159       246       309       366        25        13       653       672:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   591,999
    : Positions                                                                               :
    :   94,482    20,679   166,665   119,881   305,462   141,857     2,246   522,885   495,051:   69,114    96,948
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      42,318)         :
    :   20,740    -7,802    13,384     2,137    36,624     2,150       385    38,412    42,591:    3,906      -273
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0       3.5      28.2      20.3      51.6      24.0       0.4      88.3      83.6:     11.7      16.4
    :                                                                                         :
    : Total Traders:   454          Number of Traders in Each Category                        :
    :      147        91       160       127       150        26         8       386       346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   336,549
    : Positions                                                                               :
    :   86,216    12,731    55,867    85,378   247,254    76,538     3,209   303,998   319,061:   32,550    17,487
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      11,423)         :
    :    5,513    -1,361     1,678     1,951    12,445     2,389      -152    11,530    12,609:     -108    -1,187
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.6       3.8      16.6      25.4      73.5      22.7       1.0      90.3      94.8:      9.7       5.2
    :                                                                                         :
    : Total Traders:   217          Number of Traders in Each Category                        :
    :       89        27        54        47        61        18         4       186       128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   320,226
    : Positions                                                                               :
    :   47,953    69,985    77,356    68,511   153,095   101,690     3,948   295,510   304,385:   24,716    15,842
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      10,003)         :
    :     -103       984     7,077     4,284     1,862    -1,411       106     9,847    10,028:      157       -25
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0      21.9      24.2      21.4      47.8      31.8       1.2      92.3      95.1:      7.7       4.9
    :                                                                                         :
    : Total Traders:   350          Number of Traders in Each Category                        :
    :      126       113        94        66        56        23         4       261       231:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   184,042
    : Positions                                                                               :
    :   23,225    26,972    46,933    13,070    83,716    77,605       386   160,833   158,007:   23,209    26,035
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:       2,287)         :
    :       50     2,086     4,699    -1,259    -3,181      -346      -536     3,145     3,068:     -858      -781
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      14.7      25.5       7.1      45.5      42.2       0.2      87.4      85.9:     12.6      14.1
    :                                                                                         :
    : Total Traders:   208          Number of Traders in Each Category                        :
    :       64        59        84        21        32        21         3       153       155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   289,122
    : Positions                                                                               :
    :   50,640    28,861    71,481    28,020   131,522   111,649     1,011   261,790   232,875:   27,332    56,247
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:       8,495)         :
    :    2,901       378     2,154     2,827     4,679       144      -310     8,026     6,901:      469     1,594
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5      10.0      24.7       9.7      45.5      38.6       0.3      90.5      80.5:      9.5      19.5
    :                                                                                         :
    : Total Traders:   336          Number of Traders in Each Category                        :
    :       84        57        94        90       143        24         3       262       255:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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    25,089
    : Positions                                                                               :
    :    5,297     1,251     3,777     3,159     6,886     7,730         0    19,964    11,914:    5,125    13,175
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:         669)         :
    :      211      -916       485      -154       -52       -13         0       529      -484:      141     1,153
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.1       5.0      15.1      12.6      27.4      30.8       0.0      79.6      47.5:     20.4      52.5
    :                                                                                         :
    : Total Traders:   145          Number of Traders in Each Category                        :
    :       43        16        21        32        52        18         0       104        82:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   167,347
    : Positions                                                                               :
    :   51,510    17,508    24,089    62,754   119,485    17,355       157   155,707   161,238:   11,640     6,110
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:       6,026)         :
    :    1,889     4,338      -174     4,462     1,527        18        -4     6,195     5,687:     -169       339
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.8      10.5      14.4      37.5      71.4      10.4       0.1      93.0      96.3:      7.0       3.7
    :                                                                                         :
    : Total Traders:   172          Number of Traders in Each Category                        :
    :       57        33        47        39        44        20         2       147       106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   922,115
    : Positions                                                                               :
    :  111,516   140,188   164,802   322,219   498,464   236,889    34,310   835,425   837,764:   86,690    84,351
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      33,848)         :
    :   -5,750     8,373     7,341    17,497       391     4,411     6,276    23,499    22,381:   10,349    11,467
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1      15.2      17.9      34.9      54.1      25.7       3.7      90.6      90.9:      9.4       9.1
    :                                                                                         :
    : Total Traders:   247          Number of Traders in Each Category                        :
    :       69        63        68        75        70        26        10       201       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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   207,901
    : Positions                                                                               :
    :   35,186    54,421    54,454    64,799    91,490    42,403     1,413   196,841   201,778:   11,059     6,123
    :                                                                                         :
    : Changes from: May 8, 2007                (Change in open interest:      -1,566)         :
    :      130       -28      -346    -2,526    -1,759       557       227    -2,185    -1,906:      620       340
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9      26.2      26.2      31.2      44.0      20.4       0.7      94.7      97.1:      5.3       2.9
    :                                                                                         :
    : Total Traders:   436          Number of Traders in Each Category                        :
    :      141       136       127       113        99        24         4       338       318:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 18, 2007