COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   445,752
    : Positions                                                                               :
    :   47,013    68,905   116,542    58,275   195,073   195,495    11,159   417,326   391,679:   28,427    54,073
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:     -16,124)         :
    :   -6,017     4,888    -2,988    -1,428   -15,278      -481       377   -10,914   -13,001:   -5,210    -3,122
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.5      15.5      26.1      13.1      43.8      43.9       2.5      93.6      87.9:      6.4      12.1
    :                                                                                         :
    : Total Traders:   356          Number of Traders in Each Category                        :
    :       84       127       135        61        98        25        10       267       290:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   137,235
    : Positions                                                                               :
    :   27,591    20,566    18,351    34,676    64,262    32,551       712   113,169   103,892:   24,065    33,343
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:       3,331)         :
    :   -3,245    -2,634     1,653     1,725      -261       364         0       496    -1,242:    2,835     4,573
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.1      15.0      13.4      25.3      46.8      23.7       0.5      82.5      75.7:     17.5      24.3
    :                                                                                         :
    : Total Traders:   180          Number of Traders in Each Category                        :
    :       46        32        32        50        68        17         1       129       119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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 1,824,437
    : Positions                                                                               :
    :  205,939    86,605   560,379   487,747   887,677   357,197    12,432 1,611,263 1,547,093:  213,174   277,344
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:     -30,209)         :
    :  -13,523     2,494   -11,419    -5,712   -18,152    -1,629     1,274   -32,283   -25,803:    2,074    -4,406
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.3       4.7      30.7      26.7      48.7      19.6       0.7      88.3      84.8:     11.7      15.2
    :                                                                                         :
    : Total Traders:   810          Number of Traders in Each Category                        :
    :      179       168       259       312       364        25        13       656       687:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   632,012
    : Positions                                                                               :
    :  120,073    21,702   177,949   122,972   334,427   143,603     2,414   564,597   536,492:   67,415    95,519
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:      40,013)         :
    :   25,591     1,023    11,285     3,091    28,965     1,745       168    41,712    41,441:   -1,700    -1,429
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.0       3.4      28.2      19.5      52.9      22.7       0.4      89.3      84.9:     10.7      15.1
    :                                                                                         :
    : Total Traders:   481          Number of Traders in Each Category                        :
    :      174        84       175       123       163        26         8       401       376:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   341,846
    : Positions                                                                               :
    :   87,172    13,823    58,007    89,547   246,951    76,852     3,235   311,577   322,016:   30,269    19,830
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:       5,297)         :
    :      956     1,092     2,140     4,169      -303       314        25     7,579     2,954:   -2,282     2,343
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.5       4.0      17.0      26.2      72.2      22.5       0.9      91.1      94.2:      8.9       5.8
    :                                                                                         :
    : Total Traders:   218          Number of Traders in Each Category                        :
    :       85        33        55        51        63        18         4       189       131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   323,998
    : Positions                                                                               :
    :   49,677    57,748    81,825    62,932   166,302   104,002     3,540   298,435   309,414:   25,563    14,584
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:       3,772)         :
    :    1,724   -12,238     4,468    -5,579    13,208     2,312      -408     2,925     5,030:      847    -1,258
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3      17.8      25.3      19.4      51.3      32.1       1.1      92.1      95.5:      7.9       4.5
    :                                                                                         :
    : Total Traders:   344          Number of Traders in Each Category                        :
    :      124       103       101        66        62        23         4       263       232:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   184,353
    : Positions                                                                               :
    :   24,303    28,924    46,609    13,267    83,710    79,181     1,688   163,360   160,930:   20,993    23,423
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:         311)         :
    :    1,077     1,952      -324       198        -6     1,576     1,302     2,527     2,924:   -2,216    -2,612
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2      15.7      25.3       7.2      45.4      43.0       0.9      88.6      87.3:     11.4      12.7
    :                                                                                         :
    : Total Traders:   208          Number of Traders in Each Category                        :
    :       59        70        83        21        33        22         5       152       157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   295,592
    : Positions                                                                               :
    :   53,956    31,055    75,004    28,698   133,361   111,688       712   269,346   240,132:   26,246    55,460
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:       6,470)         :
    :    3,316     2,194     3,522       678     1,840        40      -299     7,556     7,257:   -1,086      -787
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.3      10.5      25.4       9.7      45.1      37.8       0.2      91.1      81.2:      8.9      18.8
    :                                                                                         :
    : Total Traders:   344          Number of Traders in Each Category                        :
    :       87        65        99        91       141        24         4       271       262:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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    25,778
    : Positions                                                                               :
    :    6,004     1,589     3,594     2,680     7,081     7,918         0    20,196    12,263:    5,582    13,515
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:         689)         :
    :      707       338      -184      -479       195       188         0       232       349:      457       340
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.3       6.2      13.9      10.4      27.5      30.7       0.0      78.3      47.6:     21.7      52.4
    :                                                                                         :
    : Total Traders:   153          Number of Traders in Each Category                        :
    :       39        23        22        29        54        18         0       104        87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   169,463
    : Positions                                                                               :
    :   53,452    17,977    25,176    61,265   120,521    17,173       145   157,066   163,818:   12,396     5,645
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:       2,115)         :
    :    1,942       469     1,087    -1,489     1,036      -182       -12     1,359     2,580:      756      -465
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.5      10.6      14.9      36.2      71.1      10.1       0.1      92.7      96.7:      7.3       3.3
    :                                                                                         :
    : Total Traders:   180          Number of Traders in Each Category                        :
    :       65        35        51        34        41        20         2       150       110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   941,869
    : Positions                                                                               :
    :  112,509   131,111   176,210   329,420   513,509   239,353    43,828   857,493   864,659:   84,376    77,210
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:      19,754)         :
    :      993    -9,076    11,408     7,201    15,045     2,465     9,518    22,068    26,895:   -2,314    -7,141
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9      13.9      18.7      35.0      54.5      25.4       4.7      91.0      91.8:      9.0       8.2
    :                                                                                         :
    : Total Traders:   247          Number of Traders in Each Category                        :
    :       62        66        71        76        73        26        10       204       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 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   208,191
    : Positions                                                                               :
    :   34,711    47,179    59,806    62,644    95,894    42,249     1,566   199,409   204,445:    8,782     3,746
    :                                                                                         :
    : Changes from: May 15, 2007               (Change in open interest:         290)         :
    :     -475    -7,242     5,352    -2,156     4,404      -154       153     2,567     2,667:   -2,277    -2,377
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7      22.7      28.7      30.1      46.1      20.3       0.8      95.8      98.2:      4.2       1.8
    :                                                                                         :
    : Total Traders:   440          Number of Traders in Each Category                        :
    :      149       126       138       116       103        24         4       350       324:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 25, 2007