COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   495,176
    : Positions                                                                               :
    :   82,494    58,723   120,332    62,457   233,448   188,809    14,429   454,092   426,932:   41,084    68,244
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:     -33,256)         :
    :    5,178     1,019   -27,614    -6,180    -2,387    -2,937    -2,999   -31,553   -31,981:   -1,704    -1,275
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7      11.9      24.3      12.6      47.1      38.1       2.9      91.7      86.2:      8.3      13.8
    :                                                                                         :
    : Total Traders:   374          Number of Traders in Each Category                        :
    :      107       114       127        61       109        25        11       288       282:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   131,656
    : Positions                                                                               :
    :   39,364     4,394    11,392    24,396    86,074    32,024        17   107,176   101,877:   24,480    29,779
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:      -4,953)         :
    :    2,743    -1,309    -3,659    -1,696     4,683     1,475         9    -1,137      -276:   -3,815    -4,677
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.9       3.3       8.7      18.5      65.4      24.3       0.0      81.4      77.4:     18.6      22.6
    :                                                                                         :
    : Total Traders:   186          Number of Traders in Each Category                        :
    :       61        18        31        49        74        17         1       140       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 1,656,375
    : Positions                                                                               :
    :  223,264    68,483   457,128   407,259   856,390   373,540    10,803 1,461,191 1,392,805:  195,184   263,570
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:    -195,168)         :
    :  -35,890     3,356   -99,863   -29,251   -74,974     2,223    -4,878  -162,781  -176,359:  -32,387   -18,809
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5       4.1      27.6      24.6      51.7      22.6       0.7      88.2      84.1:     11.8      15.9
    :                                                                                         :
    : Total Traders:   769          Number of Traders in Each Category                        :
    :      182       135       234       307       371        25        11       631       657:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   659,065
    : Positions                                                                               :
    :  123,490    22,350   193,156   122,571   348,562   147,517     3,069   586,734   567,137:   72,331    91,928
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:     -77,468)         :
    :  -15,563       572   -40,980   -13,837   -24,330     1,909      -616   -68,472   -65,354:   -8,996   -12,114
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7       3.4      29.3      18.6      52.9      22.4       0.5      89.0      86.1:     11.0      13.9
    :                                                                                         :
    : Total Traders:   513          Number of Traders in Each Category                        :
    :      148        92       194       127       175        26        10       428       404:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   319,501
    : Positions                                                                               :
    :   64,936    11,068    59,012    85,580   226,016    78,641     3,172   288,169   299,268:   31,332    20,234
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:     -35,051)         :
    :  -18,790       419    -9,390    -9,741   -24,457     1,325    -3,106   -36,596   -36,533:    1,545     1,482
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.3       3.5      18.5      26.8      70.7      24.6       1.0      90.2      93.7:      9.8       6.3
    :                                                                                         :
    : Total Traders:   210          Number of Traders in Each Category                        :
    :       71        26        67        51        60        18         4       185       141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   303,273
    : Positions                                                                               :
    :   53,960    26,516    74,474    50,708   188,487    98,073     2,668   277,215   292,144:   26,058    11,129
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:      12,209)         :
    :    3,002    -6,604     7,535     2,551    11,971      -284      -229    12,803    12,672:     -594      -463
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8       8.7      24.6      16.7      62.2      32.3       0.9      91.4      96.3:      8.6       3.7
    :                                                                                         :
    : Total Traders:   289          Number of Traders in Each Category                        :
    :      115        67        77        59        63        23         4       237       177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   182,232
    : Positions                                                                               :
    :   21,526    39,848    44,769    15,432    67,427    81,003     1,571   162,731   153,615:   19,501    28,617
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:      -4,693)         :
    :   -8,185       765     2,646       893   -12,983     1,311       692    -3,336    -8,880:   -1,358     4,186
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.8      21.9      24.6       8.5      37.0      44.5       0.9      89.3      84.3:     10.7      15.7
    :                                                                                         :
    : Total Traders:   208          Number of Traders in Each Category                        :
    :       50        81        81        19        34        22         4       146       159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   249,378
    : Positions                                                                               :
    :   37,131    27,843    57,446    23,248   114,826   112,582       252   230,408   200,367:   18,970    49,011
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:     -13,067)         :
    :   -6,440     2,686    -2,002    -3,613   -10,747     1,004       -17   -11,051   -10,080:   -2,016    -2,987
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9      11.2      23.0       9.3      46.0      45.1       0.1      92.4      80.3:      7.6      19.7
    :                                                                                         :
    : Total Traders:   302          Number of Traders in Each Category                        :
    :       64        77        78        65       126        24         3       202       243:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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    25,367
    : Positions                                                                               :
    :    4,750     4,489     3,709     3,614     4,941     8,424         0    20,497    13,140:    4,869    12,227
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:         880)         :
    :        1       103       341       140      -111        85         0       568       333:      312       547
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7      17.7      14.6      14.2      19.5      33.2       0.0      80.8      51.8:     19.2      48.2
    :                                                                                         :
    : Total Traders:   128          Number of Traders in Each Category                        :
    :       28        25        19        27        49        18         0        81        88:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   166,098
    : Positions                                                                               :
    :   56,297    16,975    16,217    62,751   126,800    16,737       116   152,001   160,107:   14,097     5,990
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:      12,467)         :
    :    4,379       995     1,372     3,917     8,799       284       -20     9,952    11,146:    2,514     1,321
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     33.9      10.2       9.8      37.8      76.3      10.1       0.1      91.5      96.4:      8.5       3.6
    :                                                                                         :
    : Total Traders:   189          Number of Traders in Each Category                        :
    :       74        36        39        38        46        20         2       155       105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   845,656
    : Positions                                                                               :
    :  121,088   111,497   150,358   245,129   470,026   246,502    46,004   763,078   777,885:   82,578    67,771
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:       7,260)         :
    :    2,213   -11,440    16,633    -7,111     1,786       105     2,519    11,840     9,498:   -4,579    -2,238
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      13.2      17.8      29.0      55.6      29.1       5.4      90.2      92.0:      9.8       8.0
    :                                                                                         :
    : Total Traders:   246          Number of Traders in Each Category                        :
    :       71        58        67        77        77        26         8       208       180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   192,656
    : Positions                                                                               :
    :   40,476    32,757    50,706    49,869   100,742    40,616       798   181,668   185,004:   10,988     7,652
    :                                                                                         :
    : Changes from: June 19, 2007              (Change in open interest:          -7)         :
    :    1,275     2,729     2,265    -4,700    -6,104       124      -271    -1,037    -1,382:    1,029     1,374
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.0      17.0      26.3      25.9      52.3      21.1       0.4      94.3      96.0:      5.7       4.0
    :                                                                                         :
    : Total Traders:   425          Number of Traders in Each Category                        :
    :      136       125       123       105       111        24         3       321       316:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 29, 2007