COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   466,463
    : Positions                                                                               :
    :   71,428    66,528   112,014    59,006   211,903   186,590    13,128   429,038   403,573:   37,425    62,890
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:     -28,713)         :
    :  -11,066     7,805    -8,319    -3,451   -21,545    -2,218    -1,300   -25,054   -23,359:   -3,659    -5,354
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3      14.3      24.0      12.6      45.4      40.0       2.8      92.0      86.5:      8.0      13.5
    :                                                                                         :
    : Total Traders:   375          Number of Traders in Each Category                        :
    :       96       124       131        60       108        25        10       284       288:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   136,869
    : Positions                                                                               :
    :   44,428     7,125    12,234    22,969    89,219    33,900         0   113,531   108,578:   23,338    28,290
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:       5,212)         :
    :    5,064     2,731       843    -1,427     3,145     1,876       -17     6,355     6,701:   -1,143    -1,489
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     32.5       5.2       8.9      16.8      65.2      24.8       0.0      82.9      79.3:     17.1      20.7
    :                                                                                         :
    : Total Traders:   190          Number of Traders in Each Category                        :
    :       70        19        30        39        73        17         0       137       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 1,661,833
    : Positions                                                                               :
    :  214,974   102,485   465,692   431,748   813,310   371,033    10,510 1,483,448 1,391,997:  178,385   269,836
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:       5,458)         :
    :   -8,290    34,002     8,564    24,489   -43,081    -2,507      -293    22,256      -807:  -16,798     6,265
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9       6.2      28.0      26.0      48.9      22.3       0.6      89.3      83.8:     10.7      16.2
    :                                                                                         :
    : Total Traders:   802          Number of Traders in Each Category                        :
    :      184       158       247       302       362        25        11       643       675:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   682,760
    : Positions                                                                               :
    :  132,731    27,135   193,916   125,783   357,477   151,220     4,104   603,650   582,632:   79,111   100,129
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:      23,695)         :
    :    9,240     4,785       761     3,212     8,915     3,703     1,035    16,916    15,495:    6,779     8,201
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.4       4.0      28.4      18.4      52.4      22.1       0.6      88.4      85.3:     11.6      14.7
    :                                                                                         :
    : Total Traders:   513          Number of Traders in Each Category                        :
    :      162       113       179       125       175        26        11       421       394:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   319,675
    : Positions                                                                               :
    :   73,405    12,983    53,761    83,248   232,573    79,567     3,358   289,980   302,675:   29,695    17,000
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:         174)         :
    :    8,469     1,915    -5,251    -2,332     6,557       926       186     1,811     3,408:   -1,637    -3,234
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.0       4.1      16.8      26.0      72.8      24.9       1.1      90.7      94.7:      9.3       5.3
    :                                                                                         :
    : Total Traders:   219          Number of Traders in Each Category                        :
    :       77        40        59        51        62        18         3       188       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   323,396
    : Positions                                                                               :
    :   59,569    22,548    86,697    52,736   201,715    98,538     3,070   297,539   314,029:   25,857     9,367
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:      20,123)         :
    :    5,608    -3,968    12,223     2,028    13,228       465       402    20,324    21,885:     -201    -1,762
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4       7.0      26.8      16.3      62.4      30.5       0.9      92.0      97.1:      8.0       2.9
    :                                                                                         :
    : Total Traders:   303          Number of Traders in Each Category                        :
    :      130        63        87        62        62        23         4       256       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   183,293
    : Positions                                                                               :
    :   19,841    46,295    46,632    17,290    58,418    81,424       589   165,188   151,935:   18,106    31,359
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:       1,062)         :
    :   -1,685     6,447     1,863     1,858    -9,009       421      -982     2,457    -1,680:   -1,396     2,742
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8      25.3      25.4       9.4      31.9      44.4       0.3      90.1      82.9:      9.9      17.1
    :                                                                                         :
    : Total Traders:   207          Number of Traders in Each Category                        :
    :       48        79        79        22        33        23         4       142       162:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   243,801
    : Positions                                                                               :
    :   33,277    31,397    54,880    23,659   110,566   113,639       287   225,455   197,129:   18,346    46,672
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:      -5,577)         :
    :   -3,854     3,554    -2,567       411    -4,260     1,057        34    -4,953    -3,238:     -624    -2,339
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.6      12.9      22.5       9.7      45.4      46.6       0.1      92.5      80.9:      7.5      19.1
    :                                                                                         :
    : Total Traders:   296          Number of Traders in Each Category                        :
    :       68        73        74        64       125        24         5       196       240:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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    26,084
    : Positions                                                                               :
    :    4,558     4,139     4,544     3,025     4,741     8,153         0    20,280    13,423:    5,804    12,661
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:         717)         :
    :     -191      -350       834      -589      -200      -271         0      -217       284:      934       434
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5      15.9      17.4      11.6      18.2      31.3       0.0      77.7      51.5:     22.3      48.5
    :                                                                                         :
    : Total Traders:   129          Number of Traders in Each Category                        :
    :       30        23        26        24        49        18         0        88        88:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   180,839
    : Positions                                                                               :
    :   68,841    18,405    18,249    62,530   137,427    16,946        93   166,566   174,174:   14,272     6,664
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:      14,741)         :
    :   12,544     1,430     2,033      -220    10,626       209       -23    14,565    14,067:      176       674
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     38.1      10.2      10.1      34.6      76.0       9.4       0.1      92.1      96.3:      7.9       3.7
    :                                                                                         :
    : Total Traders:   199          Number of Traders in Each Category                        :
    :       74        40        45        37        46        20         2       162       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   831,077
    : Positions                                                                               :
    :  121,382   123,524   149,400   234,112   447,370   248,816    46,047   753,709   766,340:   77,368    64,737
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:     -14,579)         :
    :      294    12,027      -958   -11,018   -22,656     2,313        42    -9,369   -11,544:   -5,210    -3,034
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6      14.9      18.0      28.2      53.8      29.9       5.5      90.7      92.2:      9.3       7.8
    :                                                                                         :
    : Total Traders:   245          Number of Traders in Each Category                        :
    :       72        56        66        76        75        26         8       204       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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   200,884
    : Positions                                                                               :
    :   39,782    38,645    54,290    52,610   100,597    44,831       836   191,513   194,368:    9,371     6,516
    :                                                                                         :
    : Changes from: June 26, 2007              (Change in open interest:       8,228)         :
    :     -694     5,887     3,584     2,741      -145     4,215        38     9,845     9,364:   -1,617    -1,136
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.8      19.2      27.0      26.2      50.1      22.3       0.4      95.3      96.8:      4.7       3.2
    :                                                                                         :
    : Total Traders:   428          Number of Traders in Each Category                        :
    :      139       126       129       101       110        24         3       321       321:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 9, 2007