COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   489,379
    : Positions                                                                               :
    :   52,682    78,825   134,566    71,451   211,531   197,221     3,726   455,920   428,648:   33,460    60,731
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:       4,828)         :
    :    3,350     3,420      -814       277     1,258     1,136       205     3,949     4,069:      879       759
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8      16.1      27.5      14.6      43.2      40.3       0.8      93.2      87.6:      6.8      12.4
    :                                                                                         :
    : Total Traders:   382          Number of Traders in Each Category                        :
    :       94       128       141        71       106        26         8       283       313:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   140,554
    : Positions                                                                               :
    :   39,296    14,721    20,772    30,588    72,350    27,520       220   118,177   108,063:   22,377    32,490
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:      10,509)         :
    :     -440     1,863     2,158     4,607     3,375       394        72     6,719     7,468:    3,790     3,041
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.0      10.5      14.8      21.8      51.5      19.6       0.2      84.1      76.9:     15.9      23.1
    :                                                                                         :
    : Total Traders:   182          Number of Traders in Each Category                        :
    :       53        25        34        61        71        14         2       142       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 2007                  
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE                                                                                      
CFTC Code #002602                                                              Open Interest is 2,047,064
    : Positions                                                                               :
    :  289,343    61,132   632,052   505,174 1,024,362   379,863    11,921 1,806,432 1,729,467:  240,632   317,597
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:     -22,656)         :
    :  -10,173     1,046    -5,843    -8,328   -22,455     9,512     1,460   -14,832   -25,792:   -7,824     3,136
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1       3.0      30.9      24.7      50.0      18.6       0.6      88.2      84.5:     11.8      15.5
    :                                                                                         :
    : Total Traders:   816          Number of Traders in Each Category                        :
    :      222       128       263       312       373        26        13       672       686:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   628,757
    : Positions                                                                               :
    :   98,577    28,414   165,415   140,888   326,395   136,165     3,036   541,045   523,260:   87,712   105,497
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:        -703)         :
    :    1,105    -1,132    -4,568     8,728     7,677    -2,085      -155     3,179     1,822:   -3,882    -2,524
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7       4.5      26.3      22.4      51.9      21.7       0.5      86.0      83.2:     14.0      16.8
    :                                                                                         :
    : Total Traders:   454          Number of Traders in Each Category                        :
    :      154        92       160       121       147        26         8       385       344:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   342,741
    : Positions                                                                               :
    :   85,019    11,697    69,913    81,909   244,470    73,930        80   310,770   326,160:   31,971    16,581
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:      27,264)         :
    :   11,763     1,468     6,597     6,578    20,206      -130        50    24,808    28,321:    2,456    -1,057
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.8       3.4      20.4      23.9      71.3      21.6       0.0      90.7      95.2:      9.3       4.8
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       84        36        60        51        64        19         1       192       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   316,315
    : Positions                                                                               :
    :   51,220    46,653    81,599    53,533   171,610    98,279     1,627   284,631   301,489:   31,684    14,826
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:      11,521)         :
    :    1,958     1,229     1,926     4,216     6,695     1,139       376     9,240    10,226:    2,281     1,295
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.2      14.7      25.8      16.9      54.3      31.1       0.5      90.0      95.3:     10.0       4.7
    :                                                                                         :
    : Total Traders:   325          Number of Traders in Each Category                        :
    :      138        80        94        63        62        23         7       265       209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   186,319
    : Positions                                                                               :
    :   21,653    20,486    45,357    15,194    92,677    76,513       274   158,717   158,795:   27,602    27,525
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:       1,497)         :
    :       83     2,421    -1,057     1,914        26        66       218     1,007     1,608:      490      -111
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      11.0      24.3       8.2      49.7      41.1       0.1      85.2      85.2:     14.8      14.8
    :                                                                                         :
    : Total Traders:   194          Number of Traders in Each Category                        :
    :       60        55        74        24        38        22         2       143       146:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   331,766
    : Positions                                                                               :
    :   59,972    30,009   103,096    28,844   132,822   108,263     1,315   300,175   267,242:   31,591    64,524
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:       1,117)         :
    :     -784     1,591     2,658      -608    -2,692      -553      -206       714     1,351:      403      -235
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.1       9.0      31.1       8.7      40.0      32.6       0.4      90.5      80.6:      9.5      19.4
    :                                                                                         :
    : Total Traders:   355          Number of Traders in Each Category                        :
    :      106        54        99        83       138        26         5       279       257:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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    37,003
    : Positions                                                                               :
    :    6,588     4,457     7,203     8,668    10,840     7,628         0    30,087    22,500:    6,917    14,503
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:        -338)         :
    :     -611       774       181       693      -325      -508         0      -244       630:      -93      -968
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8      12.0      19.5      23.4      29.3      20.6       0.0      81.3      60.8:     18.7      39.2
    :                                                                                         :
    : Total Traders:   161          Number of Traders in Each Category                        :
    :       43        19        36        39        60        18         0       120       104:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   194,640
    : Positions                                                                               :
    :   66,109    17,072    29,792    67,041   139,076    17,634       157   180,576   186,097:   14,064     8,543
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:       7,359)         :
    :    5,579       979     2,974      -412     2,683       -57       -61     8,084     6,574:     -725       784
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     34.0       8.8      15.3      34.4      71.5       9.1       0.1      92.8      95.6:      7.2       4.4
    :                                                                                         :
    : Total Traders:   237          Number of Traders in Each Category                        :
    :       85        62        67        40        51        20         2       189       151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   814,762
    : Positions                                                                               :
    :   90,514   104,575   152,245   248,703   457,051   232,205    25,352   723,666   739,222:   91,096    75,540
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:       9,718)         :
    :    3,396    16,437     4,491   -11,339   -20,419     3,449     2,175        -4     2,683:    9,722     7,035
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1      12.8      18.7      30.5      56.1      28.5       3.1      88.8      90.7:     11.2       9.3
    :                                                                                         :
    : Total Traders:   235          Number of Traders in Each Category                        :
    :       61        66        70        73        73        24         9       195       184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   194,142
    : Positions                                                                               :
    :   34,069    35,192    50,956    52,421    97,403    42,156     1,401   179,602   184,952:   14,540     9,190
    :                                                                                         :
    : Changes from: March 20, 2007             (Change in open interest:      10,772)         :
    :    3,677       802     5,654      -884     3,033       349         6     8,795     9,496:    1,977     1,276
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5      18.1      26.2      27.0      50.2      21.7       0.7      92.5      95.3:      7.5       4.7
    :                                                                                         :
    : Total Traders:   424          Number of Traders in Each Category                        :
    :      148       115       117       111       103        24         4       336       298:
-------------------------------------------------------------------------------------------------------------------
 

Updated March 30, 2007