COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   445,887
    : Positions                                                                               :
    :   52,172    58,791   108,222    54,134   208,378   197,896     9,750   412,425   385,141:   33,462    60,746
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:     -23,973)         :
    :    4,077    -2,010   -21,230    -1,570     1,320    -1,363      -670   -20,087   -22,590:   -3,886    -1,383
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7      13.2      24.3      12.1      46.7      44.4       2.2      92.5      86.4:      7.5      13.6
    :                                                                                         :
    : Total Traders:   340          Number of Traders in Each Category                        :
    :       77       115       118        65        99        25         8       260       265:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   142,543
    : Positions                                                                               :
    :   31,309    17,097    15,788    32,941    72,252    31,432       656   111,471   105,793:   31,072    36,749
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:      -4,346)         :
    :     -376    -2,955    -1,298    -3,728      -918     5,463        20        61    -5,151:   -4,407       805
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.0      12.0      11.1      23.1      50.7      22.1       0.5      78.2      74.2:     21.8      25.8
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       56        20        36        60        70        17         1       145       117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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 1,843,103
    : Positions                                                                               :
    :  213,933    73,762   545,274   505,722   915,049   359,509    13,198 1,624,438 1,547,283:  218,664   295,820
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:    -183,690)         :
    :    4,240     1,724  -130,917   -36,896   -36,270    -1,350      -109  -164,923  -165,571:  -18,767   -18,119
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6       4.0      29.6      27.4      49.6      19.5       0.7      88.1      83.9:     11.9      16.1
    :                                                                                         :
    : Total Traders:   803          Number of Traders in Each Category                        :
    :      181       147       246       331       372        25        12       669       673:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   551,120
    : Positions                                                                               :
    :   66,977    34,152   148,693   131,284   268,637   136,633     1,431   483,587   452,914:   67,532    98,206
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:     -90,645)         :
    :  -13,038     1,937   -40,269   -32,687   -50,433      -795      -137   -86,789   -88,901:   -3,856    -1,744
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.2       6.2      27.0      23.8      48.7      24.8       0.3      87.7      82.2:     12.3      17.8
    :                                                                                         :
    : Total Traders:   450          Number of Traders in Each Category                        :
    :      119        88       167       130       150        26         8       381       359:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   329,345
    : Positions                                                                               :
    :   74,119    15,404    55,690    93,006   236,299    74,006     3,384   296,821   310,776:   32,524    18,569
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:     -21,969)         :
    :  -11,307     2,379    -5,284    -3,633   -14,768     1,050      -135   -19,173   -17,807:   -2,796    -4,162
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.5       4.7      16.9      28.2      71.7      22.5       1.0      90.1      94.4:      9.9       5.6
    :                                                                                         :
    : Total Traders:   210          Number of Traders in Each Category                        :
    :       71        32        59        56        60        18         4       184       137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   297,980
    : Positions                                                                               :
    :   48,506    66,583    64,697    61,795   147,602    97,173     2,680   272,171   281,563:   25,809    16,417
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:      -2,501)         :
    :     -379     1,106    -1,816     1,490    -1,101      -291       -51      -997    -1,862:   -1,504      -638
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      22.3      21.7      20.7      49.5      32.6       0.9      91.3      94.5:      8.7       5.5
    :                                                                                         :
    : Total Traders:   340          Number of Traders in Each Category                        :
    :      120       116        86        65        55        23         5       249       227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   183,816
    : Positions                                                                               :
    :   27,525    22,376    46,417    10,641    89,064    76,499       432   161,081   158,288:   22,735    25,528
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:       7,330)         :
    :      121    -1,041     5,576     1,089     1,985       469       158     7,255     6,679:       74       651
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0      12.2      25.3       5.8      48.5      41.6       0.2      87.6      86.1:     12.4      13.9
    :                                                                                         :
    : Total Traders:   203          Number of Traders in Each Category                        :
    :       71        48        76        21        35        22         3       155       143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   293,664
    : Positions                                                                               :
    :   47,839    26,866    84,283    25,529   126,020   109,173       994   266,824   238,162:   26,840    55,502
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:      -8,404)         :
    :   -2,906      -164    -1,732    -1,869    -3,588       283       -58    -6,224    -5,542:   -2,180    -2,862
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3       9.1      28.7       8.7      42.9      37.2       0.3      90.9      81.1:      9.1      18.9
    :                                                                                         :
    : Total Traders:   319          Number of Traders in Each Category                        :
    :       89        49        83        80       132        24         3       243       234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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    29,642
    : Positions                                                                               :
    :    6,166     2,410     3,990     4,961     9,301     8,300       199    23,418    15,901:    6,224    13,741
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:          63)         :
    :       95       127       189      -379      -295        80        24       -15        46:       77        17
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.8       8.1      13.5      16.7      31.4      28.0       0.7      79.0      53.6:     21.0      46.4
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       41        20        23        36        59        17         1       107        95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   158,873
    : Positions                                                                               :
    :   53,660    12,861    19,520    58,175   121,949    15,936       176   147,291   154,506:   11,582     4,367
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:      -6,655)         :
    :   -5,922    -2,531       709    -1,093    -3,684       193        53    -6,113    -5,453:     -542    -1,203
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     33.8       8.1      12.3      36.6      76.8      10.0       0.1      92.7      97.3:      7.3       2.7
    :                                                                                         :
    : Total Traders:   181          Number of Traders in Each Category                        :
    :       72        35        43        36        44        20         2       150       108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   841,860
    : Positions                                                                               :
    :   96,058   133,896   130,942   312,923   482,137   225,970    23,656   765,894   770,631:   75,966    71,229
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:      21,953)         :
    :   -5,109     2,349     7,480    29,358    18,081       304    -1,794    32,034    26,117:  -10,081    -4,164
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.4      15.9      15.6      37.2      57.3      26.8       2.8      91.0      91.5:      9.0       8.5
    :                                                                                         :
    : Total Traders:   241          Number of Traders in Each Category                        :
    :       62        69        67        73        73        25        11       197       186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 24, 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   184,866
    : Positions                                                                               :
    :   31,373    39,923    45,171    55,360    91,136    41,055       992   172,959   177,222:   11,907     7,644
    :                                                                                         :
    : Changes from: April 17, 2007             (Change in open interest:       4,042)         :
    :     -925     5,968     3,787     3,224    -5,008      -153      -132     5,934     4,615:   -1,892      -573
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0      21.6      24.4      29.9      49.3      22.2       0.5      93.6      95.9:      6.4       4.1
    :                                                                                         :
    : Total Traders:   402          Number of Traders in Each Category                        :
    :      122       133       109       108        97        24         4       307       295:
-------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------
 

Updated April 27, 2007