COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   524,336
    : Positions                                                                               :
    :   74,946    73,733   150,210    68,755   222,046   190,828    10,818   484,737   456,807:   39,598    67,529
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:      25,132)         :
    :     -138       -69    20,236     5,259     5,808     2,125     1,487    27,482    27,462:   -2,350    -2,330
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      14.1      28.6      13.1      42.3      36.4       2.1      92.4      87.1:      7.6      12.9
    :                                                                                         :
    : Total Traders:   405          Number of Traders in Each Category                        :
    :      108       130       153        66       113        25        11       317       317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   158,439
    : Positions                                                                               :
    :   49,177    10,804    13,820    33,453   106,375    35,660       696   132,110   131,695:   26,329    26,744
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:       8,750)         :
    :    3,467       392     1,079     3,905     6,852       132       493     8,584     8,816:      166       -66
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.0       6.8       8.7      21.1      67.1      22.5       0.4      83.4      83.1:     16.6      16.9
    :                                                                                         :
    : Total Traders:   214          Number of Traders in Each Category                        :
    :       74        22        33        48        85        17         3       148       135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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 1,714,010
    : Positions                                                                               :
    :  202,609   112,969   509,675   448,485   793,452   378,112    11,448 1,538,881 1,427,543:  175,129   286,467
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:      -5,591)         :
    :   -6,732    -7,275    -1,805    12,928     2,203     2,433       867     6,824    -6,009:  -12,416       417
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.8       6.6      29.7      26.2      46.3      22.1       0.7      89.8      83.3:     10.2      16.7
    :                                                                                         :
    : Total Traders:   784          Number of Traders in Each Category                        :
    :      188       149       248       299       346        25        12       639       662:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   699,603
    : Positions                                                                               :
    :  120,870    27,058   201,882   143,184   363,966   162,998     8,866   628,933   601,772:   70,670    97,831
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:     -24,965)         :
    :  -13,061     1,888    -8,398     3,890   -15,797       903     1,368   -16,666   -20,939:   -8,299    -4,026
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.3       3.9      28.9      20.5      52.0      23.3       1.3      89.9      86.0:     10.1      14.0
    :                                                                                         :
    : Total Traders:   545          Number of Traders in Each Category                        :
    :      187        94       199       140       183        25        10       450       428:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   333,832
    : Positions                                                                               :
    :   70,681    14,160    61,835    98,193   239,076    76,461     3,722   307,170   318,792:   26,662    15,039
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:      -2,984)         :
    :   -2,416       993     1,582     1,737    -5,592    -2,151       488    -1,249    -2,528:   -1,735      -456
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.2       4.2      18.5      29.4      71.6      22.9       1.1      92.0      95.5:      8.0       4.5
    :                                                                                         :
    : Total Traders:   209          Number of Traders in Each Category                        :
    :       70        33        61        51        64        18         3       181       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   368,869
    : Positions                                                                               :
    :   60,032    13,397   116,754    70,464   224,946    94,202     3,612   341,452   358,709:   27,417    10,160
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:      -3,839)         :
    :   -3,509       576     1,263    -1,505    -3,349      -805    -1,116    -4,556    -2,625:      717    -1,214
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3       3.6      31.7      19.1      61.0      25.5       1.0      92.6      97.2:      7.4       2.8
    :                                                                                         :
    : Total Traders:   305          Number of Traders in Each Category                        :
    :      139        60        96        58        64        23         6       266       189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   188,792
    : Positions                                                                               :
    :   22,460    34,239    44,665    24,189    74,430    80,554        93   171,867   153,426:   16,924    35,366
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:       1,404)         :
    :    1,838    -1,058    -2,325     3,624     4,080      -456      -104     2,681       592:   -1,277       812
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9      18.1      23.7      12.8      39.4      42.7       0.0      91.0      81.3:      9.0      18.7
    :                                                                                         :
    : Total Traders:   205          Number of Traders in Each Category                        :
    :       55        65        74        23        41        22         1       148       147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   268,048
    : Positions                                                                               :
    :   42,922    27,532    61,205    26,604   126,992   114,777       368   245,507   216,096:   22,541    51,952
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:       6,298)         :
    :    1,130    -1,718     2,686     2,845     5,726       -93    -1,272     6,568     5,423:     -271       875
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0      10.3      22.8       9.9      47.4      42.8       0.1      91.6      80.6:      8.4      19.4
    :                                                                                         :
    : Total Traders:   315          Number of Traders in Each Category                        :
    :       87        59        85        71       133        24         4       231       243:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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    34,382
    : Positions                                                                               :
    :    7,968     3,077     7,885     3,593     6,802     8,337         0    27,784    17,764:    6,598    16,618
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:       2,062)         :
    :      233      -243     1,245       140       139       107         0     1,725     1,140:      336       921
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.2       8.9      22.9      10.5      19.8      24.2       0.0      80.8      51.7:     19.2      48.3
    :                                                                                         :
    : Total Traders:   145          Number of Traders in Each Category                        :
    :       43        22        34        30        46        18         0       113        91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   182,664
    : Positions                                                                               :
    :   69,781    17,746    20,050    61,066   137,557    17,313        68   168,210   175,422:   14,454     7,242
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:       1,213)         :
    :     -753      -190     1,990        64       275       175        -9     1,476     2,066:     -264      -854
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     38.2       9.7      11.0      33.4      75.3       9.5       0.0      92.1      96.0:      7.9       4.0
    :                                                                                         :
    : Total Traders:   198          Number of Traders in Each Category                        :
    :       81        31        48        35        46        20         2       164       113:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   914,225
    : Positions                                                                               :
    :  133,784   105,894   155,055   269,360   545,715   256,026    48,084   814,225   854,747:   99,999    59,477
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:      64,745)         :
    :    2,073   -11,845    11,822    45,370    66,162     2,133     2,255    61,399    68,394:    3,346    -3,648
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6      11.6      17.0      29.5      59.7      28.0       5.3      89.1      93.5:     10.9       6.5
    :                                                                                         :
    : Total Traders:   255          Number of Traders in Each Category                        :
    :       89        50        66        71        77        25         8       213       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 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   214,522
    : Positions                                                                               :
    :   42,518    41,358    62,862    51,482   101,603    45,524     1,768   202,387   207,591:   12,135     6,932
    :                                                                                         :
    : Changes from: July 17, 2007              (Change in open interest:       3,889)         :
    :    1,227    -4,944     6,561    -2,494     2,530    -1,099       700     4,195     4,848:     -307      -960
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.8      19.3      29.3      24.0      47.4      21.2       0.8      94.3      96.8:      5.7       3.2
    :                                                                                         :
    : Total Traders:   439          Number of Traders in Each Category                        :
    :      150       119       129       107       117        24         3       334       325:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 27, 2007