COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   524,094
    : Positions                                                                               :
    :   79,817    67,869   148,310    69,701   226,615   187,878     8,667   485,705   451,461:   38,389    72,633
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:        -445)         :
    :   -2,441    -7,233     3,314      -171    -1,369       420     2,767     1,123    -2,521:   -1,568     2,075
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.2      12.9      28.3      13.3      43.2      35.8       1.7      92.7      86.1:      7.3      13.9
    :                                                                                         :
    : Total Traders:   399          Number of Traders in Each Category                        :
    :      123       116       142        69       110        24        13       311       307:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   169,872
    : Positions                                                                               :
    :   53,512    12,414    13,337    40,724   113,126    32,548       186   140,120   139,062:   29,752    30,810
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:       5,210)         :
    :      153       -90      -123     4,167     4,200    -2,219      -683     1,977     3,304:    3,232     1,906
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.5       7.3       7.9      24.0      66.6      19.2       0.1      82.5      81.9:     17.5      18.1
    :                                                                                         :
    : Total Traders:   203          Number of Traders in Each Category                        :
    :       63        22        31        50        87        16         2       137       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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 1,599,397
    : Positions                                                                               :
    :  191,005    81,336   462,444   399,416   760,980   371,562     9,105 1,424,427 1,313,865:  174,970   285,533
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:     -60,373)         :
    :   -9,243   -16,659   -34,696    -4,235   -14,209    -8,985    -2,003   -57,159   -67,568:   -3,214     7,194
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9       5.1      28.9      25.0      47.6      23.2       0.6      89.1      82.1:     10.9      17.9
    :                                                                                         :
    : Total Traders:   753          Number of Traders in Each Category                        :
    :      181       142       239       294       338        24         9       617       638:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   657,415
    : Positions                                                                               :
    :  117,417    25,868   174,526   134,138   354,848   159,104     8,244   585,185   563,487:   72,230    93,928
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:       4,738)         :
    :    8,424     3,265      -118       893     3,505    -3,740      -418     5,459     6,235:     -721    -1,497
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.9       3.9      26.5      20.4      54.0      24.2       1.3      89.0      85.7:     11.0      14.3
    :                                                                                         :
    : Total Traders:   513          Number of Traders in Each Category                        :
    :      171        99       160       113       188        25         7       385       398:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   327,883
    : Positions                                                                               :
    :   58,392    16,653    66,692    98,069   221,106    77,607     5,265   300,760   309,716:   27,124    18,168
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:       7,911)         :
    :   -6,217       669     6,215     9,160    -1,427      -302       691     8,855     6,148:     -944     1,763
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8       5.1      20.3      29.9      67.4      23.7       1.6      91.7      94.5:      8.3       5.5
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       64        34        60        56        61        17         4       178       140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   365,791
    : Positions                                                                               :
    :   52,255    10,233   120,254    78,408   218,782    90,093     3,652   341,010   352,920:   24,781    12,871
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:      -3,778)         :
    :   -7,745      -529     3,132     5,060    -6,899    -4,752    -2,466    -4,306    -6,763:      528     2,985
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       2.8      32.9      21.4      59.8      24.6       1.0      93.2      96.5:      6.8       3.5
    :                                                                                         :
    : Total Traders:   291          Number of Traders in Each Category                        :
    :      114        68       101        59        62        23         5       252       193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   196,957
    : Positions                                                                               :
    :   22,916    21,256    49,805    26,683    93,424    80,284       295   179,689   164,781:   17,268    32,177
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:       3,689)         :
    :     -682      -364     3,382     2,881     5,084    -1,201        27     4,381     8,129:     -692    -4,440
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      10.8      25.3      13.5      47.4      40.8       0.1      91.2      83.7:      8.8      16.3
    :                                                                                         :
    : Total Traders:   209          Number of Traders in Each Category                        :
    :       60        53        73        23        52        22         1       152       147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   242,788
    : Positions                                                                               :
    :   34,633    28,261    49,246    24,015   118,801   114,633       616   222,526   196,923:   20,262    45,865
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:     -16,246)         :
    :  -10,662        25    -3,205      -656    -8,232      -968       295   -15,490   -11,117:     -756    -5,129
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      11.6      20.3       9.9      48.9      47.2       0.3      91.7      81.1:      8.3      18.9
    :                                                                                         :
    : Total Traders:   288          Number of Traders in Each Category                        :
    :       82        40        75        61       123        25         4       210       214:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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    31,951
    : Positions                                                                               :
    :    7,935     2,734     6,444     3,077     6,049     8,355         0    25,811    15,227:    6,141    16,724
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:      -1,701)         :
    :   -1,443      -476      -333        42      -588        25         0    -1,709    -1,397:        8      -304
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.8       8.6      20.2       9.6      18.9      26.1       0.0      80.8      47.7:     19.2      52.3
    :                                                                                         :
    : Total Traders:   136          Number of Traders in Each Category                        :
    :       40        24        31        26        42        18         0       103        84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   145,705
    : Positions                                                                               :
    :   47,468    17,120    13,080    55,433   109,676    17,955       176   133,935   140,051:   11,770     5,654
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:      -8,193)         :
    :   -1,058     3,225    -3,947    -1,592    -6,218      -791        -9    -7,387    -6,949:     -806    -1,244
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     32.6      11.7       9.0      38.0      75.3      12.3       0.1      91.9      96.1:      8.1       3.9
    :                                                                                         :
    : Total Traders:   163          Number of Traders in Each Category                        :
    :       53        37        40        34        41        19         1       128       103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   866,006
    : Positions                                                                               :
    :   94,474   130,491   154,133   297,934   497,353   245,201    27,947   791,743   809,924:   74,264    56,082
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:     -15,912)         :
    :  -16,915    23,325    -7,993     7,894   -24,083    -2,698   -19,935   -19,712   -28,686:    3,800    12,774
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.9      15.1      17.8      34.4      57.4      28.3       3.2      91.4      93.5:      8.6       6.5
    :                                                                                         :
    : Total Traders:   240          Number of Traders in Each Category                        :
    :       64        62        72        70        75        23         8       197       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 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   203,881
    : Positions                                                                               :
    :   49,279    27,826    57,725    43,023   112,106    42,656        76   192,682   197,733:   11,198     6,148
    :                                                                                         :
    : Changes from: August 7, 2007             (Change in open interest:     -10,759)         :
    :    4,378    -5,051    -6,255    -3,557     5,950    -1,072    -1,933    -6,506    -7,289:   -4,253    -3,470
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.2      13.6      28.3      21.1      55.0      20.9       0.0      94.5      97.0:      5.5       3.0
    :                                                                                         :
    : Total Traders:   407          Number of Traders in Each Category                        :
    :      136       104       119        92       116        23         1       311       294:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 17, 2007