COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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   479,068
    : Positions                                                                               :
    :   71,375    61,950   119,034    56,491   211,417   190,966     9,888   437,866   402,289:   41,202    76,779
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:       5,734)         :
    :      -87    -1,384     3,040     3,221       774      -244     2,382     5,930     4,812:     -195       922
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9      12.9      24.8      11.8      44.1      39.9       2.1      91.4      84.0:      8.6      16.0
    :                                                                                         :
    : Total Traders:   389          Number of Traders in Each Category                        :
    :      131       102       131        70       117        24        12       291       308:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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   151,446
    : Positions                                                                               :
    :   49,990    11,849    12,593    42,064   113,794    34,559       118   139,206   138,354:   12,241    13,092
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:     -13,111)         :
    :   -1,621       376     1,280       -75    -2,132       313         0      -102      -476:  -13,009   -12,635
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     33.0       7.8       8.3      27.8      75.1      22.8       0.1      91.9      91.4:      8.1       8.6
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       60        27        22        47        88        16         2       129       133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 1,521,929
    : Positions                                                                               :
    :  190,451    90,728   411,742   393,555   739,195   369,540    10,064 1,365,288 1,251,728:  156,641   270,200
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:      11,171)         :
    :  -11,027     7,217    11,024     6,407    -1,840     5,375       556    11,779    16,957:     -607    -5,786
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       6.0      27.1      25.9      48.6      24.3       0.7      89.7      82.2:     10.3      17.8
    :                                                                                         :
    : Total Traders:   729          Number of Traders in Each Category                        :
    :      155       145       233       263       326        24         8       577       612:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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   659,541
    : Positions                                                                               :
    :  114,128    22,825   182,050   126,659   345,560   165,682     8,530   588,519   558,965:   71,023   100,576
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:      21,415)         :
    :    7,534       948     8,356    -3,159    10,159     5,157       240    17,888    19,703:    3,527     1,713
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.3       3.5      27.6      19.2      52.4      25.1       1.3      89.2      84.8:     10.8      15.2
    :                                                                                         :
    : Total Traders:   497          Number of Traders in Each Category                        :
    :      150       111       171       115       184        25         7       379       401:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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   297,412
    : Positions                                                                               :
    :   48,499    15,388    56,030    90,144   205,113    76,478     4,143   271,151   280,673:   26,261    16,739
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:      -2,585)         :
    :    7,754    -4,802    -1,007   -10,398     5,520        75      -522    -3,575      -810:      990    -1,775
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3       5.2      18.8      30.3      69.0      25.7       1.4      91.2      94.4:      8.8       5.6
    :                                                                                         :
    : Total Traders:   198          Number of Traders in Each Category                        :
    :       52        48        67        57        59        17         4       173       144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 - ICE FUTURES U.S.                                                                                    
CFTC Code #033661                                                              Open Interest is   365,542
    : Positions                                                                               :
    :   47,365    16,177   120,866    79,310   213,925    95,170     3,963   342,710   354,930:   22,831    10,611
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:       9,047)         :
    :    3,465    -2,966     3,851    -3,026    11,678     5,230      -497     9,520    12,066:     -473    -3,020
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0       4.4      33.1      21.7      58.5      26.0       1.1      93.8      97.1:      6.2       2.9
    :                                                                                         :
    : Total Traders:   298          Number of Traders in Each Category                        :
    :      116        67        94        68        63        22         4       253       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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   195,547
    : Positions                                                                               :
    :   21,014    21,227    47,014    28,781    92,263    81,899       825   178,708   161,328:   16,839    34,218
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:         396)         :
    :      -39     1,091    -2,106     1,538    -1,009       826       473       218    -1,550:      178     1,946
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7      10.9      24.0      14.7      47.2      41.9       0.4      91.4      82.5:      8.6      17.5
    :                                                                                         :
    : Total Traders:   204          Number of Traders in Each Category                        :
    :       53        59        73        21        46        23         3       147       147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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   253,578
    : Positions                                                                               :
    :   42,400    23,656    54,997    21,399   123,917   115,199       845   233,995   203,416:   19,583    50,162
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:       5,134)         :
    :    2,840    -2,528     1,000      -661     5,399       879        29     4,058     3,900:    1,076     1,235
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7       9.3      21.7       8.4      48.9      45.4       0.3      92.3      80.2:      7.7      19.8
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :       84        45        84        52       119        25         4       199       224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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    32,169
    : Positions                                                                               :
    :    9,167     1,552     7,051     2,655     6,628     8,402         0    27,275    15,230:    4,894    16,939
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:        -554)         :
    :      447      -337       397      -612       264        69        -5       301       319:     -855      -873
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.5       4.8      21.9       8.3      20.6      26.1       0.0      84.8      47.3:     15.2      52.7
    :                                                                                         :
    : Total Traders:   131          Number of Traders in Each Category                        :
    :       42        23        29        19        37        19         0        97        76:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2007               
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.                                                                                           
CFTC Code #073732                                                              Open Interest is   133,991
    : Positions                                                                               :
    :   30,400    14,709    15,911    58,873    97,352    18,658       245   123,842   128,217:   10,149     5,774
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:      -3,561)         :
    :     -643       446       744    -4,594    -5,059       677       -25    -3,816    -3,896:      256       335
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.7      11.0      11.9      43.9      72.7      13.9       0.2      92.4      95.7:      7.6       4.3
    :                                                                                         :
    : Total Traders:   153          Number of Traders in Each Category                        :
    :       47        35        36        39        37        19         1       124        95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 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 - ICE FUTURES U.S.                                                                                    
CFTC Code #080732                                                              Open Interest is   877,867
    : Positions                                                                               :
    :   95,437   130,706   164,723   287,011   487,875   252,060    29,676   799,232   812,980:   78,635    64,886
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:      21,531)         :
    :    1,647      -310     7,289     4,650     8,195     4,206     3,149    17,792    18,323:    3,739     3,208
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.9      14.9      18.8      32.7      55.6      28.7       3.4      91.0      92.6:      9.0       7.4
    :                                                                                         :
    : Total Traders:   236          Number of Traders in Each Category                        :
    :       59        62        73        72        73        24         6       199       178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 4, 2007               
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - ICE FUTURES U.S.                                                                                        
CFTC Code #083731                                                              Open Interest is   198,605
    : Positions                                                                               :
    :   44,428    29,560    60,224    39,055    99,918    43,468       367   187,176   190,070:   11,429     8,535
    :                                                                                         :
    : Changes from: August 28, 2007            (Change in open interest:       4,825)         :
    :      210     3,847       906        16    -2,167     1,407       357     2,539     2,942:    2,286     1,883
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.4      14.9      30.3      19.7      50.3      21.9       0.2      94.2      95.7:      5.8       4.3
    :                                                                                         :
    : Total Traders:   399          Number of Traders in Each Category                        :
    :      117       122       129        90       114        23         1       294       311:
-------------------------------------------------------------------------------------------------------------------
 

Updated September 7, 2007