COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   551,037
    : Positions                                                                               :
    :   62,560    70,878   182,060    68,659   198,152   193,724    14,806   507,004   465,896:   44,033    85,141
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:      12,905)         :
    :    3,487     2,511     5,180      -201       378     2,758      -689    11,224     7,381:    1,681     5,524
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.4      12.9      33.0      12.5      36.0      35.2       2.7      92.0      84.5:      8.0      15.5
    :                                                                                         :
    : Total Traders:   421          Number of Traders in Each Category                        :
    :      128       127       170        83       120        24        16       330       357:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   156,384
    : Positions                                                                               :
    :   38,931     7,786    24,190    38,952    91,237    33,291       187   135,364   123,399:   21,021    32,985
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:       4,921)         :
    :     -356      -205     3,545     2,357     2,320     1,377       -16     6,923     5,644:   -2,003      -723
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.9       5.0      15.5      24.9      58.3      21.3       0.1      86.6      78.9:     13.4      21.1
    :                                                                                         :
    : Total Traders:   182          Number of Traders in Each Category                        :
    :       47        26        30        53        82        15         2       130       128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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 1,640,585
    : Positions                                                                               :
    :  205,834    98,212   483,478   404,216   755,770   374,076    16,749 1,467,604 1,354,209:  172,981   286,376
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:       9,632)         :
    :    4,521    -1,682     6,371    -4,248     5,061     1,978     1,174     8,622    10,924:    1,011    -1,292
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       6.0      29.5      24.6      46.1      22.8       1.0      89.5      82.5:     10.5      17.5
    :                                                                                         :
    : Total Traders:   711          Number of Traders in Each Category                        :
    :      175       142       244       257       302        25        12       587       601:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   785,306
    : Positions                                                                               :
    :  140,992    23,760   231,492   167,635   413,143   176,300     7,569   716,419   675,964:   68,887   109,341
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:         852)         :
    :    3,513       969       250     8,227    11,277     1,988      -596    13,978    11,900:  -13,126   -11,048
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.0       3.0      29.5      21.3      52.6      22.4       1.0      91.2      86.1:      8.8      13.9
    :                                                                                         :
    : Total Traders:   564          Number of Traders in Each Category                        :
    :      191        94       207       148       209        25         9       454       467:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   323,190
    : Positions                                                                               :
    :   64,591    14,533    61,266    94,335   229,526    74,043     2,511   294,236   307,837:   28,954    15,352
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:      12,942)         :
    :     -310     2,539     2,529     6,893     6,561     1,447     1,103    10,560    12,734:    2,382       208
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.0       4.5      19.0      29.2      71.0      22.9       0.8      91.0      95.2:      9.0       4.8
    :                                                                                         :
    : Total Traders:   211          Number of Traders in Each Category                        :
    :       75        32        65        54        61        17         4       182       142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   424,585
    : Positions                                                                               :
    :   73,393     8,517   148,644    70,144   249,042    99,599     4,098   391,781   410,301:   32,804    14,284
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:      12,945)         :
    :    2,921      -628     3,398        66     9,083     3,291       141     9,677    11,994:    3,269       951
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.3       2.0      35.0      16.5      58.7      23.5       1.0      92.3      96.6:      7.7       3.4
    :                                                                                         :
    : Total Traders:   329          Number of Traders in Each Category                        :
    :      158        51       117        62        67        22         6       304       199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   196,170
    : Positions                                                                               :
    :   25,976    35,560    46,314    20,084    74,830    84,346     1,287   176,720   157,990:   19,449    38,179
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:       9,374)         :
    :    3,540     2,116     2,539       550     2,861     1,123      -100     7,752     7,417:    1,622     1,957
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2      18.1      23.6      10.2      38.1      43.0       0.7      90.1      80.5:      9.9      19.5
    :                                                                                         :
    : Total Traders:   228          Number of Traders in Each Category                        :
    :       55        78        83        18        50        22         4       151       178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   251,894
    : Positions                                                                               :
    :   37,570    35,168    48,832    29,898   116,656   116,914       491   233,214   201,147:   18,680    50,747
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:       3,893)         :
    :    1,550       676       515     1,048       910     1,187         3     4,300     2,104:     -407     1,789
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9      14.0      19.4      11.9      46.3      46.4       0.2      92.6      79.9:      7.4      20.1
    :                                                                                         :
    : Total Traders:   302          Number of Traders in Each Category                        :
    :       69        78        85        63       116        24         3       197       250:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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    29,924
    : Positions                                                                               :
    :    8,803     2,560     4,885     2,749     5,908     9,022        12    25,459    13,365:    4,465    16,559
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:       1,033)         :
    :      435       737        60        61       132       102       -52       657       877:      376       156
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.4       8.6      16.3       9.2      19.7      30.1       0.0      85.1      44.7:     14.9      55.3
    :                                                                                         :
    : Total Traders:   129          Number of Traders in Each Category                        :
    :       37        22        29        25        42        17         3        96        83:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   144,154
    : Positions                                                                               :
    :   41,054    11,263    19,400    51,835   106,324    21,126       112   133,416   137,099:   10,738     7,055
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:       1,049)         :
    :        0     1,469     1,315        93    -2,665       158         1     1,566       119:     -517       930
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.5       7.8      13.5      36.0      73.8      14.7       0.1      92.6      95.1:      7.4       4.9
    :                                                                                         :
    : Total Traders:   162          Number of Traders in Each Category                        :
    :       55        27        46        39        46        19         1       139       103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   950,044
    : Positions                                                                               :
    :  120,253   102,969   171,798   269,392   593,397   289,477    18,760   850,920   886,925:   99,124    63,119
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:      67,931)         :
    :    8,127       391    21,008    28,307    46,088     5,372      -481    62,813    67,006:    5,117       925
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      10.8      18.1      28.4      62.5      30.5       2.0      89.6      93.4:     10.4       6.6
    :                                                                                         :
    : Total Traders:   238          Number of Traders in Each Category                        :
    :       69        57        55        68        67        24         7       195       156:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   224,737
    : Positions                                                                               :
    :   60,034    15,913    70,791    35,646   130,756    46,633       646   213,104   218,106:   11,633     6,631
    :                                                                                         :
    : Changes from: October 16, 2007           (Change in open interest:      -5,969)         :
    :   -3,841    -2,320    -1,072    -1,129    -1,428     1,461       -49    -4,582    -4,869:   -1,388    -1,100
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.7       7.1      31.5      15.9      58.2      20.7       0.3      94.8      97.0:      5.2       3.0
    :                                                                                         :
    : Total Traders:   418          Number of Traders in Each Category                        :
    :      172        69       127       105       132        22         3       346       296:
-------------------------------------------------------------------------------------------------------------------
 

Updated October 26, 2007