COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   578,008
    : Positions                                                                               :
    :   79,538    77,021   180,652    59,339   223,991   209,226    22,170   528,755   503,833:   49,253    74,175
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:      13,890)         :
    :   12,117       870    12,552    -3,416    -3,957    -7,875     2,247    13,378    11,712:      512     2,179
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8      13.3      31.3      10.3      38.8      36.2       3.8      91.5      87.2:      8.5      12.8
    :                                                                                         :
    : Total Traders:   429          Number of Traders in Each Category                        :
    :      115       137       178        82       123        26        14       351       350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   135,670
    : Positions                                                                               :
    :   33,481     5,886    16,419    36,656    79,023    27,636       140   114,192   101,468:   21,478    34,202
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:        -335)         :
    :      156      -290     2,006      -404    -3,877    -3,248        53    -1,490    -2,108:    1,155     1,773
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.7       4.3      12.1      27.0      58.2      20.4       0.1      84.2      74.8:     15.8      25.2
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       42        27        32        52        81        15         3       124       129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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 1,979,178
    : Positions                                                                               :
    :  323,434    79,747   553,617   484,928 1,011,183   406,149    23,135 1,768,128 1,667,682:  211,050   311,496
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:     143,761)         :
    :   -1,901      -967    90,584    27,621    39,873    20,112     4,818   136,416   134,308:    7,345     9,453
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3       4.0      28.0      24.5      51.1      20.5       1.2      89.3      84.3:     10.7      15.7
    :                                                                                         :
    : Total Traders:   782          Number of Traders in Each Category                        :
    :      259        96       223       270       352        26        13       628       627:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   791,022
    : Positions                                                                               :
    :  147,058    32,652   220,101   138,907   402,254   183,014     6,553   689,081   661,560:  101,941   129,462
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:      25,180)         :
    :     -345     1,336    12,466    15,082     4,272    -9,568     1,338    17,636    19,412:    7,544     5,767
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.6       4.1      27.8      17.6      50.9      23.1       0.8      87.1      83.6:     12.9      16.4
    :                                                                                         :
    : Total Traders:   542          Number of Traders in Each Category                        :
    :      170       108       158       132       204        26        12       409       424:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   333,217
    : Positions                                                                               :
    :   61,442    16,367    74,294    94,457   223,360    68,293     1,458   298,486   315,479:   34,731    17,738
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:       3,079)         :
    :   -5,264        40     7,308     9,191    -6,323   -10,626       114       610     1,139:    2,469     1,939
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4       4.9      22.3      28.3      67.0      20.5       0.4      89.6      94.7:     10.4       5.3
    :                                                                                         :
    : Total Traders:   193          Number of Traders in Each Category                        :
    :       64        35        54        51        58        16         4       163       128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   465,029
    : Positions                                                                               :
    :   90,196    10,867   142,333    77,395   285,484   108,579     3,734   418,502   442,418:   46,527    22,611
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:      54,579)         :
    :    6,068       139    24,851     9,139    18,914     2,289       876    42,347    44,780:   12,231     9,799
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.4       2.3      30.6      16.6      61.4      23.3       0.8      90.0      95.1:     10.0       4.9
    :                                                                                         :
    : Total Traders:   347          Number of Traders in Each Category                        :
    :      187        42        97        61        72        23         8       314       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   240,925
    : Positions                                                                               :
    :   25,796    53,413    52,450    29,762    92,492   107,801       638   215,808   198,992:   25,117    41,932
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:       6,581)         :
    :   -2,639     3,906    -2,935    -1,660     3,119    11,736       -53     4,502     4,037:    2,079     2,543
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7      22.2      21.8      12.4      38.4      44.7       0.3      89.6      82.6:     10.4      17.4
    :                                                                                         :
    : Total Traders:   244          Number of Traders in Each Category                        :
    :       55        99        83        21        50        22         5       158       191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   281,561
    : Positions                                                                               :
    :   37,874    50,017    62,795    31,425   112,499   125,334       949   257,427   226,260:   24,133    55,301
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:      16,977)         :
    :       64     2,622     7,578     5,186     5,751     3,283       140    16,111    16,092:      865       884
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5      17.8      22.3      11.2      40.0      44.5       0.3      91.4      80.4:      8.6      19.6
    :                                                                                         :
    : Total Traders:   339          Number of Traders in Each Category                        :
    :       63       105        87        83       133        24         6       220       290:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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    41,980
    : Positions                                                                               :
    :   15,208     5,803     6,706     5,970     8,449     8,774         0    36,658    20,958:    5,322    21,022
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:       3,278)         :
    :     -401       114       329     2,838     1,131      -206         0     2,560     1,574:      718     1,705
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     36.2      13.8      16.0      14.2      20.1      20.9       0.0      87.3      49.9:     12.7      50.1
    :                                                                                         :
    : Total Traders:   153          Number of Traders in Each Category                        :
    :       34        32        30        31        57        18         0        99       108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   206,777
    : Positions                                                                               :
    :   86,576    27,749    27,807    50,609   143,356    25,273     1,272   190,265   200,184:   16,512     6,593
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:      10,560)         :
    :    5,547       817     2,996     1,117     5,673        61       102     9,721     9,588:      839       972
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     41.9      13.4      13.4      24.5      69.3      12.2       0.6      92.0      96.8:      8.0       3.2
    :                                                                                         :
    : Total Traders:   216          Number of Traders in Each Category                        :
    :       99        32        50        40        49        19         2       188       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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 1,533,305
    : Positions                                                                               :
    :  215,232   104,343   312,547   450,793   986,784   388,889    47,883 1,367,461 1,451,556:  165,844    81,749
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:     123,723)         :
    :   10,971     7,630    12,436    48,245    88,837    37,214     1,142   108,866   110,045:   14,857    13,678
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.0       6.8      20.4      29.4      64.4      25.4       3.1      89.2      94.7:     10.8       5.3
    :                                                                                         :
    : Total Traders:   279          Number of Traders in Each Category                        :
    :      109        45        73        81        83        24        10       256       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 15, 2008                
    :                                    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   236,768
    : Positions                                                                               :
    :   60,891    21,640    66,943    30,274   137,617    62,080       933   220,187   227,133:   16,582     9,635
    :                                                                                         :
    : Changes from: January 8, 2008            (Change in open interest:      10,204)         :
    :      148     1,736     1,061     1,015     6,945     6,909        -1     9,133     9,741:    1,071       463
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.7       9.1      28.3      12.8      58.1      26.2       0.4      93.0      95.9:      7.0       4.1
    :                                                                                         :
    : Total Traders:   443          Number of Traders in Each Category                        :
    :      194        70       116        87       134        23         3       350       290:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 18, 2008