COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   358,382
    : Positions                                                                               :
    :   29,808    59,782   107,926    35,392   122,143   159,761    20,094   332,887   309,944:   25,495    48,438
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:       5,434)         :
    :   -2,641     6,563     3,989     4,584    -4,875       642    -1,276     6,574     4,401:   -1,140     1,033
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.3      16.7      30.1       9.9      34.1      44.6       5.6      92.9      86.5:      7.1      13.5
    :                                                                                         :
    : Total Traders:   296          Number of Traders in Each Category                        :
    :       60       106       124        65        80        25        16       237       260:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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    86,624
    : Positions                                                                               :
    :   13,255     8,319    12,580    23,896    43,063    20,211       790    69,943    64,753:   16,681    21,872
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:        -569)         :
    :     -680       872       884       682    -1,613      -495      -525       391      -382:     -960      -187
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3       9.6      14.5      27.6      49.7      23.3       0.9      80.7      74.8:     19.3      25.2
    :                                                                                         :
    : Total Traders:   124          Number of Traders in Each Category                        :
    :       27        15        26        45        50        18         4       105        86:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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 1,258,263
    : Positions                                                                               :
    :   79,981    97,093   445,919   326,139   459,148   267,071    40,228 1,119,110 1,042,389:  139,153   215,875
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:     -11,904)         :
    :    5,526    -1,672    -3,965   -10,443    -9,459    -2,551     3,247   -11,432   -11,849:     -471       -55
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.4       7.7      35.4      25.9      36.5      21.2       3.2      88.9      82.8:     11.1      17.2
    :                                                                                         :
    : Total Traders:   602          Number of Traders in Each Category                        :
    :      128       149       222       217       245        25        15       493       534:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   442,483
    : Positions                                                                               :
    :   43,583    23,727   156,916    87,931   182,436   109,813    14,090   398,243   377,169:   44,240    65,313
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:      29,212)         :
    :      578     4,383    15,580    11,089     8,034     2,168     1,690    29,414    29,687:     -201      -474
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.8       5.4      35.5      19.9      41.2      24.8       3.2      90.0      85.2:     10.0      14.8
    :                                                                                         :
    : Total Traders:   350          Number of Traders in Each Category                        :
    :       99        87       144        96       113        25        15       298       302:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   251,296
    : Positions                                                                               :
    :   12,170    26,452    67,099    96,084   131,447    51,420     6,125   226,774   231,123:   24,523    20,173
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:      10,834)         :
    :     -244     3,324     3,012     7,890     4,341       248       849    10,905    11,527:      -71      -693
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      4.8      10.5      26.7      38.2      52.3      20.5       2.4      90.2      92.0:      9.8       8.0
    :                                                                                         :
    : Total Traders:   186          Number of Traders in Each Category                        :
    :       28        44        67        50        59        18         8       144       158:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   202,131
    : Positions                                                                               :
    :   17,233    13,480    65,767    34,765   102,854    70,164     8,627   187,928   190,729:   14,203    11,403
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:      -1,571)         :
    :   -1,604        83    -1,896       734      -267       303       438    -2,463    -1,642:      892        71
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.5       6.7      32.5      17.2      50.9      34.7       4.3      93.0      94.4:      7.0       5.6
    :                                                                                         :
    : Total Traders:   197          Number of Traders in Each Category                        :
    :       64        47        57        51        53        24         7       162       143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   156,762
    : Positions                                                                               :
    :   30,772    27,584    37,376    15,449    63,709    53,544     2,346   137,142   131,015:   19,620    25,746
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:      -2,118)         :
    :     -263     3,876     2,112    -1,052    -7,937    -2,299       500    -1,503    -1,449:     -615      -668
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.6      17.6      23.8       9.9      40.6      34.2       1.5      87.5      83.6:     12.5      16.4
    :                                                                                         :
    : Total Traders:   200          Number of Traders in Each Category                        :
    :       53        58        67        39        45        19         9       147       159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   254,238
    : Positions                                                                               :
    :   31,584    40,096    70,131    42,370    99,385    88,278     2,785   232,363   212,397:   21,875    41,841
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:       4,532)         :
    :    4,168     4,700     4,204     1,189    -3,369    -3,070       356     6,491     5,890:   -1,959    -1,358
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4      15.8      27.6      16.7      39.1      34.7       1.1      91.4      83.5:      8.6      16.5
    :                                                                                         :
    : Total Traders:   317          Number of Traders in Each Category                        :
    :       67        71        90        84       136        23         7       224       269:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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    23,105
    : Positions                                                                               :
    :    2,675     6,332     3,970     5,134     3,075     6,505       594    18,285    13,971:    4,821     9,134
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:         553)         :
    :      223        99       -41       408       -63      -285         5       305        -0:      248       553
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      27.4      17.2      22.2      13.3      28.2       2.6      79.1      60.5:     20.9      39.5
    :                                                                                         :
    : Total Traders:    99          Number of Traders in Each Category                        :
    :       15        27        25        22        22        18         4        75        64:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   129,693
    : Positions                                                                               :
    :   28,895    14,278    20,931    53,583    86,979    18,711     3,022   122,120   125,210:    7,573     4,483
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:      -8,134)         :
    :   -5,000    -1,952       607       682    -2,133       -79      -302    -3,790    -3,782:   -4,344    -4,352
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.3      11.0      16.1      41.3      67.1      14.4       2.3      94.2      96.5:      5.8       3.5
    :                                                                                         :
    : Total Traders:   137          Number of Traders in Each Category                        :
    :       41        19        36        40        41        21         4       121        91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   970,670
    : Positions                                                                               :
    :   89,582    42,975   262,780   282,534   526,970   260,324    75,848   895,220   908,573:   75,450    62,097
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:       4,943)         :
    :   13,128    -4,270     1,871      -929     8,143   -13,139     2,780       930     8,524:    4,013    -3,581
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.2       4.4      27.1      29.1      54.3      26.8       7.8      92.2      93.6:      7.8       6.4
    :                                                                                         :
    : Total Traders:   224          Number of Traders in Each Category                        :
    :       64        48        76        74        75        23        14       197       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 20, 2009                
    :                                    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   166,899
    : Positions                                                                               :
    :   19,959    21,176    53,941    46,590    78,705    35,834     4,436   156,325   158,258:   10,574     8,641
    :                                                                                         :
    : Changes from: January 13, 2009           (Change in open interest:       1,079)         :
    :    2,259      -727       461      -917     2,483      -559       381     1,244     2,598:     -165    -1,519
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.0      12.7      32.3      27.9      47.2      21.5       2.7      93.7      94.8:      6.3       5.2
    :                                                                                         :
    : Total Traders:   320          Number of Traders in Each Category                        :
    :       90        74        89       107       100        24         6       269       228:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 23, 2009