COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   360,625
    : Positions                                                                               :
    :   30,675    67,915   104,041    37,555   111,513   158,273    25,553   330,544   309,022:   30,081    51,603
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:     -46,578)         :
    :      -40     2,862   -42,822    -1,054    -5,205    -2,130    -2,116   -46,046   -47,281:     -532       703
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.5      18.8      28.9      10.4      30.9      43.9       7.1      91.7      85.7:      8.3      14.3
    :                                                                                         :
    : Total Traders:   311          Number of Traders in Each Category                        :
    :       58       114       136        60        72        26        16       246       274:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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    82,454
    : Positions                                                                               :
    :   12,431    13,383     8,964    22,065    36,465    22,635     1,908    66,095    60,720:   16,358    21,734
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:      -8,688)         :
    :   -1,464      -519    -4,570    -3,671    -3,690        -8       -21    -9,714    -8,800:    1,026       112
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      16.2      10.9      26.8      44.2      27.5       2.3      80.2      73.6:     19.8      26.4
    :                                                                                         :
    : Total Traders:   129          Number of Traders in Each Category                        :
    :       22        23        29        43        52        19         3       103        95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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 1,091,888
    : Positions                                                                               :
    :   73,756   140,851   311,248   304,055   392,558   263,151    33,629   952,209   878,286:  139,679   213,602
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:    -133,684)         :
    :   -1,889    -2,279   -88,978   -38,421   -24,952    -4,314    -9,349  -133,602  -125,558:      -82    -8,126
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.8      12.9      28.5      27.8      36.0      24.1       3.1      87.2      80.4:     12.8      19.6
    :                                                                                         :
    : Total Traders:   518          Number of Traders in Each Category                        :
    :       96       131       180       206       209        24        15       440       447:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   399,233
    : Positions                                                                               :
    :   37,819    39,198   119,795    85,859   158,091   111,242    15,054   354,716   332,138:   44,517    67,095
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:     -70,066)         :
    :   -3,325     6,257   -40,948   -17,675   -27,505    -3,488    -1,631   -65,436   -63,828:   -4,629    -6,238
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.5       9.8      30.0      21.5      39.6      27.9       3.8      88.8      83.2:     11.2      16.8
    :                                                                                         :
    : Total Traders:   323          Number of Traders in Each Category                        :
    :       77        95       126        94       103        24        12       269       279:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   237,776
    : Positions                                                                               :
    :   14,777    31,433    66,435    85,480   106,877    47,683     5,169   214,374   209,914:   23,402    27,863
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:     -25,603)         :
    :   -1,723       694    -1,745   -17,580   -21,957      -655      -603   -21,704   -23,612:   -3,899    -1,992
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.2      13.2      27.9      35.9      44.9      20.1       2.2      90.2      88.3:      9.8      11.7
    :                                                                                         :
    : Total Traders:   193          Number of Traders in Each Category                        :
    :       33        42        76        50        51        18        11       156       165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   157,426
    : Positions                                                                               :
    :   15,283    26,573    39,502    23,564    72,015    65,979     3,841   144,328   141,931:   13,097    15,495
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:      -1,045)         :
    :     -769     3,039      -315       736    -4,847        34      -358      -315    -2,482:     -731     1,437
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7      16.9      25.1      15.0      45.7      41.9       2.4      91.7      90.2:      8.3       9.8
    :                                                                                         :
    : Total Traders:   205          Number of Traders in Each Category                        :
    :       54        66        56        44        46        23         7       153       150:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   140,161
    : Positions                                                                               :
    :   14,730    24,565    39,154    15,969    45,978    51,747     5,072   121,599   114,768:   18,561    25,393
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:      -1,456)         :
    :   -1,771    -1,421       500     1,066    -1,681       626        81       421    -2,521:   -1,877     1,065
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.5      17.5      27.9      11.4      32.8      36.9       3.6      86.8      81.9:     13.2      18.1
    :                                                                                         :
    : Total Traders:   192          Number of Traders in Each Category                        :
    :       57        55        74        34        36        20         6       150       149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   248,096
    : Positions                                                                               :
    :   33,006    36,812    67,420    42,645    96,965    85,503     2,021   228,574   203,219:   19,522    44,878
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:       7,552)         :
    :    2,182     1,385     6,715       766    -3,060        40        74     9,704     5,113:   -2,152     2,439
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3      14.8      27.2      17.2      39.1      34.5       0.8      92.1      81.9:      7.9      18.1
    :                                                                                         :
    : Total Traders:   311          Number of Traders in Each Category                        :
    :       63        70        83        82       132        23         6       211       262:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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    24,062
    : Positions                                                                               :
    :    3,072     3,376     4,506     3,864     3,561     6,310       794    17,752    12,238:    6,309    11,824
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:         336)         :
    :       28       458       332      -618      -985       242       -80       -17      -275:      353       612
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8      14.0      18.7      16.1      14.8      26.2       3.3      73.8      50.9:     26.2      49.1
    :                                                                                         :
    : Total Traders:   101          Number of Traders in Each Category                        :
    :       16        26        28        24        22        17         2        76        65:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   129,713
    : Positions                                                                               :
    :   34,492    16,710    22,312    47,602    85,152    16,696       242   121,103   124,417:    8,610     5,296
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:       4,929)         :
    :   -1,713       918     6,342     1,018    -2,752        27        19     5,675     4,526:     -745       403
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.6      12.9      17.2      36.7      65.6      12.9       0.2      93.4      95.9:      6.6       4.1
    :                                                                                         :
    : Total Traders:   137          Number of Traders in Each Category                        :
    :       45        24        26        30        40        20         3       109        83:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   853,180
    : Positions                                                                               :
    :  103,689    27,715   191,771   257,056   512,267   224,654    64,364   777,170   796,117:   76,010    57,062
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:     -33,318)         :
    :   -4,123     2,316    -3,444    -4,177    -8,132    -6,112    -5,752   -17,856   -15,012:  -15,462   -18,306
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.2       3.2      22.5      30.1      60.0      26.3       7.5      91.1      93.3:      8.9       6.7
    :                                                                                         :
    : Total Traders:   201          Number of Traders in Each Category                        :
    :       56        38        60        67        74        23        13       177       157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 24, 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   153,837
    : Positions                                                                               :
    :   20,946    21,581    46,920    41,713    69,530    35,645     2,786   145,225   140,818:    8,612    13,020
    :                                                                                         :
    : Changes from: February 17, 2009          (Change in open interest:      -5,282)         :
    :      509     1,734       290    -6,303   -13,071      -172        13    -5,676   -11,034:      394     5,752
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.6      14.0      30.5      27.1      45.2      23.2       1.8      94.4      91.5:      5.6       8.5
    :                                                                                         :
    : Total Traders:   321          Number of Traders in Each Category                        :
    :       79        84        81       107        98        24         5       256       231:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 27, 2009