COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   397,450
    : Positions                                                                               :
    :   33,332    65,147   125,350    49,554   130,977   158,697    28,004   366,933   349,479:   30,518    47,972
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:       7,260)         :
    :   -1,575    -4,246     7,333     1,791     4,354    -1,462    -1,309     6,087     6,132:    1,173     1,128
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.4      16.4      31.5      12.5      33.0      39.9       7.0      92.3      87.9:      7.7      12.1
    :                                                                                         :
    : Total Traders:   345          Number of Traders in Each Category                        :
    :       77       122       148        64        81        28        19       269       304:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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    85,953
    : Positions                                                                               :
    :   12,834    11,046    11,473    19,743    41,776    26,720       344    70,770    64,639:   15,183    21,315
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:       1,886)         :
    :   -2,725    -1,214     1,188       473     3,301     4,220      -281     3,156     2,994:   -1,270    -1,108
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9      12.9      13.3      23.0      48.6      31.1       0.4      82.3      75.2:     17.7      24.8
    :                                                                                         :
    : Total Traders:   144          Number of Traders in Each Category                        :
    :       25        31        35        44        57        20         4       114       108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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 1,195,955
    : Positions                                                                               :
    :   87,583    74,115   376,260   311,050   490,900   282,859    41,750 1,057,752   983,025:  138,203   212,929
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:      35,889)         :
    :   -2,779    -4,609    13,381    12,776    26,576    11,888    -2,610    35,265    32,737:      624     3,152
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.3       6.2      31.5      26.0      41.0      23.7       3.5      88.4      82.2:     11.6      17.8
    :                                                                                         :
    : Total Traders:   557          Number of Traders in Each Category                        :
    :      118       130       207       214       236        26        16       479       490:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   452,203
    : Positions                                                                               :
    :   47,031    29,855   153,501    78,185   180,140   126,269    16,243   404,986   379,738:   47,217    72,465
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:      30,602)         :
    :    9,481    -8,665    12,452    -3,011    19,956     7,621       211    26,542    23,953:    4,060     6,649
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.4       6.6      33.9      17.3      39.8      27.9       3.6      89.6      84.0:     10.4      16.0
    :                                                                                         :
    : Total Traders:   355          Number of Traders in Each Category                        :
    :       99        95       153        91       109        26        14       302       305:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   241,550
    : Positions                                                                               :
    :   15,407    39,387    56,799    92,681   111,938    47,759     8,414   212,646   216,538:   28,905    25,013
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:       1,506)         :
    :   -1,564    -4,267     1,011    -5,274     4,724     3,062       348    -2,764     1,816:    4,271      -310
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.4      16.3      23.5      38.4      46.3      19.8       3.5      88.0      89.6:     12.0      10.4
    :                                                                                         :
    : Total Traders:   196          Number of Traders in Each Category                        :
    :       37        59        62        49        50        19         9       152       153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   186,137
    : Positions                                                                               :
    :   20,304    28,601    45,202    38,982    92,615    65,268     5,840   169,756   172,257:   16,382    13,880
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:      10,234)         :
    :      948    -2,371     1,623     4,078    11,508     1,867       280     8,516    11,039:    1,718      -805
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.9      15.4      24.3      20.9      49.8      35.1       3.1      91.2      92.5:      8.8       7.5
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       74        61        62        52        50        24        10       178       161:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   152,639
    : Positions                                                                               :
    :   13,011    23,669    40,951    15,878    53,597    55,798     4,511   125,638   122,728:   27,001    29,910
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:         150)         :
    :   -2,252    -2,833     2,117       683     1,719    -2,087      -574    -1,539       429:    1,689      -279
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.5      15.5      26.8      10.4      35.1      36.6       3.0      82.3      80.4:     17.7      19.6
    :                                                                                         :
    : Total Traders:   188          Number of Traders in Each Category                        :
    :       54        51        71        34        39        21         7       149       144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   257,856
    : Positions                                                                               :
    :   34,336    39,849    61,131    49,988   108,634    84,761     2,637   230,217   212,251:   27,639    45,605
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:       6,617)         :
    :    2,423      -633       957     1,033     7,400      -473      -141     3,939     7,582:    2,678      -965
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3      15.5      23.7      19.4      42.1      32.9       1.0      89.3      82.3:     10.7      17.7
    :                                                                                         :
    : Total Traders:   318          Number of Traders in Each Category                        :
    :       65        75        82        90       132        25         8       224       261:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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    24,201
    : Positions                                                                               :
    :    3,300     3,820     4,938     3,258     3,363     6,204     1,232    17,700    13,354:    6,501    10,848
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:      -1,271)         :
    :      148       -25       121      -487       113      -229       -78      -446       132:     -825    -1,403
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.6      15.8      20.4      13.5      13.9      25.6       5.1      73.1      55.2:     26.9      44.8
    :                                                                                         :
    : Total Traders:   105          Number of Traders in Each Category                        :
    :       18        26        26        22        29        18         4        76        70:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   123,771
    : Positions                                                                               :
    :   29,448    11,659    23,815    46,041    81,424    15,990     1,246   115,294   118,144:    8,477     5,626
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:      -3,864)         :
    :   -1,275      -224    -4,652      -653     1,570     1,609        32    -4,971    -3,273:    1,107      -591
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.8       9.4      19.2      37.2      65.8      12.9       1.0      93.2      95.5:      6.8       4.5
    :                                                                                         :
    : Total Traders:   137          Number of Traders in Each Category                        :
    :       37        28        28        36        41        20         5       109        90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   931,330
    : Positions                                                                               :
    :  106,879    16,553   211,107   286,376   574,694   248,261    59,896   852,623   862,249:   78,707    69,081
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:      61,829)         :
    :    8,459   -10,142     7,056    20,890    62,939    18,805       -38    55,210    59,814:    6,620     2,015
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5       1.8      22.7      30.7      61.7      26.7       6.4      91.5      92.6:      8.5       7.4
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       50        38        67        64        77        25        15       175       165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 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   178,041
    : Positions                                                                               :
    :   22,785    20,318    53,407    53,588    90,161    37,239     5,100   167,019   168,986:   11,022     9,054
    :                                                                                         :
    : Changes from: March 17, 2009             (Change in open interest:       4,942)         :
    :      772    -5,481     1,500    -1,136     7,346     1,646        79     2,782     3,443:    2,160     1,499
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8      11.4      30.0      30.1      50.6      20.9       2.9      93.8      94.9:      6.2       5.1
    :                                                                                         :
    : Total Traders:   327          Number of Traders in Each Category                        :
    :       95        76        88       108       101        25         7       273       236:
-------------------------------------------------------------------------------------------------------------------
 

Updated March 27, 2009