COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   393,363
    : Positions                                                                               :
    :   49,775    68,248    99,828    56,633   158,137   156,859    21,830   363,096   348,044:   30,267    45,319
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:        -585)         :
    :     -658    -2,097      -920       564     3,622     2,223       796     1,209     1,401:   -1,794    -1,986
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      17.3      25.4      14.4      40.2      39.9       5.5      92.3      88.5:      7.7      11.5
    :                                                                                         :
    : Total Traders:   372          Number of Traders in Each Category                        :
    :       93       134       146        68        94        30        18       294       308:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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    82,266
    : Positions                                                                               :
    :   10,759     3,783    10,243    17,145    45,252    26,780       580    64,926    59,857:   17,339    22,409
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:        -580)         :
    :      600      -679      -673     1,044     1,380      -274      -106       697       -79:   -1,276      -501
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.1       4.6      12.5      20.8      55.0      32.6       0.7      78.9      72.8:     21.1      27.2
    :                                                                                         :
    : Total Traders:   128          Number of Traders in Each Category                        :
    :       29        16        23        41        54        19         3       104        84:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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 1,294,390
    : Positions                                                                               :
    :  162,953    73,599   379,380   304,019   558,333   314,457    42,748 1,160,809 1,054,061:  133,581   240,329
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:      29,876)         :
    :   13,436   -11,452     4,323     8,804    27,830     5,513     1,942    32,075    22,642:   -2,200     7,233
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6       5.7      29.3      23.5      43.1      24.3       3.3      89.7      81.4:     10.3      18.6
    :                                                                                         :
    : Total Traders:   631          Number of Traders in Each Category                        :
    :      167       118       211       213       263        27        14       521       515:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   605,299
    : Positions                                                                               :
    :  102,826    18,462   201,743    94,789   282,258   144,898    18,213   544,255   520,676:   61,043    84,623
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:      37,025)         :
    :    3,891     2,279    27,888     5,799    11,204     1,846    -1,250    39,424    40,121:   -2,399    -3,096
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0       3.1      33.3      15.7      46.6      23.9       3.0      89.9      86.0:     10.1      14.0
    :                                                                                         :
    : Total Traders:   451          Number of Traders in Each Category                        :
    :      158        94       180       109       153        27        12       383       364:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   266,450
    : Positions                                                                               :
    :   39,243    31,979    66,218    75,049   145,472    51,547     3,208   232,056   246,877:   34,394    19,573
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:      14,207)         :
    :     -202     7,469     3,776    12,047     1,591    -1,431       137    14,191    12,973:       16     1,234
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.7      12.0      24.9      28.2      54.6      19.3       1.2      87.1      92.7:     12.9       7.3
    :                                                                                         :
    : Total Traders:   194          Number of Traders in Each Category                        :
    :       58        35        59        55        54        21         9       170       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   199,071
    : Positions                                                                               :
    :   33,662     5,087    51,573    35,422   131,349    62,331     3,357   182,988   191,366:   16,083     7,706
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:        -727)         :
    :      649      -776     1,006       199      -716      -602        75     1,252      -411:   -1,979      -316
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9       2.6      25.9      17.8      66.0      31.3       1.7      91.9      96.1:      8.1       3.9
    :                                                                                         :
    : Total Traders:   215          Number of Traders in Each Category                        :
    :       94        27        56        43        55        26         7       186       127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   170,929
    : Positions                                                                               :
    :   19,124    37,314    56,872    17,894    44,572    54,522     6,045   148,412   144,803:   22,517    26,126
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:       1,524)         :
    :   -1,036    -3,537     3,119     1,083       873       301       119     3,467       574:   -1,943       950
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2      21.8      33.3      10.5      26.1      31.9       3.5      86.8      84.7:     13.2      15.3
    :                                                                                         :
    : Total Traders:   207          Number of Traders in Each Category                        :
    :       50        85        82        28        33        21         6       155       162:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   247,066
    : Positions                                                                               :
    :   36,883    44,305    54,938    42,632   103,872    84,059     1,402   218,512   204,518:   28,554    42,548
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:       1,273)         :
    :    1,537     2,938       499      -113    -1,694      -351       -70     1,572     1,672:     -299      -399
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9      17.9      22.2      17.3      42.0      34.0       0.6      88.4      82.8:     11.6      17.2
    :                                                                                         :
    : Total Traders:   311          Number of Traders in Each Category                        :
    :       70        70        89        82       125        24         5       223       256:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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    24,334
    : Positions                                                                               :
    :    4,191     2,200     4,556     3,541     7,958     6,578       223    18,866    14,937:    5,468     9,397
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:         220)         :
    :      705      -613         1      -682       483       191        62       214       -67:        5       287
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.2       9.0      18.7      14.6      32.7      27.0       0.9      77.5      61.4:     22.5      38.6
    :                                                                                         :
    : Total Traders:   131          Number of Traders in Each Category                        :
    :       33        18        24        34        44        17         4        97        78:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   133,140
    : Positions                                                                               :
    :   23,505    13,293    24,478    61,101    86,418    15,795     1,225   124,878   125,414:    8,262     7,726
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:       3,643)         :
    :   -1,501        95     1,839     3,311      -466      -503       589     3,146     2,058:      497     1,585
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.7      10.0      18.4      45.9      64.9      11.9       0.9      93.8      94.2:      6.2       5.8
    :                                                                                         :
    : Total Traders:   137          Number of Traders in Each Category                        :
    :       27        36        34        37        39        18         6       103       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   996,027
    : Positions                                                                               :
    :  143,370    15,298   250,337   244,260   609,425   261,595    65,893   899,562   940,953:   96,465    55,074
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:      27,352)         :
    :    1,854      -273    12,476     7,327    10,925     1,988     1,177    23,646    24,306:    3,706     3,046
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4       1.5      25.1      24.5      61.2      26.3       6.6      90.3      94.5:      9.7       5.5
    :                                                                                         :
    : Total Traders:   223          Number of Traders in Each Category                        :
    :       70        38        74        64        77        27        15       200       170:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 19, 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   174,424
    : Positions                                                                               :
    :   32,784    10,887    50,887    39,940    99,343    38,002     3,822   161,613   164,940:   12,812     9,485
    :                                                                                         :
    : Changes from: May 12, 2009               (Change in open interest:       6,537)         :
    :    3,270    -1,307     3,687    -1,472     3,427      -325      -106     5,161     5,702:    1,376       835
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.8       6.2      29.2      22.9      57.0      21.8       2.2      92.7      94.6:      7.3       5.4
    :                                                                                         :
    : Total Traders:   350          Number of Traders in Each Category                        :
    :      138        62        97        92       104        26         6       301       230:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 22, 2009