COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   405,023
    : Positions                                                                               :
    :   53,078    67,778   102,721    56,376   164,998   161,800    24,903   373,975   360,399:   31,048    44,623
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:      11,660)         :
    :    3,303      -470     2,893      -257     6,861     4,940     3,072    10,879    12,356:      781      -696
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.1      16.7      25.4      13.9      40.7      39.9       6.1      92.3      89.0:      7.7      11.0
    :                                                                                         :
    : Total Traders:   373          Number of Traders in Each Category                        :
    :       96       125       142        69        95        30        19       297       303:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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    86,225
    : Positions                                                                               :
    :   12,364     4,388    11,042    17,269    47,472    27,097       517    67,772    63,419:   18,453    22,806
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:       3,959)         :
    :    1,605       605       799       124     2,221       317       -63     2,846     3,562:    1,113       397
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       5.1      12.8      20.0      55.1      31.4       0.6      78.6      73.6:     21.4      26.4
    :                                                                                         :
    : Total Traders:   130          Number of Traders in Each Category                        :
    :       32        13        25        45        55        19         2       109        85:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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 1,329,830
    : Positions                                                                               :
    :  177,368    72,830   385,812   306,209   574,311   320,996    44,923 1,190,385 1,077,876:  139,445   251,954
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:      35,441)         :
    :   14,415      -770     6,431     2,191    15,978     6,539     2,176    29,576    23,815:    5,864    11,625
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3       5.5      29.0      23.0      43.2      24.1       3.4      89.5      81.1:     10.5      18.9
    :                                                                                         :
    : Total Traders:   640          Number of Traders in Each Category                        :
    :      170       114       211       218       269        27        17       526       527:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   623,825
    : Positions                                                                               :
    :  108,951    19,227   200,295    96,932   293,115   150,184    20,729   556,361   533,365:   67,464    90,460
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:      18,526)         :
    :    6,125       765    -1,448     2,143    10,856     5,286     2,516    12,106    12,689:    6,420     5,837
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5       3.1      32.1      15.5      47.0      24.1       3.3      89.2      85.5:     10.8      14.5
    :                                                                                         :
    : Total Traders:   465          Number of Traders in Each Category                        :
    :      165        99       177       116       158        27        14       397       370:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   277,931
    : Positions                                                                               :
    :   36,761    34,102    67,831    82,163   149,149    56,239     4,328   242,994   255,409:   34,937    22,522
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:      11,481)         :
    :   -2,481     2,123     1,612     7,114     3,677     4,692     1,119    10,938     8,531:      543     2,950
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2      12.3      24.4      29.6      53.7      20.2       1.6      87.4      91.9:     12.6       8.1
    :                                                                                         :
    : Total Traders:   201          Number of Traders in Each Category                        :
    :       53        40        67        54        53        22        10       176       146:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   197,183
    : Positions                                                                               :
    :   31,151     4,760    52,080    36,139   128,706    62,521     3,319   181,890   188,865:   15,292     8,318
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:      -1,889)         :
    :   -2,511      -327       507       717    -2,643       190       -38    -1,097    -2,501:     -791       612
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.8       2.4      26.4      18.3      65.3      31.7       1.7      92.2      95.8:      7.8       4.2
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       87        28        54        45        51        25         6       180       120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   176,339
    : Positions                                                                               :
    :   21,992    41,611    57,488    18,901    44,894    55,335     6,472   153,716   150,465:   22,623    25,875
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:       5,411)         :
    :    2,868     4,297       616     1,007       322       813       427     5,305     5,662:      106      -251
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5      23.6      32.6      10.7      25.5      31.4       3.7      87.2      85.3:     12.8      14.7
    :                                                                                         :
    : Total Traders:   201          Number of Traders in Each Category                        :
    :       54        75        76        28        34        21         8       149       159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   248,168
    : Positions                                                                               :
    :   40,976    43,121    54,567    39,750   106,575    85,576     1,031   220,869   205,294:   27,299    42,874
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:       1,102)         :
    :    4,093    -1,184      -371    -2,882     2,703     1,517      -371     2,357       777:   -1,255       326
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.5      17.4      22.0      16.0      42.9      34.5       0.4      89.0      82.7:     11.0      17.3
    :                                                                                         :
    : Total Traders:   304          Number of Traders in Each Category                        :
    :       61        72        83        82       124        24         5       218       246:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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    24,076
    : Positions                                                                               :
    :    4,939     1,725     4,495     2,733     8,041     6,743       222    18,911    14,483:    5,165     9,593
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:        -258)         :
    :      748      -474       -61      -808        83       165        -1        44      -453:     -302       196
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.5       7.2      18.7      11.4      33.4      28.0       0.9      78.5      60.2:     21.5      39.8
    :                                                                                         :
    : Total Traders:   125          Number of Traders in Each Category                        :
    :       32        17        20        28        44        17         3        87        74:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   134,938
    : Positions                                                                               :
    :   24,296    16,602    24,084    62,099    85,983    15,926       866   126,405   127,534:    8,533     7,404
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:       1,798)         :
    :      792     3,308      -394       998      -435       131      -359     1,526     2,120:      271      -322
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.0      12.3      17.8      46.0      63.7      11.8       0.6      93.7      94.5:      6.3       5.5
    :                                                                                         :
    : Total Traders:   137          Number of Traders in Each Category                        :
    :       31        34        35        38        38        17         5       105       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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 1,037,468
    : Positions                                                                               :
    :  157,122    15,488   260,371   255,915   637,144   265,360    68,493   938,768   981,495:   98,699    55,972
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:      41,440)         :
    :   13,752       190    10,034    11,655    27,719     3,765     2,600    39,206    40,542:    2,235       898
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1       1.5      25.1      24.7      61.4      25.6       6.6      90.5      94.6:      9.5       5.4
    :                                                                                         :
    : Total Traders:   231          Number of Traders in Each Category                        :
    :       77        36        74        68        79        27        16       209       174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 26, 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   182,227
    : Positions                                                                               :
    :   36,659    10,203    54,291    40,038   104,082    38,920     3,938   169,907   172,514:   12,320     9,713
    :                                                                                         :
    : Changes from: May 19, 2009               (Change in open interest:       7,803)         :
    :    3,874      -684     3,404        98     4,739       918       115     8,294     7,574:     -492       228
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.1       5.6      29.8      22.0      57.1      21.4       2.2      93.2      94.7:      6.8       5.3
    :                                                                                         :
    : Total Traders:   361          Number of Traders in Each Category                        :
    :      146        61        99        92       109        26         7       313       235:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 29, 2009