COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   460,079
    : Positions                                                                               :
    :   64,924    71,717   128,993    67,233   188,044   165,414    22,583   426,563   411,336:   33,516    48,742
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:      55,056)         :
    :   11,845     3,940    26,272    10,857    23,046     3,614    -2,320    52,588    50,937:    2,468     4,119
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      15.6      28.0      14.6      40.9      36.0       4.9      92.7      89.4:      7.3      10.6
    :                                                                                         :
    : Total Traders:   394          Number of Traders in Each Category                        :
    :      106       134       157        71        95        30        19       322       316:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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    95,055
    : Positions                                                                               :
    :   15,530     5,983    12,343    21,460    52,547    26,219     1,205    75,552    72,078:   19,502    22,977
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:       8,830)         :
    :    3,166     1,595     1,301     4,192     5,075      -878       688     7,780     8,659:    1,050       171
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3       6.3      13.0      22.6      55.3      27.6       1.3      79.5      75.8:     20.5      24.2
    :                                                                                         :
    : Total Traders:   137          Number of Traders in Each Category                        :
    :       31        15        29        45        63        18         5       110       100:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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 1,412,608
    : Positions                                                                               :
    :  209,619    82,991   419,670   298,927   611,001   335,352    45,184 1,263,569 1,158,846:  149,039   253,762
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:      82,777)         :
    :   32,252    10,161    33,858    -7,283    36,690    14,356       260    73,184    80,970:    9,594     1,808
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.8       5.9      29.7      21.2      43.3      23.7       3.2      89.4      82.0:     10.6      18.0
    :                                                                                         :
    : Total Traders:   667          Number of Traders in Each Category                        :
    :      192       114       218       222       280        27        15       551       540:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   642,081
    : Positions                                                                               :
    :  108,638    19,754   213,111   103,209   302,484   150,276    19,372   575,233   554,721:   66,847    87,360
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:      18,256)         :
    :     -313       527    12,816     6,277     9,370        92    -1,357    18,872    21,356:     -616    -3,100
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9       3.1      33.2      16.1      47.1      23.4       3.0      89.6      86.4:     10.4      13.6
    :                                                                                         :
    : Total Traders:   465          Number of Traders in Each Category                        :
    :      170        89       186       123       161        28        14       406       378:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   285,220
    : Positions                                                                               :
    :   41,620    31,676    72,402    75,494   156,012    59,604     3,881   249,119   263,971:   36,101    21,249
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:       7,289)         :
    :    4,858    -2,426     4,571    -6,669     6,863     3,365      -446     6,126     8,563:    1,164    -1,273
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6      11.1      25.4      26.5      54.7      20.9       1.4      87.3      92.6:     12.7       7.4
    :                                                                                         :
    : Total Traders:   211          Number of Traders in Each Category                        :
    :       66        36        67        56        57        23         8       187       146:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   201,736
    : Positions                                                                               :
    :   30,913     4,205    54,282    35,459   132,249    63,274     3,347   183,929   194,083:   17,806     7,653
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:       4,553)         :
    :     -238      -555     2,202      -680     3,543       754        28     2,039     5,218:    2,514      -665
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3       2.1      26.9      17.6      65.6      31.4       1.7      91.2      96.2:      8.8       3.8
    :                                                                                         :
    : Total Traders:   215          Number of Traders in Each Category                        :
    :       95        29        54        43        51        25         7       188       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   179,879
    : Positions                                                                               :
    :   19,465    41,068    61,681    18,119    44,240    57,792     6,609   157,058   153,599:   22,821    26,280
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:       3,540)         :
    :   -2,527      -543     4,193      -782      -654     2,457       137     3,341     3,134:      198       406
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8      22.8      34.3      10.1      24.6      32.1       3.7      87.3      85.4:     12.7      14.6
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       67        72        74        28        33        21         8       153       157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   260,805
    : Positions                                                                               :
    :   39,494    55,969    57,421    46,141    99,735    89,322     2,033   232,377   215,158:   28,427    45,647
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:      12,637)         :
    :   -1,482    12,848     2,854     6,391    -6,840     3,745     1,002    11,508     9,863:    1,128     2,773
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      21.5      22.0      17.7      38.2      34.2       0.8      89.1      82.5:     10.9      17.5
    :                                                                                         :
    : Total Traders:   323          Number of Traders in Each Category                        :
    :       77        80        78        84       125        24         5       222       259:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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    24,621
    : Positions                                                                               :
    :    4,540     1,587     4,337     2,897     8,522     7,455       187    19,229    14,633:    5,392     9,989
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:         545)         :
    :     -399      -138      -158       164       481       712       -35       318       149:      227       396
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4       6.4      17.6      11.8      34.6      30.3       0.8      78.1      59.4:     21.9      40.6
    :                                                                                         :
    : Total Traders:   123          Number of Traders in Each Category                        :
    :       25        19        21        26        46        16         3        80        77:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   132,115
    : Positions                                                                               :
    :   28,880    18,916    17,618    58,945    89,585    17,742     1,307   123,185   127,426:    8,930     4,689
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:      -2,823)         :
    :    4,584     2,314    -6,465    -3,154     3,602     1,816       441    -3,220      -108:      397    -2,715
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.9      14.3      13.3      44.6      67.8      13.4       1.0      93.2      96.5:      6.8       3.5
    :                                                                                         :
    : Total Traders:   143          Number of Traders in Each Category                        :
    :       46        25        33        36        42        20         8       117        96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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 1,078,305
    : Positions                                                                               :
    :  141,288    19,167   275,966   289,322   653,739   274,338    73,299   980,914 1,022,170:   97,390    56,135
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:      40,837)         :
    :  -15,834     3,679    15,595    33,407    16,594     8,978     4,806    42,146    40,674:   -1,309       163
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.1       1.8      25.6      26.8      60.6      25.4       6.8      91.0      94.8:      9.0       5.2
    :                                                                                         :
    : Total Traders:   229          Number of Traders in Each Category                        :
    :       67        43        74        72        80        27        15       208       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 2, 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   193,057
    : Positions                                                                               :
    :   41,874     9,851    58,778    40,062   110,999    39,975     4,081   180,690   183,708:   12,367     9,349
    :                                                                                         :
    : Changes from: May 26, 2009               (Change in open interest:      10,830)         :
    :    5,216      -353     4,487        25     6,917     1,055       143    10,783    11,194:       47      -365
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.7       5.1      30.4      20.8      57.5      20.7       2.1      93.6      95.2:      6.4       4.8
    :                                                                                         :
    : Total Traders:   366          Number of Traders in Each Category                        :
    :      148        64       101        91       109        26         6       319       234:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 5, 2009