COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   446,062
    : Positions                                                                               :
    :   42,653    70,220   137,767    59,332   161,354   169,411    25,707   409,163   395,048:   36,898    51,014
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:      -5,651)         :
    :   -5,952      -324     2,124       233    -7,597    -1,712       134    -5,307    -5,663:     -344        12
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6      15.7      30.9      13.3      36.2      38.0       5.8      91.7      88.6:      8.3      11.4
    :                                                                                         :
    : Total Traders:   377          Number of Traders in Each Category                        :
    :       79       125       161        74        97        30        21       303       326:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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    98,964
    : Positions                                                                               :
    :   10,857     7,285    16,228    25,872    50,405    27,882     1,281    80,838    75,198:   18,126    23,765
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:      -6,702)         :
    :   -1,166     1,388    -2,178    -2,006    -4,443        39      -790    -5,311    -6,023:   -1,391      -679
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0       7.4      16.4      26.1      50.9      28.2       1.3      81.7      76.0:     18.3      24.0
    :                                                                                         :
    : Total Traders:   140          Number of Traders in Each Category                        :
    :       35        15        31        46        59        19         4       112       102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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 1,388,160
    : Positions                                                                               :
    :  158,896   113,775   408,042   337,852   554,711   353,195    55,933 1,257,984 1,132,461:  130,176   255,699
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:      -7,761)         :
    :  -19,151    27,700   -16,279    27,183   -18,685     2,263     2,148    -5,985    -5,115:   -1,776    -2,645
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.4       8.2      29.4      24.3      40.0      25.4       4.0      90.6      81.6:      9.4      18.4
    :                                                                                         :
    : Total Traders:   673          Number of Traders in Each Category                        :
    :      177       127       230       224       279        29        20       547       571:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   661,897
    : Positions                                                                               :
    :   95,386    21,207   223,742   126,755   303,400   155,996    23,168   601,879   571,517:   60,019    90,380
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:       2,610)         :
    :   -8,909      -892     2,969     8,546    -2,239     1,499     1,928     4,105     1,767:   -1,495       844
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4       3.2      33.8      19.2      45.8      23.6       3.5      90.9      86.3:      9.1      13.7
    :                                                                                         :
    : Total Traders:   477          Number of Traders in Each Category                        :
    :      158       111       208       116       159        29        17       409       406:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   306,744
    : Positions                                                                               :
    :   25,224    41,929    85,524   102,078   147,775    66,528     6,208   279,353   281,435:   27,391    25,309
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:      -6,895)         :
    :   -1,156     2,039    -2,255     2,206    -2,209     2,241       -65     1,035    -2,490:   -7,931    -4,405
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.2      13.7      27.9      33.3      48.2      21.7       2.0      91.1      91.7:      8.9       8.3
    :                                                                                         :
    : Total Traders:   224          Number of Traders in Each Category                        :
    :       45        58        84        53        60        22        11       184       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   151,430
    : Positions                                                                               :
    :   18,597     8,530    32,355    26,261    99,550    63,004     1,398   140,216   141,833:   11,214     9,597
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:     -10,190)         :
    :   -4,411     2,483      -621    -2,450   -11,439       788       263    -6,695    -9,314:   -3,495      -877
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3       5.6      21.4      17.3      65.7      41.6       0.9      92.6      93.7:      7.4       6.3
    :                                                                                         :
    : Total Traders:   184          Number of Traders in Each Category                        :
    :       66        37        40        38        44        26        10       149       114:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   165,303
    : Positions                                                                               :
    :   17,489    42,695    53,697    12,511    37,863    60,338     4,529   144,034   138,784:   21,270    26,520
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:       7,433)         :
    :    2,407     2,911     3,117       299     2,409     1,915      -497     7,738     7,940:     -304      -507
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6      25.8      32.5       7.6      22.9      36.5       2.7      87.1      84.0:     12.9      16.0
    :                                                                                         :
    : Total Traders:   199          Number of Traders in Each Category                        :
    :       54        75        70        25        28        23         9       152       144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   258,453
    : Positions                                                                               :
    :   43,636    50,713    54,654    42,040   105,715    92,355     1,101   232,686   212,182:   25,768    46,271
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:       5,096)         :
    :    3,969    -7,425     2,671    -2,911     7,584       971       141     4,699     2,971:      397     2,125
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9      19.6      21.1      16.3      40.9      35.7       0.4      90.0      82.1:     10.0      17.9
    :                                                                                         :
    : Total Traders:   318          Number of Traders in Each Category                        :
    :       65        86        78        73       130        25         6       208       261:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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    26,379
    : Positions                                                                               :
    :    5,189     5,060     5,475     2,622     6,548     7,268       190    20,555    17,273:    5,824     9,106
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:       1,448)         :
    :      445      -453     1,094      -237     1,059       314         1     1,615     1,701:     -167      -253
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.7      19.2      20.8       9.9      24.8      27.6       0.7      77.9      65.5:     22.1      34.5
    :                                                                                         :
    : Total Traders:   125          Number of Traders in Each Category                        :
    :       22        27        24        28        44        17         3        81        87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   120,153
    : Positions                                                                               :
    :   30,794    14,183    13,007    50,576    86,627    17,489     1,091   111,865   114,909:    8,287     5,244
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:      -5,252)         :
    :   -7,447    -4,731     1,160     2,130    -2,804        19       -42    -4,139    -6,417:   -1,113     1,166
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.6      11.8      10.8      42.1      72.1      14.6       0.9      93.1      95.6:      6.9       4.4
    :                                                                                         :
    : Total Traders:   138          Number of Traders in Each Category                        :
    :       42        25        23        33        41        18         5       108        81:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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 1,018,956
    : Positions                                                                               :
    :  119,514    17,567   224,504   300,875   639,870   284,028    81,307   928,921   963,247:   90,035    55,708
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:      28,493)         :
    :   11,785      -244    -3,161     4,422    30,190     9,222     5,452    22,268    32,237:    6,225    -3,744
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7       1.7      22.0      29.5      62.8      27.9       8.0      91.2      94.5:      8.8       5.5
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       68        36        69        72        85        27        16       206       173:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 23, 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   142,104
    : Positions                                                                               :
    :   19,622    10,433    36,017    36,573    84,009    41,194     3,434   133,406   133,892:    8,699     8,212
    :                                                                                         :
    : Changes from: June 16, 2009              (Change in open interest:     -13,166)         :
    :   -5,993     1,381    -3,102    -3,468   -12,004       554         9   -12,009   -13,716:   -1,157       550
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8       7.3      25.3      25.7      59.1      29.0       2.4      93.9      94.2:      6.1       5.8
    :                                                                                         :
    : Total Traders:   330          Number of Traders in Each Category                        :
    :      107        69        98        94       100        27         8       280       232:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 2, 2009