COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   402,826
    : Positions                                                                               :
    :   38,444    89,089   109,606    36,359   130,517   184,921    23,618   369,330   352,831:   33,496    49,995
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:      10,544)         :
    :    4,315     1,607     4,780    -1,537      -206     1,719     1,906     9,277     8,088:    1,267     2,456
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.5      22.1      27.2       9.0      32.4      45.9       5.9      91.7      87.6:      8.3      12.4
    :                                                                                         :
    : Total Traders:   361          Number of Traders in Each Category                        :
    :       78       131       141        59        89        31        18       271       301:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   100,490
    : Positions                                                                               :
    :   12,347    11,650    15,624    24,002    47,990    32,272     2,057    84,244    77,321:   16,246    23,168
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:         223)         :
    :    1,163      -302      -639    -3,246       737     1,638       309    -1,084       104:    1,307       118
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3      11.6      15.5      23.9      47.8      32.1       2.0      83.8      76.9:     16.2      23.1
    :                                                                                         :
    : Total Traders:   149          Number of Traders in Each Category                        :
    :       31        21        32        48        61        19         5       115       107:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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 1,356,748
    : Positions                                                                               :
    :  130,946   151,348   406,843   319,033   486,273   370,314    55,172 1,227,137 1,099,637:  129,611   257,111
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:      58,084)         :
    :   -5,157    10,507    41,541    12,514    -7,108     4,686     2,786    53,584    47,726:    4,500    10,358
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7      11.2      30.0      23.5      35.8      27.3       4.1      90.4      81.0:      9.6      19.0
    :                                                                                         :
    : Total Traders:   681          Number of Traders in Each Category                        :
    :      153       158       216       224       279        30        17       534       573:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   571,460
    : Positions                                                                               :
    :   61,220    30,399   182,237   118,638   251,278   162,962    16,940   525,057   480,854:   46,403    90,605
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:      -4,086)         :
    :   -5,903    -1,073     8,009     1,195    -6,818       585    -1,131     3,886    -1,014:   -7,972    -3,072
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7       5.3      31.9      20.8      44.0      28.5       3.0      91.9      84.1:      8.1      15.9
    :                                                                                         :
    : Total Traders:   458          Number of Traders in Each Category                        :
    :      132       127       179       108       155        28        13       359       392:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   299,095
    : Positions                                                                               :
    :   15,471    56,731    82,843   104,411   128,674    74,252     5,391   276,977   273,639:   22,118    25,455
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:        -623)         :
    :     -980    -3,098     5,585    -2,218       401       469      -378     2,856     2,511:   -3,479    -3,134
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      5.2      19.0      27.7      34.9      43.0      24.8       1.8      92.6      91.5:      7.4       8.5
    :                                                                                         :
    : Total Traders:   226          Number of Traders in Each Category                        :
    :       31        72        79        58        63        22        13       174       193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 2009                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - ICE FUTURES U.S.                                                                                    
CFTC Code #033661                                                              Open Interest is   186,550
    : Positions                                                                               :
    :   30,657     4,197    40,695    25,184   134,395    74,358     1,141   170,895   180,428:   15,656     6,122
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:       8,543)         :
    :    2,127      -376     2,554     2,075     6,100     1,612       174     8,367     8,451:      176        92
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.4       2.2      21.8      13.5      72.0      39.9       0.6      91.6      96.7:      8.4       3.3
    :                                                                                         :
    : Total Traders:   212          Number of Traders in Each Category                        :
    :       94        32        47        37        47        27         6       180       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   157,906
    : Positions                                                                               :
    :   18,250    36,734    40,612    10,136    47,204    64,107     1,949   133,106   126,500:   24,800    31,406
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:      -8,654)         :
    :    1,253    -2,624   -11,323    -1,378     3,293       905      -383   -10,543   -11,036:    1,889     2,383
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      23.3      25.7       6.4      29.9      40.6       1.2      84.3      80.1:     15.7      19.9
    :                                                                                         :
    : Total Traders:   192          Number of Traders in Each Category                        :
    :       52        64        65        27        33        24         7       148       138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   283,490
    : Positions                                                                               :
    :   55,233    29,634    64,399    35,364   135,004    98,461     1,007   253,458   230,044:   30,032    53,446
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:      12,527)         :
    :    2,116    -2,963     3,348     1,319     7,775     1,945       -36     8,728     8,124:    3,799     4,403
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5      10.5      22.7      12.5      47.6      34.7       0.4      89.4      81.1:     10.6      18.9
    :                                                                                         :
    : Total Traders:   340          Number of Traders in Each Category                        :
    :       98        60        88        86       138        27         7       254       263:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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    30,779
    : Positions                                                                               :
    :    8,097     1,900     6,021     2,703    10,031     7,565       711    24,385    18,663:    6,394    12,116
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:       1,615)         :
    :      433       -67       762       454       793      -206       156     1,443     1,644:      172       -30
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.3       6.2      19.6       8.8      32.6      24.6       2.3      79.2      60.6:     20.8      39.4
    :                                                                                         :
    : Total Traders:   138          Number of Traders in Each Category                        :
    :       38        20        23        26        56        18         4        93        94:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   127,305
    : Positions                                                                               :
    :   32,959    18,030    13,189    50,794    89,214    19,061     1,225   116,003   121,658:   11,301     5,646
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:       6,900)         :
    :    3,194       809       637      -108     3,335       276        94     4,000     4,875:    2,900     2,024
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.9      14.2      10.4      39.9      70.1      15.0       1.0      91.1      95.6:      8.9       4.4
    :                                                                                         :
    : Total Traders:   143          Number of Traders in Each Category                        :
    :       49        23        27        34        42        18         6       119        83:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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 1,032,516
    : Positions                                                                               :
    :  129,428    11,723   255,537   252,800   607,633   299,612    96,018   937,377   970,911:   95,138    61,604
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:       5,566)         :
    :    6,313       886   -10,079     5,789    12,082     3,361       817     5,385     3,706:      182     1,861
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       1.1      24.7      24.5      58.8      29.0       9.3      90.8      94.0:      9.2       6.0
    :                                                                                         :
    : Total Traders:   234          Number of Traders in Each Category                        :
    :       82        39        73        64        78        27        16       208       174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 21, 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   136,482
    : Positions                                                                               :
    :   16,381    16,429    34,670    33,038    76,055    41,927       699   126,017   127,853:   10,465     8,629
    :                                                                                         :
    : Changes from: July 14, 2009              (Change in open interest:       1,046)         :
    :      769    -1,056     2,258    -3,019       216       195       -72       204     1,346:      842      -300
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.0      12.0      25.4      24.2      55.7      30.7       0.5      92.3      93.7:      7.7       6.3
    :                                                                                         :
    : Total Traders:   335          Number of Traders in Each Category                        :
    :      102        84        92        95        99        27         8       272       241:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 24, 2009