COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   522,399
    : Positions                                                                               :
    :   47,546   113,901   126,927    67,394   191,058   243,244    33,761   485,110   465,648:   37,289    56,751
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      29,601)         :
    :   -1,517     3,955    13,867    17,716    10,564    -2,132     2,834    27,933    31,220:    1,668    -1,619
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1      21.8      24.3      12.9      36.6      46.6       6.5      92.9      89.1:      7.1      10.9
    :                                                                                         :
    : Total Traders:   404          Number of Traders in Each Category                        :
    :      103       138       150        69        91        30        16       304       323:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   152,769
    : Positions                                                                               :
    :   18,205    22,848    25,464    38,963    73,272    50,690     1,489   133,322   123,073:   19,447    29,696
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      -2,270)         :
    :   -3,606     1,425      -189     1,600    -2,170     1,219       -90      -976    -1,024:   -1,294    -1,246
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9      15.0      16.7      25.5      48.0      33.2       1.0      87.3      80.6:     12.7      19.4
    :                                                                                         :
    : Total Traders:   165          Number of Traders in Each Category                        :
    :       31        34        52        46        58        20         5       131       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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 1,476,113
    : Positions                                                                               :
    :  180,848   146,376   371,877   299,601   610,346   490,212    40,276 1,342,537 1,168,875:  133,576   307,239
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      40,974)         :
    :   -3,759    17,963    21,599    16,200    -7,889     2,373    10,335    36,413    42,008:    4,561    -1,034
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3       9.9      25.2      20.3      41.3      33.2       2.7      91.0      79.2:      9.0      20.8
    :                                                                                         :
    : Total Traders:   697          Number of Traders in Each Category                        :
    :      151       171       249       213       269        30        17       553       594:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   603,452
    : Positions                                                                               :
    :   64,031    76,529   163,473   135,317   239,750   192,098    18,157   554,919   497,909:   48,533   105,543
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      30,500)         :
    :   -1,803     7,518    10,090    19,517     2,110      -769     3,897    27,036    23,614:    3,464     6,885
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6      12.7      27.1      22.4      39.7      31.8       3.0      92.0      82.5:      8.0      17.5
    :                                                                                         :
    : Total Traders:   465          Number of Traders in Each Category                        :
    :      138       126       190        94       143        27        19       370       391:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   296,768
    : Positions                                                                               :
    :   31,588    44,703    62,189    77,721   145,840    97,383    17,487   268,881   270,219:   27,887    26,549
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      26,935)         :
    :    6,016     4,157     9,342     6,699    11,171     6,296     2,295    28,352    26,965:   -1,417       -30
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6      15.1      21.0      26.2      49.1      32.8       5.9      90.6      91.1:      9.4       8.9
    :                                                                                         :
    : Total Traders:   239          Number of Traders in Each Category                        :
    :       64        64        78        48        57        23        13       179       188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   237,225
    : Positions                                                                               :
    :   37,211    15,275    53,169    49,630   151,614    77,943     4,895   217,953   224,953:   19,272    12,271
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:       2,195)         :
    :   -2,779     4,516       -40     1,431    -6,856     2,891     2,671     1,503       291:      692     1,904
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7       6.4      22.4      20.9      63.9      32.9       2.1      91.9      94.8:      8.1       5.2
    :                                                                                         :
    : Total Traders:   248          Number of Traders in Each Category                        :
    :       98        48        62        57        59        28        12       212       158:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   211,994
    : Positions                                                                               :
    :   29,320    12,805    48,465    22,182   113,605    87,694     3,419   187,661   178,294:   24,333    33,700
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:     -12,261)         :
    :   -8,064       795    -3,569     1,051    -9,223      -721       697   -11,302   -11,300:     -959      -961
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8       6.0      22.9      10.5      53.6      41.4       1.6      88.5      84.1:     11.5      15.9
    :                                                                                         :
    : Total Traders:   208          Number of Traders in Each Category                        :
    :       68        46        78        36        51        25        12       169       162:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   345,174
    : Positions                                                                               :
    :   88,985    33,877    70,143    30,275   174,513   129,742       771   319,145   279,305:   26,028    65,869
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:        -491)         :
    :     -174     3,294       672      -147    -3,879      -959       122      -608       209:      117      -701
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.8       9.8      20.3       8.8      50.6      37.6       0.2      92.5      80.9:      7.5      19.1
    :                                                                                         :
    : Total Traders:   420          Number of Traders in Each Category                        :
    :      111        89       111        86       174        26         8       283       337:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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    34,924
    : Positions                                                                               :
    :    8,229     4,005     6,102     5,820     9,392     9,157       598    29,308    20,097:    5,616    14,828
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      -2,860)         :
    :     -304    -1,054    -1,449       153      -950    -1,291       153    -2,891    -3,300:       30       439
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.6      11.5      17.5      16.7      26.9      26.2       1.7      83.9      57.5:     16.1      42.5
    :                                                                                         :
    : Total Traders:   134          Number of Traders in Each Category                        :
    :       35        24        33        21        44        20         5        95        95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   148,316
    : Positions                                                                               :
    :   35,268     7,215    30,131    42,879   100,855    29,272     1,558   137,550   139,760:   10,766     8,556
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      -4,254)         :
    :     -870     1,691    -3,180       752    -5,335      -164       495    -3,462    -6,330:     -792     2,076
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.8       4.9      20.3      28.9      68.0      19.7       1.1      92.7      94.2:      7.3       5.8
    :                                                                                         :
    : Total Traders:   165          Number of Traders in Each Category                        :
    :       55        33        45        38        45        22         8       140       111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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 1,358,236
    : Positions                                                                               :
    :  161,076    24,589   383,039   426,197   736,442   292,844   156,389 1,263,156 1,300,459:   95,080    57,777
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:      36,811)         :
    :    5,935       353     7,177    22,071    20,741     5,098     8,181    40,282    36,453:   -3,470       358
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9       1.8      28.2      31.4      54.2      21.6      11.5      93.0      95.7:      7.0       4.3
    :                                                                                         :
    : Total Traders:   266          Number of Traders in Each Category                        :
    :      108        37        98        79        84        26        17       244       207:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 2, 2010                
    :                                    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   160,748
    : Positions                                                                               :
    :   20,373    14,260    40,668    33,268    96,902    58,453     2,968   152,762   154,798:    7,985     5,950
    :                                                                                         :
    : Changes from: January 26, 2010           (Change in open interest:       3,599)         :
    :   -4,862     3,642     4,046     6,666    -5,984      -907     1,406     4,942     3,110:   -1,343       490
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7       8.9      25.3      20.7      60.3      36.4       1.8      95.0      96.3:      5.0       3.7
    :                                                                                         :
    : Total Traders:   358          Number of Traders in Each Category                        :
    :      121        79       105       104       109        27        10       302       260:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 5, 2010