COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   511,010
    : Positions                                                                               :
    :   47,397   113,320   124,689    56,868   187,889   246,461    27,783   475,416   453,680:   35,595    57,330
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:      11,327)         :
    :   -2,214     4,909     9,943     1,365    -2,127     1,975      -627    11,069    12,098:      258      -771
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.3      22.2      24.4      11.1      36.8      48.2       5.4      93.0      88.8:      7.0      11.2
    :                                                                                         :
    : Total Traders:   406          Number of Traders in Each Category                        :
    :       80       174       145        64        88        29        17       289       333:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   141,982
    : Positions                                                                               :
    :   19,836    26,493    21,999    35,778    65,559    47,726     1,489   125,339   115,540:   16,643    26,442
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:       1,393)         :
    :     -371       865     2,068      -320    -1,430      -377       291       999     1,794:      395      -400
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.0      18.7      15.5      25.2      46.2      33.6       1.0      88.3      81.4:     11.7      18.6
    :                                                                                         :
    : Total Traders:   164          Number of Traders in Each Category                        :
    :       36        36        51        45        52        21         4       131       126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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 1,445,533
    : Positions                                                                               :
    :  176,234   167,290   354,900   286,713   601,381   483,111    30,339 1,300,958 1,153,908:  144,575   291,624
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:      21,981)         :
    :   -4,137    24,491    12,286    13,031   -10,782     1,631      -329    22,811    25,666:     -830    -3,685
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.2      11.6      24.6      19.8      41.6      33.4       2.1      90.0      79.8:     10.0      20.2
    :                                                                                         :
    : Total Traders:   683          Number of Traders in Each Category                        :
    :      146       174       231       203       268        30        16       522       584:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   553,028
    : Positions                                                                               :
    :   57,214    89,600   147,835   115,348   194,966   184,754    14,547   505,150   446,948:   47,878   106,080
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:      10,089)         :
    :   -1,184     3,829     4,933     1,938    -3,285      -535       979     5,153     6,457:    4,936     3,632
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3      16.2      26.7      20.9      35.3      33.4       2.6      91.3      80.8:      8.7      19.2
    :                                                                                         :
    : Total Traders:   459          Number of Traders in Each Category                        :
    :      121       151       179        91       135        27        16       348       391:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   323,972
    : Positions                                                                               :
    :   40,440    29,732    74,899    64,389   183,881   114,821    14,090   294,549   302,603:   29,422    21,369
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:        -897)         :
    :   -4,493    -3,630     7,724     5,369    -4,266    -5,583       259     3,017        86:   -3,914      -983
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       9.2      23.1      19.9      56.8      35.4       4.3      90.9      93.4:      9.1       6.6
    :                                                                                         :
    : Total Traders:   241          Number of Traders in Each Category                        :
    :       71        53        83        48        58        24         9       197       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   275,250
    : Positions                                                                               :
    :   61,623     7,084    63,933    51,931   189,573    77,058     4,707   254,546   265,297:   20,704     9,953
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:       1,880)         :
    :    1,987      -415     1,069       -91     2,543      -256    -1,089     2,710     2,108:     -830      -227
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.4       2.6      23.2      18.9      68.9      28.0       1.7      92.5      96.4:      7.5       3.6
    :                                                                                         :
    : Total Traders:   265          Number of Traders in Each Category                        :
    :      137        22        70        51        59        29         9       239       147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   223,477
    : Positions                                                                               :
    :   44,431    11,594    47,194    18,234   126,460    89,703     5,271   199,563   190,519:   23,914    32,958
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:       2,937)         :
    :    1,698       249       422       314     3,875       930       323     3,364     4,869:     -427    -1,932
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.9       5.2      21.1       8.2      56.6      40.1       2.4      89.3      85.3:     10.7      14.7
    :                                                                                         :
    : Total Traders:   236          Number of Traders in Each Category                        :
    :       92        47        92        34        53        26        10       202       167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   430,542
    : Positions                                                                               :
    :  104,813    12,697   115,883    35,659   211,446   140,294     3,337   396,648   343,363:   33,894    87,179
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:      33,572)         :
    :      450    -2,655    19,167     6,823    10,956     3,269       351    29,709    27,819:    3,863     5,753
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.3       2.9      26.9       8.3      49.1      32.6       0.8      92.1      79.8:      7.9      20.2
    :                                                                                         :
    : Total Traders:   434          Number of Traders in Each Category                        :
    :      134        61       121        89       185        28         6       321       327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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    43,831
    : Positions                                                                               :
    :   14,290     2,573     8,033     5,434    12,129     9,869     1,938    37,626    24,674:    6,204    19,157
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:         746)         :
    :    1,534      -392      -580      -475       891       581       404     1,060       323:     -314       423
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     32.6       5.9      18.3      12.4      27.7      22.5       4.4      85.8      56.3:     14.2      43.7
    :                                                                                         :
    : Total Traders:   157          Number of Traders in Each Category                        :
    :       44        29        34        27        53        20         6       113       105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   141,050
    : Positions                                                                               :
    :   26,004    18,342    25,800    52,338    85,333    29,398     3,658   133,541   133,133:    7,509     7,918
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:       2,614)         :
    :    2,005     2,908       423       958      -353       -44       408     3,341     3,386:     -728      -772
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4      13.0      18.3      37.1      60.5      20.8       2.6      94.7      94.4:      5.3       5.6
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       37        40        42        42        45        22        10       129       113:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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 1,029,086
    : Positions                                                                               :
    :  110,870    22,005   244,209   327,650   588,372   281,261   121,929   963,990   976,515:   65,096    52,571
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:      34,099)         :
    :   10,256      -545    19,062     5,115    14,139     2,649       435    37,082    33,092:   -2,983     1,008
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8       2.1      23.7      31.8      57.2      27.3      11.8      93.7      94.9:      6.3       5.1
    :                                                                                         :
    : Total Traders:   234          Number of Traders in Each Category                        :
    :       74        42        84        71        78        26        14       211       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 16, 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   152,708
    : Positions                                                                               :
    :   17,977    20,578    36,737    32,589    86,389    56,487     1,380   143,790   145,084:    8,919     7,625
    :                                                                                         :
    : Changes from: March 9, 2010              (Change in open interest:      -2,789)         :
    :      627       500    -1,964      -626       -84       732        40    -1,230    -1,507:   -1,559    -1,282
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.8      13.5      24.1      21.3      56.6      37.0       0.9      94.2      95.0:      5.8       5.0
    :                                                                                         :
    : Total Traders:   347          Number of Traders in Each Category                        :
    :      109        82        92       103       105        29        11       283       252:
-------------------------------------------------------------------------------------------------------------------
 

Updated March 19, 2010