COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   520,609
    : Positions                                                                               :
    :   47,757   114,942   128,466    58,556   190,439   249,570    30,404   484,348   464,250:   36,261    56,359
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:       9,599)         :
    :      359     1,622     3,777     1,688     2,550     3,109     2,621     8,933    10,570:      666      -971
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.2      22.1      24.7      11.2      36.6      47.9       5.8      93.0      89.2:      7.0      10.8
    :                                                                                         :
    : Total Traders:   417          Number of Traders in Each Category                        :
    :      105       159       151        68        91        29        16       301       341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   146,169
    : Positions                                                                               :
    :   20,679    29,080    22,403    38,012    66,916    48,226     1,743   129,319   120,142:   16,850    26,027
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:       4,187)         :
    :      843     2,587       403     2,234     1,357       500       254     3,980     4,602:      207      -415
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      19.9      15.3      26.0      45.8      33.0       1.2      88.5      82.2:     11.5      17.8
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       36        35        53        50        55        21         4       139       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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 1,483,169
    : Positions                                                                               :
    :  172,870   187,744   378,735   292,396   591,438   493,173    33,934 1,337,175 1,191,852:  145,995   291,318
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:      37,636)         :
    :   -3,364    20,454    23,836     5,683    -9,942    10,062     3,596    36,216    37,943:    1,420      -307
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7      12.7      25.5      19.7      39.9      33.3       2.3      90.2      80.4:      9.8      19.6
    :                                                                                         :
    : Total Traders:   710          Number of Traders in Each Category                        :
    :      165       176       252       204       268        30        16       541       616:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   553,525
    : Positions                                                                               :
    :   64,932    65,615   149,377   104,733   216,097   186,965    14,976   506,007   446,065:   47,518   107,460
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:         497)         :
    :    7,718   -23,986     1,543   -10,615    21,131     2,211       428       856      -883:     -359     1,380
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7      11.9      27.0      18.9      39.0      33.8       2.7      91.4      80.6:      8.6      19.4
    :                                                                                         :
    : Total Traders:   470          Number of Traders in Each Category                        :
    :      138       139       192        99       145        27        16       374       397:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   322,355
    : Positions                                                                               :
    :   35,805    28,431    75,446    61,873   182,845   114,966    14,441   288,090   301,163:   34,264    21,192
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:      -1,617)         :
    :   -4,635    -1,301       547    -2,516    -1,036       145       350    -6,459    -1,440:    4,842      -177
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1       8.8      23.4      19.2      56.7      35.7       4.5      89.4      93.4:     10.6       6.6
    :                                                                                         :
    : Total Traders:   238          Number of Traders in Each Category                        :
    :       74        49        83        49        59        24         9       197       174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   284,058
    : Positions                                                                               :
    :   62,314     6,130    66,025    54,982   196,664    79,212     4,771   262,533   273,590:   21,525    10,469
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:       8,808)         :
    :      691      -954     2,092     3,051     7,091     2,154        63     7,987     8,292:      820       516
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.9       2.2      23.2      19.4      69.2      27.9       1.7      92.4      96.3:      7.6       3.7
    :                                                                                         :
    : Total Traders:   261          Number of Traders in Each Category                        :
    :      136        23        66        49        59        29         9       234       143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   228,677
    : Positions                                                                               :
    :   46,990    12,093    49,561    17,886   130,155    90,887     4,984   205,323   196,793:   23,354    31,884
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:       5,200)         :
    :    2,558       499     2,366      -348     3,695     1,184      -287     5,760     6,274:     -560    -1,074
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.5       5.3      21.7       7.8      56.9      39.7       2.2      89.8      86.1:     10.2      13.9
    :                                                                                         :
    : Total Traders:   238          Number of Traders in Each Category                        :
    :       90        52        96        32        53        26        10       201       173:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   442,433
    : Positions                                                                               :
    :  103,783    12,426   134,135    31,591   209,251   141,242     2,881   410,752   358,694:   31,681    83,740
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:      11,891)         :
    :   -1,029      -271    18,253    -4,068    -2,196       948      -456    14,104    15,330:   -2,212    -3,439
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.5       2.8      30.3       7.1      47.3      31.9       0.7      92.8      81.1:      7.2      18.9
    :                                                                                         :
    : Total Traders:   440          Number of Traders in Each Category                        :
    :      150        57       121        87       178        28         7       331       321:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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    47,066
    : Positions                                                                               :
    :   16,568     3,416     9,165     4,746    12,628     9,895     1,536    40,374    26,746:    6,691    20,320
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:       3,235)         :
    :    2,278       843     1,132      -688       499        26      -402     2,748     2,073:      487     1,163
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     35.2       7.3      19.5      10.1      26.8      21.0       3.3      85.8      56.8:     14.2      43.2
    :                                                                                         :
    : Total Traders:   168          Number of Traders in Each Category                        :
    :       50        33        34        24        56        20         3       116       108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   143,622
    : Positions                                                                               :
    :   27,324    17,506    25,431    53,627    89,195    29,222     3,755   135,604   135,887:    8,018     7,735
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:       2,572)         :
    :    1,320      -836      -369     1,289     3,862      -176        97     2,063     2,754:      509      -182
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.0      12.2      17.7      37.3      62.1      20.3       2.6      94.4      94.6:      5.6       5.4
    :                                                                                         :
    : Total Traders:   160          Number of Traders in Each Category                        :
    :       41        40        44        41        46        23        10       131       119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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 1,002,939
    : Positions                                                                               :
    :  111,114    29,911   250,669   287,562   542,000   284,978   122,331   934,322   944,911:   68,617    58,028
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:     -26,146)         :
    :      243     7,907     6,460   -40,088   -46,372     3,717       402   -29,668   -31,604:    3,522     5,457
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1       3.0      25.0      28.7      54.0      28.4      12.2      93.2      94.2:      6.8       5.8
    :                                                                                         :
    : Total Traders:   243          Number of Traders in Each Category                        :
    :       66        56        86        75        77        26        14       217       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 23, 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   156,028
    : Positions                                                                               :
    :   19,191    17,767    38,832    31,283    90,069    57,385     1,439   146,690   148,107:    9,337     7,921
    :                                                                                         :
    : Changes from: March 16, 2010             (Change in open interest:       3,319)         :
    :    1,214    -2,810     2,095    -1,306     3,680       897        59     2,900     3,023:      419       296
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3      11.4      24.9      20.0      57.7      36.8       0.9      94.0      94.9:      6.0       5.1
    :                                                                                         :
    : Total Traders:   355          Number of Traders in Each Category                        :
    :      115        79       101       105       108        28        11       296       259:
-------------------------------------------------------------------------------------------------------------------
 

Updated March 26, 2010