COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   528,700
    : Positions                                                                               :
    :   49,198   104,533   118,873    69,085   217,562   255,547    30,758   492,703   471,726:   35,997    56,974
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:     -15,911)         :
    :     -996    -7,179   -13,433       709     7,715    -2,449    -2,513   -16,169   -15,410:      258      -501
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.3      19.8      22.5      13.1      41.2      48.3       5.8      93.2      89.2:      6.8      10.8
    :                                                                                         :
    : Total Traders:   418          Number of Traders in Each Category                        :
    :      100       152       172        68        95        29        16       318       348:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   153,988
    : Positions                                                                               :
    :   19,632    26,536    28,611    39,560    70,792    50,097       819   137,900   126,759:   16,087    27,229
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:      -5,491)         :
    :     -678    -2,238        45    -2,135       616       237    -1,867    -2,532    -3,444:   -2,960    -2,048
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      17.2      18.6      25.7      46.0      32.5       0.5      89.6      82.3:     10.4      17.7
    :                                                                                         :
    : Total Traders:   165          Number of Traders in Each Category                        :
    :       31        34        45        45        58        20         4       126       122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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 1,490,534
    : Positions                                                                               :
    :  170,694   213,368   349,477   315,884   603,963   511,723    37,871 1,347,778 1,204,678:  142,756   285,856
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:     -85,558)         :
    :    3,135     8,108   -80,991    -9,791    -3,123     8,607     1,488   -79,040   -74,518:   -6,518   -11,040
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5      14.3      23.4      21.2      40.5      34.3       2.5      90.4      80.8:      9.6      19.2
    :                                                                                         :
    : Total Traders:   698          Number of Traders in Each Category                        :
    :      161       164       225       214       276        29        18       527       598:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   609,276
    : Positions                                                                               :
    :   98,701    51,084   150,971   107,225   276,619   195,861    17,496   552,759   496,170:   56,517   113,105
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:     -15,853)         :
    :    8,028    -2,937   -19,582    -7,056     6,265     3,877       610   -14,733   -15,644:   -1,120      -209
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.2       8.4      24.8      17.6      45.4      32.1       2.9      90.7      81.4:      9.3      18.6
    :                                                                                         :
    : Total Traders:   514          Number of Traders in Each Category                        :
    :      153       134       194       100       155        27        16       398       417:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   309,239
    : Positions                                                                               :
    :   33,537    27,416    64,097    54,947   182,890   125,367    12,345   277,948   286,748:   31,291    22,491
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:     -26,420)         :
    :   -2,019      -384   -16,788   -10,775    -3,764     2,444    -1,396   -27,138   -22,332:      718    -4,088
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8       8.9      20.7      17.8      59.1      40.5       4.0      89.9      92.7:     10.1       7.3
    :                                                                                         :
    : Total Traders:   248          Number of Traders in Each Category                        :
    :       56        59        94        53        63        26        10       208       190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   272,750
    : Positions                                                                               :
    :   62,543     4,948    62,534    42,756   189,173    83,279     6,910   251,112   263,566:   21,638     9,185
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:      12,467)         :
    :    4,232    -1,107     3,744      -714     6,381     3,852     2,939    11,114    11,958:    1,353       509
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.9       1.8      22.9      15.7      69.4      30.5       2.5      92.1      96.6:      7.9       3.4
    :                                                                                         :
    : Total Traders:   285          Number of Traders in Each Category                        :
    :      153        27        73        54        64        29        11       260       156:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   246,960
    : Positions                                                                               :
    :   54,505    13,326    55,555    14,434   133,222    96,086    10,914   220,580   213,017:   26,379    33,942
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:      10,007)         :
    :    3,848       564     6,695    -1,064     3,126       553       695    10,033    11,081:      -26    -1,074
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.1       5.4      22.5       5.8      53.9      38.9       4.4      89.3      86.3:     10.7      13.7
    :                                                                                         :
    : Total Traders:   267          Number of Traders in Each Category                        :
    :      120        50       108        36        56        26        10       230       188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   445,080
    : Positions                                                                               :
    :  118,704    10,070   130,757    17,219   214,781   147,595     7,360   414,275   362,969:   30,805    82,112
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:       4,713)         :
    :     -460       408     9,093    -3,780    -3,069     2,015     1,498     6,867     7,930:   -2,154    -3,217
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.7       2.3      29.4       3.9      48.3      33.2       1.7      93.1      81.6:      6.9      18.4
    :                                                                                         :
    : Total Traders:   441          Number of Traders in Each Category                        :
    :      160        52       123        86       184        28         4       324       326:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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    50,330
    : Positions                                                                               :
    :   20,090     3,504     7,367     5,764    15,204     9,883       230    43,104    26,305:    7,225    24,025
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:       1,546)         :
    :      245    -1,004       -51       524     1,008        78        -6       796       -53:      749     1,598
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     39.9       7.0      14.6      11.5      30.2      19.6       0.5      85.6      52.3:     14.4      47.7
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       48        26        25        37        83        19         3       119       124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   140,002
    : Positions                                                                               :
    :   39,898    19,959    18,095    44,283    92,220    29,075     2,793   131,351   133,066:    8,651     6,936
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:       8,466)         :
    :    5,101       374     2,788       212     6,427       -71      -786     8,031     8,804:      435      -338
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.5      14.3      12.9      31.6      65.9      20.8       2.0      93.8      95.0:      6.2       5.0
    :                                                                                         :
    : Total Traders:   162          Number of Traders in Each Category                        :
    :       59        34        39        33        41        22        11       132       110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   833,921
    : Positions                                                                               :
    :  100,612    39,343   186,446   211,056   458,968   267,019    94,977   765,134   779,734:   68,787    54,187
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:     -11,557)         :
    :   -7,657     7,431     3,914   -10,451   -17,255     1,375    -2,301   -12,818    -8,211:    1,261    -3,346
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1       4.7      22.4      25.3      55.0      32.0      11.4      91.8      93.5:      8.2       6.5
    :                                                                                         :
    : Total Traders:   236          Number of Traders in Each Category                        :
    :       60        59        83        70        81        25        14       201       195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 27, 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   174,814
    : Positions                                                                               :
    :   20,872    29,483    46,434    37,874    85,421    59,298     5,242   164,477   166,579:   10,337     8,235
    :                                                                                         :
    : Changes from: April 20, 2010             (Change in open interest:       9,341)         :
    :    1,945     6,375     6,584      -529    -3,921       908       542     8,907     9,579:      434      -238
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9      16.9      26.6      21.7      48.9      33.9       3.0      94.1      95.3:      5.9       4.7
    :                                                                                         :
    : Total Traders:   384          Number of Traders in Each Category                        :
    :      104       114        99       109       111        28        10       293       290:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 30, 2010