COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   539,719
    : Positions                                                                               :
    :   51,800   100,078   114,958    77,202   236,449   260,734    31,169   504,695   482,654:   35,025    57,065
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:       6,534)         :
    :   -1,327    -3,357        71     4,570     7,891     1,943       888     5,256     5,493:    1,278     1,041
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6      18.5      21.3      14.3      43.8      48.3       5.8      93.5      89.4:      6.5      10.6
    :                                                                                         :
    : Total Traders:   412          Number of Traders in Each Category                        :
    :      116       147       152        65        99        29        17       300       338:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   158,880
    : Positions                                                                               :
    :   21,274    24,170    30,609    38,981    75,397    51,400     1,595   142,264   131,772:   16,616    27,108
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:       3,316)         :
    :     -115    -1,520     1,093       383     1,865     1,037       662     2,398     2,100:      918     1,217
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4      15.2      19.3      24.5      47.5      32.4       1.0      89.5      82.9:     10.5      17.1
    :                                                                                         :
    : Total Traders:   173          Number of Traders in Each Category                        :
    :       34        30        52        43        63        20         5       130       134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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 1,574,996
    : Positions                                                                               :
    :  197,878   165,875   397,674   314,572   673,763   519,724    42,811 1,429,849 1,280,122:  145,147   294,873
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      48,825)         :
    :    9,585    -6,056    24,995    14,166    21,357    -2,777     3,597    45,970    43,893:    2,856     4,932
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      10.5      25.2      20.0      42.8      33.0       2.7      90.8      81.3:      9.2      18.7
    :                                                                                         :
    : Total Traders:   712          Number of Traders in Each Category                        :
    :      174       152       233       204       298        29        17       531       606:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   590,442
    : Positions                                                                               :
    :   77,868    65,686   151,527   123,787   249,520   190,025    16,530   543,207   483,263:   47,235   107,179
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      -9,766)         :
    :  -21,075     6,667     3,878    16,858   -15,457    -2,998      -190    -3,337    -5,102:   -6,429    -4,663
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2      11.1      25.7      21.0      42.3      32.2       2.8      92.0      81.8:      8.0      18.2
    :                                                                                         :
    : Total Traders:   498          Number of Traders in Each Category                        :
    :      145       140       175        98       160        27        15       363       416:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   325,116
    : Positions                                                                               :
    :   36,236    53,012    60,102    77,315   172,293   125,717    12,890   299,369   298,298:   25,747    26,818
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      13,355)         :
    :    4,230     4,669     4,279     6,621     2,644       862     1,199    15,992    12,791:   -2,637       564
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1      16.3      18.5      23.8      53.0      38.7       4.0      92.1      91.8:      7.9       8.2
    :                                                                                         :
    : Total Traders:   249          Number of Traders in Each Category                        :
    :       54        79        83        54        55        24         8       195       184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   253,444
    : Positions                                                                               :
    :   48,505     5,890    62,723    43,536   167,882    78,909     5,656   233,673   242,151:   19,771    11,294
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:     -10,210)         :
    :   -9,776       131      -644     4,350   -10,088    -3,373      -737    -9,444   -11,338:     -766     1,128
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1       2.3      24.7      17.2      66.2      31.1       2.2      92.2      95.5:      7.8       4.5
    :                                                                                         :
    : Total Traders:   265          Number of Traders in Each Category                        :
    :      124        32        75        56        64        28         9       239       157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   252,553
    : Positions                                                                               :
    :   53,780    12,772    57,911    14,896   129,822    97,577     9,271   224,163   209,775:   28,390    42,778
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      -1,097)         :
    :   -3,050     2,325      -942       908      -683       987    -2,715    -2,097    -2,015:    1,000       918
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.3       5.1      22.9       5.9      51.4      38.6       3.7      88.8      83.1:     11.2      16.9
    :                                                                                         :
    : Total Traders:   262          Number of Traders in Each Category                        :
    :      108        56       113        37        54        26         9       231       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   471,918
    : Positions                                                                               :
    :  128,472    17,310   137,169    20,170   220,365   150,330     7,744   436,141   382,588:   35,776    89,330
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      12,664)         :
    :    3,835       864     4,278     2,333     3,422       485      -283    10,931     8,281:    1,733     4,383
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.2       3.7      29.1       4.3      46.7      31.9       1.6      92.4      81.1:      7.6      18.9
    :                                                                                         :
    : Total Traders:   437          Number of Traders in Each Category                        :
    :      162        60       119        74       178        28         7       315       318:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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    46,442
    : Positions                                                                               :
    :   17,479     3,274     6,547     5,755    12,974     9,968       230    39,750    23,025:    6,693    23,417
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      -2,325)         :
    :   -2,119      -524       103       125    -1,377        22        10    -1,868    -1,788:     -457      -537
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     37.6       7.1      14.1      12.4      27.9      21.5       0.5      85.6      49.6:     14.4      50.4
    :                                                                                         :
    : Total Traders:   180          Number of Traders in Each Category                        :
    :       45        26        25        31        79        19         1       111       120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   141,693
    : Positions                                                                               :
    :   32,448    11,477    22,813    45,320    94,198    29,471     3,233   130,052   131,721:   11,641     9,973
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      -1,125)         :
    :   -6,867    -6,119     2,164     1,992       350       483       596    -2,228    -3,009:    1,103     1,884
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.9       8.1      16.1      32.0      66.5      20.8       2.3      91.8      93.0:      8.2       7.0
    :                                                                                         :
    : Total Traders:   165          Number of Traders in Each Category                        :
    :       60        29        44        38        43        21        10       139       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   859,421
    : Positions                                                                               :
    :   97,033    41,244   214,453   196,296   448,825   267,255    88,535   775,037   793,057:   84,384    66,364
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:      32,522)         :
    :   -4,385      -109    13,875    11,302    10,181     2,417     4,188    23,209    28,135:    9,313     4,387
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.3       4.8      25.0      22.8      52.2      31.1      10.3      90.2      92.3:      9.8       7.7
    :                                                                                         :
    : Total Traders:   233          Number of Traders in Each Category                        :
    :       61        58        89        68        78        25        16       198       201:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 11, 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   178,346
    : Positions                                                                               :
    :   22,386    21,459    49,262    34,403    90,087    59,661     5,178   165,713   165,985:   12,633    12,361
    :                                                                                         :
    : Changes from: May 4, 2010                (Change in open interest:       3,326)         :
    :   -1,270      -847     1,502     2,216     1,317      -326       -32     2,121     1,939:    1,205     1,387
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      12.0      27.6      19.3      50.5      33.5       2.9      92.9      93.1:      7.1       6.9
    :                                                                                         :
    : Total Traders:   366          Number of Traders in Each Category                        :
    :       99       101       104       104       117        28        10       284       288:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 14, 2010