COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   554,463
    : Positions                                                                               :
    :   53,881   110,531   120,932    82,078   232,226   260,973    31,632   517,864   495,322:   36,599    59,142
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      14,744)         :
    :    2,081    10,453     5,974     4,876    -4,223       239       463    13,170    12,667:    1,574     2,077
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7      19.9      21.8      14.8      41.9      47.1       5.7      93.4      89.3:      6.6      10.7
    :                                                                                         :
    : Total Traders:   412          Number of Traders in Each Category                        :
    :      124       138       157        67        97        29        17       305       340:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   163,124
    : Positions                                                                               :
    :   22,406    31,010    30,858    42,664    71,934    51,080     1,640   147,009   135,442:   16,115    27,682
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:       4,244)         :
    :    1,132     6,840       249     3,684    -3,464      -320        45     4,745     3,670:     -501       574
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.7      19.0      18.9      26.2      44.1      31.3       1.0      90.1      83.0:      9.9      17.0
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       29        45        55        49        63        20         5       139       140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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 1,603,124
    : Positions                                                                               :
    :  206,890   178,437   420,192   319,124   669,386   515,483    39,266 1,461,689 1,307,281:  141,434   295,842
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      28,128)         :
    :    9,011    12,562    22,519     4,552    -4,377    -4,241    -3,545    31,841    27,159:   -3,712       969
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9      11.1      26.2      19.9      41.8      32.2       2.4      91.2      81.5:      8.8      18.5
    :                                                                                         :
    : Total Traders:   731          Number of Traders in Each Category                        :
    :      187       159       244       210       299        29        17       549       624:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 2010                    
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                  
CFTC Code #005602                                                              Open Interest is   603,692
    : Positions                                                                               :
    :   64,395    75,079   165,129   136,469   237,617   190,796    17,461   556,789   495,286:   46,903   108,406
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      13,250)         :
    :  -13,473     9,393    13,602    12,682   -11,902       771       931    13,582    12,024:     -332     1,227
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7      12.4      27.4      22.6      39.4      31.6       2.9      92.2      82.0:      7.8      18.0
    :                                                                                         :
    : Total Traders:   507          Number of Traders in Each Category                        :
    :      138       144       182       105       161        27        17       371       428:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   340,739
    : Positions                                                                               :
    :   36,166    65,585    64,708    92,672   168,132   121,580    13,714   315,125   312,139:   25,615    28,601
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      15,623)         :
    :      -70    12,573     4,605    15,357    -4,161    -4,137       823    15,755    13,841:     -132     1,782
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6      19.2      19.0      27.2      49.3      35.7       4.0      92.5      91.6:      7.5       8.4
    :                                                                                         :
    : Total Traders:   258          Number of Traders in Each Category                        :
    :       51        89        78        55        58        24         8       190       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   262,670
    : Positions                                                                               :
    :   51,206     6,433    64,772    48,183   174,138    78,773     5,654   242,933   250,997:   19,736    11,672
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:       9,225)         :
    :    2,701       543     2,050     4,646     6,256      -137        -2     9,260     8,846:      -35       379
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5       2.4      24.7      18.3      66.3      30.0       2.2      92.5      95.6:      7.5       4.4
    :                                                                                         :
    : Total Traders:   272          Number of Traders in Each Category                        :
    :      132        35        81        52        63        28         9       245       163:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   247,271
    : Positions                                                                               :
    :   46,788    12,336    61,724    14,728   121,412    96,422     8,745   219,662   204,216:   27,609    43,054
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      -5,283)         :
    :   -6,992      -437     3,814      -168    -8,411    -1,155      -526    -4,501    -5,559:     -782       277
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.9       5.0      25.0       6.0      49.1      39.0       3.5      88.8      82.6:     11.2      17.4
    :                                                                                         :
    : Total Traders:   249          Number of Traders in Each Category                        :
    :       96        52       104        38        54        25        12       213       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   448,365
    : Positions                                                                               :
    :  113,077    19,372   133,420    24,540   208,003   144,338     6,123   415,375   366,919:   32,990    81,447
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:     -23,553)         :
    :  -15,394     2,062    -3,749     4,369   -12,362    -5,993    -1,621   -20,766   -15,669:   -2,786    -7,883
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.2       4.3      29.8       5.5      46.4      32.2       1.4      92.6      81.8:      7.4      18.2
    :                                                                                         :
    : Total Traders:   426          Number of Traders in Each Category                        :
    :      144        57       115        82       179        28         8       303       323:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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    43,528
    : Positions                                                                               :
    :   15,934     3,857     6,027     5,310    10,704     9,358       238    36,629    20,827:    6,899    22,701
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      -2,914)         :
    :   -1,545       583      -520      -445    -2,269      -610         8    -3,120    -2,198:      206      -716
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     36.6       8.9      13.8      12.2      24.6      21.5       0.5      84.2      47.8:     15.8      52.2
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       42        27        27        33        72        19         1       109       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   139,222
    : Positions                                                                               :
    :   27,744    13,610    24,559    48,440    88,470    29,612     4,459   130,356   131,098:    8,866     8,123
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      -2,472)         :
    :   -4,704     2,133     1,746     3,120    -5,728       141     1,226       304      -623:   -2,776    -1,849
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.9       9.8      17.6      34.8      63.5      21.3       3.2      93.6      94.2:      6.4       5.8
    :                                                                                         :
    : Total Traders:   162          Number of Traders in Each Category                        :
    :       54        31        46        40        40        23        11       137       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   879,102
    : Positions                                                                               :
    :   98,909    43,190   223,123   208,724   448,105   263,445    92,315   794,200   806,734:   84,901    72,368
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      19,681)         :
    :    1,876     1,946     8,670    12,427      -719    -3,810     3,780    19,164    13,677:      517     6,004
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.3       4.9      25.4      23.7      51.0      30.0      10.5      90.3      91.8:      9.7       8.2
    :                                                                                         :
    : Total Traders:   228          Number of Traders in Each Category                        :
    :       58        54        90        67        78        25        16       197       197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 18, 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   174,591
    : Positions                                                                               :
    :   22,458    20,921    48,786    35,295    90,403    58,885     5,237   165,425   165,347:    9,167     9,244
    :                                                                                         :
    : Changes from: May 11, 2010               (Change in open interest:      -3,754)         :
    :       71      -538      -475       892       316      -776        60      -288      -638:   -3,466    -3,117
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9      12.0      27.9      20.2      51.8      33.7       3.0      94.7      94.7:      5.3       5.3
    :                                                                                         :
    : Total Traders:   368          Number of Traders in Each Category                        :
    :       96       104       110       104       113        27         9       290       285:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 27, 2010