COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   611,821
    : Positions                                                                               :
    :   56,563   134,009   145,335   108,814   233,751   255,783    35,988   566,495   549,083:   45,326    62,738
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:       6,240)         :
    :   -3,521     8,475     4,839     3,056    -2,972       457    -3,994     4,831     6,348:    1,408      -108
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.2      21.9      23.8      17.8      38.2      41.8       5.9      92.6      89.7:      7.4      10.3
    :                                                                                         :
    : Total Traders:   431          Number of Traders in Each Category                        :
    :      115       157       170        72        97        29        16       320       359:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   186,763
    : Positions                                                                               :
    :   26,354    37,826    37,489    52,543    76,235    48,997     1,282   165,383   152,833:   21,380    33,930
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:       1,244)         :
    :    1,325     2,611    -1,406     4,103     2,529       542       -43     4,564     3,691:   -3,320    -2,447
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      20.3      20.1      28.1      40.8      26.2       0.7      88.6      81.8:     11.4      18.2
    :                                                                                         :
    : Total Traders:   191          Number of Traders in Each Category                        :
    :       39        46        61        50        61        19         9       149       153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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 1,626,988
    : Positions                                                                               :
    :  202,230   217,861   470,061   306,347   599,372   497,842    32,568 1,476,480 1,319,862:  150,507   307,126
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:     -26,974)         :
    :    8,087       773       740   -19,867    -9,304   -11,847   -13,779   -22,888   -21,570:   -4,086    -5,404
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4      13.4      28.9      18.8      36.8      30.6       2.0      90.7      81.1:      9.3      18.9
    :                                                                                         :
    : Total Traders:   721          Number of Traders in Each Category                        :
    :      148       201       251       226       282        30        21       561       630:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   600,485
    : Positions                                                                               :
    :   54,874    70,568   169,129   139,749   241,053   186,291    17,085   550,044   497,835:   50,442   102,650
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:     -19,194)         :
    :    5,105   -13,841    -7,379   -14,638     7,673    -5,435    -3,940   -22,349   -17,487:    3,154    -1,707
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1      11.8      28.2      23.3      40.1      31.0       2.8      91.6      82.9:      8.4      17.1
    :                                                                                         :
    : Total Traders:   488          Number of Traders in Each Category                        :
    :      125       150       190       115       159        28        19       378       424:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   381,437
    : Positions                                                                               :
    :   37,691    69,202    81,571   109,080   186,327   123,649    11,133   351,992   348,233:   29,445    33,203
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:      -4,865)         :
    :   -1,313    -3,012     2,041   -12,249      -701     3,077    -2,623    -8,444    -4,295:    3,579      -570
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.9      18.1      21.4      28.6      48.8      32.4       2.9      92.3      91.3:      7.7       8.7
    :                                                                                         :
    : Total Traders:   264          Number of Traders in Each Category                        :
    :       52        86        93        58        54        26        13       209       203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   225,036
    : Positions                                                                               :
    :   47,836    12,055    39,942    41,579   158,076    77,746     4,109   207,102   214,182:   17,934    10,854
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:     -30,085)         :
    :   10,911    -4,651   -24,851   -17,018     6,906      -295    -4,736   -31,253   -27,331:    1,167    -2,754
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.3       5.4      17.7      18.5      70.2      34.5       1.8      92.0      95.2:      8.0       4.8
    :                                                                                         :
    : Total Traders:   247          Number of Traders in Each Category                        :
    :      110        37        71        49        58        28        12       215       156:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   214,861
    : Positions                                                                               :
    :   32,109    19,239    48,974    16,575   106,024    94,535     9,075   192,193   183,312:   22,667    31,549
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:      -2,157)         :
    :    3,488     6,515    -4,441       577       516    -1,091       982    -1,467     3,573:     -690    -5,730
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9       9.0      22.8       7.7      49.3      44.0       4.2      89.5      85.3:     10.5      14.7
    :                                                                                         :
    : Total Traders:   232          Number of Traders in Each Category                        :
    :       75        60        88        39        55        25        13       190       178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   387,493
    : Positions                                                                               :
    :   84,991    34,680    99,432    29,323   177,656   145,493     7,597   359,239   319,365:   28,254    68,128
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:      -1,821)         :
    :   -1,396     5,796    -1,041     1,321    -4,737    -1,040      -495    -2,156      -477:      336    -1,344
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.9       8.9      25.7       7.6      45.8      37.5       2.0      92.7      82.4:      7.3      17.6
    :                                                                                         :
    : Total Traders:   393          Number of Traders in Each Category                        :
    :      130        63       118        77       159        26         8       278       311:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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    37,740
    : Positions                                                                               :
    :   10,677     4,823     5,250     5,999     7,541     8,688       653    30,614    18,266:    7,126    19,473
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:         944)         :
    :      105      -289       468       513      -152      -311       265       775       292:      169       652
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.3      12.8      13.9      15.9      20.0      23.0       1.7      81.1      48.4:     18.9      51.6
    :                                                                                         :
    : Total Traders:   147          Number of Traders in Each Category                        :
    :       31        26        22        35        51        19         5        97        93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   123,180
    : Positions                                                                               :
    :   24,197     6,955    22,071    43,369    84,776    26,234     3,136   115,870   116,938:    7,310     6,242
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:      -7,108)         :
    :   -2,130       -55    -1,559    -1,873    -3,358      -313      -689    -5,874    -5,661:   -1,234    -1,447
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.6       5.6      17.9      35.2      68.8      21.3       2.5      94.1      94.9:      5.9       5.1
    :                                                                                         :
    : Total Traders:   148          Number of Traders in Each Category                        :
    :       49        29        35        37        40        22        12       123       103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   789,449
    : Positions                                                                               :
    :   96,254    23,687   168,415   210,953   468,329   242,508    65,852   718,129   726,282:   71,319    63,167
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:    -129,268)         :
    :    3,811   -10,952   -79,346   -42,566   -19,739    -6,837   -19,952  -124,938  -129,990:   -4,330       722
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.2       3.0      21.3      26.7      59.3      30.7       8.3      91.0      92.0:      9.0       8.0
    :                                                                                         :
    : Total Traders:   237          Number of Traders in Each Category                        :
    :       64        53        80        73        81        25        17       199       198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 15, 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   212,636
    : Positions                                                                               :
    :   34,318    17,859    70,235    37,210   108,921    57,856     2,244   199,619   199,259:   13,017    13,377
    :                                                                                         :
    : Changes from: June 8, 2010               (Change in open interest:      21,852)         :
    :   11,683    -6,729     9,784    -2,990    17,555     1,441    -2,060    19,919    18,551:    1,933     3,301
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.1       8.4      33.0      17.5      51.2      27.2       1.1      93.9      93.7:      6.1       6.3
    :                                                                                         :
    : Total Traders:   404          Number of Traders in Each Category                        :
    :      131        99       108       105       134        26        15       321       301:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 18, 2010