COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   577,675
    : Positions                                                                               :
    :   56,828   123,726   133,169    93,232   226,417   251,889    31,518   535,119   514,830:   42,556    62,845
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:     -34,146)         :
    :      265   -10,283   -12,166   -15,582    -7,334    -3,893    -4,470   -31,376   -34,254:   -2,770       107
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.8      21.4      23.1      16.1      39.2      43.6       5.5      92.6      89.1:      7.4      10.9
    :                                                                                         :
    : Total Traders:   420          Number of Traders in Each Category                        :
    :      123       156       168        70        92        29        16       316       348:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   174,201
    : Positions                                                                               :
    :   27,272    30,425    32,214    41,605    73,774    48,874     1,415   149,965   137,827:   24,237    36,374
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:     -12,561)         :
    :      918    -7,402    -5,275   -10,938    -2,461      -123       133   -15,418   -15,005:    2,857     2,444
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7      17.5      18.5      23.9      42.3      28.1       0.8      86.1      79.1:     13.9      20.9
    :                                                                                         :
    : Total Traders:   167          Number of Traders in Each Category                        :
    :       33        38        49        40        54        19        10       128       129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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 1,614,651
    : Positions                                                                               :
    :  188,653   177,858   476,060   293,555   620,488   512,607    37,317 1,470,874 1,311,724:  143,777   302,927
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:     -12,337)         :
    :  -13,578   -40,003     5,999   -12,792    21,117    14,765     4,749    -5,606    -8,138:   -6,730    -4,198
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7      11.0      29.5      18.2      38.4      31.7       2.3      91.1      81.2:      8.9      18.8
    :                                                                                         :
    : Total Traders:   726          Number of Traders in Each Category                        :
    :      166       182       260       228       291        30        21       571       639:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   601,266
    : Positions                                                                               :
    :   64,336    65,289   170,664   129,397   250,696   185,543    14,090   549,940   500,740:   51,326   100,526
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:         781)         :
    :    9,462    -5,279     1,535   -10,353     9,643      -748    -2,994      -104     2,905:      885    -2,124
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7      10.9      28.4      21.5      41.7      30.9       2.3      91.5      83.3:      8.5      16.7
    :                                                                                         :
    : Total Traders:   505          Number of Traders in Each Category                        :
    :      139       147       194       125       163        28        19       398       436:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   363,873
    : Positions                                                                               :
    :   33,252    58,945    74,999   102,520   187,162   124,360    10,797   335,132   331,903:   28,742    31,970
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:     -17,564)         :
    :   -4,440   -10,257    -6,572    -6,559       835       711      -337   -16,860   -16,330:     -703    -1,234
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1      16.2      20.6      28.2      51.4      34.2       3.0      92.1      91.2:      7.9       8.8
    :                                                                                         :
    : Total Traders:   251          Number of Traders in Each Category                        :
    :       47        83        89        55        54        25        12       196       197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   219,853
    : Positions                                                                               :
    :   50,096    10,856    39,616    34,825   156,416    78,567     3,854   203,104   210,741:   16,749     9,112
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:      -5,183)         :
    :    2,261    -1,199      -326    -6,754    -1,661       821      -255    -3,998    -3,441:   -1,185    -1,742
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.8       4.9      18.0      15.8      71.1      35.7       1.8      92.4      95.9:      7.6       4.1
    :                                                                                         :
    : Total Traders:   241          Number of Traders in Each Category                        :
    :      112        34        59        48        59        28        12       210       145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   216,846
    : Positions                                                                               :
    :   31,780    16,710    50,848    16,144   107,114    95,150     8,275   193,922   182,948:   22,924    33,899
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:       1,986)         :
    :     -330    -2,530     1,874      -431     1,091       615      -800     1,728      -364:      257     2,350
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.7       7.7      23.4       7.4      49.4      43.9       3.8      89.4      84.4:     10.6      15.6
    :                                                                                         :
    : Total Traders:   236          Number of Traders in Each Category                        :
    :       92        48        87        43        58        24        12       198       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   388,904
    : Positions                                                                               :
    :   86,746    36,427    97,757    28,377   178,697   143,942     6,173   356,823   319,054:   32,081    69,850
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:       1,411)         :
    :    1,754     1,747    -1,674      -945     1,041    -1,551    -1,424    -2,416      -311:    3,828     1,722
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.3       9.4      25.1       7.3      45.9      37.0       1.6      91.8      82.0:      8.2      18.0
    :                                                                                         :
    : Total Traders:   388          Number of Traders in Each Category                        :
    :      125        60       114        77       163        25         7       271       310:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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    39,229
    : Positions                                                                               :
    :   10,403     5,146     5,699     6,135     7,553     9,326     1,367    31,563    19,766:    7,666    19,463
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:       1,489)         :
    :     -275       324       450       136        12       638       714       949     1,499:      540       -10
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.5      13.1      14.5      15.6      19.3      23.8       3.5      80.5      50.4:     19.5      49.6
    :                                                                                         :
    : Total Traders:   147          Number of Traders in Each Category                        :
    :       28        30        23        35        50        19         5        99        93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   123,015
    : Positions                                                                               :
    :   25,769     8,976    20,852    42,314    84,345    26,096     2,899   115,032   117,072:    7,984     5,943
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:        -165)         :
    :    1,572     2,021    -1,219    -1,054      -432      -138      -237      -839       134:      673      -299
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.9       7.3      17.0      34.4      68.6      21.2       2.4      93.5      95.2:      6.5       4.8
    :                                                                                         :
    : Total Traders:   152          Number of Traders in Each Category                        :
    :       48        34        32        35        40        22        13       122       104:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   755,125
    : Positions                                                                               :
    :   91,511    20,288   157,831   194,200   454,616   245,508    64,421   689,050   697,156:   66,076    57,969
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:     -34,324)         :
    :   -4,743    -3,399   -10,584   -16,753   -13,713     3,000    -1,431   -29,080   -29,126:   -5,244    -5,197
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1       2.7      20.9      25.7      60.2      32.5       8.5      91.2      92.3:      8.8       7.7
    :                                                                                         :
    : Total Traders:   228          Number of Traders in Each Category                        :
    :       63        50        80        70        81        25        17       193       195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 22, 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   225,842
    : Positions                                                                               :
    :   40,487    14,828    73,215    41,488   123,606    58,213     3,772   213,403   215,421:   12,439    10,421
    :                                                                                         :
    : Changes from: June 15, 2010              (Change in open interest:      13,206)         :
    :    6,169    -3,031     2,980     4,278    14,685       358     1,528    13,784    16,162:     -578    -2,956
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.9       6.6      32.4      18.4      54.7      25.8       1.7      94.5      95.4:      5.5       4.6
    :                                                                                         :
    : Total Traders:   416          Number of Traders in Each Category                        :
    :      140        98       118       100       137        27        14       338       301:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 25, 2010