COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE                                                                                     
CFTC Code #001602                                                              Open Interest is   596,686
    : Positions                                                                               :
    :   63,731    79,163   142,410   101,651   269,223   247,864    36,904   555,657   527,699:   41,029    68,987
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:      12,795)         :
    :    3,432    -3,328     3,394     5,560    11,455      -357       443    12,028    11,964:      766       831
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7      13.3      23.9      17.0      45.1      41.5       6.2      93.1      88.4:      6.9      11.6
    :                                                                                         :
    : Total Traders:   436          Number of Traders in Each Category                        :
    :      131       146       178        69       106        28        15       342       349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                 
CFTC Code #001612                                                              Open Interest is   198,290
    : Positions                                                                               :
    :   51,206     9,943    34,638    39,391   122,938    49,000       649   174,234   168,167:   24,056    30,123
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:      10,871)         :
    :    7,129    -1,768       445       415    11,518     1,402       -25     9,391    10,171:    1,479       700
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.8       5.0      17.5      19.9      62.0      24.7       0.3      87.9      84.8:     12.1      15.2
    :                                                                                         :
    : Total Traders:   212          Number of Traders in Each Category                        :
    :       60        30        49        46        89        18         6       145       160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE                                                                                      
CFTC Code #002602                                                              Open Interest is 1,591,725
    : Positions                                                                               :
    :  257,916   134,295   429,325   263,263   700,143   512,346    19,636 1,462,850 1,283,399:  128,874   308,326
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:      32,081)         :
    :   11,983    18,311     8,488     6,153     3,473     7,362       238    33,987    30,510:   -1,906     1,571
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.2       8.4      27.0      16.5      44.0      32.2       1.2      91.9      80.6:      8.1      19.4
    :                                                                                         :
    : Total Traders:   788          Number of Traders in Each Category                        :
    :      205       171       263       197       328        29        17       567       670:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                  
CFTC Code #005602                                                              Open Interest is   584,787
    : Positions                                                                               :
    :  100,079    35,860   147,900    95,567   297,507   189,824     9,198   533,371   490,465:   51,417    94,323
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:     -32,603)         :
    :   -5,648      -639   -27,804     1,527    -3,414       877      -676   -31,048   -32,533:   -1,556       -71
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.1       6.1      25.3      16.3      50.9      32.5       1.6      91.2      83.9:      8.8      16.1
    :                                                                                         :
    : Total Traders:   513          Number of Traders in Each Category                        :
    :      160       129       184        94       172        26        17       379       421:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                               
CFTC Code #007601                                                              Open Interest is   327,045
    : Positions                                                                               :
    :   36,537    48,578    72,179    74,678   171,671   114,335     9,836   297,729   302,264:   29,316    24,781
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:      -3,193)         :
    :    4,073    -9,363    -2,539    -5,139     8,554      -630      -373    -4,235    -3,722:    1,042       529
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2      14.9      22.1      22.8      52.5      35.0       3.0      91.0      92.4:      9.0       7.6
    :                                                                                         :
    : Total Traders:   253          Number of Traders in Each Category                        :
    :       61        67        89        57        53        24        10       207       186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - ICE FUTURES U.S.                                                                                    
CFTC Code #033661                                                              Open Interest is   229,545
    : Positions                                                                               :
    :   36,974    15,488    45,652    53,569   153,316    76,415     4,833   212,609   219,288:   16,936    10,257
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:      11,152)         :
    :    1,594    -2,242    -2,176     6,680    16,540     2,132      -401     8,230    11,721:    2,922      -569
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.1       6.7      19.9      23.3      66.8      33.3       2.1      92.6      95.5:      7.4       4.5
    :                                                                                         :
    : Total Traders:   230          Number of Traders in Each Category                        :
    :       83        57        68        53        60        26        11       193       166:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                            
CFTC Code #054642                                                              Open Interest is   228,890
    : Positions                                                                               :
    :   36,659    20,788    63,051    10,534   105,664    97,937     3,564   208,181   193,066:   20,708    35,823
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:       4,141)         :
    :    1,685     2,556      -621      -204       323     2,184       131     3,045     2,389:    1,096     1,752
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0       9.1      27.5       4.6      46.2      42.8       1.6      91.0      84.3:      9.0      15.7
    :                                                                                         :
    : Total Traders:   254          Number of Traders in Each Category                        :
    :       87        64        99        35        55        24         9       207       188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                          
CFTC Code #057642                                                              Open Interest is   414,854
    : Positions                                                                               :
    :  105,493    34,353   107,197    32,196   198,248   138,120     4,496   383,006   344,294:   31,848    70,560
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:       6,667)         :
    :    4,995      -320     4,049       186     2,163    -2,191      -239     7,039     5,654:     -372     1,013
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.4       8.3      25.8       7.8      47.8      33.3       1.1      92.3      83.0:      7.7      17.0
    :                                                                                         :
    : Total Traders:   413          Number of Traders in Each Category                        :
    :      139        58       114        83       169        26         9       304       311:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                        
CFTC Code #061641                                                              Open Interest is    41,845
    : Positions                                                                               :
    :   12,248     4,720     6,401     5,583     9,404     9,769       670    34,001    21,195:    7,844    20,650
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:         213)         :
    :     -316       -58       279       155       -60      -261    -1,164      -144    -1,004:      357     1,217
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.3      11.3      15.3      13.3      22.5      23.3       1.6      81.3      50.7:     18.7      49.3
    :                                                                                         :
    : Total Traders:   156          Number of Traders in Each Category                        :
    :       41        21        34        37        53        18         7       114       104:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.                                                                                           
CFTC Code #073732                                                              Open Interest is   138,726
    : Positions                                                                               :
    :   26,683    13,777    27,113    50,616    87,647    25,550     3,434   129,961   131,971:    8,765     6,756
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:         263)         :
    :   -2,853     2,031      -117     3,282    -2,973      -371      -386       -59    -1,444:      323     1,707
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.2       9.9      19.5      36.5      63.2      18.4       2.5      93.7      95.1:      6.3       4.9
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       45        36        41        41        47        19        12       123       120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                    
CFTC Code #080732                                                              Open Interest is   797,861
    : Positions                                                                               :
    :   83,953    15,847   199,147   188,621   456,326   243,812    65,611   715,534   736,931:   82,328    60,930
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:      35,354)         :
    :    2,175    -1,588     6,881    14,061    22,520       239     2,552    23,356    30,364:   11,998     4,990
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.5       2.0      25.0      23.6      57.2      30.6       8.2      89.7      92.4:     10.3       7.6
    :                                                                                         :
    : Total Traders:   223          Number of Traders in Each Category                        :
    :       75        38        82        66        76        24        16       196       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 27, 2010                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - ICE FUTURES U.S.                                                                                        
CFTC Code #083731                                                              Open Interest is   227,651
    : Positions                                                                               :
    :   43,397    10,039    73,368    41,848   131,367    57,873     4,276   216,487   219,051:   11,165     8,600
    :                                                                                         :
    : Changes from: July 20, 2010              (Change in open interest:      -2,486)         :
    :     -454    -2,394       144    -1,939       224        73       -52    -2,175    -2,078:     -311      -408
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1       4.4      32.2      18.4      57.7      25.4       1.9      95.1      96.2:      4.9       3.8
    :                                                                                         :
    : Total Traders:   399          Number of Traders in Each Category                        :
    :      131        84       119       102       140        26        13       331       294:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 30, 2010