COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   666,905
    : Positions                                                                               :
    :   76,758    75,292   197,906   112,742   281,901   234,354    42,737   621,760   597,835:   45,146    69,070
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:      10,355)         :
    :    3,476     1,393     5,378     7,171     1,891    -3,605       -71    12,421     8,592:   -2,065     1,763
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5      11.3      29.7      16.9      42.3      35.1       6.4      93.2      89.6:      6.8      10.4
    :                                                                                         :
    : Total Traders:   476          Number of Traders in Each Category                        :
    :      151       151       203        90       119        28        15       391       388:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   214,865
    : Positions                                                                               :
    :   56,853     6,069    24,546    50,679   147,522    53,970     1,325   186,048   179,462:   28,818    35,403
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:      -3,871)         :
    :    3,196    -1,387      -688    -3,822       719      -524        80    -1,838    -1,277:   -2,034    -2,594
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.5       2.8      11.4      23.6      68.7      25.1       0.6      86.6      83.5:     13.4      16.5
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       69        20        46        61        84        18         8       162       147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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 1,874,004
    : Positions                                                                               :
    :  375,093    99,298   557,769   262,317   884,643   521,281    25,219 1,716,460 1,566,929:  157,543   307,075
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:      -3,907)         :
    :    4,423    -1,061      -743      -493     3,346      -479      -229     2,708     1,312:   -6,615    -5,220
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.0       5.3      29.8      14.0      47.2      27.8       1.3      91.6      83.6:      8.4      16.4
    :                                                                                         :
    : Total Traders:   899          Number of Traders in Each Category                        :
    :      256       170       286       239       388        29        18       648       767:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   672,089
    : Positions                                                                               :
    :  130,593    27,008   179,529   114,569   365,393   193,929     9,422   618,620   581,352:   53,469    90,737
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:      -4,766)         :
    :  -12,875    -4,738     2,946     9,582    -4,662    -2,386       319    -2,732    -6,134:   -2,033     1,369
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.4       4.0      26.7      17.0      54.4      28.9       1.4      92.0      86.5:      8.0      13.5
    :                                                                                         :
    : Total Traders:   554          Number of Traders in Each Category                        :
    :      183       121       170       107       199        27        17       406       432:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   333,593
    : Positions                                                                               :
    :   54,900    38,328    72,722    65,642   194,687   107,131     6,834   300,395   312,571:   33,198    21,022
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:     -45,368)         :
    :  -16,202    -1,005   -19,208    -1,547   -25,689    -4,593       912   -41,550   -44,989:   -3,818      -379
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.5      11.5      21.8      19.7      58.4      32.1       2.0      90.0      93.7:     10.0       6.3
    :                                                                                         :
    : Total Traders:   257          Number of Traders in Each Category                        :
    :       79        61        90        55        58        24         8       216       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   302,375
    : Positions                                                                               :
    :   75,547    11,756    62,894    62,026   212,146    80,288     5,566   280,755   292,362:   21,620    10,013
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:       5,610)         :
    :    4,310      -653    -1,151     3,037     6,550      -244       -69     5,952     4,676:     -342       934
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.0       3.9      20.8      20.5      70.2      26.6       1.8      92.8      96.7:      7.2       3.3
    :                                                                                         :
    : Total Traders:   273          Number of Traders in Each Category                        :
    :      141        38        73        50        61        26        11       248       155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   247,175
    : Positions                                                                               :
    :   48,196    16,492    67,081    11,284   121,898    97,722     1,649   224,283   207,121:   22,892    40,054
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:      19,324)         :
    :    6,674    -1,202     7,899     2,961     9,736     1,142       279    18,676    16,713:      648     2,611
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5       6.7      27.1       4.6      49.3      39.5       0.7      90.7      83.8:      9.3      16.2
    :                                                                                         :
    : Total Traders:   250          Number of Traders in Each Category                        :
    :       90        58       100        30        59        24         4       208       175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   432,931
    : Positions                                                                               :
    :  123,331    15,733   117,940    27,516   221,891   136,917     3,443   405,704   359,006:   27,228    73,925
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:      17,804)         :
    :   11,462    -7,396     9,721    -2,864    13,020     1,643      -136    19,963    15,209:   -2,159     2,595
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.5       3.6      27.2       6.4      51.3      31.6       0.8      93.7      82.9:      6.3      17.1
    :                                                                                         :
    : Total Traders:   441          Number of Traders in Each Category                        :
    :      162        54       109        78       183        26         7       315       317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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    42,520
    : Positions                                                                               :
    :   11,887     5,006     8,729     5,316     8,628     9,628       532    35,561    22,896:    6,959    19,624
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:       5,847)         :
    :    3,000       505     2,486      -519       962       500      -230     5,467     3,722:      380     2,124
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.0      11.8      20.5      12.5      20.3      22.6       1.3      83.6      53.8:     16.4      46.2
    :                                                                                         :
    : Total Traders:   150          Number of Traders in Each Category                        :
    :       44        20        39        38        49        18         4       121        98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   124,416
    : Positions                                                                               :
    :   18,808    23,419    21,183    52,074    69,255    24,552     1,711   116,617   115,569:    7,798     8,847
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:        -625)         :
    :   -1,802     4,076    -1,227     2,446    -4,967       363        24      -220    -2,094:     -405     1,469
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      18.8      17.0      41.9      55.7      19.7       1.4      93.7      92.9:      6.3       7.1
    :                                                                                         :
    : Total Traders:   153          Number of Traders in Each Category                        :
    :       45        38        30        41        39        20        11       118       107:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   871,381
    : Positions                                                                               :
    :   93,853    14,585   223,121   222,834   510,628   243,211    62,316   783,019   810,650:   88,361    60,731
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:      35,941)         :
    :   -2,014       263     6,057    25,369    22,821     1,374     1,131    30,787    30,273:    5,154     5,668
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8       1.7      25.6      25.6      58.6      27.9       7.2      89.9      93.0:     10.1       7.0
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       77        42        90        66        75        24        15       200       190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 24, 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   196,426
    : Positions                                                                               :
    :   39,053     9,798    58,045    36,174   117,640    54,327     2,275   187,599   187,758:    8,827     8,668
    :                                                                                         :
    : Changes from: August 17, 2010            (Change in open interest:     -12,639)         :
    :   -7,555      -495    -2,602    -1,283   -11,438      -859       559   -12,299   -13,975:     -341     1,336
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.9       5.0      29.6      18.4      59.9      27.7       1.2      95.5      95.6:      4.5       4.4
    :                                                                                         :
    : Total Traders:   376          Number of Traders in Each Category                        :
    :      136        68        89        97       131        25        12       299       261:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 27, 2010