COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   578,381
    : Positions                                                                               :
    :   74,573    78,029   134,670    98,739   260,576   226,410    39,991   534,392   513,265:   43,988    65,115
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:     -88,525)         :
    :   -2,185     2,737   -63,236   -14,003   -21,326    -7,944    -2,746   -87,367   -84,570:   -1,157    -3,955
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9      13.5      23.3      17.1      45.1      39.1       6.9      92.4      88.7:      7.6      11.3
    :                                                                                         :
    : Total Traders:   450          Number of Traders in Each Category                        :
    :      140       142       172        78       118        28        18       349       363:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   206,781
    : Positions                                                                               :
    :   62,539     6,705    19,244    44,119   145,563    51,666     1,233   177,569   172,746:   29,212    34,035
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:      -8,084)         :
    :    5,686       636    -5,301    -6,560    -1,959    -2,304       -92    -8,479    -6,716:      395    -1,368
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.2       3.2       9.3      21.3      70.4      25.0       0.6      85.9      83.5:     14.1      16.5
    :                                                                                         :
    : Total Traders:   212          Number of Traders in Each Category                        :
    :       66        26        42        47        86        18         6       148       149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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 1,822,805
    : Positions                                                                               :
    :  397,967    98,313   513,180   237,887   888,218   512,362    21,453 1,661,395 1,521,164:  161,410   301,642
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:     -51,198)         :
    :   22,874      -985   -44,589   -24,430     3,575    -8,919    -3,766   -55,065   -45,765:    3,867    -5,433
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.8       5.4      28.2      13.1      48.7      28.1       1.2      91.1      83.5:      8.9      16.5
    :                                                                                         :
    : Total Traders:   938          Number of Traders in Each Category                        :
    :      262       184       298       210       395        28        21       645       790:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   659,521
    : Positions                                                                               :
    :  130,731    26,004   171,149   109,634   362,975   194,586     9,262   606,100   569,390:   53,421    90,130
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:     -12,568)         :
    :      138    -1,004    -8,380    -4,936    -2,418       657      -160   -12,521   -11,962:      -48      -606
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.8       3.9      26.0      16.6      55.0      29.5       1.4      91.9      86.3:      8.1      13.7
    :                                                                                         :
    : Total Traders:   542          Number of Traders in Each Category                        :
    :      190       101       167       101       195        27        18       391       426:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   313,603
    : Positions                                                                               :
    :   45,161    43,131    60,470    69,538   185,766   106,636     6,281   281,805   295,647:   31,798    17,955
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:     -19,990)         :
    :   -9,739     4,803   -12,252     3,896    -8,921      -495      -553   -18,590   -16,923:   -1,400    -3,067
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4      13.8      19.3      22.2      59.2      34.0       2.0      89.9      94.3:     10.1       5.7
    :                                                                                         :
    : Total Traders:   240          Number of Traders in Each Category                        :
    :       69        63        92        51        57        23         8       198       181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   318,896
    : Positions                                                                               :
    :   78,975    11,569    66,997    71,061   221,267    79,906     9,449   296,939   309,282:   21,957     9,614
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:      16,521)         :
    :    3,428      -187     4,102     9,035     9,121      -382     3,883    16,183    16,919:      337      -399
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.8       3.6      21.0      22.3      69.4      25.1       3.0      93.1      97.0:      6.9       3.0
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :      146        40        77        56        64        26        12       260       163:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   248,105
    : Positions                                                                               :
    :   48,473    14,849    67,386    11,384   124,417    96,556     2,295   223,799   208,947:   24,307    39,158
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:         931)         :
    :      277    -1,643       305       100     2,519    -1,166       646      -484     1,826:    1,415      -896
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5       6.0      27.2       4.6      50.1      38.9       0.9      90.2      84.2:      9.8      15.8
    :                                                                                         :
    : Total Traders:   259          Number of Traders in Each Category                        :
    :       98        57       105        32        60        24         5       216       184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   439,303
    : Positions                                                                               :
    :  130,248    15,144   117,660    26,598   227,080   136,534     4,703   411,040   364,587:   28,263    74,716
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:       6,372)         :
    :    6,916      -589      -279      -918     5,189      -383     1,260     5,336     5,581:    1,036       791
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.6       3.4      26.8       6.1      51.7      31.1       1.1      93.6      83.0:      6.4      17.0
    :                                                                                         :
    : Total Traders:   448          Number of Traders in Each Category                        :
    :      168        57       110        75       185        25         8       316       322:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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    41,818
    : Positions                                                                               :
    :   12,762     5,609     7,778     5,372     8,942     9,218       469    35,131    22,798:    6,687    19,020
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:        -702)         :
    :      875       603      -951        56       314      -410       -63      -430       -98:     -272      -604
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.5      13.4      18.6      12.8      21.4      22.0       1.1      84.0      54.5:     16.0      45.5
    :                                                                                         :
    : Total Traders:   140          Number of Traders in Each Category                        :
    :       42        23        36        27        42        18         4       109        88:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   131,395
    : Positions                                                                               :
    :   17,573    33,039    21,713    59,415    65,704    24,947     2,132   123,649   122,588:    7,745     8,807
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:       6,979)         :
    :   -1,235     9,620       530     7,341    -3,552       395       421     7,032     7,019:      -53       -40
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4      25.1      16.5      45.2      50.0      19.0       1.6      94.1      93.3:      5.9       6.7
    :                                                                                         :
    : Total Traders:   172          Number of Traders in Each Category                        :
    :       50        48        34        43        40        22        12       129       122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   877,084
    : Positions                                                                               :
    :   97,477    16,045   221,536   226,167   518,804   241,809    63,712   786,989   820,097:   90,095    56,987
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:       5,703)         :
    :    3,624     1,460    -1,586     3,333     8,177    -1,402     1,396     3,969     9,447:    1,734    -3,744
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1       1.8      25.3      25.8      59.2      27.6       7.3      89.7      93.5:     10.3       6.5
    :                                                                                         :
    : Total Traders:   233          Number of Traders in Each Category                        :
    :       83        42        95        64        78        24        15       206       195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 31, 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   196,270
    : Positions                                                                               :
    :   38,345     9,635    61,761    35,824   115,246    52,408     2,574   188,338   189,215:    7,932     7,055
    :                                                                                         :
    : Changes from: August 24, 2010            (Change in open interest:        -156)         :
    :     -708      -163     3,715      -350    -2,394    -1,919       299       739     1,457:     -895    -1,613
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5       4.9      31.5      18.3      58.7      26.7       1.3      96.0      96.4:      4.0       3.6
    :                                                                                         :
    : Total Traders:   373          Number of Traders in Each Category                        :
    :      131        73        96        94       130        25        12       295       268:
-------------------------------------------------------------------------------------------------------------------
 

Updated September 3, 2010