COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   660,009
    : Positions                                                                               :
    :   66,596    99,191   169,712   123,078   274,635   248,667    47,557   608,054   591,095:   51,955    68,914
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:       7,240)         :
    :    5,074      -788     2,214    -6,398     5,741     2,119    -1,122     3,008     6,045:    4,232     1,195
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.1      15.0      25.7      18.6      41.6      37.7       7.2      92.1      89.6:      7.9      10.4
    :                                                                                         :
    : Total Traders:   486          Number of Traders in Each Category                        :
    :      146       166       204        88       123        27        20       394       397:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   243,889
    : Positions                                                                               :
    :   74,569     7,393    40,086    54,899   158,603    45,157     2,838   214,711   208,918:   29,178    34,970
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:       8,364)         :
    :    3,217      -131     3,463      -186     3,544       226       125     6,719     7,000:    1,645     1,364
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.6       3.0      16.4      22.5      65.0      18.5       1.2      88.0      85.7:     12.0      14.3
    :                                                                                         :
    : Total Traders:   224          Number of Traders in Each Category                        :
    :       76        26        68        52        87        19         9       170       177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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 2,431,281
    : Positions                                                                               :
    :  461,080   113,370   825,262   388,722 1,133,746   522,168    49,968 2,197,232 2,122,346:  234,049   308,936
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:      51,209)         :
    :    4,410     5,731     8,599    27,442    27,580     1,374     7,751    41,825    49,661:    9,384     1,549
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.0       4.7      33.9      16.0      46.6      21.5       2.1      90.4      87.3:      9.6      12.7
    :                                                                                         :
    : Total Traders:   973          Number of Traders in Each Category                        :
    :      310       166       313       270       419        26        19       724       812:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   824,864
    : Positions                                                                               :
    :  181,152    24,578   205,323   153,597   481,715   214,518    13,267   754,591   724,883:   70,274    99,981
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:     -79,495)         :
    :    4,136      -234   -74,801    -8,268     8,315    -8,116   -11,158   -87,048   -77,878:    7,553    -1,617
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.0       3.0      24.9      18.6      58.4      26.0       1.6      91.5      87.9:      8.5      12.1
    :                                                                                         :
    : Total Traders:   594          Number of Traders in Each Category                        :
    :      203        97       178       125       213        26        15       455       444:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   447,561
    : Positions                                                                               :
    :   88,463    26,093   105,350    85,639   271,118   125,666    25,740   405,117   428,300:   42,444    19,261
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:      23,362)         :
    :       -6     1,453     8,226    10,616    12,878     2,700     3,520    21,537    26,077:    1,826    -2,715
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.8       5.8      23.5      19.1      60.6      28.1       5.8      90.5      95.7:      9.5       4.3
    :                                                                                         :
    : Total Traders:   272          Number of Traders in Each Category                        :
    :      112        47        82        49        63        23        14       229       181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   442,630
    : Positions                                                                               :
    :   61,496     6,655   131,001   150,302   272,058    76,568    16,931   419,367   426,644:   23,262    15,986
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:      34,577)         :
    :    4,092     1,542    13,028    16,061    16,292      -148       -68    33,034    30,794:    1,543     3,783
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.9       1.5      29.6      34.0      61.5      17.3       3.8      94.7      96.4:      5.3       3.6
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :      140        39        93        58        72        24        15       252       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   225,859
    : Positions                                                                               :
    :   36,385    20,064    63,406    10,654   104,476    96,272     1,600   206,717   189,546:   19,142    36,313
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:      -3,343)         :
    :   -7,492    -1,018     3,653       352    -4,398     1,184        19    -2,303    -1,744:   -1,041    -1,599
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.1       8.9      28.1       4.7      46.3      42.6       0.7      91.5      83.9:      8.5      16.1
    :                                                                                         :
    : Total Traders:   244          Number of Traders in Each Category                        :
    :       72        81        97        36        55        23         8       194       188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   401,541
    : Positions                                                                               :
    :  115,407    14,431   103,187    18,822   211,768   137,133     3,195   374,549   332,581:   26,991    68,959
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:       3,566)         :
    :    1,530     3,079     2,123      -984      -851     1,018      -297     3,686     4,054:     -121      -488
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.7       3.6      25.7       4.7      52.7      34.2       0.8      93.3      82.8:      6.7      17.2
    :                                                                                         :
    : Total Traders:   434          Number of Traders in Each Category                        :
    :      153        54       114        88       187        25         6       312       321:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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    34,522
    : Positions                                                                               :
    :    5,508     6,824     8,003     6,798     4,935     8,815     1,349    29,124    21,111:    5,398    13,411
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:        -393)         :
    :     -421      -444       130        83       389       -94      -299      -303      -224:      -91      -169
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0      19.8      23.2      19.7      14.3      25.5       3.9      84.4      61.2:     15.6      38.8
    :                                                                                         :
    : Total Traders:   133          Number of Traders in Each Category                        :
    :       23        35        39        33        36        18         6        98        96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   151,576
    : Positions                                                                               :
    :   19,744    37,684    22,640    71,187    82,272    29,796     4,189   143,367   146,785:    8,209     4,791
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:        -745)         :
    :       16    -1,323    -1,037    -1,702     3,061       866        79    -1,857       779:    1,112    -1,524
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0      24.9      14.9      47.0      54.3      19.7       2.8      94.6      96.8:      5.4       3.2
    :                                                                                         :
    : Total Traders:   177          Number of Traders in Each Category                        :
    :       47        57        42        43        47        20        12       134       138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   901,073
    : Positions                                                                               :
    :  114,632     5,338   245,188   228,242   535,064   224,386    62,672   812,448   848,262:   88,625    52,811
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:      15,920)         :
    :   -1,213    -1,265     4,790    12,540     9,255      -982     2,348    15,135    15,128:      784       792
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7       0.6      27.2      25.3      59.4      24.9       7.0      90.2      94.1:      9.8       5.9
    :                                                                                         :
    : Total Traders:   211          Number of Traders in Each Category                        :
    :       80        28        75        67        74        23        17       192       172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 26, 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   225,783
    : Positions                                                                               :
    :   42,151     9,762    74,045    46,236   129,259    53,355     4,797   215,786   217,863:    9,997     7,920
    :                                                                                         :
    : Changes from: October 19, 2010           (Change in open interest:      19,225)         :
    :    6,349     1,004     8,691     3,799     9,232       190       690    19,029    19,617:      196      -392
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7       4.3      32.8      20.5      57.2      23.6       2.1      95.6      96.5:      4.4       3.5
    :                                                                                         :
    : Total Traders:   396          Number of Traders in Each Category                        :
    :      142        79       100       108       138        24        13       327       279:
-------------------------------------------------------------------------------------------------------------------
 

Updated October 29, 2010