COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   616,244
    : Positions                                                                               :
    :   76,604    75,421   154,115    95,963   285,117   242,765    37,560   569,447   552,214:   46,796    64,030
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:       7,231)         :
    :   -1,642    -1,066     7,650     6,935    -3,271    -4,581     4,281     8,361     7,593:   -1,130      -362
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4      12.2      25.0      15.6      46.3      39.4       6.1      92.4      89.6:      7.6      10.4
    :                                                                                         :
    : Total Traders:   457          Number of Traders in Each Category                        :
    :      144       142       174        80       125        27        19       358       366:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   229,204
    : Positions                                                                               :
    :   53,736     7,659    36,178    62,965   147,812    43,303     5,583   196,183   197,232:   33,021    31,971
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:      -1,670)         :
    :   -3,868       -69      -976     1,791    -1,915     1,063       431    -1,991    -2,529:      321       859
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.4       3.3      15.8      27.5      64.5      18.9       2.4      85.6      86.1:     14.4      13.9
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       69        29        59        56        86        20         8       173       165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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 2,293,704
    : Positions                                                                               :
    :  422,170   113,158   714,035   444,389 1,103,624   502,863    76,745 2,083,457 2,007,561:  210,247   286,143
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:      68,639)         :
    :   -9,948    -3,093    64,539    37,302     4,870   -27,972     3,381    63,921    69,698:    4,718    -1,059
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4       4.9      31.1      19.4      48.1      21.9       3.3      90.8      87.5:      9.2      12.5
    :                                                                                         :
    : Total Traders:   927          Number of Traders in Each Category                        :
    :      274       157       299       277       409        27        18       706       775:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   909,097
    : Positions                                                                               :
    :  167,723    25,989   299,783   152,477   457,536   225,114    37,373   845,096   820,681:   64,001    88,416
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:      -1,117)         :
    :     -461      -484    -1,803     6,002    -1,467    -4,066     4,339      -328       585:     -788    -1,702
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4       2.9      33.0      16.8      50.3      24.8       4.1      93.0      90.3:      7.0       9.7
    :                                                                                         :
    : Total Traders:   597          Number of Traders in Each Category                        :
    :      221       103       205       121       223        25        17       447       486:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   448,075
    : Positions                                                                               :
    :   74,415    26,573    93,284   134,411   301,041   109,616     7,216   411,725   428,114:   36,350    19,961
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:       9,176)         :
    :     -628     2,523     1,219    15,803     8,648    -6,310      -385    10,085    12,006:     -909    -2,830
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6       5.9      20.8      30.0      67.2      24.5       1.6      91.9      95.5:      8.1       4.5
    :                                                                                         :
    : Total Traders:   250          Number of Traders in Each Category                        :
    :       82        60        77        53        64        22        10       209       172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   363,614
    : Positions                                                                               :
    :   48,915     5,323   109,899   115,873   220,605    66,517    15,332   341,204   351,158:   22,410    12,456
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:      -4,023)         :
    :    1,444       423     1,439    -1,795    -6,720    -6,141       109    -5,052    -4,748:    1,030       725
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5       1.5      30.2      31.9      60.7      18.3       4.2      93.8      96.6:      6.2       3.4
    :                                                                                         :
    : Total Traders:   238          Number of Traders in Each Category                        :
    :      116        30        78        50        59        25        14       209       164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   234,296
    : Positions                                                                               :
    :   40,091    17,983    57,397    16,119   117,775    95,983     2,747   209,589   195,901:   24,707    38,394
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:       6,969)         :
    :    5,472      -216      -819       429     7,548         1      -940     5,083     5,572:    1,886     1,397
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.1       7.7      24.5       6.9      50.3      41.0       1.2      89.5      83.6:     10.5      16.4
    :                                                                                         :
    : Total Traders:   252          Number of Traders in Each Category                        :
    :       73        72       101        45        63        23        12       210       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   422,705
    : Positions                                                                               :
    :  111,154    27,339   114,133    24,160   195,550   139,801     5,594   389,248   342,616:   33,457    80,088
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:      14,378)         :
    :    6,682     1,637       208     6,139     7,475    -3,441      -170     9,588     9,149:    4,790     5,229
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.3       6.5      27.0       5.7      46.3      33.1       1.3      92.1      81.1:      7.9      18.9
    :                                                                                         :
    : Total Traders:   445          Number of Traders in Each Category                        :
    :      156        68       125        83       184        25         8       330       330:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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    56,380
    : Positions                                                                               :
    :   17,554     3,870    14,575     6,418    12,171     9,898       722    48,445    31,338:    7,936    25,042
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:       1,964)         :
    :    1,017      -243       778      -114     1,031       220        82     1,901     1,647:       63       316
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.1       6.9      25.9      11.4      21.6      17.6       1.3      85.9      55.6:     14.1      44.4
    :                                                                                         :
    : Total Traders:   191          Number of Traders in Each Category                        :
    :       59        31        47        41        69        21         5       149       131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   157,718
    : Positions                                                                               :
    :   28,972    28,752    21,418    66,287    98,043    30,153     1,983   146,830   150,196:   10,888     7,521
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:       2,316)         :
    :   -1,318     1,260     1,096     1,899    -1,597        73       109     1,751       868:      564     1,447
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4      18.2      13.6      42.0      62.2      19.1       1.3      93.1      95.2:      6.9       4.8
    :                                                                                         :
    : Total Traders:   170          Number of Traders in Each Category                        :
    :       46        51        44        41        47        18         8       132       128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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 1,041,236
    : Positions                                                                               :
    :  113,519     4,029   338,294   263,132   546,983   236,831    92,996   951,777   982,301:   89,459    58,935
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:      25,952)         :
    :   -1,210      -961     6,993     6,316    19,817    10,678    -2,084    22,777    23,765:    3,175     2,187
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.9       0.4      32.5      25.3      52.5      22.7       8.9      91.4      94.3:      8.6       5.7
    :                                                                                         :
    : Total Traders:   214          Number of Traders in Each Category                        :
    :       65        40        82        69        77        22        18       194       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 11, 2011                
    :                                    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   203,246
    : Positions                                                                               :
    :   37,814     5,280    59,226    47,708   125,845    48,349     5,607   193,097   195,958:   10,149     7,288
    :                                                                                         :
    : Changes from: January 4, 2011            (Change in open interest:      -2,369)         :
    :    2,861       171      -723     1,802    -2,279    -6,674        69    -2,734    -2,762:      365       393
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.6       2.6      29.1      23.5      61.9      23.8       2.8      95.0      96.4:      5.0       3.6
    :                                                                                         :
    : Total Traders:   370          Number of Traders in Each Category                        :
    :      135        68        92       112       128        24         8       321       250:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 14, 2011