COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   722,923
    : Positions                                                                               :
    :   99,345    83,169   199,697   110,775   324,262   252,472    44,266   662,289   651,393:   60,634    71,530
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:      38,706)         :
    :    7,145     1,144    20,575     2,515    12,982     3,551       572    33,787    35,272:    4,920     3,434
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.7      11.5      27.6      15.3      44.9      34.9       6.1      91.6      90.1:      8.4       9.9
    :                                                                                         :
    : Total Traders:   507          Number of Traders in Each Category                        :
    :      170       144       216        79       132        25        18       408       407:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   230,124
    : Positions                                                                               :
    :   57,117     8,684    37,887    55,155   144,692    43,022     6,152   193,181   197,415:   36,943    32,709
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:       1,348)         :
    :     -658     2,896     1,272        37    -2,245      -516    -1,435       136       487:    1,213       861
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.8       3.8      16.5      24.0      62.9      18.7       2.7      83.9      85.8:     16.1      14.2
    :                                                                                         :
    : Total Traders:   229          Number of Traders in Each Category                        :
    :       76        25        59        55        88        20        10       179       164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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 2,510,643
    : Positions                                                                               :
    :  455,947   107,766   821,037   501,474 1,163,896   493,380   101,078 2,271,839 2,193,778:  238,804   316,865
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:      47,248)         :
    :       19     8,105    15,481    26,311    19,049    -1,582     8,785    40,229    51,420:    7,019    -4,173
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.2       4.3      32.7      20.0      46.4      19.7       4.0      90.5      87.4:      9.5      12.6
    :                                                                                         :
    : Total Traders:   940          Number of Traders in Each Category                        :
    :      283       145       326       294       411        28        18       754       790:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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 1,009,315
    : Positions                                                                               :
    :  189,976    31,424   362,854   156,055   473,739   223,334    42,073   932,219   910,090:   77,096    99,226
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:      24,253)         :
    :    2,218    -1,481    12,585     5,095     6,859      -411     3,787    19,486    21,750:    4,767     2,503
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.8       3.1      36.0      15.5      46.9      22.1       4.2      92.4      90.2:      7.6       9.8
    :                                                                                         :
    : Total Traders:   639          Number of Traders in Each Category                        :
    :      253       103       255       129       215        25        16       511       517:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   503,024
    : Positions                                                                               :
    :   96,262    24,596   115,879   139,816   327,035   109,712    13,804   461,669   481,314:   41,354    21,710
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:      11,848)         :
    :    9,352        53     4,130    -4,288     8,785      -542    -1,747     8,653    11,221:    3,195       627
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1       4.9      23.0      27.8      65.0      21.8       2.7      91.8      95.7:      8.2       4.3
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :      118        44        97        56        67        22        12       243       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   405,104
    : Positions                                                                               :
    :   53,663     6,302   133,838   124,297   228,164    69,353    24,903   381,151   393,207:   23,954    11,897
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:       7,880)         :
    :   -3,975       537     6,190     1,934    -1,054     5,105     4,057     9,254     9,731:   -1,374    -1,850
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2       1.6      33.0      30.7      56.3      17.1       6.1      94.1      97.1:      5.9       2.9
    :                                                                                         :
    : Total Traders:   264          Number of Traders in Each Category                        :
    :      128        40        89        50        63        24        15       228       184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   280,055
    : Positions                                                                               :
    :   53,481    18,081    75,229    22,265   143,427    98,475     3,157   249,450   239,895:   30,605    40,160
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:       6,432)         :
    :    2,844       957     1,236     1,135     5,882       956         2     6,171     8,077:      262    -1,645
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1       6.5      26.9       8.0      51.2      35.2       1.1      89.1      85.7:     10.9      14.3
    :                                                                                         :
    : Total Traders:   291          Number of Traders in Each Category                        :
    :      105        72       118        49        71        23        10       251       213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   426,776
    : Positions                                                                               :
    :   96,206    28,926   113,286    43,535   199,908   141,624     6,249   394,650   348,369:   32,126    78,407
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:     -50,273)         :
    :  -10,713    -4,612   -35,197    -1,820    -6,925    -1,384    -1,279   -49,114   -48,013:   -1,159    -2,260
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.5       6.8      26.5      10.2      46.8      33.2       1.5      92.5      81.6:      7.5      18.4
    :                                                                                         :
    : Total Traders:   470          Number of Traders in Each Category                        :
    :      154        72       131       103       203        25         8       347       361:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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    55,403
    : Positions                                                                               :
    :   15,652     3,250    12,282     8,703    13,889    10,769     1,311    47,407    30,732:    7,996    24,671
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:      -2,117)         :
    :   -1,247      -509    -1,920       939      -548       973       720    -1,255    -2,256:     -862       139
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.3       5.9      22.2      15.7      25.1      19.4       2.4      85.6      55.5:     14.4      44.5
    :                                                                                         :
    : Total Traders:   195          Number of Traders in Each Category                        :
    :       52        29        42        46        82        19         7       143       142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   171,888
    : Positions                                                                               :
    :   30,203    19,722    22,882    68,107   119,892    36,266     2,999   157,457   165,495:   14,431     6,394
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:     -17,880)         :
    :     -144     1,469   -16,286    -1,891    -2,703       585      -273   -17,737   -17,793:     -143       -87
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.6      11.5      13.3      39.6      69.7      21.1       1.7      91.6      96.3:      8.4       3.7
    :                                                                                         :
    : Total Traders:   179          Number of Traders in Each Category                        :
    :       70        38        44        41        47        18        10       156       114:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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 1,056,996
    : Positions                                                                               :
    :  113,976     5,103   326,328   274,407   568,431   256,873   101,852   971,585 1,001,714:   85,411    55,282
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:     -12,156)         :
    :   -9,271      -405   -12,083    13,944    -9,561     3,311     9,584    -4,099   -12,466:   -8,058       310
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8       0.5      30.9      26.0      53.8      24.3       9.6      91.9      94.8:      8.1       5.2
    :                                                                                         :
    : Total Traders:   223          Number of Traders in Each Category                        :
    :       66        47        88        70        82        22        16       201       191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 8, 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   227,003
    : Positions                                                                               :
    :   33,826     5,736    69,418    65,274   137,153    46,983     7,299   215,500   219,605:   11,503     7,398
    :                                                                                         :
    : Changes from: February 1, 2011           (Change in open interest:       6,673)         :
    :   -2,265      -161       886     3,297     1,182     1,927     2,121     3,845     4,028:    2,827     2,645
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9       2.5      30.6      28.8      60.4      20.7       3.2      94.9      96.7:      5.1       3.3
    :                                                                                         :
    : Total Traders:   363          Number of Traders in Each Category                        :
    :      146        51       101       106       131        25        11       316       260:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 11, 2011