COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   642,134
    : Positions                                                                               :
    :   63,204    72,728   180,031    94,309   284,546   258,673    41,298   596,217   578,603:   45,917    63,531
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      16,271)         :
    :      834    -4,676     8,062     6,264    13,055     1,387      -710    16,548    15,731:     -277       540
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.8      11.3      28.0      14.7      44.3      40.3       6.4      92.8      90.1:      7.2       9.9
    :                                                                                         :
    : Total Traders:   468          Number of Traders in Each Category                        :
    :      136       145       198        97       126        29        21       380       395:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   205,825
    : Positions                                                                               :
    :   53,351     8,342    36,258    47,514   124,393    40,846     8,669   177,970   177,661:   27,856    28,164
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      12,453)         :
    :    8,655       704     3,343    -1,849     9,165      -112       804    10,036    14,015:    2,417    -1,563
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.9       4.1      17.6      23.1      60.4      19.8       4.2      86.5      86.3:     13.5      13.7
    :                                                                                         :
    : Total Traders:   213          Number of Traders in Each Category                        :
    :       68        25        62        54        84        20         7       168       159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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 2,455,167
    : Positions                                                                               :
    :  367,130   101,041   815,342   516,633 1,086,235   531,392   142,918 2,230,497 2,145,536:  224,670   309,630
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:     206,233)         :
    :   40,749     7,620   108,184    20,596    47,612    25,242    20,268   194,771   183,685:   11,462    22,548
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0       4.1      33.2      21.0      44.2      21.6       5.8      90.8      87.4:      9.2      12.6
    :                                                                                         :
    : Total Traders:   918          Number of Traders in Each Category                        :
    :      263       155       303       292       416        29        20       710       792:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   898,833
    : Positions                                                                               :
    :  135,751    36,279   303,973   181,460   419,281   206,662    45,001   827,846   804,534:   70,987    94,299
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      16,051)         :
    :    4,238     3,894     2,132     3,868    10,961       440      -123    10,678    16,863:    5,373      -812
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1       4.0      33.8      20.2      46.6      23.0       5.0      92.1      89.5:      7.9      10.5
    :                                                                                         :
    : Total Traders:   577          Number of Traders in Each Category                        :
    :      215       105       227       126       197        26        18       467       473:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   470,843
    : Positions                                                                               :
    :   83,355    37,940   114,654   122,356   273,550   112,461    19,455   432,827   445,599:   38,016    25,244
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      25,311)         :
    :   14,074     3,885     8,343    -1,220    11,855     1,967     1,390    23,165    25,474:    2,146      -162
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.7       8.1      24.4      26.0      58.1      23.9       4.1      91.9      94.6:      8.1       5.4
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :       99        60       102        60        68        23        15       240       210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   345,655
    : Positions                                                                               :
    :   35,430     9,092   113,598   112,223   190,210    61,907    16,447   323,157   329,348:   22,498    16,308
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      19,345)         :
    :    1,883     1,047     4,530    12,074    12,225       -14       657    18,473    18,458:      872       887
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.2       2.6      32.9      32.5      55.0      17.9       4.8      93.5      95.3:      6.5       4.7
    :                                                                                         :
    : Total Traders:   263          Number of Traders in Each Category                        :
    :      114        55        87        51        62        23        14       222       188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   285,498
    : Positions                                                                               :
    :   51,940    13,124    83,992    16,045   147,238   104,027     1,127   256,004   245,480:   29,495    40,018
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      14,757)         :
    :    2,905       762     8,179     1,084     5,116     3,535         2    15,702    14,058:     -946       699
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.2       4.6      29.4       5.6      51.6      36.4       0.4      89.7      86.0:     10.3      14.0
    :                                                                                         :
    : Total Traders:   272          Number of Traders in Each Category                        :
    :      108        51       109        47        68        25        11       239       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   480,576
    : Positions                                                                               :
    :   89,279    23,019   147,438    54,868   221,713   155,077     3,338   446,661   395,508:   33,915    85,068
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      -9,466)         :
    :    4,839     1,894   -20,434    -1,149     9,500     6,954      -655    -9,791    -9,695:      325       230
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.6       4.8      30.7      11.4      46.1      32.3       0.7      92.9      82.3:      7.1      17.7
    :                                                                                         :
    : Total Traders:   453          Number of Traders in Each Category                        :
    :      139        76       142        95       184        26         8       345       348:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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    48,352
    : Positions                                                                               :
    :   14,734     1,756     8,132     6,605    12,850    11,912       607    41,383    23,346:    6,969    25,006
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      -1,598)         :
    :     -396       453    -2,410       116      -569     1,687       244    -1,003    -2,282:     -594       684
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.5       3.6      16.8      13.7      26.6      24.6       1.3      85.6      48.3:     14.4      51.7
    :                                                                                         :
    : Total Traders:   181          Number of Traders in Each Category                        :
    :       50        22        35        36        70        22         7       125       126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   190,334
    : Positions                                                                               :
    :   24,093    27,578    31,046    79,178   119,604    43,306     4,772   177,623   183,000:   12,711     7,333
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:        -910)         :
    :   -6,102       458    -3,139     5,469      -482     4,334     1,922       562    -1,240:   -1,472       330
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      14.5      16.3      41.6      62.8      22.8       2.5      93.3      96.1:      6.7       3.9
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       54        41        42        43        47        20         9       143       116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   852,919
    : Positions                                                                               :
    :  105,989    14,541   217,471   193,682   491,493   254,230    64,256   771,372   787,762:   81,547    65,158
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:      39,182)         :
    :   -1,778    -1,052    20,918      -986     6,409    13,939     5,450    32,092    31,724:    7,090     7,458
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4       1.7      25.5      22.7      57.6      29.8       7.5      90.4      92.4:      9.6       7.6
    :                                                                                         :
    : Total Traders:   228          Number of Traders in Each Category                        :
    :       69        48        85        70        78        24        16       207       185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 5, 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   191,684
    : Positions                                                                               :
    :   22,741     7,395    59,834    52,441   112,556    48,882     6,585   183,899   186,371:    7,785     5,313
    :                                                                                         :
    : Changes from: March 29, 2011             (Change in open interest:       7,800)         :
    :      200       476     4,772     2,716     2,772     1,699       932     9,387     8,952:   -1,587    -1,152
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9       3.9      31.2      27.4      58.7      25.5       3.4      95.9      97.2:      4.1       2.8
    :                                                                                         :
    : Total Traders:   351          Number of Traders in Each Category                        :
    :      109        74       101       109       130        24        13       295       270:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 8, 2011