COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   592,679
    : Positions                                                                               :
    :   69,338    72,744   146,318    80,065   279,771   253,703    36,210   549,424   535,042:   43,255    57,637
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:     -36,140)         :
    :    2,789        44   -22,230   -10,559    -3,570    -5,942    -9,592   -35,942   -35,348:     -198      -792
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7      12.3      24.7      13.5      47.2      42.8       6.1      92.7      90.3:      7.3       9.7
    :                                                                                         :
    : Total Traders:   464          Number of Traders in Each Category                        :
    :      130       139       188        93       129        31        19       371       385:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   195,915
    : Positions                                                                               :
    :   46,532     7,946    26,552    53,896   124,761    41,630     7,665   168,610   166,924:   27,305    28,991
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:      -9,996)         :
    :    3,719        97    -5,364    -4,714    -1,259      -782      -601    -7,140    -7,127:   -2,856    -2,870
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.8       4.1      13.6      27.5      63.7      21.2       3.9      86.1      85.2:     13.9      14.8
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       59        27        57        56        79        19         8       165       151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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 2,297,491
    : Positions                                                                               :
    :  403,324    93,563   726,788   414,139 1,064,633   520,323   116,995 2,064,574 2,001,980:  232,917   295,511
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:    -183,828)         :
    :   -3,746       353  -123,838   -50,859   -35,352    -8,113   -19,489  -186,558  -178,327:    2,729    -5,502
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.6       4.1      31.6      18.0      46.3      22.6       5.1      89.9      87.1:     10.1      12.9
    :                                                                                         :
    : Total Traders:   958          Number of Traders in Each Category                        :
    :      282       152       327       299       421        31        22       761       813:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   818,174
    : Positions                                                                               :
    :  121,837    40,634   269,901   163,657   380,265   200,264    36,186   755,659   726,986:   62,515    91,188
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:     -93,828)         :
    :    7,853    -9,244   -64,448   -34,205    -9,173      -348    -7,228   -91,148   -90,093:   -2,680    -3,735
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9       5.0      33.0      20.0      46.5      24.5       4.4      92.4      88.9:      7.6      11.1
    :                                                                                         :
    : Total Traders:   572          Number of Traders in Each Category                        :
    :      196       115       231       130       191        28        17       469       474:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   409,262
    : Positions                                                                               :
    :   76,587    35,358    89,629    98,333   244,344   105,422    14,525   369,972   383,857:   39,290    25,405
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:     -33,186)         :
    :   -3,516      -344   -10,826   -14,531   -15,803    -1,629    -4,314   -30,501   -31,286:   -2,685    -1,900
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7       8.6      21.9      24.0      59.7      25.8       3.5      90.4      93.8:      9.6       6.2
    :                                                                                         :
    : Total Traders:   274          Number of Traders in Each Category                        :
    :       91        55        97        56        67        23        13       229       203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   292,030
    : Positions                                                                               :
    :   31,545    10,083    94,537    81,986   160,574    63,297    13,137   271,365   278,330:   20,666    13,700
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:     -14,590)         :
    :     -792       256    -2,379   -10,007   -11,384    -1,182      -658   -14,360   -14,164:     -231      -426
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.8       3.5      32.4      28.1      55.0      21.7       4.5      92.9      95.3:      7.1       4.7
    :                                                                                         :
    : Total Traders:   236          Number of Traders in Each Category                        :
    :       97        50        72        47        59        24        13       196       167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   259,036
    : Positions                                                                               :
    :   40,588    12,213    69,655    15,212   137,409   106,508     2,107   231,963   221,383:   27,073    37,653
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:      -4,492)         :
    :   -2,279     1,484    -4,192     3,298    -2,709       192       129    -2,981    -5,288:   -1,510       797
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7       4.7      26.9       5.9      53.0      41.1       0.8      89.5      85.5:     10.5      14.5
    :                                                                                         :
    : Total Traders:   253          Number of Traders in Each Category                        :
    :      104        38       103        40        64        26        11       213       192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   454,946
    : Positions                                                                               :
    :   86,731    22,315   133,541    52,366   214,142   154,454     3,876   427,091   373,874:   27,855    81,073
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:     -13,440)         :
    :   -5,826     2,590    -3,261      -280    -9,321      -891        99   -10,258    -9,893:   -3,182    -3,547
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1       4.9      29.4      11.5      47.1      34.0       0.9      93.9      82.2:      6.1      17.8
    :                                                                                         :
    : Total Traders:   434          Number of Traders in Each Category                        :
    :      133        76       132        85       183        28        11       312       347:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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    45,870
    : Positions                                                                               :
    :   14,031     2,639     7,127     7,105    11,697    11,051       435    39,314    21,898:    6,555    23,972
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:      -1,648)         :
    :       20       339    -1,123       306    -1,049      -313        31    -1,111    -1,802:     -537       154
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.6       5.8      15.5      15.5      25.5      24.1       0.9      85.7      47.7:     14.3      52.3
    :                                                                                         :
    : Total Traders:   171          Number of Traders in Each Category                        :
    :       40        28        34        37        70        20         5       113       125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   181,047
    : Positions                                                                               :
    :   26,836    33,338    25,173    75,538   113,703    42,382     2,156   169,929   174,369:   11,119     6,678
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:       1,748)         :
    :      992     1,038       430        21       659       218      -267     1,661     1,860:       87      -112
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.8      18.4      13.9      41.7      62.8      23.4       1.2      93.9      96.3:      6.1       3.7
    :                                                                                         :
    : Total Traders:   168          Number of Traders in Each Category                        :
    :       53        45        40        39        44        21         6       139       110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   753,555
    : Positions                                                                               :
    :   92,760    40,687   134,918   197,202   468,966   261,332    43,102   686,212   687,672:   67,343    65,883
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:     -16,314)         :
    :     -801       983    -4,069   -10,924   -10,218     1,937      -862   -13,856   -14,165:   -2,458    -2,149
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3       5.4      17.9      26.2      62.2      34.7       5.7      91.1      91.3:      8.9       8.7
    :                                                                                         :
    : Total Traders:   219          Number of Traders in Each Category                        :
    :       70        39        75        70        76        26        16       196       177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 26, 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   173,862
    : Positions                                                                               :
    :   31,509     6,881    43,062    42,540   113,021    47,563     5,928   164,674   168,892:    9,188     4,970
    :                                                                                         :
    : Changes from: April 19, 2011             (Change in open interest:       1,839)         :
    :    1,212     1,099     1,457    -1,045      -415      -131        84     1,493     2,225:      347      -385
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.1       4.0      24.8      24.5      65.0      27.4       3.4      94.7      97.1:      5.3       2.9
    :                                                                                         :
    : Total Traders:   371          Number of Traders in Each Category                        :
    :      143        56        91       112       136        26        11       320       259:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 29, 2011