COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   578,531
    : Positions                                                                               :
    :   71,281    79,641   139,329    72,631   264,756   253,702    36,501   536,944   520,227:   41,588    58,304
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:     -14,148)         :
    :    1,943     6,897    -6,989    -7,434   -15,014        -0       291   -12,480   -14,815:   -1,668       667
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3      13.8      24.1      12.6      45.8      43.9       6.3      92.8      89.9:      7.2      10.1
    :                                                                                         :
    : Total Traders:   447          Number of Traders in Each Category                        :
    :      113       153       181        84       125        30        20       350       375:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   180,115
    : Positions                                                                               :
    :   44,142     9,664    18,183    46,736   116,048    45,381     8,506   154,442   152,402:   25,673    27,713
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:     -15,800)         :
    :   -2,390     1,718    -8,368    -7,161    -8,713     3,751       841   -14,168   -14,522:   -1,632    -1,279
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.5       5.4      10.1      25.9      64.4      25.2       4.7      85.7      84.6:     14.3      15.4
    :                                                                                         :
    : Total Traders:   186          Number of Traders in Each Category                        :
    :       52        24        45        54        76        19         8       145       135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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 2,180,458
    : Positions                                                                               :
    :  366,337    93,477   683,015   400,753 1,015,692   516,035   114,488 1,966,140 1,906,672:  214,317   273,785
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:    -117,033)         :
    :  -36,987       -86   -43,773   -13,386   -48,941    -4,288    -2,508   -98,434   -95,307:  -18,599   -21,726
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.8       4.3      31.3      18.4      46.6      23.7       5.3      90.2      87.4:      9.8      12.6
    :                                                                                         :
    : Total Traders:   912          Number of Traders in Each Category                        :
    :      271       144       302       278       412        30        22       700       781:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   798,347
    : Positions                                                                               :
    :  114,043    41,672   256,640   164,934   376,678   202,636    35,474   738,253   710,463:   60,094    87,884
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:     -19,826)         :
    :   -7,794     1,038   -13,261     1,277    -3,588     2,372      -712   -17,406   -16,523:   -2,420    -3,304
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       5.2      32.1      20.7      47.2      25.4       4.4      92.5      89.0:      7.5      11.0
    :                                                                                         :
    : Total Traders:   560          Number of Traders in Each Category                        :
    :      190       121       213       114       193        28        18       425       471:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   393,035
    : Positions                                                                               :
    :   69,894    33,693    85,959    93,858   231,205   105,987    14,930   355,698   365,787:   37,337    27,248
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:     -16,227)         :
    :   -6,693    -1,666    -3,670    -4,475   -13,139       564       406   -14,274   -18,069:   -1,953     1,842
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8       8.6      21.9      23.9      58.8      27.0       3.8      90.5      93.1:      9.5       6.9
    :                                                                                         :
    : Total Traders:   249          Number of Traders in Each Category                        :
    :       82        56        83        52        59        22        16       207       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   290,380
    : Positions                                                                               :
    :   32,841     9,032    95,287    78,441   158,028    62,927    13,040   269,496   275,388:   20,884    14,992
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:      -1,651)         :
    :    1,296    -1,051       751    -3,546    -2,546      -370       -97    -1,868    -2,943:      218     1,292
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.3       3.1      32.8      27.0      54.4      21.7       4.5      92.8      94.8:      7.2       5.2
    :                                                                                         :
    : Total Traders:   232          Number of Traders in Each Category                        :
    :       98        48        70        47        57        25        14       196       163:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   256,599
    : Positions                                                                               :
    :   36,739    19,171    66,510    19,968   131,748   107,084     2,956   230,301   220,385:   26,298    36,214
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:      -2,437)         :
    :   -3,849     6,959    -3,145     4,756    -5,661       576       849    -1,661      -998:     -776    -1,439
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       7.5      25.9       7.8      51.3      41.7       1.2      89.8      85.9:     10.2      14.1
    :                                                                                         :
    : Total Traders:   251          Number of Traders in Each Category                        :
    :       93        53       102        40        62        26        10       202       199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   448,797
    : Positions                                                                               :
    :   81,370    24,029   136,058    50,127   203,560   156,249     6,677   423,804   370,324:   24,992    78,472
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:      -6,150)         :
    :   -5,360     1,714     2,517    -2,239   -10,582     1,795     2,802    -3,287    -3,549:   -2,862    -2,600
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.1       5.4      30.3      11.2      45.4      34.8       1.5      94.4      82.5:      5.6      17.5
    :                                                                                         :
    : Total Traders:   416          Number of Traders in Each Category                        :
    :      110        91       133        67       173        28        12       281       345:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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    46,940
    : Positions                                                                               :
    :   13,810     3,398     7,481     7,925    11,974    11,228       306    40,444    23,159:    6,496    23,781
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:       1,070)         :
    :     -222       759       354       820       277       177      -129     1,130     1,261:      -60      -191
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.4       7.2      15.9      16.9      25.5      23.9       0.7      86.2      49.3:     13.8      50.7
    :                                                                                         :
    : Total Traders:   178          Number of Traders in Each Category                        :
    :       40        32        39        38        72        21         5       120       131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   185,783
    : Positions                                                                               :
    :   28,061    32,073    29,483    72,899   115,942    42,636     2,621   173,080   180,119:   12,704     5,664
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:       4,736)         :
    :    1,226    -1,265     4,310    -2,639     2,239       254       466     3,151     5,750:    1,585    -1,014
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      17.3      15.9      39.2      62.4      22.9       1.4      93.2      97.0:      6.8       3.0
    :                                                                                         :
    : Total Traders:   179          Number of Traders in Each Category                        :
    :       67        39        44        42        46        20         8       153       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   733,492
    : Positions                                                                               :
    :  104,885    47,970   141,712   163,964   422,755   259,340    52,696   669,901   665,133:   63,591    68,359
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:     -20,063)         :
    :   12,125     7,283     6,795   -33,238   -46,211    -1,993     9,594   -16,311   -22,539:   -3,752     2,476
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       6.5      19.3      22.4      57.6      35.4       7.2      91.3      90.7:      8.7       9.3
    :                                                                                         :
    : Total Traders:   228          Number of Traders in Each Category                        :
    :       75        40        81        66        75        27        19       201       184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 3, 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   183,066
    : Positions                                                                               :
    :   32,710     8,705    48,726    43,421   113,543    48,162     6,250   173,019   177,224:   10,047     5,842
    :                                                                                         :
    : Changes from: April 26, 2011             (Change in open interest:       9,204)         :
    :    1,201     1,824     5,664       881       522       598       322     8,344     8,332:      859       872
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.9       4.8      26.6      23.7      62.0      26.3       3.4      94.5      96.8:      5.5       3.2
    :                                                                                         :
    : Total Traders:   381          Number of Traders in Each Category                        :
    :      143        61        99       117       137        26        14       332       271:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 6, 2011