COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   580,373
    : Positions                                                                               :
    :   69,426    80,529   144,713    77,479   256,001   246,186    36,536   537,804   517,779:   42,569    62,593
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:       1,841)         :
    :   -1,855       888     5,384     4,847    -8,755    -7,516        35       860    -2,448:      981     4,290
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.0      13.9      24.9      13.3      44.1      42.4       6.3      92.7      89.2:      7.3      10.8
    :                                                                                         :
    : Total Traders:   450          Number of Traders in Each Category                        :
    :      135       133       188        85       127        28        20       355       382:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   186,076
    : Positions                                                                               :
    :   43,899    10,799    19,921    50,581   117,651    46,632    11,316   161,033   159,686:   25,043    26,390
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:       5,961)         :
    :     -242     1,134     1,738     3,845     1,602     1,250     2,810     6,591     7,284:     -630    -1,323
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.6       5.8      10.7      27.2      63.2      25.1       6.1      86.5      85.8:     13.5      14.2
    :                                                                                         :
    : Total Traders:   193          Number of Traders in Each Category                        :
    :       52        27        49        55        76        19         7       150       140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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 2,154,362
    : Positions                                                                               :
    :  337,679    99,756   692,965   416,366   982,123   493,607   105,905 1,940,616 1,880,748:  213,746   273,615
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:     -26,095)         :
    :  -28,658     6,279     9,950    15,613   -33,570   -22,428    -8,583   -25,524   -25,924:     -571      -171
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7       4.6      32.2      19.3      45.6      22.9       4.9      90.1      87.3:      9.9      12.7
    :                                                                                         :
    : Total Traders:   900          Number of Traders in Each Category                        :
    :      250       156       300       281       411        30        23       690       780:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   783,601
    : Positions                                                                               :
    :   99,767    43,272   258,579   171,990   360,528   196,819    31,804   727,154   694,183:   56,447    89,418
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:     -14,746)         :
    :  -14,276     1,600     1,939     7,056   -16,150    -5,816    -3,669   -11,099   -16,280:   -3,648     1,534
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7       5.5      33.0      21.9      46.0      25.1       4.1      92.8      88.6:      7.2      11.4
    :                                                                                         :
    : Total Traders:   549          Number of Traders in Each Category                        :
    :      180       122       214       119       191        28        20       421       471:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   383,144
    : Positions                                                                               :
    :   54,234    37,550    87,311   102,563   217,162   104,301    14,031   348,409   356,054:   34,736    27,091
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:      -9,891)         :
    :  -15,660     3,858     1,352     8,705   -14,043    -1,686      -899    -7,289    -9,733:   -2,602      -157
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.2       9.8      22.8      26.8      56.7      27.2       3.7      90.9      92.9:      9.1       7.1
    :                                                                                         :
    : Total Traders:   249          Number of Traders in Each Category                        :
    :       71        63        84        56        62        22        16       198       195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   296,907
    : Positions                                                                               :
    :   34,295     8,664   100,001    79,622   160,208    62,909    13,154   276,827   282,027:   20,079    14,880
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:       6,527)         :
    :    1,454      -368     4,714     1,181     2,180       -18       114     7,331     6,639:     -804      -112
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6       2.9      33.7      26.8      54.0      21.2       4.4      93.2      95.0:      6.8       5.0
    :                                                                                         :
    : Total Traders:   235          Number of Traders in Each Category                        :
    :      107        40        71        48        59        24        14       199       165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   255,796
    : Positions                                                                               :
    :   34,170    27,720    63,555    24,750   123,141   107,695     4,638   230,170   219,054:   25,626    36,742
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:        -803)         :
    :   -2,570     8,548    -2,955     4,782    -8,607       611     1,682      -131    -1,331:     -672       528
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4      10.8      24.8       9.7      48.1      42.1       1.8      90.0      85.6:     10.0      14.4
    :                                                                                         :
    : Total Traders:   256          Number of Traders in Each Category                        :
    :       89        63       100        43        64        25        14       201       211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   456,000
    : Positions                                                                               :
    :   79,812    26,887   142,482    53,245   200,035   150,491     4,412   426,029   373,816:   29,970    82,184
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:       7,203)         :
    :   -1,558     2,858     6,424     3,118    -3,525    -5,758    -2,265     2,225     3,492:    4,978     3,712
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5       5.9      31.2      11.7      43.9      33.0       1.0      93.4      82.0:      6.6      18.0
    :                                                                                         :
    : Total Traders:   407          Number of Traders in Each Category                        :
    :       99        93       140        70       165        26        15       280       349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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    44,283
    : Positions                                                                               :
    :   11,189     2,687     7,744     7,943    10,476    11,040       280    37,916    21,187:    6,367    23,096
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:      -2,657)         :
    :   -2,621      -711       263        18    -1,497      -188       -26    -2,528    -1,971:     -128      -685
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.3       6.1      17.5      17.9      23.7      24.9       0.6      85.6      47.8:     14.4      52.2
    :                                                                                         :
    : Total Traders:   170          Number of Traders in Each Category                        :
    :       37        31        38        36        68        21         6       113       127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   188,477
    : Positions                                                                               :
    :   28,878    30,511    30,577    75,908   116,777    41,731     3,479   177,094   181,344:   11,383     7,134
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:       2,694)         :
    :      817    -1,562     1,094     3,009       835      -905       858     4,015     1,225:   -1,321     1,470
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3      16.2      16.2      40.3      62.0      22.1       1.8      94.0      96.2:      6.0       3.8
    :                                                                                         :
    : Total Traders:   167          Number of Traders in Each Category                        :
    :       51        40        42        43        46        20        12       141       116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   759,049
    : Positions                                                                               :
    :  109,011    46,245   149,604   179,272   439,431   254,975    53,502   692,862   688,782:   66,187    70,267
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:      25,557)         :
    :    4,127    -1,725     7,891    15,307    16,676    -4,364       807    22,961    23,649:    2,596     1,908
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4       6.1      19.7      23.6      57.9      33.6       7.0      91.3      90.7:      8.7       9.3
    :                                                                                         :
    : Total Traders:   225          Number of Traders in Each Category                        :
    :       75        39        82        68        74        26        19       202       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 10, 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   176,666
    : Positions                                                                               :
    :   27,939    10,225    48,286    43,553   105,868    47,665     5,933   167,443   170,312:    9,223     6,354
    :                                                                                         :
    : Changes from: May 3, 2011                (Change in open interest:      -6,400)         :
    :   -4,771     1,520      -440       133    -7,675      -497      -317    -5,575    -6,912:     -824       513
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.8       5.8      27.3      24.7      59.9      27.0       3.4      94.8      96.4:      5.2       3.6
    :                                                                                         :
    : Total Traders:   368          Number of Traders in Each Category                        :
    :      121        74       101       115       132        26        16       318       273:
-------------------------------------------------------------------------------------------------------------------
 

Updated May 13, 2010