COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   526,936
    : Positions                                                                               :
    :   53,212   106,928   104,354    89,848   221,260   244,200    31,170   491,614   463,713:   35,322    63,223
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:       8,293)         :
    :   -5,266   -14,090     6,791     5,133     7,711     2,174     4,605     8,833     5,018:     -540     3,275
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.1      20.3      19.8      17.1      42.0      46.3       5.9      93.3      88.0:      6.7      12.0
    :                                                                                         :
    : Total Traders:   407          Number of Traders in Each Category                        :
    :       96       159       152        62        98        28        17       298       330:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   174,363
    : Positions                                                                               :
    :   31,512    25,063    34,420    40,512    81,487    47,242       837   153,686   141,807:   20,678    32,556
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:      12,840)         :
    :    2,931    -4,057     6,446     1,885     8,357       513        24    11,775    10,771:    1,065     2,069
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.1      14.4      19.7      23.2      46.7      27.1       0.5      88.1      81.3:     11.9      18.7
    :                                                                                         :
    : Total Traders:   177          Number of Traders in Each Category                        :
    :       46        32        46        38        63        19         6       125       135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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 1,442,318
    : Positions                                                                               :
    :  182,981   165,784   375,799   254,503   584,376   490,667    18,613 1,303,950 1,144,572:  138,367   297,746
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:     -15,795)         :
    :   11,583   -45,039     2,727   -30,936    24,373       910    -1,395   -15,716   -19,333:      -79     3,538
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      11.5      26.1      17.6      40.5      34.0       1.3      90.4      79.4:      9.6      20.6
    :                                                                                         :
    : Total Traders:   716          Number of Traders in Each Category                        :
    :      174       168       235       181       290        28        19       500       619:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   560,358
    : Positions                                                                               :
    :   57,681    81,284   143,527   130,846   228,165   181,925    12,645   513,979   465,621:   46,378    94,737
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:      10,293)         :
    :     -347    13,771      -432    10,818       222    -1,718       -89     8,321    13,472:    1,972    -3,179
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3      14.5      25.6      23.4      40.7      32.5       2.3      91.7      83.1:      8.3      16.9
    :                                                                                         :
    : Total Traders:   480          Number of Traders in Each Category                        :
    :      121       156       169       104       154        26        21       345       417:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   340,049
    : Positions                                                                               :
    :   29,588    80,645    61,478   107,523   155,609   116,450    10,202   315,038   307,934:   25,011    32,115
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:       4,236)         :
    :    1,169     8,375    -3,510     9,096    -3,857    -4,174       104     2,581     1,113:    1,656     3,124
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.7      23.7      18.1      31.6      45.8      34.2       3.0      92.6      90.6:      7.4       9.4
    :                                                                                         :
    : Total Traders:   253          Number of Traders in Each Category                        :
    :       51        94        70        55        54        25        12       183       192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   213,171
    : Positions                                                                               :
    :   41,221    14,898    40,267    39,854   143,463    76,927     5,499   198,270   204,126:   14,902     9,046
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:      -6,018)         :
    :   -9,565     4,071      -710     4,761   -10,371    -1,229       278    -6,743    -6,732:      725       714
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.3       7.0      18.9      18.7      67.3      36.1       2.6      93.0      95.8:      7.0       4.2
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       90        44        61        49        58        27        14       190       155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   218,959
    : Positions                                                                               :
    :   31,387    16,406    56,046    13,896   102,691    97,029     9,786   198,358   184,930:   20,600    34,029
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:      -3,682)         :
    :   -3,563     1,134     1,596    -1,149    -6,995       525     1,179    -2,591    -3,086:   -1,090      -596
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       7.5      25.6       6.3      46.9      44.3       4.5      90.6      84.5:      9.4      15.5
    :                                                                                         :
    : Total Traders:   236          Number of Traders in Each Category                        :
    :       87        47        82        42        59        25        12       194       174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   390,976
    : Positions                                                                               :
    :   87,642    37,014    94,651    27,540   177,625   147,352     9,183   357,186   318,474:   33,791    72,503
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:       4,037)         :
    :    4,454      -781    -4,882    -1,595     3,677     1,299     1,583      -723      -404:    4,761     4,441
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.4       9.5      24.2       7.0      45.4      37.7       2.3      91.4      81.5:      8.6      18.5
    :                                                                                         :
    : Total Traders:   386          Number of Traders in Each Category                        :
    :      122        66       121        69       155        26        10       272       310:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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    41,431
    : Positions                                                                               :
    :   11,517     5,378     5,650     7,058     8,619     9,404     1,772    33,630    21,419:    7,801    20,012
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:         442)         :
    :      243       138      -512       293       339       -74       102       -50        67:      492       375
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.8      13.0      13.6      17.0      20.8      22.7       4.3      81.2      51.7:     18.8      48.3
    :                                                                                         :
    : Total Traders:   162          Number of Traders in Each Category                        :
    :       34        30        27        43        56        19         6       113       103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   132,457
    : Positions                                                                               :
    :   28,060    10,343    24,160    46,792    89,171    25,200     2,827   124,212   126,502:    8,244     5,955
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:       4,665)         :
    :    1,452     2,316     1,971     2,320      -994    -1,031       560     4,712     3,852:      -46       813
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.2       7.8      18.2      35.3      67.3      19.0       2.1      93.8      95.5:      6.2       4.5
    :                                                                                         :
    : Total Traders:   158          Number of Traders in Each Category                        :
    :       52        32        36        37        44        21        13       124       113:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   722,203
    : Positions                                                                               :
    :   78,479    16,895   172,586   169,683   419,364   243,350    63,254   664,098   672,100:   58,105    50,103
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:       2,349)         :
    :  -12,779    -9,084    14,810       670        27     2,223       686     4,924     6,439:   -2,575    -4,090
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.9       2.3      23.9      23.5      58.1      33.7       8.8      92.0      93.1:      8.0       6.9
    :                                                                                         :
    : Total Traders:   213          Number of Traders in Each Category                        :
    :       70        34        80        63        73        24        16       183       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 6, 2010                    
    :                                    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   231,186
    : Positions                                                                               :
    :   42,405    13,082    75,946    45,586   129,893    57,417     4,850   221,354   223,770:    9,833     7,416
    :                                                                                         :
    : Changes from: June 29, 2010              (Change in open interest:      -3,589)         :
    :      199    -1,060    -2,590       242     1,268        13       128    -2,137    -2,254:   -1,451    -1,334
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.3       5.7      32.9      19.7      56.2      24.8       2.1      95.7      96.8:      4.3       3.2
    :                                                                                         :
    : Total Traders:   419          Number of Traders in Each Category                        :
    :      132       101       117       109       144        26        17       344       309:
-------------------------------------------------------------------------------------------------------------------
 

Updated July 9, 2010