COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   698,258
    : Positions                                                                               :
    :   89,487    84,653   187,658   109,565   306,640   254,883    49,609   641,593   628,561:   56,665    69,697
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:     -24,665)         :
    :   -9,859     1,484   -12,038    -1,211   -17,622     2,411     5,344   -20,696   -22,832:   -3,969    -1,833
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8      12.1      26.9      15.7      43.9      36.5       7.1      91.9      90.0:      8.1      10.0
    :                                                                                         :
    : Total Traders:   487          Number of Traders in Each Category                        :
    :      156       151       201        85       129        26        17       389       395:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   227,196
    : Positions                                                                               :
    :   55,800     8,781    36,520    53,473   140,606    42,944     6,418   188,737   192,325:   38,458    34,871
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:      -2,928)         :
    :   -1,317        96    -1,367    -1,682    -4,086       -78       266    -4,444    -5,091:    1,516     2,162
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.6       3.9      16.1      23.5      61.9      18.9       2.8      83.1      84.7:     16.9      15.3
    :                                                                                         :
    : Total Traders:   223          Number of Traders in Each Category                        :
    :       74        25        61        56        82        19        10       177       161:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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 2,573,509
    : Positions                                                                               :
    :  443,482   111,937   872,476   526,166 1,167,091   492,580   115,608 2,334,704 2,267,112:  238,805   306,398
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:      62,867)         :
    :  -12,466     4,171    51,439    24,692     3,194      -800    14,529    62,865    73,334:        2   -10,467
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.2       4.3      33.9      20.4      45.4      19.1       4.5      90.7      88.1:      9.3      11.9
    :                                                                                         :
    : Total Traders:   963          Number of Traders in Each Category                        :
    :      280       163       343       294       410        27        18       771       810:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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 1,003,821
    : Positions                                                                               :
    :  169,322    41,388   364,001   175,532   449,596   218,309    44,006   927,164   898,990:   76,657   104,831
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:      -5,494)         :
    :  -20,654     9,964     1,146    19,477   -24,143    -5,025     1,933    -5,055   -11,099:     -439     5,605
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9       4.1      36.3      17.5      44.8      21.7       4.4      92.4      89.6:      7.6      10.4
    :                                                                                         :
    : Total Traders:   636          Number of Traders in Each Category                        :
    :      235       116       264       138       213        24        17       519       526:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   490,148
    : Positions                                                                               :
    :   81,709    35,503   109,809   143,888   301,402   114,771    16,049   450,177   462,763:   39,971    27,385
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:     -12,875)         :
    :  -14,553    10,907    -6,070     4,072   -25,633     5,059     2,245   -11,492   -18,551:   -1,383     5,676
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7       7.2      22.4      29.4      61.5      23.4       3.3      91.8      94.4:      8.2       5.6
    :                                                                                         :
    : Total Traders:   271          Number of Traders in Each Category                        :
    :       90        62        92        61        66        23        11       227       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   326,812
    : Positions                                                                               :
    :   48,472     5,698    97,088    92,602   188,651    64,370    21,689   302,531   313,125:   24,281    13,688
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:     -78,292)         :
    :   -5,191      -605   -36,750   -31,695   -39,513    -4,983    -3,215   -78,619   -80,083:      327     1,791
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.8       1.7      29.7      28.3      57.7      19.7       6.6      92.6      95.8:      7.4       4.2
    :                                                                                         :
    : Total Traders:   250          Number of Traders in Each Category                        :
    :      121        35        75        48        60        25        14       217       165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   277,210
    : Positions                                                                               :
    :   60,117    19,062    68,972    19,333   144,148    98,835     2,554   247,258   234,736:   29,952    42,474
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:      -2,845)         :
    :    6,636       981    -6,257    -2,931       721       360      -603    -2,192    -5,159:     -654     2,313
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.7       6.9      24.9       7.0      52.0      35.7       0.9      89.2      84.7:     10.8      15.3
    :                                                                                         :
    : Total Traders:   287          Number of Traders in Each Category                        :
    :      108        59       116        49        69        23        10       251       206:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   432,827
    : Positions                                                                               :
    :   99,482    29,311   116,395    42,112   202,390   144,126     5,628   402,115   353,725:   30,712    79,102
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:       6,051)         :
    :    3,276       386     3,110    -1,423     2,482     2,502      -621     7,465     5,356:   -1,414       694
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.0       6.8      26.9       9.7      46.8      33.3       1.3      92.9      81.7:      7.1      18.3
    :                                                                                         :
    : Total Traders:   463          Number of Traders in Each Category                        :
    :      140        85       127       101       201        25         8       337       359:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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    55,083
    : Positions                                                                               :
    :   15,587     2,641    11,590     8,886    14,239    11,145     1,238    47,208    29,708:    7,875    25,375
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:        -320)         :
    :      -65      -609      -692       183       350       376       -73      -199    -1,024:     -121       704
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.3       4.8      21.0      16.1      25.9      20.2       2.2      85.7      53.9:     14.3      46.1
    :                                                                                         :
    : Total Traders:   197          Number of Traders in Each Category                        :
    :       46        34        48        42        79        21         7       143       144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   168,421
    : Positions                                                                               :
    :   31,644    20,290    22,709    64,545   117,806    36,434     2,066   155,331   162,872:   13,090     5,549
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:      -3,467)         :
    :    1,441       568      -172    -3,562    -2,086       168      -933    -2,126    -2,623:   -1,341      -844
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.8      12.0      13.5      38.3      69.9      21.6       1.2      92.2      96.7:      7.8       3.3
    :                                                                                         :
    : Total Traders:   185          Number of Traders in Each Category                        :
    :       75        40        46        37        45        21         8       159       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   893,334
    : Positions                                                                               :
    :  115,042    12,560   211,194   248,548   541,027   233,715    74,504   808,498   839,284:   84,836    54,050
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:    -163,662)         :
    :    1,066     7,457  -115,135   -25,860   -27,404   -23,158   -27,348  -163,087  -162,430:     -575    -1,232
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9       1.4      23.6      27.8      60.6      26.2       8.3      90.5      93.9:      9.5       6.1
    :                                                                                         :
    : Total Traders:   219          Number of Traders in Each Category                        :
    :       66        42        78        75        82        23        14       202       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of February 15, 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   178,996
    : Positions                                                                               :
    :   34,956     5,309    39,545    47,583   122,302    47,136     5,692   169,221   172,849:    9,776     6,147
    :                                                                                         :
    : Changes from: February 8, 2011           (Change in open interest:     -48,007)         :
    :    1,131      -427   -29,872   -17,691   -14,850       153    -1,607   -46,280   -46,756:   -1,727    -1,251
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5       3.0      22.1      26.6      68.3      26.3       3.2      94.5      96.6:      5.5       3.4
    :                                                                                         :
    : Total Traders:   353          Number of Traders in Each Category                        :
    :      139        49        81       102       130        24         9       298       239:
-------------------------------------------------------------------------------------------------------------------
 

Updated February 18, 2011