COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   656,550
    : Positions                                                                               :
    :   73,282    73,899   192,527   105,571   280,010   237,959    42,807   609,339   589,243:   47,211    67,307
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:      -9,970)         :
    :    7,454     3,126    -7,957     1,107      -448    -8,017     2,761    -7,413    -2,518:   -2,557    -7,452
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2      11.3      29.3      16.1      42.6      36.2       6.5      92.8      89.7:      7.2      10.3
    :                                                                                         :
    : Total Traders:   490          Number of Traders in Each Category                        :
    :      160       147       209        88       123        29        16       399       400:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   218,737
    : Positions                                                                               :
    :   53,656     7,456    25,234    54,501   146,804    54,494     1,245   187,885   180,739:   30,851    37,998
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:       1,663)         :
    :    3,803    -1,472      -669    -1,063     3,425       282      -441     2,352       843:     -689       820
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.5       3.4      11.5      24.9      67.1      24.9       0.6      85.9      82.6:     14.1      17.4
    :                                                                                         :
    : Total Traders:   210          Number of Traders in Each Category                        :
    :       68        24        42        55        84        18         7       154       148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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 1,877,911
    : Positions                                                                               :
    :  370,670   100,360   558,512   262,810   881,297   521,760    25,448 1,713,753 1,565,616:  164,158   312,295
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:     114,279)         :
    :   31,671    -4,379    73,060     2,301    50,497    -4,151     3,173   102,881   122,351:   11,398    -8,072
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.7       5.3      29.7      14.0      46.9      27.8       1.4      91.3      83.4:      8.7      16.6
    :                                                                                         :
    : Total Traders:   885          Number of Traders in Each Category                        :
    :      254       161       280       234       384        28        19       643       747:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   676,855
    : Positions                                                                               :
    :  143,468    31,746   176,583   104,988   370,055   196,314     9,103   621,353   587,487:   55,502    89,368
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:      23,799)         :
    :    8,368      -812    11,105     7,754    16,401    -4,110      -247    23,117    26,446:      682    -2,647
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.2       4.7      26.1      15.5      54.7      29.0       1.3      91.8      86.8:      8.2      13.2
    :                                                                                         :
    : Total Traders:   561          Number of Traders in Each Category                        :
    :      195       121       175        98       193        27        17       403       437:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   378,961
    : Positions                                                                               :
    :   71,102    39,333    91,929    67,189   220,377   111,724     5,921   341,945   357,560:   37,016    21,401
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:       5,777)         :
    :    5,916    -5,867     3,733    -2,615    10,952    -2,521    -1,531     4,513     7,287:    1,264    -1,510
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.8      10.4      24.3      17.7      58.2      29.5       1.6      90.2      94.4:      9.8       5.6
    :                                                                                         :
    : Total Traders:   265          Number of Traders in Each Category                        :
    :       89        58        92        51        55        24         8       227       178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   296,765
    : Positions                                                                               :
    :   71,237    12,410    64,045    58,989   205,595    80,532     5,636   274,803   287,686:   21,962     9,079
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:      29,424)         :
    :   10,881       180     9,660     5,475    18,671     1,445       502    27,461    29,014:    1,963       410
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.0       4.2      21.6      19.9      69.3      27.1       1.9      92.6      96.9:      7.4       3.1
    :                                                                                         :
    : Total Traders:   266          Number of Traders in Each Category                        :
    :      134        36        75        51        62        26        14       244       158:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   227,851
    : Positions                                                                               :
    :   41,522    17,694    59,182     8,323   112,162    96,581     1,371   205,608   190,408:   22,243    37,443
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:     -16,594)         :
    :   -3,809       882    -6,823    -2,258    -7,718    -1,906        63   -14,796   -13,596:   -1,797    -2,997
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.2       7.8      26.0       3.7      49.2      42.4       0.6      90.2      83.6:      9.8      16.4
    :                                                                                         :
    : Total Traders:   239          Number of Traders in Each Category                        :
    :       89        58        90        31        54        23         4       195       167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   415,127
    : Positions                                                                               :
    :  111,869    23,129   108,218    30,380   208,872   135,274     3,579   385,741   343,797:   29,387    71,330
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:       7,210)         :
    :    2,258       424     7,305     1,506     1,027      -306       900    10,762     9,657:   -3,552    -2,447
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.9       5.6      26.1       7.3      50.3      32.6       0.9      92.9      82.8:      7.1      17.2
    :                                                                                         :
    : Total Traders:   423          Number of Traders in Each Category                        :
    :      156        51       112        78       173        25         9       309       309:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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    36,673
    : Positions                                                                               :
    :    8,887     4,502     6,244     5,835     7,666     9,128       762    30,094    19,174:    6,579    17,500
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:      -1,326)         :
    :     -381      -294       -95      -386       327       391        12      -470       -49:     -856    -1,277
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.2      12.3      17.0      15.9      20.9      24.9       2.1      82.1      52.3:     17.9      47.7
    :                                                                                         :
    : Total Traders:   149          Number of Traders in Each Category                        :
    :       38        20        35        41        50        18         5       117        97:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   125,041
    : Positions                                                                               :
    :   20,610    19,343    22,410    49,628    74,222    24,189     1,687   116,838   117,662:    8,203     7,378
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:      -5,698)         :
    :   -3,338     3,043    -1,500    -1,082    -9,462      -728      -301    -6,648    -8,219:      949     2,521
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.5      15.5      17.9      39.7      59.4      19.3       1.3      93.4      94.1:      6.6       5.9
    :                                                                                         :
    : Total Traders:   143          Number of Traders in Each Category                        :
    :       44        30        35        39        40        20        12       115       106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   835,440
    : Positions                                                                               :
    :   95,867    14,322   217,064   197,465   487,806   241,837    61,185   752,233   780,377:   83,208    55,063
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:      19,452)         :
    :   12,012     1,393     9,816     1,308    10,553    -2,590     1,425    20,546    23,187:   -1,094    -3,735
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5       1.7      26.0      23.6      58.4      28.9       7.3      90.0      93.4:     10.0       6.6
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       75        44        89        67        75        24        15       203       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 17, 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   209,065
    : Positions                                                                               :
    :   46,608    10,293    60,647    37,457   129,078    55,186     1,716   199,898   201,734:    9,168     7,332
    :                                                                                         :
    : Changes from: August 10, 2010            (Change in open interest:     -20,648)         :
    :    1,580       296   -14,854    -3,988    -3,318    -1,692    -1,506   -18,954   -19,382:   -1,694    -1,265
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.3       4.9      29.0      17.9      61.7      26.4       0.8      95.6      96.5:      4.4       3.5
    :                                                                                         :
    : Total Traders:   390          Number of Traders in Each Category                        :
    :      140        72        99       102       134        25        12       318       274:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 20, 2010