COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   366,634
    : Positions                                                                               :
    :   30,854    55,506   114,567    31,815   125,266   159,395    20,899   336,631   316,239:   30,004    50,396
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:       8,252)         :
    :    1,046    -4,276     6,641    -3,577     3,123      -367       806     3,743     6,294:    4,508     1,958
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.4      15.1      31.2       8.7      34.2      43.5       5.7      91.8      86.3:      8.2      13.7
    :                                                                                         :
    : Total Traders:   302          Number of Traders in Each Category                        :
    :       59       114       129        60        77        25        15       241       261:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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    85,372
    : Positions                                                                               :
    :   14,601     8,495    11,090    21,534    42,185    20,893       789    68,118    62,559:   17,254    22,813
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:      -1,252)         :
    :    1,346       176    -1,491    -2,362      -878       682        -1    -1,825    -2,194:      573       942
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.1      10.0      13.0      25.2      49.4      24.5       0.9      79.8      73.3:     20.2      26.7
    :                                                                                         :
    : Total Traders:   126          Number of Traders in Each Category                        :
    :       28        20        29        41        49        18         4       105        89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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 1,227,531
    : Positions                                                                               :
    :   74,994   102,347   430,026   322,132   445,302   269,000    39,346 1,096,152 1,017,020:  131,379   210,511
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:     -30,732)         :
    :   -4,986     5,254   -15,894    -4,007   -13,846     1,929      -883   -22,959   -25,369:   -7,774    -5,364
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.1       8.3      35.0      26.2      36.3      21.9       3.2      89.3      82.9:     10.7      17.1
    :                                                                                         :
    : Total Traders:   575          Number of Traders in Each Category                        :
    :      110       147       202       218       238        25        14       473       508:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   458,782
    : Positions                                                                               :
    :   47,448    22,928   160,612    94,461   193,255   111,912    15,344   414,433   392,139:   44,349    66,643
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:      16,299)         :
    :    3,865      -800     3,697     6,530    10,819     2,099     1,253    16,190    14,969:      109     1,330
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3       5.0      35.0      20.6      42.1      24.4       3.3      90.3      85.5:      9.7      14.5
    :                                                                                         :
    : Total Traders:   358          Number of Traders in Each Category                        :
    :      101        84       152        94       114        25        16       304       311:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   249,622
    : Positions                                                                               :
    :   12,135    26,424    65,265    97,434   130,212    51,186     6,656   226,021   228,558:   23,602    21,064
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:      -1,674)         :
    :      -35       -27    -1,834     1,350    -1,235      -234       531      -753    -2,565:     -921       891
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      4.9      10.6      26.1      39.0      52.2      20.5       2.7      90.5      91.6:      9.5       8.4
    :                                                                                         :
    : Total Traders:   188          Number of Traders in Each Category                        :
    :       30        42        71        50        57        18         9       149       159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   205,769
    : Positions                                                                               :
    :   19,411    10,918    68,753    30,355   105,091    71,074     9,188   189,593   193,951:   16,176    11,818
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:       3,638)         :
    :    2,179    -2,562     2,986    -4,411     2,237       911       561     1,665     3,222:    1,973       416
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.4       5.3      33.4      14.8      51.1      34.5       4.5      92.1      94.3:      7.9       5.7
    :                                                                                         :
    : Total Traders:   202          Number of Traders in Each Category                        :
    :       74        42        61        52        53        24         7       176       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   158,987
    : Positions                                                                               :
    :   28,969    29,226    41,609    17,104    58,718    51,692     2,915   139,373   132,468:   19,614    26,519
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:       2,226)         :
    :   -1,804     1,642     4,233     1,655    -4,991    -1,852       569     2,232     1,453:       -6       773
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.2      18.4      26.2      10.8      36.9      32.5       1.8      87.7      83.3:     12.3      16.7
    :                                                                                         :
    : Total Traders:   196          Number of Traders in Each Category                        :
    :       61        54        67        36        43        19         7       144       155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   261,927
    : Positions                                                                               :
    :   33,567    44,120    69,769    47,144   100,554    88,037     3,091   238,518   217,534:   23,410    44,394
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:       7,690)         :
    :    1,983     4,024      -363     4,774     1,169      -241       306     6,154     5,137:    1,535     2,553
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.8      16.8      26.6      18.0      38.4      33.6       1.2      91.1      83.1:      8.9      16.9
    :                                                                                         :
    : Total Traders:   330          Number of Traders in Each Category                        :
    :       71        72        93        91       138        23         7       237       276:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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    23,277
    : Positions                                                                               :
    :    2,621     6,005     3,674     5,198     3,491     6,808       589    18,301    13,758:    4,976     9,519
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:         171)         :
    :      -54      -327      -297        64       416       303        -5        16      -213:      155       385
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.3      25.8      15.8      22.3      15.0      29.2       2.5      78.6      59.1:     21.4      40.9
    :                                                                                         :
    : Total Traders:   105          Number of Traders in Each Category                        :
    :       21        24        26        19        26        18         3        75        68:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   133,063
    : Positions                                                                               :
    :   28,641    11,865    22,761    53,002    90,441    19,192     2,163   123,596   127,230:    9,467     5,833
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:       3,369)         :
    :     -253    -2,414     1,830      -581     3,462       481      -858     1,476     2,020:    1,893     1,349
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.5       8.9      17.1      39.8      68.0      14.4       1.6      92.9      95.6:      7.1       4.4
    :                                                                                         :
    : Total Traders:   133          Number of Traders in Each Category                        :
    :       43        15        34        38        41        21         5       120        85:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   981,814
    : Positions                                                                               :
    :   93,792    35,785   269,933   288,188   529,908   247,351    83,094   899,265   918,721:   82,549    63,092
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:      11,144)         :
    :    4,210    -7,189     7,153     5,655     2,938   -12,973     7,246     4,045    10,148:    7,099       995
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6       3.6      27.5      29.4      54.0      25.2       8.5      91.6      93.6:      8.4       6.4
    :                                                                                         :
    : Total Traders:   222          Number of Traders in Each Category                        :
    :       68        41        74        74        76        24        15       198       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 27, 2009                
    :                                    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   176,674
    : Positions                                                                               :
    :   23,007    17,499    58,433    46,719    88,214    38,226     4,190   166,385   168,336:   10,289     8,338
    :                                                                                         :
    : Changes from: January 20, 2009           (Change in open interest:       9,775)         :
    :    3,048    -3,677     4,492       129     9,509     2,392      -246    10,060    10,078:     -285      -303
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0       9.9      33.1      26.4      49.9      21.6       2.4      94.2      95.3:      5.8       4.7
    :                                                                                         :
    : Total Traders:   318          Number of Traders in Each Category                        :
    :       96        63        89       106       108        24         7       273       227:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 30, 2009