COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   403,715
    : Positions                                                                               :
    :   38,804    89,182   107,559    34,005   137,378   190,065    23,285   370,433   357,404:   33,282    46,310
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:      -3,741)         :
    :   -1,121      -581    -3,755    -2,961     6,037     4,303    -1,005    -3,534       697:     -207    -4,438
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6      22.1      26.6       8.4      34.0      47.1       5.8      91.8      88.5:      8.2      11.5
    :                                                                                         :
    : Total Traders:   370          Number of Traders in Each Category                        :
    :      101       121       145        63        88        31        18       286       304:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   105,513
    : Positions                                                                               :
    :   16,596    10,957    14,329    24,549    54,179    32,167     1,468    87,641    80,934:   17,871    24,579
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:       2,293)         :
    :    2,481      -989      -487      -886     4,460       -89      -882     1,019     2,102:    1,274       191
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7      10.4      13.6      23.3      51.3      30.5       1.4      83.1      76.7:     16.9      23.3
    :                                                                                         :
    : Total Traders:   154          Number of Traders in Each Category                        :
    :       34        19        30        49        62        20         5       118       106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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 1,313,252
    : Positions                                                                               :
    :  134,009   123,345   383,056   278,896   505,978   383,011    56,751 1,178,972 1,069,131:  134,280   244,122
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:       4,645)         :
    :    4,311   -18,905     5,534    -7,711    20,963     1,678    -3,381     3,812     4,212:      833       433
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.2       9.4      29.2      21.2      38.5      29.2       4.3      89.8      81.4:     10.2      18.6
    :                                                                                         :
    : Total Traders:   681          Number of Traders in Each Category                        :
    :      160       144       223       229       281        30        16       545       571:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   560,711
    : Positions                                                                               :
    :   80,965    27,887   177,578    85,515   250,424   166,273    17,307   510,332   473,196:   50,379    87,515
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:      31,762)         :
    :   18,451      -556    24,609   -17,303     9,962     3,840     1,301    29,597    35,316:    2,166    -3,554
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4       5.0      31.7      15.3      44.7      29.7       3.1      91.0      84.4:      9.0      15.6
    :                                                                                         :
    : Total Traders:   465          Number of Traders in Each Category                        :
    :      140       125       181        96       152        28        13       367       382:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   295,818
    : Positions                                                                               :
    :   22,753    40,037    84,180    86,161   142,100    75,273     7,096   268,368   273,414:   27,450    22,403
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:      14,120)         :
    :    7,487   -12,080    10,192    -7,626    20,112     1,368       831    11,421    19,055:    2,699    -4,935
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.7      13.5      28.5      29.1      48.0      25.4       2.4      90.7      92.4:      9.3       7.6
    :                                                                                         :
    : Total Traders:   236          Number of Traders in Each Category                        :
    :       46        73        87        54        62        22        10       189       189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   182,502
    : Positions                                                                               :
    :   27,886     4,921    40,873    24,331   129,444    75,530     1,166   168,620   176,405:   13,882     6,097
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:       5,212)         :
    :      380      -700     1,908       636     4,446     1,474      -108     4,399     5,546:      813      -334
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3       2.7      22.4      13.3      70.9      41.4       0.6      92.4      96.7:      7.6       3.3
    :                                                                                         :
    : Total Traders:   210          Number of Traders in Each Category                        :
    :       84        39        44        42        47        27         6       176       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   158,888
    : Positions                                                                               :
    :   16,377    38,603    41,225    13,218    47,612    65,580     1,651   136,400   129,092:   22,488    29,796
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:       3,032)         :
    :     -737       -17     3,160      -101     1,594     2,014      -259     4,336     4,478:   -1,304    -1,446
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3      24.3      25.9       8.3      30.0      41.3       1.0      85.8      81.2:     14.2      18.8
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       63        63        71        30        38        24         5       157       150:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   290,478
    : Positions                                                                               :
    :   59,733    34,777    70,198    33,966   134,160   100,351       422   264,248   239,557:   26,231    50,921
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:       4,531)         :
    :    3,227     3,183     3,630        45    -2,737       165      -722     7,066     3,354:   -2,535     1,177
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.6      12.0      24.2      11.7      46.2      34.5       0.1      91.0      82.5:      9.0      17.5
    :                                                                                         :
    : Total Traders:   358          Number of Traders in Each Category                        :
    :       93        70        99        90       144        26         8       264       285:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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    29,271
    : Positions                                                                               :
    :    7,508     2,400     6,099     2,302     8,338     7,196       796    23,105    17,633:    6,167    11,638
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:      -1,398)         :
    :     -395       287      -510      -210      -865       305        11      -810    -1,076:     -587      -321
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.6       8.2      20.8       7.9      28.5      24.6       2.7      78.9      60.2:     21.1      39.8
    :                                                                                         :
    : Total Traders:   130          Number of Traders in Each Category                        :
    :       35        18        23        26        50        18         4        87        91:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   130,240
    : Positions                                                                               :
    :   38,376    18,506    13,991    48,691    90,918    18,492     1,142   119,550   124,557:   10,691     5,683
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:        -144)         :
    :    2,543     1,522      -640    -1,848    -1,026      -555      -117      -500      -261:      356       117
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.5      14.2      10.7      37.4      69.8      14.2       0.9      91.8      95.6:      8.2       4.4
    :                                                                                         :
    : Total Traders:   156          Number of Traders in Each Category                        :
    :       62        21        31        36        42        20         7       133        90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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 1,139,444
    : Positions                                                                               :
    :  153,698    12,116   287,028   287,708   660,465   310,752   120,125 1,039,186 1,079,734:  100,259    59,710
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:      48,362)         :
    :    8,819     1,367    16,661    12,714    25,260     8,112     2,744    46,306    46,032:    2,055     2,330
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5       1.1      25.2      25.2      58.0      27.3      10.5      91.2      94.8:      8.8       5.2
    :                                                                                         :
    : Total Traders:   248          Number of Traders in Each Category                        :
    :       95        38        81        65        79        27        15       222       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 4, 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   136,705
    : Positions                                                                               :
    :   18,790     9,442    38,298    25,895    79,833    42,817       748   125,800   128,321:   10,905     8,384
    :                                                                                         :
    : Changes from: July 28, 2009              (Change in open interest:       3,221)         :
    :    2,771    -5,614     3,666    -4,607     5,009       981       558     2,811     3,619:      410      -398
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.7       6.9      28.0      18.9      58.4      31.3       0.5      92.0      93.9:      8.0       6.1
    :                                                                                         :
    : Total Traders:   340          Number of Traders in Each Category                        :
    :      128        65       100        90       103        26         8       292       235:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 7, 2009