COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   427,163
    : Positions                                                                               :
    :   39,098    96,734   114,278    49,519   142,618   194,062    23,596   396,957   377,225:   30,206    49,938
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:      11,693)         :
    :   -2,405     1,035     3,851     5,834     6,216     4,005    -1,030    11,286    10,072:      407     1,621
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.2      22.6      26.8      11.6      33.4      45.4       5.5      92.9      88.3:      7.1      11.7
    :                                                                                         :
    : Total Traders:   393          Number of Traders in Each Category                        :
    :       87       146       158        72        91        31        17       308       327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   108,378
    : Positions                                                                               :
    :   17,245    15,038    14,066    27,208    54,768    32,501     1,424    91,020    85,297:   17,358    23,081
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:       3,199)         :
    :    2,076     1,955       836     1,820     3,795       428        50     5,159     6,635:   -1,961    -3,437
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.9      13.9      13.0      25.1      50.5      30.0       1.3      84.0      78.7:     16.0      21.3
    :                                                                                         :
    : Total Traders:   153          Number of Traders in Each Category                        :
    :       36        19        34        47        56        21         8       120       109:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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 1,321,382
    : Positions                                                                               :
    :  129,850   131,335   397,142   290,628   490,496   381,641    56,498 1,199,260 1,075,471:  122,122   245,911
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:      -8,927)         :
    :   -7,190    13,941       121    13,270   -11,410    -3,496    -1,636     2,704     1,017:  -11,632    -9,944
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.8       9.9      30.1      22.0      37.1      28.9       4.3      90.8      81.4:      9.2      18.6
    :                                                                                         :
    : Total Traders:   696          Number of Traders in Each Category                        :
    :      161       160       236       242       282        30        17       569       590:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   567,153
    : Positions                                                                               :
    :   72,954    27,784   187,537    95,044   248,351   164,148    18,203   519,682   481,874:   47,470    85,278
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:     -12,083)         :
    :  -18,573     3,306      -150    14,014   -11,198    -3,470      -927    -8,179    -8,968:   -3,904    -3,115
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9       4.9      33.1      16.8      43.8      28.9       3.2      91.6      85.0:      8.4      15.0
    :                                                                                         :
    : Total Traders:   485          Number of Traders in Each Category                        :
    :      147       123       185       105       170        27        13       375       406:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   280,627
    : Positions                                                                               :
    :   19,759    31,511    82,994    78,647   141,155    71,639     5,749   253,039   261,409:   27,588    19,218
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:     -10,994)         :
    :   -2,938    -2,906      -403    -3,243    -4,341    -2,646      -970    -9,230    -8,620:   -1,764    -2,374
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.0      11.2      29.6      28.0      50.3      25.5       2.0      90.2      93.2:      9.8       6.8
    :                                                                                         :
    : Total Traders:   218          Number of Traders in Each Category                        :
    :       37        61        83        53        61        21         8       175       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   181,434
    : Positions                                                                               :
    :   27,162     4,764    40,217    25,336   126,897    74,715     1,416   167,430   173,294:   14,004     8,140
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:      -5,172)         :
    :   -1,541       652    -1,284       852    -5,800    -1,545       156    -3,518    -6,276:   -1,654     1,104
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0       2.6      22.2      14.0      69.9      41.2       0.8      92.3      95.5:      7.7       4.5
    :                                                                                         :
    : Total Traders:   215          Number of Traders in Each Category                        :
    :       92        33        49        44        49        27         7       184       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   161,839
    : Positions                                                                               :
    :   21,394    41,405    40,124    10,646    48,764    67,172     2,182   139,335   132,474:   22,503    29,364
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:      -2,507)         :
    :    2,813     3,875    -2,848    -1,622    -2,816       378       743    -1,279    -1,046:   -1,228    -1,462
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2      25.6      24.8       6.6      30.1      41.5       1.3      86.1      81.9:     13.9      18.1
    :                                                                                         :
    : Total Traders:   215          Number of Traders in Each Category                        :
    :       74        64        76        31        36        24         8       170       154:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   277,194
    : Positions                                                                               :
    :   61,621    48,849    57,641    34,242   119,423   100,697       549   254,202   226,462:   22,992    50,733
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:       6,634)         :
    :    4,129     5,497       931     1,042      -462      -230        40     5,872     6,006:      762       629
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.2      17.6      20.8      12.4      43.1      36.3       0.2      91.7      81.7:      8.3      18.3
    :                                                                                         :
    : Total Traders:   341          Number of Traders in Each Category                        :
    :       85        75        86        85       137        26         9       240       273:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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    26,504
    : Positions                                                                               :
    :    4,932     3,534     5,168     3,344     6,162     6,704       540    20,147    15,404:    6,357    11,100
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:         615)         :
    :     -755     1,241       192       736      -796       -83        58        90       695:      524       -81
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.6      13.3      19.5      12.6      23.2      25.3       2.0      76.0      58.1:     24.0      41.9
    :                                                                                         :
    : Total Traders:   116          Number of Traders in Each Category                        :
    :       24        24        26        26        42        18         7        81        89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   122,677
    : Positions                                                                               :
    :   33,279    15,959    17,601    45,298    83,275    18,292       928   114,470   117,762:    8,207     4,915
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:      -3,670)         :
    :   -2,312    -2,083     5,597    -4,635    -7,551      -157       -63    -1,508    -4,099:   -2,162       429
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.1      13.0      14.3      36.9      67.9      14.9       0.8      93.3      96.0:      6.7       4.0
    :                                                                                         :
    : Total Traders:   147          Number of Traders in Each Category                        :
    :       54        24        32        31        42        17         5       121        87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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 1,299,681
    : Positions                                                                               :
    :  126,988    11,360   385,637   351,165   702,912   332,164   140,252 1,195,954 1,240,160:  103,726    59,521
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:      15,711)         :
    :   -2,969    -6,991    31,347   -14,839    -6,647     5,064       538    18,602    18,246:   -2,891    -2,535
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.8       0.9      29.7      27.0      54.1      25.6      10.8      92.0      95.4:      8.0       4.6
    :                                                                                         :
    : Total Traders:   244          Number of Traders in Each Category                        :
    :       87        38        77        65        82        27        16       214       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 18, 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   120,832
    : Positions                                                                               :
    :   21,982     4,550    24,723    23,112    84,181    42,502       195   112,318   113,648:    8,513     7,183
    :                                                                                         :
    : Changes from: August 11, 2009            (Change in open interest:     -19,787)         :
    :   -2,234    -2,460   -13,010      -383    -1,610      -817      -471   -16,445   -17,551:   -3,342    -2,236
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.2       3.8      20.5      19.1      69.7      35.2       0.2      93.0      94.1:      7.0       5.9
    :                                                                                         :
    : Total Traders:   289          Number of Traders in Each Category                        :
    :      103        43        71        88        98        27         9       248       197:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 21, 2008