COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   590,807
    : Positions                                                                               :
    :   53,212   121,077   134,586    98,088   235,080   262,258    38,907   548,145   529,651:   42,662    61,156
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:      15,118)         :
    :   -1,967     2,687     5,327     5,679      -550       937     5,475     9,976    12,939:    5,142     2,179
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.0      20.5      22.8      16.6      39.8      44.4       6.6      92.8      89.6:      7.2      10.4
    :                                                                                         :
    : Total Traders:   431          Number of Traders in Each Category                        :
    :      108       159       167        71        99        30        18       318       358:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   169,961
    : Positions                                                                               :
    :   23,226    31,144    33,323    43,657    72,471    51,474     1,767   151,679   138,704:   18,281    31,256
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:       2,181)         :
    :      372    -2,571     1,732        28     2,653       183       -25     2,315     1,789:     -135       392
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.7      18.3      19.6      25.7      42.6      30.3       1.0      89.2      81.6:     10.8      18.4
    :                                                                                         :
    : Total Traders:   189          Number of Traders in Each Category                        :
    :       32        44        56        53        63        20         5       145       145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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 1,604,392
    : Positions                                                                               :
    :  199,487   180,132   442,555   297,350   628,765   518,945    47,213 1,458,337 1,298,666:  146,055   305,727
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:       8,761)         :
    :     -647    16,762    19,668   -15,296   -43,151     2,744     7,734     6,468     1,012:    2,293     7,749
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4      11.2      27.6      18.5      39.2      32.3       2.9      90.9      80.9:      9.1      19.1
    :                                                                                         :
    : Total Traders:   716          Number of Traders in Each Category                        :
    :      168       177       251       211       284        28        18       555       614:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   602,378
    : Positions                                                                               :
    :   50,856    77,003   168,087   144,817   231,444   190,341    19,159   554,100   495,694:   48,278   106,684
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:      10,191)         :
    :   -3,900     1,865     7,857     4,179      -658      -378     1,206     7,759    10,271:    2,431       -80
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.4      12.8      27.9      24.0      38.4      31.6       3.2      92.0      82.3:      8.0      17.7
    :                                                                                         :
    : Total Traders:   486          Number of Traders in Each Category                        :
    :      115       154       179       110       155        28        19       361       418:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   370,047
    : Positions                                                                               :
    :   40,865    65,987    76,152   104,923   183,253   120,518    14,260   342,459   339,652:   27,588    30,395
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:       9,945)         :
    :    2,127    -8,741     6,244     3,741    12,884    -1,184     1,217    10,927    11,604:     -981    -1,658
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0      17.8      20.6      28.4      49.5      32.6       3.9      92.5      91.8:      7.5       8.2
    :                                                                                         :
    : Total Traders:   260          Number of Traders in Each Category                        :
    :       51        84        83        58        58        24        11       196       200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   264,894
    : Positions                                                                               :
    :   44,673    10,790    66,395    55,556   165,916    80,726     9,345   247,350   252,445:   17,543    12,448
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:      -5,768)         :
    :   -9,332     4,129       542     3,332   -15,947       489     3,184    -4,969    -8,092:     -799     2,324
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9       4.1      25.1      21.0      62.6      30.5       3.5      93.4      95.3:      6.6       4.7
    :                                                                                         :
    : Total Traders:   277          Number of Traders in Each Category                        :
    :      120        51        88        54        62        28        13       242       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   235,800
    : Positions                                                                               :
    :   39,199     9,561    58,833    15,380   117,494    97,117     9,775   210,530   195,664:   25,270    40,136
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:      -2,029)         :
    :      -77      -418    -1,559      -100      -518     1,111     1,826      -625      -670:   -1,404    -1,359
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6       4.1      25.0       6.5      49.8      41.2       4.1      89.3      83.0:     10.7      17.0
    :                                                                                         :
    : Total Traders:   246          Number of Traders in Each Category                        :
    :       94        49       102        42        57        27        13       218       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   428,621
    : Positions                                                                               :
    :   99,448    24,250   122,778    30,805   200,250   146,552     8,654   399,583   355,932:   29,038    72,689
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:      -9,642)         :
    :   -5,852     2,916    -5,307     1,207    -4,959     1,569       736    -8,383    -6,613:   -1,259    -3,029
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.2       5.7      28.6       7.2      46.7      34.2       2.0      93.2      83.0:      6.8      17.0
    :                                                                                         :
    : Total Traders:   407          Number of Traders in Each Category                        :
    :      142        50       120        89       173        28         6       299       318:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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    36,615
    : Positions                                                                               :
    :   11,051     4,652     4,785     4,858     7,876     9,158       401    29,852    17,715:    6,762    18,900
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:      -3,584)         :
    :     -814     1,408    -1,919       -37    -1,131       -16       113    -2,786    -1,529:     -798    -2,055
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.2      12.7      13.1      13.3      21.5      25.0       1.1      81.5      48.4:     18.5      51.6
    :                                                                                         :
    : Total Traders:   148          Number of Traders in Each Category                        :
    :       34        23        23        36        52        19         3        99        93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   139,697
    : Positions                                                                               :
    :   28,371    14,549    24,536    48,138    88,282    29,622     4,716   130,667   132,083:    9,030     7,614
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:      -3,145)         :
    :   -1,425    -1,106       -36    -3,035    -1,792       917       425    -3,580    -2,510:      434      -636
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.3      10.4      17.6      34.5      63.2      21.2       3.4      93.5      94.5:      6.5       5.5
    :                                                                                         :
    : Total Traders:   153          Number of Traders in Each Category                        :
    :       47        31        45        37        42        23        14       127       118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   903,800
    : Positions                                                                               :
    :   95,000    37,734   246,529   221,231   459,889   263,554    91,780   826,314   835,932:   77,486    67,868
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:       4,647)         :
    :   -4,786     1,908     5,255     5,826     3,232    -2,178    -6,669     4,116     3,725:      531       922
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.5       4.2      27.3      24.5      50.9      29.2      10.2      91.4      92.5:      8.6       7.5
    :                                                                                         :
    : Total Traders:   244          Number of Traders in Each Category                        :
    :       59        63        95        69        81        26        18       206       213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 1, 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   185,142
    : Positions                                                                               :
    :   24,402    21,823    54,134    38,726    93,825    58,169     4,939   175,430   174,721:    9,712    10,421
    :                                                                                         :
    : Changes from: May 25, 2010               (Change in open interest:       1,333)         :
    :    1,917    -4,594     2,821    -3,026     3,608      -642      -557     1,070     1,278:      263        55
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2      11.8      29.2      20.9      50.7      31.4       2.7      94.8      94.4:      5.2       5.6
    :                                                                                         :
    : Total Traders:   400          Number of Traders in Each Category                        :
    :      104       119       120       107       122        27        10       309       312:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 4, 2010