COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   605,582
    : Positions                                                                               :
    :   60,084   125,534   140,496   105,758   236,723   255,326    39,982   561,664   542,735:   43,918    62,846
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      14,775)         :
    :    6,872     4,457     5,910     7,670     1,643    -6,932     1,075    13,519    13,085:    1,256     1,690
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.9      20.7      23.2      17.5      39.1      42.2       6.6      92.7      89.6:      7.3      10.4
    :                                                                                         :
    : Total Traders:   434          Number of Traders in Each Category                        :
    :      111       166       169        71        95        29        17       324       355:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   185,519
    : Positions                                                                               :
    :   25,029    35,215    38,895    48,440    73,706    48,455     1,325   160,819   149,141:   24,700    36,378
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      15,558)         :
    :    1,804     4,071     5,572     4,783     1,235    -3,019      -442     9,140    10,437:    6,418     5,121
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5      19.0      21.0      26.1      39.7      26.1       0.7      86.7      80.4:     13.3      19.6
    :                                                                                         :
    : Total Traders:   191          Number of Traders in Each Category                        :
    :       35        48        63        49        58        20        10       149       151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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 1,653,962
    : Positions                                                                               :
    :  194,143   217,088   469,321   326,214   608,676   509,689    46,347 1,499,368 1,341,432:  154,594   312,529
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      49,570)         :
    :   -5,343    36,955    26,766    28,864   -20,089    -9,256      -865    41,031    42,767:    8,539     6,803
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.7      13.1      28.4      19.7      36.8      30.8       2.8      90.7      81.1:      9.3      18.9
    :                                                                                         :
    : Total Traders:   714          Number of Traders in Each Category                        :
    :      151       195       245       223       279        29        18       555       615:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   619,680
    : Positions                                                                               :
    :   49,770    84,409   176,509   154,388   233,380   191,726    21,024   572,392   515,322:   47,287   104,357
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      17,302)         :
    :   -1,086     7,406     8,422     9,571     1,936     1,385     1,865    18,292    19,629:     -990    -2,327
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.0      13.6      28.5      24.9      37.7      30.9       3.4      92.4      83.2:      7.6      16.8
    :                                                                                         :
    : Total Traders:   502          Number of Traders in Each Category                        :
    :      115       173       193       114       156        27        19       378       435:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   386,301
    : Positions                                                                               :
    :   39,004    72,215    79,531   121,328   187,027   120,573    13,756   360,436   352,529:   25,866    33,773
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      16,255)         :
    :   -1,861     6,228     3,379    16,405     3,775        54      -505    17,977    12,877:   -1,723     3,378
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.1      18.7      20.6      31.4      48.4      31.2       3.6      93.3      91.3:      6.7       8.7
    :                                                                                         :
    : Total Traders:   264          Number of Traders in Each Category                        :
    :       51        86        87        56        56        25        14       195       211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   255,121
    : Positions                                                                               :
    :   36,925    16,706    64,793    58,597   151,170    78,040     8,845   238,355   241,514:   16,767    13,608
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      -9,772)         :
    :   -7,748     5,916    -1,602     3,041   -14,745    -2,686      -500    -8,995   -10,932:     -777     1,160
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.5       6.5      25.4      23.0      59.3      30.6       3.5      93.4      94.7:      6.6       5.3
    :                                                                                         :
    : Total Traders:   267          Number of Traders in Each Category                        :
    :       98        62        79        58        63        28        13       223       185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   217,018
    : Positions                                                                               :
    :   28,621    12,724    53,415    15,998   105,508    95,626     8,093   193,660   179,739:   23,357    37,278
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:     -18,783)         :
    :  -10,579     3,163    -5,419       618   -11,986    -1,491    -1,683   -16,870   -15,925:   -1,913    -2,858
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.2       5.9      24.6       7.4      48.6      44.1       3.7      89.2      82.8:     10.8      17.2
    :                                                                                         :
    : Total Traders:   232          Number of Traders in Each Category                        :
    :       72        65        96        39        54        25        14       191       186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   389,314
    : Positions                                                                               :
    :   86,387    28,884   100,473    28,002   182,393   146,533     8,092   361,396   319,842:   27,918    69,471
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:     -39,307)         :
    :  -13,061     4,635   -22,305    -2,803   -17,857       -18      -562   -38,187   -36,090:   -1,120    -3,217
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.2       7.4      25.8       7.2      46.8      37.6       2.1      92.8      82.2:      7.2      17.8
    :                                                                                         :
    : Total Traders:   386          Number of Traders in Each Category                        :
    :      131        54       111        78       160        27         8       272       304:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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    36,796
    : Positions                                                                               :
    :   10,573     5,112     4,781     5,486     7,693     8,999       388    29,839    17,974:    6,957    18,821
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:         181)         :
    :     -478       460        -4       628      -183      -159       -13       -14       260:      195       -79
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.7      13.9      13.0      14.9      20.9      24.5       1.1      81.1      48.8:     18.9      51.2
    :                                                                                         :
    : Total Traders:   146          Number of Traders in Each Category                        :
    :       30        26        23        34        51        19         4        97        92:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   130,288
    : Positions                                                                               :
    :   26,326     7,010    23,630    45,242    88,134    26,547     3,825   121,744   122,599:    8,544     7,689
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      -9,409)         :
    :   -2,044    -7,539      -907    -2,897      -148    -3,075      -891    -8,923    -9,484:     -486        75
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.2       5.4      18.1      34.7      67.6      20.4       2.9      93.4      94.1:      6.6       5.9
    :                                                                                         :
    : Total Traders:   148          Number of Traders in Each Category                        :
    :       51        24        38        38        42        21        12       126       104:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   918,717
    : Positions                                                                               :
    :   92,443    34,639   247,761   253,519   488,068   249,345    85,804   843,067   856,272:   75,649    62,444
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:      14,917)         :
    :   -2,557    -3,094     1,232    32,288    28,179   -14,210    -5,977    16,753    20,340:   -1,837    -5,423
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.1       3.8      27.0      27.6      53.1      27.1       9.3      91.8      93.2:      8.2       6.8
    :                                                                                         :
    : Total Traders:   248          Number of Traders in Each Category                        :
    :       58        68        93        73        83        23        16       210       210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 8, 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   190,784
    : Positions                                                                               :
    :   22,635    24,588    60,451    40,200    91,365    56,415     4,304   179,700   180,708:   11,084    10,076
    :                                                                                         :
    : Changes from: June 1, 2010               (Change in open interest:       5,642)         :
    :   -1,767     2,764     6,317     1,474    -2,459    -1,754      -635     4,270     5,987:    1,373      -345
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9      12.9      31.7      21.1      47.9      29.6       2.3      94.2      94.7:      5.8       5.3
    :                                                                                         :
    : Total Traders:   396          Number of Traders in Each Category                        :
    :       90       131       123       112       124        25        12       304       322:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 11, 2010