```
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   582,926
    : Positions                                                                               :
    :   66,271    69,862   156,081    74,914   255,258   239,422    36,558   536,687   517,758:   46,238    65,167
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:       1,402)         :
    :    1,141    -3,111     7,534    -5,796    -4,655      -949       490     1,930       259:     -528     1,144
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.4      12.0      26.8      12.9      43.8      41.1       6.3      92.1      88.8:      7.9      11.2
    :                                                                                         :
    : Total Traders:   461          Number of Traders in Each Category                        :
    :      138       146       203        87       121        29        21       368       397:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   189,099
    : Positions                                                                               :
    :   45,470    11,108    24,314    46,209   114,775    47,175    11,867   163,168   162,064:   25,931    27,034
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:       3,002)         :
    :      712     2,445       990       394      -274       387       -70     2,482     3,091:      520       -88
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.0       5.9      12.9      24.4      60.7      24.9       6.3      86.3      85.7:     13.7      14.3
    :                                                                                         :
    : Total Traders:   197          Number of Traders in Each Category                        :
    :       58        27        52        50        76        19         8       153       144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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 2,146,889
    : Positions                                                                               :
    :  359,535    79,329   681,889   378,569   971,270   505,349   125,227 1,925,342 1,857,715:  221,547   289,174
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:      52,170)         :
    :   19,135    -2,473    23,263    -5,362    11,724     8,372     6,251    45,408    38,765:    6,762    13,404
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7       3.7      31.8      17.6      45.2      23.5       5.8      89.7      86.5:     10.3      13.5
    :                                                                                         :
    : Total Traders:   903          Number of Traders in Each Category                        :
    :      255       168       296       281       404        29        22       701       767:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   816,397
    : Positions                                                                               :
    :  116,954    51,072   267,945   168,771   376,795   199,858    31,764   753,528   727,575:   62,869    88,822
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:      27,795)         :
    :    7,109     2,045    13,441    -1,134    11,504     1,939      -160    21,355    26,830:    6,441       965
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3       6.3      32.8      20.7      46.2      24.5       3.9      92.3      89.1:      7.7      10.9
    :                                                                                         :
    : Total Traders:   572          Number of Traders in Each Category                        :
    :      190       142       224       111       185        28        20       439       478:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   394,319
    : Positions                                                                               :
    :   72,008    30,066    89,058    89,924   235,070   103,176    11,843   354,167   366,038:   40,152    28,281
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:       4,885)         :
    :    8,762    -4,642       182    -7,627     9,961       478    -1,533     1,795     3,969:    3,090       916
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.3       7.6      22.6      22.8      59.6      26.2       3.0      89.8      92.8:     10.2       7.2
    :                                                                                         :
    : Total Traders:   273          Number of Traders in Each Category                        :
    :       89        62        92        55        67        24        15       224       202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   304,256
    : Positions                                                                               :
    :   38,114     6,313   100,684    80,608   166,380    64,568    16,408   283,975   289,785:   20,281    14,471
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:       1,787)         :
    :    2,346    -2,200     1,211    -2,672     1,251       138     1,145     1,022     1,407:      765       380
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       2.1      33.1      26.5      54.7      21.2       5.4      93.3      95.2:      6.7       4.8
    :                                                                                         :
    : Total Traders:   242          Number of Traders in Each Category                        :
    :      117        35        79        48        59        24        14       206       171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   264,045
    : Positions                                                                               :
    :   28,973    47,041    72,500    33,834   105,250   104,300     4,680   239,607   229,472:   24,438    34,573
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:       2,095)         :
    :     -712     6,296     3,008      -556    -6,288       169       415     1,909     3,431:      186    -1,336
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0      17.8      27.5      12.8      39.9      39.5       1.8      90.7      86.9:      9.3      13.1
    :                                                                                         :
    : Total Traders:   266          Number of Traders in Each Category                        :
    :       83        77       108        43        62        24        15       202       226:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   456,835
    : Positions                                                                               :
    :   66,163    38,575   147,850    65,227   191,744   146,013     3,563   425,253   381,732:   31,582    75,103
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:      -3,609)         :
    :     -780     6,920    -4,425     1,067    -5,615       832       771    -3,307    -2,350:     -302    -1,259
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.5       8.4      32.4      14.3      42.0      32.0       0.8      93.1      83.6:      6.9      16.4
    :                                                                                         :
    : Total Traders:   403          Number of Traders in Each Category                        :
    :       99        97       134        97       160        26        16       287       357:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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    39,391
    : Positions                                                                               :
    :    7,539     3,902     6,886     7,764     8,259    10,087       744    32,275    19,790:    7,116    19,600
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:      -3,319)         :
    :   -1,738       497    -1,802       169      -473       190        39    -3,181    -1,738:     -138    -1,580
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1       9.9      17.5      19.7      21.0      25.6       1.9      81.9      50.2:     18.1      49.8
    :                                                                                         :
    : Total Traders:   157          Number of Traders in Each Category                        :
    :       31        31        31        37        60        20         5       103       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   196,128
    : Positions                                                                               :
    :   19,632    31,621    40,697    81,558   107,968    43,108     6,354   184,995   186,641:   11,133     9,487
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:       1,878)         :
    :   -2,342    -1,798       323     2,933     1,091     1,908     2,185     2,822     1,801:     -944        77
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.0      16.1      20.8      41.6      55.0      22.0       3.2      94.3      95.2:      5.7       4.8
    :                                                                                         :
    : Total Traders:   177          Number of Traders in Each Category                        :
    :       48        52        45        47        45        21        13       141       131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   789,907
    : Positions                                                                               :
    :   98,983    46,313   165,578   202,679   453,388   250,371    54,405   717,612   719,684:   72,295    70,223
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:      30,180)         :
    :    3,358     2,282    10,523    10,528    22,034       548       421    24,958    35,260:    5,222    -5,081
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.5       5.9      21.0      25.7      57.4      31.7       6.9      90.8      91.1:      9.2       8.9
    :                                                                                         :
    : Total Traders:   249          Number of Traders in Each Category                        :
    :       79        52        92        75        81        26        19       228       199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 2011                    
    :                                    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   174,422
    : Positions                                                                               :
    :   16,266    11,976    53,247    48,985    95,296    46,775     6,475   165,273   166,994:    9,148     7,427
    :                                                                                         :
    : Changes from: May 24, 2011               (Change in open interest:      -1,172)         :
    :      434      -893     1,004    -2,611      -905       145       441    -1,027      -353:     -145      -820
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.3       6.9      30.5      28.1      54.6      26.8       3.7      94.8      95.7:      5.2       4.3
    :                                                                                         :
    : Total Traders:   346          Number of Traders in Each Category                        :
    :      112        81       110       102       114        27        17       294       273:
-------------------------------------------------------------------------------------------------------------------
```

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Updated June 3, 2011