COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   621,040
    : Positions                                                                               :
    :  100,379    83,839   182,998    71,264   260,027   224,881    36,753   579,521   563,617:   41,518    57,423
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:     -17,580)         :
    :   -4,162       626    -5,638    -1,242   -10,479    -6,239    -3,638   -17,281   -19,129:     -300     1,549
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.2      13.5      29.5      11.5      41.9      36.2       5.9      93.3      90.8:      6.7       9.2
    :                                                                                         :
    : Total Traders:   417          Number of Traders in Each Category                        :
    :      135       123       155        82       120        29        20       331       341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   161,841
    : Positions                                                                               :
    :   41,585     9,581    17,031    34,538   101,871    43,547     4,027   136,700   132,510:   25,140    29,331
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:         205)         :
    :     -518      -389     1,624    -2,157    -2,602       882       191      -169    -1,176:      374     1,382
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.7       5.9      10.5      21.3      62.9      26.9       2.5      84.5      81.9:     15.5      18.1
    :                                                                                         :
    : Total Traders:   179          Number of Traders in Each Category                        :
    :       55        22        39        55        72        18         8       145       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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 1,966,851
    : Positions                                                                               :
    :  298,000    52,620   679,011   376,196   892,725   428,923    69,675 1,782,131 1,694,031:  184,720   272,820
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:      22,092)         :
    :   17,531      -244     9,662   -12,061     5,619     5,230     4,945    20,361    19,981:    1,731     2,111
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.2       2.7      34.5      19.1      45.4      21.8       3.5      90.6      86.1:      9.4      13.9
    :                                                                                         :
    : Total Traders:   855          Number of Traders in Each Category                        :
    :      237       156       281       289       393        29        22       668       747:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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 1,140,549
    : Positions                                                                               :
    :  233,765    41,248   408,741   221,825   526,025   196,245    80,349 1,060,577 1,056,362:   79,972    84,187
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:         471)         :
    :    2,071    -1,461     7,606    -8,433    -7,108    -1,730    -2,495      -485    -3,457:      956     3,928
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.5       3.6      35.8      19.4      46.1      17.2       7.0      93.0      92.6:      7.0       7.4
    :                                                                                         :
    : Total Traders:   645          Number of Traders in Each Category                        :
    :      252       139       249       162       209        28        17       534       529:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   385,087
    : Positions                                                                               :
    :   45,860    48,632    86,420   119,551   205,061   101,389    14,593   353,220   354,706:   31,867    30,380
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:       1,675)         :
    :      552   -11,853    10,346    -9,650     6,802    -1,802    -1,583      -554     3,713:    2,230    -2,037
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.9      12.6      22.4      31.0      53.3      26.3       3.8      91.7      92.1:      8.3       7.9
    :                                                                                         :
    : Total Traders:   271          Number of Traders in Each Category                        :
    :       61        80       104        70        66        20        14       224       216:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   271,922
    : Positions                                                                               :
    :   41,880    35,856    80,818    60,118   132,959    72,461     6,605   255,276   256,237:   16,646    15,685
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:        -405)         :
    :   -3,447    -2,023     1,964     3,086    -1,602    -1,191      -363       413    -2,024:     -818     1,619
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4      13.2      29.7      22.1      48.9      26.6       2.4      93.9      94.2:      6.1       5.8
    :                                                                                         :
    : Total Traders:   302          Number of Traders in Each Category                        :
    :      109        90        88        53        61        27        17       239       213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   283,662
    : Positions                                                                               :
    :   50,766    39,095    93,772    18,110   111,562    95,123     2,205   257,772   246,634:   25,890    37,028
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:      13,121)         :
    :    4,344     3,421     8,943       198     1,011    -1,599     1,057    11,887    14,432:    1,234    -1,311
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.9      13.8      33.1       6.4      39.3      33.5       0.8      90.9      86.9:      9.1      13.1
    :                                                                                         :
    : Total Traders:   302          Number of Traders in Each Category                        :
    :      110        83       114        45        69        25        10       235       229:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   365,132
    : Positions                                                                               :
    :   63,496    52,093    98,060    55,000   161,430   121,076       817   337,632   312,399:   27,501    52,733
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:       4,253)         :
    :    5,357      -662     2,804    -2,866     5,693     1,222       -30     6,516     7,805:   -2,263    -3,552
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.4      14.3      26.9      15.1      44.2      33.2       0.2      92.5      85.6:      7.5      14.4
    :                                                                                         :
    : Total Traders:   407          Number of Traders in Each Category                        :
    :      113       107       142        93       143        26         9       306       338:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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    48,598
    : Positions                                                                               :
    :    4,151     8,221    17,199    10,450     5,563     7,658     1,014    39,459    31,997:    9,139    16,601
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:      -1,336)         :
    :     -285      -404       515      -933      -451        95       -74      -608      -413:     -728      -923
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.5      16.9      35.4      21.5      11.4      15.8       2.1      81.2      65.8:     18.8      34.2
    :                                                                                         :
    : Total Traders:   167          Number of Traders in Each Category                        :
    :       21        55        49        55        45        19        12       128       134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   209,504
    : Positions                                                                               :
    :   37,991    31,787    39,448    83,034   129,239    35,482     1,428   195,955   201,902:   13,549     7,602
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:       1,170)         :
    :    5,707     2,771    -3,022      -404     2,770    -2,088    -1,719       193       800:      978       371
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.1      15.2      18.8      39.6      61.7      16.9       0.7      93.5      96.4:      6.5       3.6
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       62        48        50        38        41        20         5       149       118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   826,095
    : Positions                                                                               :
    :   85,451    53,911   156,778   230,658   509,802   273,081    30,118   745,967   750,609:   80,127    75,486
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:      20,809)         :
    :  -13,929    18,321    11,787    22,981   -16,421    -3,887    -2,586    16,952    11,101:    3,858     9,708
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3       6.5      19.0      27.9      61.7      33.1       3.6      90.3      90.9:      9.7       9.1
    :                                                                                         :
    : Total Traders:   211          Number of Traders in Each Category                        :
    :       60        43        74        76        76        24        16       191       180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 14, 2012                 
    :                                    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   190,188
    : Positions                                                                               :
    :   17,712    35,241    58,893    62,448    82,397    43,905     4,611   182,959   181,142:    7,229     9,046
    :                                                                                         :
    : Changes from: August 7, 2012             (Change in open interest:     -29,486)         :
    :       88     6,803   -25,378    -4,950   -12,295       944       917   -29,297   -29,953:     -189       467
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.3      18.5      31.0      32.8      43.3      23.1       2.4      96.2      95.2:      3.8       4.8
    :                                                                                         :
    : Total Traders:   372          Number of Traders in Each Category                        :
    :       88       111       107       114       115        27        15       284       307:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 17, 2012