COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   648,534
    : Positions                                                                               :
    :  103,033    85,852   196,396    80,928   270,237   225,833    39,982   606,190   592,467:   42,344    56,068
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:      27,495)         :
    :    2,654     2,013    13,398     9,664    10,210       952     3,229    26,669    28,850:      826    -1,355
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.9      13.2      30.3      12.5      41.7      34.8       6.2      93.5      91.4:      6.5       8.6
    :                                                                                         :
    : Total Traders:   422          Number of Traders in Each Category                        :
    :      139       124       161        80       118        29        19       334       346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   160,314
    : Positions                                                                               :
    :   44,712     9,892    15,755    34,456   104,914    41,520     3,680   136,443   134,240:   23,871    26,074
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:      -1,527)         :
    :    3,127       311    -1,276       -81     3,043    -2,027      -347      -257     1,730:   -1,270    -3,257
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.9       6.2       9.8      21.5      65.4      25.9       2.3      85.1      83.7:     14.9      16.3
    :                                                                                         :
    : Total Traders:   182          Number of Traders in Each Category                        :
    :       61        18        35        52        77        17         4       141       127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 2,073,500
    : Positions                                                                               :
    :  335,526    54,884   726,947   385,780   941,297   431,625    72,473 1,879,878 1,795,601:  193,622   277,900
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:     106,650)         :
    :   37,526     2,264    47,936     9,584    48,572     2,702     2,797    97,748   101,570:    8,902     5,080
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.2       2.6      35.1      18.6      45.4      20.8       3.5      90.7      86.6:      9.3      13.4
    :                                                                                         :
    : Total Traders:   903          Number of Traders in Each Category                        :
    :      264       162       295       299       405        29        22       704       781:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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 1,231,055
    : Positions                                                                               :
    :  258,047    42,367   467,595   216,684   550,612   200,946    81,898 1,143,272 1,142,472:   87,783    88,583
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:      90,506)         :
    :   24,282     1,119    58,854    -5,141    24,588     4,700     1,549    82,695    86,110:    7,811     4,396
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.0       3.4      38.0      17.6      44.7      16.3       6.7      92.9      92.8:      7.1       7.2
    :                                                                                         :
    : Total Traders:   682          Number of Traders in Each Category                        :
    :      259       162       268       166       217        28        18       575       551:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   391,665
    : Positions                                                                               :
    :   56,047    44,069    91,319   106,813   214,752   100,625    13,613   354,804   363,754:   36,861    27,911
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:       6,579)         :
    :   10,187    -4,563     4,899   -12,738     9,691      -764      -979     1,584     9,047:    4,995    -2,469
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      11.3      23.3      27.3      54.8      25.7       3.5      90.6      92.9:      9.4       7.1
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :       69        78       110        73        68        20        13       241       219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   272,242
    : Positions                                                                               :
    :   46,720    34,387    81,357    55,081   135,584    72,852     7,276   256,010   258,604:   16,232    13,638
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:         320)         :
    :    4,841    -1,469       539    -5,037     2,625       391       671       734     2,367:     -414    -2,047
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.2      12.6      29.9      20.2      49.8      26.8       2.7      94.0      95.0:      6.0       5.0
    :                                                                                         :
    : Total Traders:   302          Number of Traders in Each Category                        :
    :      126        75        94        53        60        27        16       244       213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   271,794
    : Positions                                                                               :
    :   48,079    39,824    85,790    17,653   107,477    93,836     1,881   245,358   234,972:   26,436    36,823
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:     -11,868)         :
    :   -2,688       729    -7,982      -457    -4,085    -1,287      -324   -12,414   -11,662:      546      -206
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.7      14.7      31.6       6.5      39.5      34.5       0.7      90.3      86.5:      9.7      13.5
    :                                                                                         :
    : Total Traders:   290          Number of Traders in Each Category                        :
    :      105        77       115        46        68        25         9       228       226:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   361,651
    : Positions                                                                               :
    :   62,793    45,247    93,918    56,896   166,038   120,575     1,400   334,181   306,603:   27,470    55,048
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:      -3,481)         :
    :     -703    -6,846    -4,142     1,896     4,608      -501       583    -3,450    -5,796:      -31     2,315
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.4      12.5      26.0      15.7      45.9      33.3       0.4      92.4      84.8:      7.6      15.2
    :                                                                                         :
    : Total Traders:   412          Number of Traders in Each Category                        :
    :      122        96       144        88       144        26         9       307       338:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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    50,091
    : Positions                                                                               :
    :    3,836     9,649    17,726    11,338     5,479     7,724     1,150    40,624    34,004:    9,467    16,087
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:       1,494)         :
    :     -316     1,428       527       888       -83        66       136     1,165     2,007:      328      -514
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.7      19.3      35.4      22.6      10.9      15.4       2.3      81.1      67.9:     18.9      32.1
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       25        57        53        56        48        19        10       132       142:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   209,422
    : Positions                                                                               :
    :   42,177    37,224    39,577    79,601   124,811    35,559     1,169   196,914   202,781:   12,508     6,641
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:         -82)         :
    :    4,186     5,437       129    -3,434    -4,428        77      -259       959       879:   -1,041      -961
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.1      17.8      18.9      38.0      59.6      17.0       0.6      94.0      96.8:      6.0       3.2
    :                                                                                         :
    : Total Traders:   188          Number of Traders in Each Category                        :
    :       68        47        43        33        41        20         4       146       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   844,913
    : Positions                                                                               :
    :   76,845    75,427   163,094   247,528   495,297   278,122    29,073   765,589   762,891:   79,324    82,023
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:      18,819)         :
    :   -8,605    21,515     6,317    16,870   -14,505     5,041    -1,045    19,622    12,282:     -803     6,537
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1       8.9      19.3      29.3      58.6      32.9       3.4      90.6      90.3:      9.4       9.7
    :                                                                                         :
    : Total Traders:   212          Number of Traders in Each Category                        :
    :       54        51        73        74        75        24        17       186       184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 21, 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   191,063
    : Positions                                                                               :
    :   18,359    42,943    57,788    62,632    77,632    44,210     3,890   182,988   182,253:    8,075     8,809
    :                                                                                         :
    : Changes from: August 14, 2012            (Change in open interest:         875)         :
    :      646     7,702    -1,105       183    -4,765       304      -721        29     1,111:      846      -236
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6      22.5      30.2      32.8      40.6      23.1       2.0      95.8      95.4:      4.2       4.6
    :                                                                                         :
    : Total Traders:   383          Number of Traders in Each Category                        :
    :       93       117       102       117       112        27        12       288       303:
-------------------------------------------------------------------------------------------------------------------
 

Updated August 24, 2012