COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   602,585
    : Positions                                                                               :
    :   84,282    99,232   172,122    79,788   233,320   223,509    45,491   559,701   550,164:   42,884    52,420
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:      -4,166)         :
    :   -2,593     3,918      -540    -2,579    -6,598      -611      -590    -6,323    -3,811:    2,157      -355
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.0      16.5      28.6      13.2      38.7      37.1       7.5      92.9      91.3:      7.1       8.7
    :                                                                                         :
    : Total Traders:   440          Number of Traders in Each Category                        :
    :      137       135       174        91       117        30        21       353       367:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   168,084
    : Positions                                                                               :
    :   52,363    11,465    19,692    26,308   110,561    51,344     4,366   149,707   146,084:   18,378    22,001
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:       1,991)         :
    :    3,543       153     1,458    -4,540      -974       758       519     1,219     1,155:      772       836
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.2       6.8      11.7      15.7      65.8      30.5       2.6      89.1      86.9:     10.9      13.1
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       53        25        34        49        81        18         7       136       133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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 1,874,753
    : Positions                                                                               :
    :  253,372    77,341   635,759   377,481   825,194   425,633    62,778 1,692,246 1,601,072:  182,507   273,681
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:     -60,441)         :
    :  -30,129    16,772   -35,068     6,088   -38,810    -1,697    -1,768   -60,806   -58,874:      365    -1,567
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5       4.1      33.9      20.1      44.0      22.7       3.3      90.3      85.4:      9.7      14.6
    :                                                                                         :
    : Total Traders:   831          Number of Traders in Each Category                        :
    :      221       169       283       281       368        29        20       661       726:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   841,602
    : Positions                                                                               :
    :  165,783    29,717   245,614   171,924   435,672   185,288    49,300   768,610   760,303:   72,992    81,299
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:    -261,733)         :
    :   -2,949    -1,096  -173,655   -59,118   -47,276   -18,933   -30,128  -254,655  -252,155:   -7,078    -9,578
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.7       3.5      29.2      20.4      51.8      22.0       5.9      91.3      90.3:      8.7       9.7
    :                                                                                         :
    : Total Traders:   538          Number of Traders in Each Category                        :
    :      182       123       214       145       172        28        20       460       446:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   387,813
    : Positions                                                                               :
    :   32,203    78,383    96,396   118,434   166,332   105,351     9,764   352,385   350,875:   35,428    36,938
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:      -5,619)         :
    :    1,545     8,970   -12,776     1,601    -3,866     2,819     2,133    -6,810    -5,540:    1,190       -80
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.3      20.2      24.9      30.5      42.9      27.2       2.5      90.9      90.5:      9.1       9.5
    :                                                                                         :
    : Total Traders:   293          Number of Traders in Each Category                        :
    :       49        95       118        77        72        20        14       236       247:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   321,481
    : Positions                                                                               :
    :   47,299    31,443    94,358    84,240   171,740    75,227     9,284   301,124   306,826:   20,357    14,656
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:       6,217)         :
    :   -4,320     3,617     5,079     8,082    -3,599      -122        -3     8,719     5,093:   -2,502     1,124
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.7       9.8      29.4      26.2      53.4      23.4       2.9      93.7      95.4:      6.3       4.6
    :                                                                                         :
    : Total Traders:   305          Number of Traders in Each Category                        :
    :      121        81        95        54        62        28        15       250       209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   260,178
    : Positions                                                                               :
    :   50,672    29,681    82,271    10,094    96,395    93,314     5,798   236,351   214,145:   23,827    46,033
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:      -4,297)         :
    :     -493    -1,321    -3,031      -908    -2,008      -168       651    -4,601    -5,709:      303     1,412
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.5      11.4      31.6       3.9      37.0      35.9       2.2      90.8      82.3:      9.2      17.7
    :                                                                                         :
    : Total Traders:   296          Number of Traders in Each Category                        :
    :       94        91       128        42        68        25        11       240       234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   380,870
    : Positions                                                                               :
    :   64,632    52,781   107,634    58,646   163,562   115,790       967   346,702   324,944:   34,168    55,925
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:      16,185)         :
    :      676     6,896     6,732     5,462      -675      -233       152    12,636    13,105:    3,548     3,080
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.0      13.9      28.3      15.4      42.9      30.4       0.3      91.0      85.3:      9.0      14.7
    :                                                                                         :
    : Total Traders:   420          Number of Traders in Each Category                        :
    :      105       101       151       106       152        26         9       321       356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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    28,996
    : Positions                                                                               :
    :    4,508     7,163     6,207     5,269     3,873     6,521       663    22,505    17,907:    6,491    11,090
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:      -2,936)         :
    :      737       304    -1,622    -1,505      -601       -84       174    -2,474    -1,745:     -462    -1,191
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.5      24.7      21.4      18.2      13.4      22.5       2.3      77.6      61.8:     22.4      38.2
    :                                                                                         :
    : Total Traders:   143          Number of Traders in Each Category                        :
    :       27        40        37        36        40        17         4       100       109:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   233,485
    : Positions                                                                               :
    :   33,996    18,308    66,456    83,927   137,711    35,784     3,190   220,163   225,664:   13,322     7,821
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:      -2,617)         :
    :   -2,799      -742       395      -354    -3,517       770       247    -1,989    -3,616:     -629       999
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6       7.8      28.5      35.9      59.0      15.3       1.4      94.3      96.7:      5.7       3.3
    :                                                                                         :
    : Total Traders:   184          Number of Traders in Each Category                        :
    :       57        48        55        43        44        19         6       153       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   839,099
    : Positions                                                                               :
    :   85,111   101,323   140,492   255,270   491,387   285,490    23,472   766,363   756,674:   72,736    82,425
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:      19,862)         :
    :      838    13,797     7,249     8,122    -6,294     1,389       478    17,598    15,229:    2,264     4,633
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.1      12.1      16.7      30.4      58.6      34.0       2.8      91.3      90.2:      8.7       9.8
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       40        64        59        73        69        24        18       173       174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 30, 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   216,656
    : Positions                                                                               :
    :   16,824    43,975    82,608    58,903    75,521    46,634     4,274   204,969   206,379:   11,687    10,277
    :                                                                                         :
    : Changes from: October 23, 2012           (Change in open interest:       1,826)         :
    :   -1,082     1,186     2,365      -974    -2,798       942       648     1,251     1,400:      576       426
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.8      20.3      38.1      27.2      34.9      21.5       2.0      94.6      95.3:      5.4       4.7
    :                                                                                         :
    : Total Traders:   386          Number of Traders in Each Category                        :
    :       98       117       109       115       112        27        14       294       313:
-------------------------------------------------------------------------------------------------------------------
 

Updated November 2, 2012