COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   575,407
    : Positions                                                                               :
    :   62,540   116,332   160,784   131,858   211,730   176,795    31,409   531,976   520,255:   43,431    55,153
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:       3,989)         :
    :      825     1,813     4,744      -443    -2,144    -1,522      -122     3,603     4,291:      386      -302
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.9      20.2      27.9      22.9      36.8      30.7       5.5      92.5      90.4:      7.5       9.6
    :                                                                                         :
    : Total Traders:   425          Number of Traders in Each Category                        :
    :      128       134       154        95       116        28        21       329       356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   184,943
    : Positions                                                                               :
    :   23,385    23,692    27,659    41,692    97,912    71,002     7,865   163,737   157,128:   21,206    27,815
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:       2,071)         :
    :     -640       191        53     1,084     4,285     1,244      -103     1,741     4,425:      330    -2,355
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      12.8      15.0      22.5      52.9      38.4       4.3      88.5      85.0:     11.5      15.0
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       41        38        37        53        70        22        11       135       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE                                                                                      
CFTC Code #002602                                                              Open Interest is 1,653,458
    : Positions                                                                               :
    :  214,389   139,755   481,343   349,461   744,779   428,998    34,582 1,474,191 1,400,459:  179,267   252,999
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:      -4,852)         :
    :    8,774    -3,488    -2,822    -7,267     4,274       559    -2,246      -755    -4,282:   -4,097      -571
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0       8.5      29.1      21.1      45.0      25.9       2.1      89.2      84.7:     10.8      15.3
    :                                                                                         :
    : Total Traders:   771          Number of Traders in Each Category                        :
    :      196       162       242       254       346        28        20       596       665:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   787,074
    : Positions                                                                               :
    :  115,215    52,234   288,536   164,530   330,490   152,215    46,830   720,495   718,090:   66,578    68,984
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:      25,470)         :
    :    8,543   -10,125    16,078    -2,949    16,413     1,645       435    23,317    22,802:    2,153     2,668
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6       6.6      36.7      20.9      42.0      19.3       5.9      91.5      91.2:      8.5       8.8
    :                                                                                         :
    : Total Traders:   492          Number of Traders in Each Category                        :
    :      176       139       231       107       128        28        20       429       414:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   361,600
    : Positions                                                                               :
    :   51,075    80,459    73,401    93,197   161,191   104,292     9,586   321,965   324,637:   39,635    36,963
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:       1,566)         :
    :    5,169    -9,110      -473    -7,913     8,929       -80       685    -3,296        31:    4,862     1,535
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      22.3      20.3      25.8      44.6      28.8       2.7      89.0      89.8:     11.0      10.2
    :                                                                                         :
    : Total Traders:   249          Number of Traders in Each Category                        :
    :       70        71        82        54        62        20        12       192       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   271,190
    : Positions                                                                               :
    :   62,714    15,329    66,475    42,058   171,837    77,912     5,400   249,159   259,040:   22,031    12,150
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:      31,520)         :
    :    9,701    -6,137    12,434     3,593    24,751     2,321       522    28,049    31,570:    3,471       -50
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.1       5.7      24.5      15.5      63.4      28.7       2.0      91.9      95.5:      8.1       4.5
    :                                                                                         :
    : Total Traders:   300          Number of Traders in Each Category                        :
    :      139        60        80        45        64        26        14       248       182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   273,121
    : Positions                                                                               :
    :   53,752    30,127    81,954    18,445   120,881    85,731     3,291   239,882   236,252:   33,239    36,869
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:      -7,287)         :
    :   -5,853    -1,787      -395     1,566    -3,002    -1,740      -998    -6,423    -6,182:     -864    -1,105
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.7      11.0      30.0       6.8      44.3      31.4       1.2      87.8      86.5:     12.2      13.5
    :                                                                                         :
    : Total Traders:   297          Number of Traders in Each Category                        :
    :      113        57       120        52        74        25        15       249       231:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   395,664
    : Positions                                                                               :
    :   73,845    59,914   118,175    51,878   162,557   111,365     3,424   355,263   344,070:   40,401    51,594
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:       6,485)         :
    :    4,495    23,810    -4,597     3,142    -6,908       343    -1,426     3,382    10,879:    3,104    -4,394
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7      15.1      29.9      13.1      41.1      28.1       0.9      89.8      87.0:     10.2      13.0
    :                                                                                         :
    : Total Traders:   428          Number of Traders in Each Category                        :
    :      136       101       160       111       140        25        10       337       359:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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    37,148
    : Positions                                                                               :
    :    3,412     7,298     8,882     7,053     6,555     7,558       842    26,905    23,578:   10,242    13,570
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:         532)         :
    :   -1,277       146        98      -426        67       171       396    -1,434       707:    1,966      -175
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.2      19.6      23.9      19.0      17.6      20.3       2.3      72.4      63.5:     27.6      36.5
    :                                                                                         :
    : Total Traders:   147          Number of Traders in Each Category                        :
    :       25        41        37        44        41        18        10       110       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   225,020
    : Positions                                                                               :
    :   35,063    28,288    58,753    79,887   125,779    37,146       451   210,849   213,271:   14,171    11,749
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:       5,551)         :
    :        5     4,114     2,049     1,763    -2,445       477       277     4,294     3,995:    1,258     1,556
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.6      12.6      26.1      35.5      55.9      16.5       0.2      93.7      94.8:      6.3       5.2
    :                                                                                         :
    : Total Traders:   201          Number of Traders in Each Category                        :
    :       54        69        48        44        44        19         5       145       143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   963,398
    : Positions                                                                               :
    :  102,097   175,247   143,832   298,155   512,748   333,346    28,505   877,430   860,331:   85,968   103,067
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:      51,804)         :
    :    6,941    35,255     5,781    22,602    -2,162     9,269     4,293    44,593    43,166:    7,211     8,638
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6      18.2      14.9      30.9      53.2      34.6       3.0      91.1      89.3:      8.9      10.7
    :                                                                                         :
    : Total Traders:   230          Number of Traders in Each Category                        :
    :       48        74        67        77        69        24        17       195       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 22, 2013                
    :                                    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   214,291
    : Positions                                                                               :
    :   24,738    48,031    68,439    47,047    82,913    62,690     4,387   202,914   203,769:   11,377    10,521
    :                                                                                         :
    : Changes from: January 15, 2013           (Change in open interest:       4,206)         :
    :     -748    -1,600     1,330     1,262     2,375     1,781       787     3,625     2,893:      581     1,314
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5      22.4      31.9      22.0      38.7      29.3       2.0      94.7      95.1:      5.3       4.9
    :                                                                                         :
    : Total Traders:   390          Number of Traders in Each Category                        :
    :      112       114       101       120       115        26        13       304       303:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 25, 2013