COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                                 
CFTC Code #001602                                                              Open Interest is   605,728
    : Positions                                                                               :
    :   86,910   244,207   174,097   127,743   112,809   165,446    29,186   554,196   560,298:   51,532    45,430
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:      14,572)         :
    :   -5,097    17,337     7,904     8,118    -6,876     1,080    -6,521    12,006    11,844:    2,566     2,728
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      40.3      28.7      21.1      18.6      27.3       4.8      91.5      92.5:      8.5       7.5
    :                                                                                         :
    : Total Traders:   472          Number of Traders in Each Category                        :
    :      135       171       161       103       105        28        15       367       363:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                                 
CFTC Code #001612                                                              Open Interest is   258,540
    : Positions                                                                               :
    :   68,818    78,263    38,637    73,217   111,033    52,748     6,566   233,421   234,499:   25,119    24,041
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:      21,804)         :
    :    7,593    20,451     1,824    11,815    -1,325    -1,701      -493    19,530    20,456:    2,273     1,348
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.6      30.3      14.9      28.3      42.9      20.4       2.5      90.3      90.7:      9.7       9.3
    :                                                                                         :
    : Total Traders:   262          Number of Traders in Each Category                        :
    :       70        56        63        80        83        21        11       200       195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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 1,814,115
    : Positions                                                                               :
    :  241,501   390,388   440,691   513,843   664,798   402,348    87,767 1,598,383 1,583,644:  215,731   230,471
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:      -4,108)         :
    :  -10,524    60,805   -13,521    25,421   -72,879   -11,545    25,434   -10,169      -161:    6,061    -3,947
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3      21.5      24.3      28.3      36.6      22.2       4.8      88.1      87.3:     11.9      12.7
    :                                                                                         :
    : Total Traders:   811          Number of Traders in Each Category                        :
    :      202       165       233       325       327        27        15       681       646:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   900,849
    : Positions                                                                               :
    :  127,252   117,185   229,294   335,321   392,676   153,257    24,781   845,124   763,935:   55,725   136,913
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:      18,604)         :
    :   -6,972    16,101    12,771    35,826       897   -23,017   -12,710    18,608    17,059:       -5     1,544
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1      13.0      25.5      37.2      43.6      17.0       2.8      93.8      84.8:      6.2      15.2
    :                                                                                         :
    : Total Traders:   658          Number of Traders in Each Category                        :
    :      171       181       233       189       231        27        13       507       559:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   441,972
    : Positions                                                                               :
    :   66,282   104,459    96,840   142,215   193,001   103,537    15,642   408,874   409,943:   33,098    32,029
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:        -232)         :
    :       61      -656     7,553    -8,661    -2,486     1,115    -6,851        68    -2,440:     -300     2,208
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0      23.6      21.9      32.2      43.7      23.4       3.5      92.5      92.8:      7.5       7.2
    :                                                                                         :
    : Total Traders:   315          Number of Traders in Each Category                        :
    :       79        97        99        78        77        21        12       239       242:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                              
CFTC Code #026603                                                              Open Interest is   407,274
    : Positions                                                                               :
    :   71,792    49,891    70,537   112,611   237,734   106,563    11,476   361,503   369,638:   45,771    37,636
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:         361)         :
    :  -18,414    12,493    13,227    17,546   -17,865    -9,479    -8,864     2,880    -1,008:   -2,519     1,369
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.6      12.3      17.3      27.6      58.4      26.2       2.8      88.8      90.8:     11.2       9.2
    :                                                                                         :
    : Total Traders:   280          Number of Traders in Each Category                        :
    :       66        75        89        85        88        20        10       228       218:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   329,606
    : Positions                                                                               :
    :  124,744    15,988    66,287    43,469   225,847    75,303     6,800   309,803   314,922:   19,803    14,684
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:       5,669)         :
    :    1,551     1,844     4,046       908    -1,788      -473     1,494     6,032     5,595:     -363        74
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     37.8       4.9      20.1      13.2      68.5      22.8       2.1      94.0      95.5:      6.0       4.5
    :                                                                                         :
    : Total Traders:   333          Number of Traders in Each Category                        :
    :      155        70       100        56        66        27        11       286       207:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   261,544
    : Positions                                                                               :
    :   48,585    26,836    78,378    28,028   109,384    84,292     8,062   239,283   222,661:   22,261    38,883
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:      -6,031)         :
    :   -6,065     1,970     1,999     2,767   -10,302    -1,639     1,252    -2,937    -5,081:   -3,094      -950
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.6      10.3      30.0      10.7      41.8      32.2       3.1      91.5      85.1:      8.5      14.9
    :                                                                                         :
    : Total Traders:   289          Number of Traders in Each Category                        :
    :       93        73       117        70        71        24         8       250       220:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   462,310
    : Positions                                                                               :
    :  128,560    18,731   129,326    46,607   239,081   120,620     4,916   425,113   392,053:   37,197    70,257
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:      26,598)         :
    :   15,796     3,380     8,143      -903    12,837     1,557    -1,376    24,593    22,984:    2,005     3,614
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.8       4.1      28.0      10.1      51.7      26.1       1.1      92.0      84.8:      8.0      15.2
    :                                                                                         :
    : Total Traders:   480          Number of Traders in Each Category                        :
    :      157        90       164       136       180        27         8       401       376:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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    71,730
    : Positions                                                                               :
    :   20,954     5,318    20,524     8,693    18,353    14,233     2,420    64,405    46,616:    7,325    25,114
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:       4,408)         :
    :    3,192      -503     1,434      -338     2,276       315       375     4,603     3,582:     -195       826
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.2       7.4      28.6      12.1      25.6      19.8       3.4      89.8      65.0:     10.2      35.0
    :                                                                                         :
    : Total Traders:   266          Number of Traders in Each Category                        :
    :       64        67        75        52        94        22         8       194       199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   336,622
    : Positions                                                                               :
    :   46,532    71,465    79,579   142,621   136,895    49,930    36,900   318,662   324,838:   17,959    11,783
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:        -979)         :
    :   -2,459    -8,307       302     3,075     6,601       399     1,052     1,316      -352:   -2,295      -627
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8      21.2      23.6      42.4      40.7      14.8      11.0      94.7      96.5:      5.3       3.5
    :                                                                                         :
    : Total Traders:   251          Number of Traders in Each Category                        :
    :       85        82        85        46        40        23        11       199       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   970,664
    : Positions                                                                               :
    :  155,589   101,311   220,238   317,796   548,729   200,995    25,897   894,618   896,175:   76,046    74,490
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:      18,064)         :
    :    3,702    14,851       -39    11,595      -131      -512      -734    14,745    13,947:    3,319     4,116
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0      10.4      22.7      32.7      56.5      20.7       2.7      92.2      92.3:      7.8       7.7
    :                                                                                         :
    : Total Traders:   241          Number of Traders in Each Category                        :
    :       63        65        82        77        73        21        13       210       191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 28, 2017                  
    :                                    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   227,604
    : Positions                                                                               :
    :   46,364    42,876    52,668    79,206   116,519    37,873     6,843   216,110   218,905:   11,494     8,699
    :                                                                                         :
    : Changes from: March 21, 2017             (Change in open interest:       9,894)         :
    :   -3,007     7,142     8,031     7,269    -2,734    -2,888    -2,940     9,406     9,500:      488       394
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.4      18.8      23.1      34.8      51.2      16.6       3.0      95.0      96.2:      5.0       3.8
    :                                                                                         :
    : Total Traders:   445          Number of Traders in Each Category                        :
    :      136       125       138       132       114        22         8       359       332:
-------------------------------------------------------------------------------------------------------------------

Updated June 6, 2017