COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   566,189
    : Positions                                                                               :
    :   84,407   230,720   169,115   104,716    92,973   158,260    29,595   516,497   522,403:   49,692    43,786
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:        -136)         :
    :   -2,921     2,934   -10,697    11,795     2,287     3,491     3,254     1,669    -2,222:   -1,805     2,086
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.9      40.7      29.9      18.5      16.4      28.0       5.2      91.2      92.3:      8.8       7.7
    :                                                                                         :
    : Total Traders:   446          Number of Traders in Each Category                        :
    :      128       149       162       112        94        27        16       365       337:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   294,038
    : Positions                                                                               :
    :   75,163    79,299    56,510    75,725   122,670    59,025    10,530   266,423   269,009:   27,614    25,029
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:       8,619)         :
    :   -1,155    -1,021     7,787       925       143        89       923     7,646     7,832:      973       787
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.6      27.0      19.2      25.8      41.7      20.1       3.6      90.6      91.5:      9.4       8.5
    :                                                                                         :
    : Total Traders:   264          Number of Traders in Each Category                        :
    :       64        58        70        84        82        21        10       206       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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 1,797,132
    : Positions                                                                               :
    :  222,307   446,878   433,388   508,615   597,990   391,143   111,541 1,555,454 1,589,797:  241,678   207,335
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:     -37,086)         :
    :   -4,040    21,277   -35,276    -8,035   -31,760     5,257     5,547   -42,094   -40,212:    5,009     3,127
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.4      24.9      24.1      28.3      33.3      21.8       6.2      86.6      88.5:     13.4      11.5
    :                                                                                         :
    : Total Traders:   791          Number of Traders in Each Category                        :
    :      200       166       228       324       306        29        20       670       627:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   881,728
    : Positions                                                                               :
    :   82,842   196,233   237,629   372,573   295,876   128,474    29,458   821,518   759,195:   60,210   122,533
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:      38,710)         :
    :   -5,989    19,859    16,004    27,085    -1,605    -2,137     1,042    34,963    35,300:    3,747     3,410
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.4      22.3      27.0      42.3      33.6      14.6       3.3      93.2      86.1:      6.8      13.9
    :                                                                                         :
    : Total Traders:   662          Number of Traders in Each Category                        :
    :      175       191       240       189       214        26        18       518       556:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   474,362
    : Positions                                                                               :
    :   83,670   117,713   113,108   148,140   196,630    94,960     9,963   439,879   437,414:   34,483    36,948
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:      16,194)         :
    :     -309    11,325     7,509    10,570    -5,984    -1,363      -786    16,407    12,065:     -212     4,130
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.6      24.8      23.8      31.2      41.5      20.0       2.1      92.7      92.2:      7.3       7.8
    :                                                                                         :
    : Total Traders:   343          Number of Traders in Each Category                        :
    :       89       102       122        83        77        23        14       266       269:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   449,312
    : Positions                                                                               :
    :   58,733   105,226    83,949   156,831   187,798   102,760    27,013   402,274   403,986:   47,038    45,326
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:      13,779)         :
    :   -1,012    10,098    -1,913    12,369      -751     3,297     3,059    12,741    10,493:    1,038     3,287
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.1      23.4      18.7      34.9      41.8      22.9       6.0      89.5      89.9:     10.5      10.1
    :                                                                                         :
    : Total Traders:   295          Number of Traders in Each Category                        :
    :       65        83        93        96        89        22        12       241       234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   298,718
    : Positions                                                                               :
    :  100,402    11,827    54,983    49,360   213,281    75,010     4,514   279,754   284,604:   18,964    14,113
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:      -4,850)         :
    :   -9,946    -1,380     1,962     2,357    -4,930       124      -589    -5,503    -4,937:      654        88
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     33.6       4.0      18.4      16.5      71.4      25.1       1.5      93.7      95.3:      6.3       4.7
    :                                                                                         :
    : Total Traders:   313          Number of Traders in Each Category                        :
    :      144        61        96        54        65        27        10       267       200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   297,115
    : Positions                                                                               :
    :   71,430    24,143    91,983    26,951   133,790    83,184     9,025   273,548   258,940:   23,566    38,175
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:      15,328)         :
    :    6,968      -835     7,962      -860     8,207       389      -517    14,459    14,816:      869       512
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.0       8.1      31.0       9.1      45.0      28.0       3.0      92.1      87.2:      7.9      12.8
    :                                                                                         :
    : Total Traders:   297          Number of Traders in Each Category                        :
    :      107        67       120        58        74        26        14       258       221:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   510,981
    : Positions                                                                               :
    :  141,127    18,092   150,294    51,531   270,952   130,322     4,149   473,274   443,486:   37,707    67,495
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:       1,244)         :
    :   -1,349      -762     1,863     1,317     3,326      -951    -1,057       880     3,370:      364    -2,126
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.6       3.5      29.4      10.1      53.0      25.5       0.8      92.6      86.8:      7.4      13.2
    :                                                                                         :
    : Total Traders:   485          Number of Traders in Each Category                        :
    :      160        65       157       135       185        29        11       410       368:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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    66,467
    : Positions                                                                               :
    :   19,305     7,126    17,952     5,949    16,505    14,410     1,449    57,616    43,032:    8,850    23,435
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:      -6,709)         :
    :     -822      -335    -3,925      -727      -675      -467      -365    -5,941    -5,299:     -768    -1,410
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.0      10.7      27.0       9.0      24.8      21.7       2.2      86.7      64.7:     13.3      35.3
    :                                                                                         :
    : Total Traders:   242          Number of Traders in Each Category                        :
    :       62        58        66        46        88        23         6       173       183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   327,645
    : Positions                                                                               :
    :   41,642    82,456    69,173   145,686   131,012    52,617    31,675   309,117   314,315:   18,528    13,330
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:       1,963)         :
    :   -1,583       150       110    -1,136    -2,666     3,404     4,868       795     2,461:    1,168      -498
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      25.2      21.1      44.5      40.0      16.1       9.7      94.3      95.9:      5.7       4.1
    :                                                                                         :
    : Total Traders:   265          Number of Traders in Each Category                        :
    :       78        95        90        46        39        25        12       209       186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   978,086
    : Positions                                                                               :
    :  145,183   163,112   201,229   352,221   503,094   204,646    23,328   903,279   890,763:   74,807    87,323
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:      22,331)         :
    :   -9,189     8,424     3,585    27,662       305    -1,671     1,554    20,386    13,869:    1,945     8,462
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.8      16.7      20.6      36.0      51.4      20.9       2.4      92.4      91.1:      7.6       8.9
    :                                                                                         :
    : Total Traders:   255          Number of Traders in Each Category                        :
    :       78        65        79        77        70        22        13       209       198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 30, 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   258,314
    : Positions                                                                               :
    :   40,686    59,538    69,114    91,827   110,043    45,011    10,659   246,637   249,354:   11,677     8,961
    :                                                                                         :
    : Changes from: May 23, 2017               (Change in open interest:       2,312)         :
    :      717     3,583       826       876    -2,002       869       446     3,289     2,853:     -977      -542
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.8      23.0      26.8      35.5      42.6      17.4       4.1      95.5      96.5:      4.5       3.5
    :                                                                                         :
    : Total Traders:   466          Number of Traders in Each Category                        :
    :      143       137       155       131       122        25        13       377       363:
-------------------------------------------------------------------------------------------------------------------



Updated June 2, 2017