COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   588,265
    : Positions                                                                               :
    :   94,354   169,802   212,388    84,820   134,777   152,116    25,168   543,678   542,135:   44,587    46,130
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:      31,412)         :
    :    9,114   -37,751    32,458   -10,586    32,061     1,914     1,408    32,900    28,176:   -1,488     3,236
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0      28.9      36.1      14.4      22.9      25.9       4.3      92.4      92.2:      7.6       7.8
    :                                                                                         :
    : Total Traders:   453          Number of Traders in Each Category                        :
    :      120       160       175        98       107        31        18       365       361:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   303,045
    : Positions                                                                               :
    :   85,370    45,010    66,785    63,317   148,516    61,897    13,085   277,370   273,397:   25,675    29,649
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:      -2,940)         :
    :   -1,944   -25,172     3,461    -6,242    11,657     2,553     4,120    -2,172    -5,934:     -768     2,994
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.2      14.9      22.0      20.9      49.0      20.4       4.3      91.5      90.2:      8.5       9.8
    :                                                                                         :
    : Total Traders:   255          Number of Traders in Each Category                        :
    :       74        49        72        80        86        20         8       206       190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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 1,866,228
    : Positions                                                                               :
    :  252,597   347,886   495,646   482,033   691,345   386,953   108,026 1,617,229 1,642,904:  248,999   223,324
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:     -57,553)         :
    :   -8,640    21,507   -34,487     9,784   -33,733   -10,962    -8,247   -44,305   -54,961:  -13,248    -2,592
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5      18.6      26.6      25.8      37.0      20.7       5.8      86.7      88.0:     13.3      12.0
    :                                                                                         :
    : Total Traders:   802          Number of Traders in Each Category                        :
    :      218       156       244       336       317        28        19       700       640:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   916,537
    : Positions                                                                               :
    :   83,417   199,149   259,357   385,282   297,934   127,722    49,865   855,779   806,305:   60,759   110,233
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:      13,187)         :
    :   -5,453     4,435     5,086    15,728    -2,792      -977     7,846    14,385    14,575:   -1,198    -1,388
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1      21.7      28.3      42.0      32.5      13.9       5.4      93.4      88.0:      6.6      12.0
    :                                                                                         :
    : Total Traders:   642          Number of Traders in Each Category                        :
    :      151       202       235       186       212        25        20       503       548:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   450,697
    : Positions                                                                               :
    :   82,030    94,206   114,482   127,733   202,664    90,971     6,696   415,216   418,046:   35,481    32,650
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:     -12,388)         :
    :   -1,588   -19,227     2,110   -16,084     5,836     1,205        66   -14,358   -11,215:    1,970    -1,173
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.2      20.9      25.4      28.3      45.0      20.2       1.5      92.1      92.8:      7.9       7.2
    :                                                                                         :
    : Total Traders:   334          Number of Traders in Each Category                        :
    :       91        84       130        82        84        23        14       272       268:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   445,273
    : Positions                                                                               :
    :   59,562   102,170    92,055   157,990   185,740    87,023    25,398   396,630   405,364:   48,643    39,909
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:      -9,666)         :
    :   -1,675       809    -6,189    -1,182    -3,897    -1,489     1,792   -10,536    -7,485:      870    -2,180
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4      22.9      20.7      35.5      41.7      19.5       5.7      89.1      91.0:     10.9       9.0
    :                                                                                         :
    : Total Traders:   297          Number of Traders in Each Category                        :
    :       67        76        95       102        87        23        15       250       233:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   247,217
    : Positions                                                                               :
    :   70,896    25,713    42,455    42,996   160,175    76,972     3,383   233,317   231,725:   13,900    15,492
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:     -49,624)         :
    :  -16,822     8,481   -18,882   -10,682   -35,269    -1,863    -4,328   -48,250   -49,999:   -1,374       374
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     28.7      10.4      17.2      17.4      64.8      31.1       1.4      94.4      93.7:      5.6       6.3
    :                                                                                         :
    : Total Traders:   279          Number of Traders in Each Category                        :
    :      103        70        76        56        58        26        11       223       185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   297,422
    : Positions                                                                               :
    :   77,621    22,698    82,841    27,830   144,626    83,980     2,672   272,273   252,837:   25,149    44,585
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:     -23,760)         :
    :   -1,548      -131   -19,653        85    -2,303    -1,985    -3,524   -23,100   -25,611:     -660     1,851
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.1       7.6      27.9       9.4      48.6      28.2       0.9      91.5      85.0:      8.5      15.0
    :                                                                                         :
    : Total Traders:   304          Number of Traders in Each Category                        :
    :      121        59       111        66        80        24        11       264       218:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   468,371
    : Positions                                                                               :
    :  139,555    18,153   120,511    46,172   259,876   128,573     3,208   434,811   401,748:   33,560    66,623
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:      -7,662)         :
    :   -4,145      -973      -235      -369    -4,420    -1,062      -312    -5,811    -5,939:   -1,851    -1,723
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.8       3.9      25.7       9.9      55.5      27.5       0.7      92.8      85.8:      7.2      14.2
    :                                                                                         :
    : Total Traders:   452          Number of Traders in Each Category                        :
    :      133        87       144       126       177        27         9       374       348:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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    69,222
    : Positions                                                                               :
    :   20,122     6,884    19,296     6,841    17,962    14,092       970    60,351    45,111:    8,872    24,111
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:        -536)         :
    :     -495      -795       545      -224       275      -426      -299      -600      -274:       65      -262
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.1       9.9      27.9       9.9      25.9      20.4       1.4      87.2      65.2:     12.8      34.8
    :                                                                                         :
    : Total Traders:   233          Number of Traders in Each Category                        :
    :       60        51        65        55        90        22         4       176       179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   271,217
    : Positions                                                                               :
    :   37,940    74,642    51,402   118,153   116,069    42,817    14,444   250,312   256,557:   20,904    14,659
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:      -5,295)         :
    :   -2,583    -1,607    -2,454     1,086    -2,295      -763       131    -4,714    -6,225:     -580       931
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.0      27.5      19.0      43.6      42.8      15.8       5.3      92.3      94.6:      7.7       5.4
    :                                                                                         :
    : Total Traders:   247          Number of Traders in Each Category                        :
    :       73        80        72        47        37        27         7       186       167:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   960,961
    : Positions                                                                               :
    :  132,949   219,730   189,199   375,899   456,692   190,844    15,862   888,891   881,484:   72,070    79,477
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:     -80,833)         :
    :   -8,183    15,527   -48,252   -14,072   -38,610    -8,756    -6,656   -79,263   -77,992:   -1,570    -2,841
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8      22.9      19.7      39.1      47.5      19.9       1.7      92.5      91.7:      7.5       8.3
    :                                                                                         :
    : Total Traders:   260          Number of Traders in Each Category                        :
    :       79        61        85        83        72        22        16       221       204:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 20, 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   254,581
    : Positions                                                                               :
    :   43,139    78,838    66,868    90,812    91,617    40,135     7,744   240,954   245,066:   13,627     9,514
    :                                                                                         :
    : Changes from: June 13, 2017              (Change in open interest:      -2,446)         :
    :    1,306     6,339     3,715    -4,939   -10,842    -2,535    -1,836    -2,454    -2,624:        8       177
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9      31.0      26.3      35.7      36.0      15.8       3.0      94.6      96.3:      5.4       3.7
    :                                                                                         :
    : Total Traders:   473          Number of Traders in Each Category                        :
    :      150       132       143       137       119        24        12       370       360:
-------------------------------------------------------------------------------------------------------------------



Updated June 23, 2017