COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   480,455
    : Positions                                                                               :
    :   88,488   151,973   132,744    60,219   133,597   156,900    19,594   438,351   437,907:   42,104    42,548
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:    -107,810)         :
    :   -5,866   -17,829   -79,644   -24,601    -1,180     4,784    -5,575  -105,327  -104,228:   -2,483    -3,582
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4      31.6      27.6      12.5      27.8      32.7       4.1      91.2      91.1:      8.8       8.9
    :                                                                                         :
    : Total Traders:   413          Number of Traders in Each Category                        :
    :      110       136       149        88       106        32        18       323       327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   276,764
    : Positions                                                                               :
    :   87,191    40,657    50,043    54,828   150,722    62,109    10,159   254,171   251,582:   22,593    25,182
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:     -26,281)         :
    :    1,821    -4,353   -16,742    -8,490     2,206       212    -2,926   -23,199   -21,814:   -3,082    -4,467
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     31.5      14.7      18.1      19.8      54.5      22.4       3.7      91.8      90.9:      8.2       9.1
    :                                                                                         :
    : Total Traders:   256          Number of Traders in Each Category                        :
    :       69        53        75        72        83        21         8       203       190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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 1,729,295
    : Positions                                                                               :
    :  224,460   374,976   401,937   486,620   631,223   374,067   103,985 1,487,085 1,512,121:  242,210   217,174
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:    -136,933)         :
    :  -28,137    27,091   -93,709     4,587   -60,123   -12,885    -4,041  -130,144  -130,783:   -6,789    -6,150
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0      21.7      23.2      28.1      36.5      21.6       6.0      86.0      87.4:     14.0      12.6
    :                                                                                         :
    : Total Traders:   774          Number of Traders in Each Category                        :
    :      183       163       220       332       308        29        21       659       625:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   839,666
    : Positions                                                                               :
    :   76,623   223,319   211,925   363,954   269,098   125,711    27,520   778,213   731,862:   61,453   107,804
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:     -76,871)         :
    :   -6,794    24,171   -47,432   -21,328   -28,836    -2,012   -22,345   -77,565   -74,442:      694    -2,429
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.1      26.6      25.2      43.3      32.0      15.0       3.3      92.7      87.2:      7.3      12.8
    :                                                                                         :
    : Total Traders:   614          Number of Traders in Each Category                        :
    :      144       183       228       182       203        25        20       483       532:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   407,615
    : Positions                                                                               :
    :   75,085    81,455    90,440   116,689   198,597    92,413     6,595   374,627   377,087:   32,987    30,528
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:     -43,082)         :
    :   -6,945   -12,750   -24,042   -11,044    -4,066     1,441      -101   -40,589   -40,959:   -2,493    -2,123
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.4      20.0      22.2      28.6      48.7      22.7       1.6      91.9      92.5:      8.1       7.5
    :                                                                                         :
    : Total Traders:   313          Number of Traders in Each Category                        :
    :       77        76       115        82        78        23        11       259       237:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   417,171
    : Positions                                                                               :
    :   51,221   112,026    86,152   149,544   160,940    86,295    18,967   373,212   378,085:   43,959    39,086
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:     -28,102)         :
    :   -8,341     9,856    -5,904    -8,446   -24,800      -728    -6,431   -23,418   -27,279:   -4,684      -823
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.3      26.9      20.7      35.8      38.6      20.7       4.5      89.5      90.6:     10.5       9.4
    :                                                                                         :
    : Total Traders:   290          Number of Traders in Each Category                        :
    :       59        83        77        95        82        24        15       225       224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   246,035
    : Positions                                                                               :
    :   62,241    31,107    46,998    49,533   148,646    74,529     3,481   233,302   230,232:   12,733    15,802
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:      -1,182)         :
    :   -8,654     5,394     4,543     6,537   -11,528    -2,442        98       -15    -1,493:   -1,167       310
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.3      12.6      19.1      20.1      60.4      30.3       1.4      94.8      93.6:      5.2       6.4
    :                                                                                         :
    : Total Traders:   284          Number of Traders in Each Category                        :
    :      103        77        76        56        57        27        11       226       186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   311,977
    : Positions                                                                               :
    :   77,862    23,005    85,513    33,463   151,195    88,833     6,406   285,671   266,119:   26,306    45,859
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:      14,556)         :
    :      240       307     2,671     5,633     6,569     4,854     3,734    13,398    13,282:    1,157     1,274
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.0       7.4      27.4      10.7      48.5      28.5       2.1      91.6      85.3:      8.4      14.7
    :                                                                                         :
    : Total Traders:   317          Number of Traders in Each Category                        :
    :      124        58       120        67        86        24        12       271       236:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   458,089
    : Positions                                                                               :
    :  133,817    16,486   116,293    46,137   256,582   128,243     2,832   424,490   392,193:   33,599    65,896
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:     -10,282)         :
    :   -5,738    -1,667    -4,218       -35    -3,294      -330      -376   -10,321    -9,555:       39      -727
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.2       3.6      25.4      10.1      56.0      28.0       0.6      92.7      85.6:      7.3      14.4
    :                                                                                         :
    : Total Traders:   444          Number of Traders in Each Category                        :
    :      144        68       139       123       174        27         8       367       338:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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    71,309
    : Positions                                                                               :
    :   21,359     7,402    20,343     6,884    18,672    13,968       986    62,554    47,403:    8,755    23,906
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:       2,086)         :
    :    1,237       518     1,047        43       710      -124        16     2,203     2,291:     -117      -205
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     30.0      10.4      28.5       9.7      26.2      19.6       1.4      87.7      66.5:     12.3      33.5
    :                                                                                         :
    : Total Traders:   231          Number of Traders in Each Category                        :
    :       61        46        67        54        86        22         5       176       178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   294,111
    : Positions                                                                               :
    :   39,488    90,022    60,931   127,012   112,363    43,524    15,181   270,956   278,498:   23,155    15,614
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:      22,895)         :
    :    1,548    15,380     9,529     8,859    -3,706       707       737    20,643    21,940:    2,251       954
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4      30.6      20.7      43.2      38.2      14.8       5.2      92.1      94.7:      7.9       5.3
    :                                                                                         :
    : Total Traders:   251          Number of Traders in Each Category                        :
    :       74        82        75        49        37        26         7       191       171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   971,300
    : Positions                                                                               :
    :  133,875   242,656   196,187   380,052   437,616   189,985    16,085   900,099   892,544:   71,202    78,757
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:      10,339)         :
    :      926    22,926     6,987     4,153   -19,076      -859       223    11,207    11,060:     -868      -721
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8      25.0      20.2      39.1      45.1      19.6       1.7      92.7      91.9:      7.3       8.1
    :                                                                                         :
    : Total Traders:   261          Number of Traders in Each Category                        :
    :       75        69        83        78        67        22        15       215       201:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 27, 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   267,306
    : Positions                                                                               :
    :   41,228    83,682    75,542    96,757    90,947    41,314     8,502   254,842   258,674:   12,465     8,632
    :                                                                                         :
    : Changes from: June 20, 2017              (Change in open interest:      12,726)         :
    :   -1,911     4,845     8,674     5,945      -669     1,179       758    13,888    13,608:   -1,162      -882
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4      31.3      28.3      36.2      34.0      15.5       3.2      95.3      96.8:      4.7       3.2
    :                                                                                         :
    : Total Traders:   472          Number of Traders in Each Category                        :
    :      137       142       148       139       119        25        13       374       362:
-------------------------------------------------------------------------------------------------------------------



Updated June 30, 2017