COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE                                                                                     
CFTC Code #001602                                                              Open Interest is   463,614
    : Positions                                                                               :
    :   42,440   111,145   114,827    59,419   152,808   211,105    27,120   427,791   405,899:   35,823    57,715
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:      12,193)         :
    :   -1,170    -5,384    13,693      -513     2,000      -923     1,401    11,088    11,710:    1,105       483
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.2      24.0      24.8      12.8      33.0      45.5       5.8      92.3      87.6:      7.7      12.4
    :                                                                                         :
    : Total Traders:   391          Number of Traders in Each Category                        :
    :       95       149       161        77        98        27        21       299       342:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                 
CFTC Code #001612                                                              Open Interest is   143,920
    : Positions                                                                               :
    :   27,029    16,945    26,373    33,719    72,848    38,456     3,298   125,577   119,464:   18,343    24,456
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:       2,020)         :
    :      774    -3,349       -25       -24     4,519     1,334       535     2,060     1,680:      -40       339
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.8      11.8      18.3      23.4      50.6      26.7       2.3      87.3      83.0:     12.7      17.0
    :                                                                                         :
    : Total Traders:   161          Number of Traders in Each Category                        :
    :       45        25        38        47        50        19         9       126       112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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 1,615,568
    : Positions                                                                               :
    :  227,991   112,994   440,634   337,166   701,341   443,023    79,347 1,448,813 1,334,315:  166,754   281,252
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:      56,650)         :
    :   17,926   -27,360    35,932       481    34,505     4,136     4,055    58,475    47,131:   -1,825     9,518
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.1       7.0      27.3      20.9      43.4      27.4       4.9      89.7      82.6:     10.3      17.4
    :                                                                                         :
    : Total Traders:   722          Number of Traders in Each Category                        :
    :      149       192       238       226       307        26        17       539       630:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   635,183
    : Positions                                                                               :
    :   72,423    58,004   199,464   122,455   272,905   191,909    27,755   586,251   558,128:   48,932    77,055
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:      -4,746)         :
    :    6,229    -1,922     7,075   -15,625    -3,587     1,240    -1,319    -1,081       247:   -3,665    -4,993
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.4       9.1      31.4      19.3      43.0      30.2       4.4      92.3      87.9:      7.7      12.1
    :                                                                                         :
    : Total Traders:   459          Number of Traders in Each Category                        :
    :      120       138       194        98       141        26        17       364       397:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   322,173
    : Positions                                                                               :
    :   44,614    54,462    64,031    86,846   164,972    96,693     9,615   292,185   293,080:   29,988    29,093
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:     -12,045)         :
    :     -322   -10,221     1,081    -8,096     1,492    -4,499    -1,409   -11,836    -9,057:     -210    -2,988
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8      16.9      19.9      27.0      51.2      30.0       3.0      90.7      91.0:      9.3       9.0
    :                                                                                         :
    : Total Traders:   239          Number of Traders in Each Category                        :
    :       58        68        72        52        63        22        14       177       189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   208,092
    : Positions                                                                               :
    :   37,174    23,061    48,346    49,100   112,565    58,671    10,284   193,291   194,257:   14,801    13,835
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:       1,585)         :
    :    4,589    -7,495     1,637    -6,321     7,650      -269     2,621      -363     4,412:    1,948    -2,828
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.9      11.1      23.2      23.6      54.1      28.2       4.9      92.9      93.4:      7.1       6.6
    :                                                                                         :
    : Total Traders:   244          Number of Traders in Each Category                        :
    :       92        58        77        46        62        24        15       191       187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   277,185
    : Positions                                                                               :
    :   48,852    34,796    69,559    36,521   124,694    94,348     7,903   249,280   236,953:   27,905    40,232
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:      -3,908)         :
    :   -1,697     3,037      -671      -398    -4,645         7       987    -2,759    -1,292:   -1,149    -2,616
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.6      12.6      25.1      13.2      45.0      34.0       2.9      89.9      85.5:     10.1      14.5
    :                                                                                         :
    : Total Traders:   267          Number of Traders in Each Category                        :
    :       82        73       103        50        70        22        11       212       215:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   399,273
    : Positions                                                                               :
    :   76,958    34,402   107,220    53,563   181,310   133,046    11,471   370,788   334,403:   28,485    64,870
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:       2,959)         :
    :    1,166    -1,894     3,885    -3,943    -1,880         1     2,566     1,109     2,677:    1,850       282
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.3       8.6      26.9      13.4      45.4      33.3       2.9      92.9      83.8:      7.1      16.2
    :                                                                                         :
    : Total Traders:   390          Number of Traders in Each Category                        :
    :      112        83       119        82       155        23        12       278       317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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    39,571
    : Positions                                                                               :
    :   11,558     3,164     8,071     4,431     7,570     8,710     1,181    32,770    19,987:    6,801    19,584
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:       2,225)         :
    :    1,197       295       244        68       595       347       433     1,856     1,566:      370       659
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.2       8.0      20.4      11.2      19.1      22.0       3.0      82.8      50.5:     17.2      49.5
    :                                                                                         :
    : Total Traders:   167          Number of Traders in Each Category                        :
    :       45        33        44        35        50        18         5       127       114:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   199,525
    : Positions                                                                               :
    :   12,464    39,350    43,304    97,702   104,538    35,713     1,518   189,183   188,709:   10,342    10,816
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:       7,109)         :
    :     -229       327     3,680     2,992     3,636       237       135     6,680     7,778:      430      -669
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.2      19.7      21.7      49.0      52.4      17.9       0.8      94.8      94.6:      5.2       5.4
    :                                                                                         :
    : Total Traders:   178          Number of Traders in Each Category                        :
    :       38        61        41        43        43        19         6       124       132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   752,852
    : Positions                                                                               :
    :   66,615    60,726   172,282   204,710   393,812   241,234    47,484   684,842   674,303:   68,010    78,549
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:      23,098)         :
    :   15,056    -2,444     3,628    -2,108    21,228     3,248       683    19,824    23,095:    3,274         2
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.8       8.1      22.9      27.2      52.3      32.0       6.3      91.0      89.6:      9.0      10.4
    :                                                                                         :
    : Total Traders:   234          Number of Traders in Each Category                        :
    :       65        60        84        71        78        26        17       206       196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 3, 2012                 
    :                                    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   145,784
    : Positions                                                                               :
    :   14,096    19,728    43,263    42,394    67,168    39,581     7,087   139,334   137,246:    6,450     8,538
    :                                                                                         :
    : Changes from: December 27, 2011          (Change in open interest:       2,225)         :
    :    1,360    -1,927     1,355        52     1,415      -937       775     1,830     1,617:      395       607
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7      13.5      29.7      29.1      46.1      27.2       4.9      95.6      94.1:      4.4       5.9
    :                                                                                         :
    : Total Traders:   315          Number of Traders in Each Category                        :
    :       65        92        98       113       109        25        15       261       264:
-------------------------------------------------------------------------------------------------------------------
 

Updated January 3, 2012