COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   606,751
    : Positions                                                                               :
    :   86,875    95,314   172,662    82,366   239,918   224,119    46,081   566,024   553,975:   40,727    52,776
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:       1,407)         :
    :    7,496      -419      -855    -2,786     6,303    -1,440    -1,167     2,416     3,862:   -1,009    -2,455
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.3      15.7      28.5      13.6      39.5      36.9       7.6      93.3      91.3:      6.7       8.7
    :                                                                                         :
    : Total Traders:   442          Number of Traders in Each Category                        :
    :      150       127       172        90       119        29        22       356       365:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   166,093
    : Positions                                                                               :
    :   48,819    11,312    18,234    30,848   111,535    50,586     3,847   148,488   144,928:   17,605    21,165
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:       3,578)         :
    :    3,729      -355       945      -729     2,597       268       268     4,213     3,455:     -634       124
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.4       6.8      11.0      18.6      67.2      30.5       2.3      89.4      87.3:     10.6      12.7
    :                                                                                         :
    : Total Traders:   182          Number of Traders in Each Category                        :
    :       53        24        28        51        82        19         6       134       129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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 1,935,194
    : Positions                                                                               :
    :  283,501    60,569   670,827   371,393   864,004   427,330    64,546 1,753,052 1,659,946:  182,142   275,248
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:      38,178)         :
    :   23,235    -3,780    20,463    -8,266    20,670       311     2,122    35,744    39,475:    2,435    -1,297
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.6       3.1      34.7      19.2      44.6      22.1       3.3      90.6      85.8:      9.4      14.2
    :                                                                                         :
    : Total Traders:   859          Number of Traders in Each Category                        :
    :      253       153       294       271       380        29        21       670       748:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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 1,103,335
    : Positions                                                                               :
    :  168,732    30,813   419,270   231,042   482,949   204,221    79,427 1,023,265 1,012,459:   80,070    90,877
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:     -22,927)         :
    :    5,667     1,421   -12,420   -20,790   -11,716       247       -29   -27,296   -22,745:    4,369      -183
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3       2.8      38.0      20.9      43.8      18.5       7.2      92.7      91.8:      7.3       8.2
    :                                                                                         :
    : Total Traders:   631          Number of Traders in Each Category                        :
    :      213       177       283       161       181        28        21       546       536:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   393,432
    : Positions                                                                               :
    :   30,658    69,414   109,172   116,833   170,198   102,532     7,631   359,195   356,415:   34,237    37,018
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:      -5,922)         :
    :     -943     2,008    -1,912    -1,968    -5,745      -240     1,098    -5,063    -4,551:     -859    -1,371
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.8      17.6      27.7      29.7      43.3      26.1       1.9      91.3      90.6:      8.7       9.4
    :                                                                                         :
    : Total Traders:   304          Number of Traders in Each Category                        :
    :       55        92       130        77        72        20        15       247       260:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   315,265
    : Positions                                                                               :
    :   51,619    27,827    89,278    76,158   175,340    75,349     9,288   292,405   301,732:   22,859    13,532
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:      15,177)         :
    :       18   -18,466     3,195     7,055    33,650       967      -752    11,234    17,627:    3,942    -2,450
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.4       8.8      28.3      24.2      55.6      23.9       2.9      92.7      95.7:      7.3       4.3
    :                                                                                         :
    : Total Traders:   304          Number of Traders in Each Category                        :
    :      123        80        91        51        62        28        15       252       200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   264,476
    : Positions                                                                               :
    :   51,165    31,002    85,302    11,003    98,403    93,482     5,148   240,952   219,855:   23,524    44,621
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:       5,671)         :
    :    2,751    -5,904     5,196       557     3,540    -1,280      -484     7,225     2,348:   -1,554     3,322
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.3      11.7      32.3       4.2      37.2      35.3       1.9      91.1      83.1:      8.9      16.9
    :                                                                                         :
    : Total Traders:   295          Number of Traders in Each Category                        :
    :       93        86       127        42        69        25        11       240       230:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   364,685
    : Positions                                                                               :
    :   63,956    45,885   100,902    53,184   164,237   116,023       815   334,065   311,839:   30,620    52,846
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:      12,504)         :
    :    6,161   -10,711     6,725        39    13,102       112       -29    13,037     9,087:     -534     3,417
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5      12.6      27.7      14.6      45.0      31.8       0.2      91.6      85.5:      8.4      14.5
    :                                                                                         :
    : Total Traders:   418          Number of Traders in Each Category                        :
    :      104       108       143       106       152        26        10       318       350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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    31,932
    : Positions                                                                               :
    :    3,771     6,859     7,829     6,774     4,475     6,605       489    24,979    19,652:    6,953    12,280
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:      -2,343)         :
    :     -150    -2,375      -378    -1,636       283       -26      -283    -2,190    -2,753:     -152       411
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.8      21.5      24.5      21.2      14.0      20.7       1.5      78.2      61.5:     21.8      38.5
    :                                                                                         :
    : Total Traders:   146          Number of Traders in Each Category                        :
    :       23        42        41        39        43        17         4       106       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   236,102
    : Positions                                                                               :
    :   36,796    19,050    66,060    84,281   141,228    35,014     2,943   222,152   229,281:   13,950     6,822
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:       7,375)         :
    :      244    -2,213     4,648     1,220     5,956       859       946     6,972     9,337:      402    -1,962
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.6       8.1      28.0      35.7      59.8      14.8       1.2      94.1      97.1:      5.9       2.9
    :                                                                                         :
    : Total Traders:   183          Number of Traders in Each Category                        :
    :       64        42        54        37        44        19         7       149       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   819,237
    : Positions                                                                               :
    :   84,273    87,527   133,243   247,148   497,682   284,101    22,994   748,765   741,445:   70,472    77,792
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:      15,812)         :
    :   -5,539     5,650    10,733     7,146    -7,451       771       578    13,112     9,510:    2,701     6,302
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3      10.7      16.3      30.2      60.7      34.7       2.8      91.4      90.5:      8.6       9.5
    :                                                                                         :
    : Total Traders:   209          Number of Traders in Each Category                        :
    :       39        65        61        73        71        24        17       174       177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 23, 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   214,830
    : Positions                                                                               :
    :   17,906    42,790    80,243    59,877    78,318    45,692     3,627   203,718   204,978:   11,111     9,851
    :                                                                                         :
    : Changes from: October 16, 2012           (Change in open interest:       3,047)         :
    :     -143     2,762     3,445      -434    -3,344       -86      -562     2,782     2,301:      265       747
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.3      19.9      37.4      27.9      36.5      21.3       1.7      94.8      95.4:      5.2       4.6
    :                                                                                         :
    : Total Traders:   391          Number of Traders in Each Category                        :
    :      103       114       111       116       116        27        14       298       317:
-------------------------------------------------------------------------------------------------------------------
 

Updated October 26, 2012