COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   584,831
    : Positions                                                                               :
    :   51,870   148,575   150,493    85,798   194,937   261,168    35,299   549,329   529,304:   35,502    55,527
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:       3,466)         :
    :     -823     6,896     3,264     4,240     4,369    -3,598   -10,396     3,082     4,134:      384      -668
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.9      25.4      25.7      14.7      33.3      44.7       6.0      93.9      90.5:      6.1       9.5
    :                                                                                         :
    : Total Traders:   407          Number of Traders in Each Category                        :
    :       97       166       165        76        98        30        21       308       356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   153,268
    : Positions                                                                               :
    :   27,109    32,986    20,558    46,745    64,249    41,805     7,733   136,218   125,526:   17,050    27,742
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:         855)         :
    :     -453     1,200    -1,713     4,304      -398       270     3,505     2,408     2,594:   -1,553    -1,739
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.7      21.5      13.4      30.5      41.9      27.3       5.0      88.9      81.9:     11.1      18.1
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       34        48        41        53        55        20        11       133       137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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 1,865,114
    : Positions                                                                               :
    :  241,610   145,204   563,249   396,343   749,145   493,308    89,353 1,694,511 1,546,951:  170,604   318,163
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:      27,862)         :
    :  -15,328    18,723    15,419    25,900    -3,922      -728    -6,417    25,263    23,803:    2,600     4,059
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0       7.8      30.2      21.3      40.2      26.4       4.8      90.9      82.9:      9.1      17.1
    :                                                                                         :
    : Total Traders:   765          Number of Traders in Each Category                        :
    :      194       173       274       250       326        28        22       605       679:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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 1,137,348
    : Positions                                                                               :
    :  243,443    33,536   380,481   229,321   546,513   209,855    61,469 1,063,099 1,021,998:   74,249   115,350
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:      41,634)         :
    :    2,680     1,466    22,550     7,674     7,257     4,033     5,578    36,936    36,851:    4,697     4,783
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.4       2.9      33.5      20.2      48.1      18.5       5.4      93.5      89.9:      6.5      10.1
    :                                                                                         :
    : Total Traders:   645          Number of Traders in Each Category                        :
    :      241       140       256       162       203        28        19       559       514:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   446,749
    : Positions                                                                               :
    :   92,081    54,331    91,093    94,842   251,876   125,464    24,195   403,480   421,494:   43,268    25,254
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:      -4,758)         :
    :   -2,992    -2,430     3,121    -1,447    -2,860    -2,864    -1,398    -4,180    -3,567:     -577    -1,191
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.6      12.2      20.4      21.2      56.4      28.1       5.4      90.3      94.3:      9.7       5.7
    :                                                                                         :
    : Total Traders:   288          Number of Traders in Each Category                        :
    :       96        70       100        53        68        23        16       234       215:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   246,139
    : Positions                                                                               :
    :   43,089    43,574    49,117    57,430   133,935    77,641     2,250   227,278   228,877:   18,861    17,262
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:     -10,035)         :
    :    1,355     2,416    -7,463    -3,066        21     2,603    -4,181    -6,571    -9,207:   -3,464      -828
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5      17.7      20.0      23.3      54.4      31.5       0.9      92.3      93.0:      7.7       7.0
    :                                                                                         :
    : Total Traders:   269          Number of Traders in Each Category                        :
    :       94        80        85        55        59        26        15       212       205:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   321,084
    : Positions                                                                               :
    :   52,291    66,359    95,061    39,744   108,836   103,806     8,166   290,902   278,423:   30,182    42,661
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:      13,106)         :
    :   12,519    11,814       774      -555     1,074     1,858       -11    14,596    13,651:   -1,491      -545
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      20.7      29.6      12.4      33.9      32.3       2.5      90.6      86.7:      9.4      13.3
    :                                                                                         :
    : Total Traders:   318          Number of Traders in Each Category                        :
    :       95       107       134        56        68        24        12       245       269:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   448,354
    : Positions                                                                               :
    :   91,776    66,331   121,409    70,929   184,015   129,620    10,178   413,735   381,933:   34,620    66,422
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:       6,764)         :
    :    3,639     6,315       146     1,620     1,160       448       755     5,854     8,376:      910    -1,612
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.5      14.8      27.1      15.8      41.0      28.9       2.3      92.3      85.2:      7.7      14.8
    :                                                                                         :
    : Total Traders:   433          Number of Traders in Each Category                        :
    :      112       120       146        97       152        25        14       306       377:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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    48,545
    : Positions                                                                               :
    :   11,750     5,856    11,879     7,946     9,288     9,166     1,817    40,742    28,840:    7,804    19,705
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:        -252)         :
    :      708     2,067      -994       460      -442       596       226       769       857:   -1,021    -1,109
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.2      12.1      24.5      16.4      19.1      18.9       3.7      83.9      59.4:     16.1      40.6
    :                                                                                         :
    : Total Traders:   180          Number of Traders in Each Category                        :
    :       34        47        39        42        59        17         8       114       138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   186,560
    : Positions                                                                               :
    :   12,704    44,950    32,244    94,930    93,622    37,239     4,679   177,116   175,495:    9,443    11,065
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:      -4,073)         :
    :     -506       593    -1,732       661       585       -32    -1,129    -1,609    -1,684:   -2,464    -2,389
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.8      24.1      17.3      50.9      50.2      20.0       2.5      94.9      94.1:      5.1       5.9
    :                                                                                         :
    : Total Traders:   193          Number of Traders in Each Category                        :
    :       40        82        38        42        39        20         5       132       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   849,367
    : Positions                                                                               :
    :  118,097    81,862   137,700   217,175   518,209   293,651    39,122   766,622   776,892:   82,745    72,475
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:     -26,200)         :
    :   -1,811    30,839   -23,915    11,815   -28,087       504    -4,528   -13,407   -25,690:  -12,793      -510
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.9       9.6      16.2      25.6      61.0      34.6       4.6      90.3      91.5:      9.7       8.5
    :                                                                                         :
    : Total Traders:   231          Number of Traders in Each Category                        :
    :       66        60        79        64        73        27        19       204       185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of April 17, 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   206,422
    : Positions                                                                               :
    :   18,566    40,743    67,084    67,739    84,264    45,885     6,767   199,274   198,857:    7,148     7,564
    :                                                                                         :
    : Changes from: April 10, 2012             (Change in open interest:     -26,552)         :
    :   -3,405       479   -13,761    -7,056    -9,585    -1,714    -2,856   -25,937   -25,723:     -616      -830
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.0      19.7      32.5      32.8      40.8      22.2       3.3      96.5      96.3:      3.5       3.7
    :                                                                                         :
    : Total Traders:   372          Number of Traders in Each Category                        :
    :       88       115       115       112       104        27        18       292       300:
-------------------------------------------------------------------------------------------------------------------
 

Updated April 20, 2012