COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   605,344
    : Positions                                                                               :
    :   79,380    95,733   173,517    85,152   233,615   225,559    47,248   563,608   550,113:   41,736    55,231
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:       5,205)         :
    :   -4,483       377     1,904     6,057    -1,178     1,574     2,081     5,052     3,184:      153     2,021
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.1      15.8      28.7      14.1      38.6      37.3       7.8      93.1      90.9:      6.9       9.1
    :                                                                                         :
    : Total Traders:   433          Number of Traders in Each Category                        :
    :      151       118       168        90       117        29        21       344       361:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   162,515
    : Positions                                                                               :
    :   45,090    11,667    17,290    31,577   108,938    50,318     3,579   144,275   141,474:   18,240    21,041
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:       1,081)         :
    :    2,154       965      -647      -404     1,046      -124        32       979     1,396:      102      -315
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.7       7.2      10.6      19.4      67.0      31.0       2.2      88.8      87.1:     11.2      12.9
    :                                                                                         :
    : Total Traders:   184          Number of Traders in Each Category                        :
    :       56        22        27        54        80        19         6       137       127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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 1,897,016
    : Positions                                                                               :
    :  260,266    64,349   650,364   379,659   843,333   427,019    62,425 1,717,308 1,620,471:  179,708   276,545
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:      46,928)         :
    :    1,078     5,295    14,502    29,831    28,790       750    -2,241    46,162    46,347:      767       582
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.7       3.4      34.3      20.0      44.5      22.5       3.3      90.5      85.4:      9.5      14.6
    :                                                                                         :
    : Total Traders:   848          Number of Traders in Each Category                        :
    :      242       158       279       272       380        29        20       652       740:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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 1,126,262
    : Positions                                                                               :
    :  163,065    29,393   431,690   251,832   494,665   203,974    79,456 1,050,561 1,035,203:   75,701    91,059
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:      -4,804)         :
    :  -13,406      -105     9,014        -1   -16,067     3,370     1,719    -1,023    -5,437:   -3,781       634
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.5       2.6      38.3      22.4      43.9      18.1       7.1      93.3      91.9:      6.7       8.1
    :                                                                                         :
    : Total Traders:   636          Number of Traders in Each Category                        :
    :      229       159       280       161       187        28        20       540       543:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   399,354
    : Positions                                                                               :
    :   31,601    67,405   111,085   118,801   175,942   102,771     6,534   364,258   360,966:   35,096    38,388
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:      18,797)         :
    :   -4,477    10,519    11,672     8,961    -2,682     2,064      -525    18,220    18,985:      577      -188
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.9      16.9      27.8      29.7      44.1      25.7       1.6      91.2      90.4:      8.8       9.6
    :                                                                                         :
    : Total Traders:   307          Number of Traders in Each Category                        :
    :       55        94       125        81        79        20        15       250       261:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   300,088
    : Positions                                                                               :
    :   51,601    46,293    86,083    69,104   141,689    74,383    10,039   281,171   284,105:   18,917    15,983
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:       7,013)         :
    :    3,533    -4,502        20      -421    12,686     1,741       608     4,872     8,812:    2,141    -1,798
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.2      15.4      28.7      23.0      47.2      24.8       3.3      93.7      94.7:      6.3       5.3
    :                                                                                         :
    : Total Traders:   327          Number of Traders in Each Category                        :
    :      126        96        96        56        61        28        17       254       230:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   258,805
    : Positions                                                                               :
    :   48,414    36,906    80,106    10,445    94,863    94,762     5,631   233,727   217,506:   25,078    41,299
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:     -22,133)         :
    :    4,254    -5,662   -21,083    -3,146     4,102       -96     1,636   -20,071   -21,007:   -2,063    -1,127
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7      14.3      31.0       4.0      36.7      36.6       2.2      90.3      84.0:      9.7      16.0
    :                                                                                         :
    : Total Traders:   297          Number of Traders in Each Category                        :
    :       85        94       122        42        71        25        11       229       238:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   352,181
    : Positions                                                                               :
    :   57,795    56,597    94,177    53,145   151,135   115,911       844   321,028   302,753:   31,153    49,428
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:       8,033)         :
    :      120      -297     5,938       940     1,409      -376       -45     6,622     7,005:    1,410     1,028
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.4      16.1      26.7      15.1      42.9      32.9       0.2      91.2      86.0:      8.8      14.0
    :                                                                                         :
    : Total Traders:   417          Number of Traders in Each Category                        :
    :      108       107       140       104       145        27        11       313       349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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    34,275
    : Positions                                                                               :
    :    3,921     9,234     8,208     8,410     4,192     6,631       772    27,170    22,405:    7,105    11,870
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:         -36)         :
    :      675       439      -377       -22       199      -141      -121       135       140:     -171      -176
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.4      26.9      23.9      24.5      12.2      19.3       2.3      79.3      65.4:     20.7      34.6
    :                                                                                         :
    : Total Traders:   152          Number of Traders in Each Category                        :
    :       24        53        37        42        38        17         4       104       117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   228,728
    : Positions                                                                               :
    :   36,552    21,263    61,412    83,061   135,271    34,155     1,997   215,180   219,944:   13,548     8,784
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:       2,239)         :
    :    1,308        -6       412     2,365      -124    -1,653       -58     2,432       223:     -193     2,016
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0       9.3      26.8      36.3      59.1      14.9       0.9      94.1      96.2:      5.9       3.8
    :                                                                                         :
    : Total Traders:   177          Number of Traders in Each Category                        :
    :       62        40        49        37        41        18         6       143       115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   803,425
    : Positions                                                                               :
    :   89,812    81,876   122,510   240,003   505,133   283,329    22,416   735,654   731,935:   67,771    71,490
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:      16,018)         :
    :   -3,084    15,067    -1,510    24,496     4,028     3,869      -969    23,771    16,616:   -7,753      -598
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2      10.2      15.2      29.9      62.9      35.3       2.8      91.6      91.1:      8.4       8.9
    :                                                                                         :
    : Total Traders:   208          Number of Traders in Each Category                        :
    :       44        58        60        74        70        24        17       177       172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 16, 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   211,782
    : Positions                                                                               :
    :   18,049    40,028    76,798    60,311    81,663    45,778     4,189   200,936   202,678:   10,846     9,104
    :                                                                                         :
    : Changes from: October 9, 2012            (Change in open interest:       7,240)         :
    :    1,784     8,807     4,279      -746    -7,340       311       411     5,628     6,157:    1,612     1,083
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.5      18.9      36.3      28.5      38.6      21.6       2.0      94.9      95.7:      5.1       4.3
    :                                                                                         :
    : Total Traders:   369          Number of Traders in Each Category                        :
    :       88       111        99       116       114        27        15       285       297:
-------------------------------------------------------------------------------------------------------------------
 

Updated June 29, 2007