```
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   451,421
    : Positions                                                                               :
    :   43,611   116,529   101,134    59,932   150,807   212,027    25,719   416,704   394,189:   34,718    57,232
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:       6,424)         :
    :     -116   -11,397     5,534      -145    11,844     2,372     1,713     7,645     7,694:   -1,221    -1,271
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7      25.8      22.4      13.3      33.4      47.0       5.7      92.3      87.3:      7.7      12.7
    :                                                                                         :
    : Total Traders:   385          Number of Traders in Each Category                        :
    :       82       156       153        78        98        27        21       293       336:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   141,900
    : Positions                                                                               :
    :   26,255    20,294    26,398    33,742    68,329    37,122     2,763   123,518   117,784:   18,382    24,117
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:        -386)         :
    :   -1,546    -3,146       705      -665     2,364       537       142      -969        64:      583      -451
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.5      14.3      18.6      23.8      48.2      26.2       1.9      87.0      83.0:     13.0      17.0
    :                                                                                         :
    : Total Traders:   162          Number of Traders in Each Category                        :
    :       45        21        38        48        51        19         7       128       110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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 1,558,918
    : Positions                                                                               :
    :  210,066   140,354   404,701   336,685   666,836   438,887    75,293 1,390,338 1,287,184:  168,580   271,734
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:      -9,176)         :
    :    6,173   -18,900    -8,186   -15,401     7,416     4,808     4,705   -12,606   -14,965:    3,430     5,789
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.5       9.0      26.0      21.6      42.8      28.2       4.8      89.2      82.6:     10.8      17.4
    :                                                                                         :
    : Total Traders:   694          Number of Traders in Each Category                        :
    :      144       178       219       227       302        26        18       519       604:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   639,929
    : Positions                                                                               :
    :   66,195    59,926   192,389   138,080   276,492   190,669    29,073   587,332   557,881:   52,597    82,048
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:     -99,383)         :
    :    7,979   -10,225   -64,252   -40,606   -19,587    -2,814    -4,506   -99,693   -98,571:      310      -812
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.3       9.4      30.1      21.6      43.2      29.8       4.5      91.8      87.2:      8.2      12.8
    :                                                                                         :
    : Total Traders:   449          Number of Traders in Each Category                        :
    :      108       130       187       111       141        25        18       363       391:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   334,218
    : Positions                                                                               :
    :   44,936    64,684    62,950    94,942   163,480   101,192    11,024   304,021   302,137:   30,198    32,081
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:     -20,098)         :
    :   -1,794    -9,631    -7,788   -15,124      -524     2,663      -726   -22,044   -18,669:    1,945    -1,430
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.4      19.4      18.8      28.4      48.9      30.3       3.3      91.0      90.4:      9.0       9.6
    :                                                                                         :
    : Total Traders:   250          Number of Traders in Each Category                        :
    :       53        77        76        56        66        22        14       187       197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   206,507
    : Positions                                                                               :
    :   32,585    30,556    46,709    55,420   104,915    58,940     7,664   193,654   189,844:   12,853    16,663
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:         901)         :
    :     -319       806       904      -987      -214       -70       124      -472     1,620:    1,373      -719
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.8      14.8      22.6      26.8      50.8      28.5       3.7      93.8      91.9:      6.2       8.1
    :                                                                                         :
    : Total Traders:   246          Number of Traders in Each Category                        :
    :       85        71        73        45        59        24        15       184       192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   281,093
    : Positions                                                                               :
    :   50,549    31,758    70,231    36,919   129,340    94,341     6,916   252,039   238,245:   29,054    42,848
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:      -1,588)         :
    :   -3,200     6,174    -2,687     2,749    -4,542       637        11    -2,502    -1,044:      914      -544
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.0      11.3      25.0      13.1      46.0      33.6       2.5      89.7      84.8:     10.3      15.2
    :                                                                                         :
    : Total Traders:   270          Number of Traders in Each Category                        :
    :       85        72       104        51        71        22        11       213       219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   396,315
    : Positions                                                                               :
    :   75,793    36,296   103,336    57,506   183,190   133,045     8,905   369,679   331,726:   26,635    64,589
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:       5,751)         :
    :    4,798     1,306      -856     1,907     3,665       659       245     6,508     4,360:     -757     1,391
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1       9.2      26.1      14.5      46.2      33.6       2.2      93.3      83.7:      6.7      16.3
    :                                                                                         :
    : Total Traders:   385          Number of Traders in Each Category                        :
    :      101        89       122        89       153        23        12       285       315:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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    37,346
    : Positions                                                                               :
    :   10,360     2,869     7,828     4,363     6,975     8,363       748    30,914    18,420:    6,431    18,925
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:       2,621)         :
    :    1,257       -47       802       313       853       140       -72     2,512     1,537:      109     1,084
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     27.7       7.7      21.0      11.7      18.7      22.4       2.0      82.8      49.3:     17.2      50.7
    :                                                                                         :
    : Total Traders:   160          Number of Traders in Each Category                        :
    :       48        28        45        29        44        19         5       122       108:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   192,416
    : Positions                                                                               :
    :   12,693    39,023    39,624    94,711   100,901    35,476     1,382   182,504   180,931:    9,913    11,485
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:        -473)         :
    :     -585    -1,914        97    -1,930     1,085     1,822        20      -596      -712:      123       239
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.6      20.3      20.6      49.2      52.4      18.4       0.7      94.8      94.0:      5.2       6.0
    :                                                                                         :
    : Total Traders:   174          Number of Traders in Each Category                        :
    :       32        63        39        42        43        20         7       121       129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   729,754
    : Positions                                                                               :
    :   51,559    63,170   168,654   206,818   372,583   237,987    46,800   665,018   651,207:   64,737    78,547
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:       5,192)         :
    :     -423     3,067     1,331     2,190     2,553     1,006        92     4,105     7,043:    1,087    -1,851
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.1       8.7      23.1      28.3      51.1      32.6       6.4      91.1      89.2:      8.9      10.8
    :                                                                                         :
    : Total Traders:   227          Number of Traders in Each Category                        :
    :       61        56        82        69        78        26        18       198       194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 27, 2011               
    :                                    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   143,559
    : Positions                                                                               :
    :   12,736    21,655    41,908    42,342    65,754    40,517     6,312   137,504   135,629:    6,055     7,930
    :                                                                                         :
    : Changes from: December 20, 2011          (Change in open interest:       1,544)         :
    :      484       396       535     1,291       745    -1,115       304     1,195     1,980:      349      -437
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.9      15.1      29.2      29.5      45.8      28.2       4.4      95.8      94.5:      4.2       5.5
    :                                                                                         :
    : Total Traders:   322          Number of Traders in Each Category                        :
    :       71        96        99       110       107        25        14       257       271:
-------------------------------------------------------------------------------------------------------------------
```

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Updated December 30, 2011