```
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   522,822
    : Positions                                                                               :
    :   55,536    98,682   116,180    68,160   215,464   235,909    27,283   475,784   457,609:   47,037    65,212
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:     -79,666)         :
    :   -2,328       711   -43,714   -21,050   -15,529    -8,310   -17,412   -75,403   -75,944:   -4,263    -3,722
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.6      18.9      22.2      13.0      41.2      45.1       5.2      91.0      87.5:      9.0      12.5
    :                                                                                         :
    : Total Traders:   428          Number of Traders in Each Category                        :
    :      117       147       167        80       112        29        22       322       368:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   172,207
    : Positions                                                                               :
    :   37,908    12,978    23,368    43,162    98,599    44,687     7,625   149,125   142,570:   23,082    29,638
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:     -10,314)         :
    :   -3,205     2,583    -1,412    -4,725    -5,195      -465    -4,894    -9,807    -8,919:     -507    -1,395
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.0       7.5      13.6      25.1      57.3      25.9       4.4      86.6      82.8:     13.4      17.2
    :                                                                                         :
    : Total Traders:   168          Number of Traders in Each Category                        :
    :       45        25        43        51        64        19         6       135       123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 1,779,907
    : Positions                                                                               :
    :  262,433    83,906   480,917   353,157   849,159   468,166    90,042 1,564,673 1,504,024:  215,234   275,884
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:    -353,017)         :
    :  -37,739    -1,853  -220,941   -59,181   -69,926   -31,924   -51,622  -349,784  -344,341:   -3,232    -8,676
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.7       4.7      27.0      19.8      47.7      26.3       5.1      87.9      84.5:     12.1      15.5
    :                                                                                         :
    : Total Traders:   846          Number of Traders in Each Category                        :
    :      236       152       275       280       378        28        21       662       723:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   712,724
    : Positions                                                                               :
    :   83,016    62,015   201,366   177,465   334,635   197,333    25,440   659,181   623,456:   53,543    89,268
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:    -113,167)         :
    :  -14,313        99   -64,868   -18,826   -30,248   -11,879   -18,019  -109,887  -113,035:   -3,281      -132
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6       8.7      28.3      24.9      47.0      27.7       3.6      92.5      87.5:      7.5      12.5
    :                                                                                         :
    : Total Traders:   524          Number of Traders in Each Category                        :
    :      134       156       190       115       185        28        19       386       455:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   332,449
    : Positions                                                                               :
    :   51,786    44,972    57,172    99,691   183,833    94,705    14,901   303,354   300,878:   29,095    31,571
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:     -64,962)         :
    :  -12,857     2,045   -27,816   -11,039   -37,612    -7,050    -5,725   -58,763   -69,109:   -6,199     4,146
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.6      13.5      17.2      30.0      55.3      28.5       4.5      91.2      90.5:      8.8       9.5
    :                                                                                         :
    : Total Traders:   246          Number of Traders in Each Category                        :
    :       59        71        84        54        64        23        16       195       198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   216,904
    : Positions                                                                               :
    :   35,347     8,099    55,482    48,743   131,635    63,112    10,429   202,685   205,645:   14,219    11,259
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:      -8,548)         :
    :      653     1,173        47    -6,611    -8,913      -882      -523    -6,793    -8,216:   -1,755      -332
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3       3.7      25.6      22.5      60.7      29.1       4.8      93.4      94.8:      6.6       5.2
    :                                                                                         :
    : Total Traders:   228          Number of Traders in Each Category                        :
    :      106        32        76        45        56        24        15       193       163:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   277,599
    : Positions                                                                               :
    :   39,874    36,699    77,359    31,398   120,513   106,102     5,910   254,732   240,481:   22,866    37,118
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:      18,460)         :
    :    5,601    -2,830     9,441     3,071     7,401       662     2,983    18,775    16,995:     -315     1,465
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.4      13.2      27.9      11.3      43.4      38.2       2.1      91.8      86.6:      8.2      13.4
    :                                                                                         :
    : Total Traders:   268          Number of Traders in Each Category                        :
    :       91        64       108        41        66        25        11       214       212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   427,589
    : Positions                                                                               :
    :   62,068    35,382   128,113    62,721   190,326   149,179     3,299   402,081   357,119:   25,508    70,470
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:       8,417)         :
    :   -2,003    -5,685     9,209       772     3,865     1,384       406     9,361     7,794:     -944       623
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.5       8.3      30.0      14.7      44.5      34.9       0.8      94.0      83.5:      6.0      16.5
    :                                                                                         :
    : Total Traders:   404          Number of Traders in Each Category                        :
    :       95        99       140        81       162        26        12       288       346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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    42,785
    : Positions                                                                               :
    :    7,233     3,469     9,589     7,894     9,053    11,167       377    35,884    22,487:    6,901    20,298
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:       1,238)         :
    :      650      -866       786      -934       293       289       189       790       403:      448       836
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9       8.1      22.4      18.5      21.2      26.1       0.9      83.9      52.6:     16.1      47.4
    :                                                                                         :
    : Total Traders:   159          Number of Traders in Each Category                        :
    :       37        26        41        33        61        21         5       113       118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   183,586
    : Positions                                                                               :
    :   21,384    25,863    34,507    78,813   112,381    39,335     2,268   174,038   175,018:    9,548     8,569
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:         353)         :
    :      954    -3,273      -420      -977     4,291       198      -221      -244       377:      598       -24
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      14.1      18.8      42.9      61.2      21.4       1.2      94.8      95.3:      5.2       4.7
    :                                                                                         :
    : Total Traders:   169          Number of Traders in Each Category                        :
    :       48        47        43        43        46        21         6       137       117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   785,543
    : Positions                                                                               :
    :  137,521    38,633   148,462   161,487   489,386   252,313    46,211   699,783   722,692:   85,760    62,851
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:       3,665)         :
    :    2,267    -1,715    15,871   -13,909    -6,763    -4,073     1,508       156     8,902:    3,508    -5,237
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.5       4.9      18.9      20.6      62.3      32.1       5.9      89.1      92.0:     10.9       8.0
    :                                                                                         :
    : Total Traders:   243          Number of Traders in Each Category                        :
    :       86        43        83        65        82        26        16       212       191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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   161,074
    : Positions                                                                               :
    :    9,792    16,800    45,350    53,250    84,171    45,756     7,245   154,148   153,566:    6,927     7,508
    :                                                                                         :
    : Changes from: June 21, 2011              (Change in open interest:         495)         :
    :       74       -32       680      -356      -140       697       740     1,094     1,247:     -600      -752
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.1      10.4      28.2      33.1      52.3      28.4       4.5      95.7      95.3:      4.3       4.7
    :                                                                                         :
    : Total Traders:   338          Number of Traders in Each Category                        :
    :       93        91       105       101       113        25        16       268       280:
-------------------------------------------------------------------------------------------------------------------
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Updated July 1, 2011