```
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   652,469
    : Positions                                                                               :
    :   99,680    82,594   209,843    79,448   269,031   220,964    31,502   609,935   592,971:   42,535    59,499
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:      28,752)         :
    :    4,104    -2,257    18,356     4,804    11,392    -1,641    -2,250    25,623    25,241:    3,130     3,511
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3      12.7      32.2      12.2      41.2      33.9       4.8      93.5      90.9:      6.5       9.1
    :                                                                                         :
    : Total Traders:   397          Number of Traders in Each Category                        :
    :      123       120       137        84       119        28        17       316       317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 2012                   
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                 
CFTC Code #001612                                                              Open Interest is   166,542
    : Positions                                                                               :
    :   43,313    10,404    15,241    39,273   106,278    44,274     5,199   142,100   137,123:   24,442    29,419
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:       5,421)         :
    :   -2,739    -1,458       119     5,198     1,617    -1,533      -461     1,045      -184:    4,376     5,604
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     26.0       6.2       9.2      23.6      63.8      26.6       3.1      85.3      82.3:     14.7      17.7
    :                                                                                         :
    : Total Traders:   180          Number of Traders in Each Category                        :
    :       53        19        34        49        75        19         7       133       128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 2,007,418
    : Positions                                                                               :
    :  266,162    55,761   727,969   395,461   894,595   429,944    64,710 1,819,535 1,743,036:  187,883   264,382
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:      90,498)         :
    :   35,623   -18,166    62,913     7,218    29,782      -458     6,598   105,295    81,127:  -14,797     9,371
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.3       2.8      36.3      19.7      44.6      21.4       3.2      90.6      86.8:      9.4      13.2
    :                                                                                         :
    : Total Traders:   798          Number of Traders in Each Category                        :
    :      222       144       256       256       368        29        22       612       692:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 1,259,806
    : Positions                                                                               :
    :  248,548    37,919   468,944   258,759   588,047   199,881    77,820 1,176,132 1,172,731:   83,673    87,075
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:       2,184)         :
    :  -14,961    -4,166    15,996    13,330   -12,837    -1,414    10,511    12,951     9,504:  -10,768    -7,320
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.7       3.0      37.2      20.5      46.7      15.9       6.2      93.4      93.1:      6.6       6.9
    :                                                                                         :
    : Total Traders:   647          Number of Traders in Each Category                        :
    :      274       118       253       179       208        29        21       563       523:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   380,006
    : Positions                                                                               :
    :   38,805    63,580    81,247   126,727   192,739   104,016    15,600   350,794   353,166:   29,212    26,840
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:     -19,372)         :
    :   -4,308    -2,162   -15,066     7,005     4,496    -2,069    -2,671   -14,437   -15,402:   -4,935    -3,970
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.2      16.7      21.4      33.3      50.7      27.4       4.1      92.3      92.9:      7.7       7.1
    :                                                                                         :
    : Total Traders:   259          Number of Traders in Each Category                        :
    :       61        81        88        65        69        20        15       207       208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   261,914
    : Positions                                                                               :
    :   42,645    38,952    74,343    55,409   126,266    74,525     5,897   246,922   245,459:   14,992    16,455
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:       3,128)         :
    :   -4,047      -458       549     4,898       487     1,992     1,654     3,391     2,232:     -263       896
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      14.9      28.4      21.2      48.2      28.5       2.3      94.3      93.7:      5.7       6.3
    :                                                                                         :
    : Total Traders:   299          Number of Traders in Each Category                        :
    :      115        87        73        50        59        26        18       222       208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   261,974
    : Positions                                                                               :
    :   41,038    27,677    79,970    17,808   113,317    99,891     1,984   238,708   222,948:   23,266    39,025
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:     -15,048)         :
    :   -8,197    -3,255    -1,887       184    -6,114    -2,016    -1,333   -11,917   -12,589:   -3,130    -2,458
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.7      10.6      30.5       6.8      43.3      38.1       0.8      91.1      85.1:      8.9      14.9
    :                                                                                         :
    : Total Traders:   276          Number of Traders in Each Category                        :
    :       89        73       100        54        74        25         8       220       212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   397,429
    : Positions                                                                               :
    :   64,742    57,731   122,032    65,202   160,599   118,301       920   370,277   341,283:   27,151    56,145
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:      -1,512)         :
    :      -96     5,261     4,792       777    -2,877    -4,001    -6,518     1,472       658:   -2,984    -2,170
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.3      14.5      30.7      16.4      40.4      29.8       0.2      93.2      85.9:      6.8      14.1
    :                                                                                         :
    : Total Traders:   393          Number of Traders in Each Category                        :
    :       94       115       137        91       139        25        12       285       341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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    49,298
    : Positions                                                                               :
    :    4,308     8,014    15,206    12,071     5,775     7,696       684    39,281    29,679:   10,017    19,619
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:      -2,222)         :
    :     -849       414    -1,262       164      -638       -56        -5    -2,003    -1,491:     -218      -731
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.7      16.3      30.8      24.5      11.7      15.6       1.4      79.7      60.2:     20.3      39.8
    :                                                                                         :
    : Total Traders:   176          Number of Traders in Each Category                        :
    :       26        54        52        59        47        17         8       135       135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   205,903
    : Positions                                                                               :
    :   26,745    34,476    38,150    93,131   118,155    37,745     4,437   195,770   195,218:   10,132    10,685
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:       4,426)         :
    :     -243     1,579     3,727     2,072       262      -767      -410     4,789     5,158:     -363      -731
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.0      16.7      18.5      45.2      57.4      18.3       2.2      95.1      94.8:      4.9       5.2
    :                                                                                         :
    : Total Traders:   179          Number of Traders in Each Category                        :
    :       35        71        51        41        43        20         9       129       144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   802,736
    : Positions                                                                               :
    :  110,849    27,467   145,373   197,081   536,893   271,918    33,826   725,221   743,560:   77,516    59,176
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:      13,790)         :
    :   13,167    -8,061       824    -6,973    27,484    -6,419    -3,363       598    16,884:   13,192    -3,094
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.8       3.4      18.1      24.6      66.9      33.9       4.2      90.3      92.6:      9.7       7.4
    :                                                                                         :
    : Total Traders:   211          Number of Traders in Each Category                        :
    :       64        40        65        72        76        24        16       192       166:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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   218,190
    : Positions                                                                               :
    :   16,261    26,023    82,473    67,334    95,876    43,934     4,779   210,001   209,150:    8,188     9,039
    :                                                                                         :
    : Changes from: July 17, 2012              (Change in open interest:      -6,174)         :
    :   -1,267      -927    -2,961      -392      -688    -1,966    -1,736    -6,586    -6,311:      412       137
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.5      11.9      37.8      30.9      43.9      20.1       2.2      96.2      95.9:      3.8       4.1
    :                                                                                         :
    : Total Traders:   362          Number of Traders in Each Category                        :
    :       90       102       118       117       118        25        13       291       302:
-------------------------------------------------------------------------------------------------------------------
```

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Updated July 27, 2012