```
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   545,301
    : Positions                                                                               :
    :   51,535   128,138   141,238    65,128   189,802   248,341    31,035   506,242   490,214:   39,059    55,087
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       3,295)         :
    :    1,771    -1,936     3,951    -1,422     2,203     2,319      -212     6,619     4,006:   -3,325      -712
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.5      23.5      25.9      11.9      34.8      45.5       5.7      92.8      89.9:      7.2      10.1
    :                                                                                         :
    : Total Traders:   404          Number of Traders in Each Category                        :
    :      100       153       167        70        97        30        21       311       343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   139,496
    : Positions                                                                               :
    :   24,852    22,224    18,716    34,453    67,206    44,163     4,377   122,184   112,523:   17,312    26,973
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       1,820)         :
    :      424       112      -394     1,459     1,697     5,712     1,650     7,201     3,065:   -5,380    -1,245
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.8      15.9      13.4      24.7      48.2      31.7       3.1      87.6      80.7:     12.4      19.3
    :                                                                                         :
    : Total Traders:   158          Number of Traders in Each Category                        :
    :       32        39        40        45        52        20        10       120       124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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 1,744,273
    : Positions                                                                               :
    :  266,500   107,333   495,722   333,052   759,594   485,401    86,566 1,580,676 1,449,216:  163,597   295,057
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:     -36,897)         :
    :  -18,431    20,162   -28,485     7,187   -35,488     6,822     4,507   -32,908   -39,305:   -3,989     2,408
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.3       6.2      28.4      19.1      43.5      27.8       5.0      90.6      83.1:      9.4      16.9
    :                                                                                         :
    : Total Traders:   722          Number of Traders in Each Category                        :
    :      189       144       239       225       326        28        20       545       635:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   939,213
    : Positions                                                                               :
    :  208,739    25,031   290,731   165,757   486,500   208,349    34,631   873,575   836,894:   65,638   102,319
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:      34,937)         :
    :    5,756    -6,352    11,046    16,458    28,945       576       751    33,836    34,390:    1,101       547
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.2       2.7      31.0      17.6      51.8      22.2       3.7      93.0      89.1:      7.0      10.9
    :                                                                                         :
    : Total Traders:   585          Number of Traders in Each Category                        :
    :      211       128       242       150       187        27        18       504       481:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   414,479
    : Positions                                                                               :
    :   74,660    60,351    75,416    97,989   232,763   126,555    19,539   374,619   388,069:   39,860    26,411
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:      18,134)         :
    :    2,717      -309     3,989     7,334    14,449     3,362       227    17,401    18,356:      734      -222
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.0      14.6      18.2      23.6      56.2      30.5       4.7      90.4      93.6:      9.6       6.4
    :                                                                                         :
    : Total Traders:   281          Number of Traders in Each Category                        :
    :       87        80        86        57        65        23        13       226       197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   254,040
    : Positions                                                                               :
    :   43,007    39,741    57,551    58,844   134,200    73,572     6,182   232,974   237,674:   21,067    16,366
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       2,783)         :
    :    5,806    -5,243       913    -3,738     8,860    -1,100      -433     1,881     4,098:      903    -1,314
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.9      15.6      22.7      23.2      52.8      29.0       2.4      91.7      93.6:      8.3       6.4
    :                                                                                         :
    : Total Traders:   275          Number of Traders in Each Category                        :
    :       91        84        93        52        59        26        14       217       209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   318,020
    : Positions                                                                               :
    :   44,308    55,087    93,527    42,523   112,768   104,539    11,976   284,896   273,358:   33,123    44,661
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       7,139)         :
    :    4,208    11,388      -286     1,977    -3,213       358      -699     6,257     7,191:      882       -52
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.9      17.3      29.4      13.4      35.5      32.9       3.8      89.6      86.0:     10.4      14.0
    :                                                                                         :
    : Total Traders:   307          Number of Traders in Each Category                        :
    :       87       108       129        53        65        24        13       239       259:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   454,276
    : Positions                                                                               :
    :   92,516    47,582   135,060    64,719   187,346   130,700     8,804   422,996   378,791:   31,279    75,485
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       7,780)         :
    :    2,267     7,464     2,413     1,613      -780       690       249     6,982     9,346:      798    -1,566
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     20.4      10.5      29.7      14.2      41.2      28.8       1.9      93.1      83.4:      6.9      16.6
    :                                                                                         :
    : Total Traders:   433          Number of Traders in Each Category                        :
    :      130       109       155        92       151        25        13       324       359:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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    56,590
    : Positions                                                                               :
    :   16,941     3,699    14,738     4,855    11,238     9,193     1,664    45,726    31,338:   10,864    25,252
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:      -1,730)         :
    :     -408       -81       380      -480      -338      -709      -272    -1,216      -311:     -514    -1,419
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     29.9       6.5      26.0       8.6      19.9      16.2       2.9      80.8      55.4:     19.2      44.6
    :                                                                                         :
    : Total Traders:   206          Number of Traders in Each Category                        :
    :       58        41        48        46        69        19         8       147       151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 2012                  
    :                                    Reportable Positions                                 :    Nonreportable
    :---------------------------------------------------------------------------------------- :      Positions
    :         Non-Commercial      :      Commercial   :     Index Traders :        Total
    :    Long :   Short :Spreading:    Long :   Short :    Long :   Short :    Long :   Short :    Long :   Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.                                                                                           
CFTC Code #073732                                                              Open Interest is   186,209
    : Positions                                                                               :
    :   14,450    33,342    36,099    84,137    99,866    39,708     5,687   174,393   174,994:   11,815    11,215
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       4,931)         :
    :    1,789      -655     4,175    -2,463       239        20     1,045     3,521     4,804:    1,411       127
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.8      17.9      19.4      45.2      53.6      21.3       3.1      93.7      94.0:      6.3       6.0
    :                                                                                         :
    : Total Traders:   180          Number of Traders in Each Category                        :
    :       42        65        54        40        42        20         9       137       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   894,283
    : Positions                                                                               :
    :  127,319    44,363   164,258   208,050   566,223   294,029    50,920   793,656   825,764:  100,627    68,519
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       7,676)         :
    :    8,849     6,564    -8,621     8,089    11,012    -2,602    -2,147     5,714     6,807:    1,962       869
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.2       5.0      18.4      23.3      63.3      32.9       5.7      88.7      92.3:     11.3       7.7
    :                                                                                         :
    : Total Traders:   229          Number of Traders in Each Category                        :
    :       74        47        79        64        75        27        18       206       181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of March 27, 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   224,024
    : Positions                                                                               :
    :   21,159    40,167    76,627    71,640    89,529    46,089     8,068   215,514   214,391:    8,510     9,633
    :                                                                                         :
    : Changes from: March 20, 2012             (Change in open interest:       3,603)         :
    :      479    -1,057     1,324     2,157     4,163       233      -201     4,192     4,228:     -589      -625
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.4      17.9      34.2      32.0      40.0      20.6       3.6      96.2      95.7:      3.8       4.3
    :                                                                                         :
    : Total Traders:   391          Number of Traders in Each Category                        :
    :      108       111       129       113       116        26        16       308       327:
-------------------------------------------------------------------------------------------------------------------
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Updated March 30, 2012