```
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   547,226
    : Positions                                                                               :
    :   45,064   140,891   139,775    75,795   166,657   245,199    36,378   505,833   483,701:   41,394    63,525
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      27,474)         :
    :    6,331     9,023     8,848      -275     8,658    10,652     2,115    25,556    28,644:    1,918    -1,170
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.2      25.7      25.5      13.9      30.5      44.8       6.6      92.4      88.4:      7.6      11.6
    :                                                                                         :
    : Total Traders:   403          Number of Traders in Each Category                        :
    :      101       164       172        69        89        28        22       305       355:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   151,294
    : Positions                                                                               :
    :   25,319    22,772    27,529    38,116    72,289    41,256     4,149   132,220   126,739:   19,074    24,554
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:       3,921)         :
    :   -1,285     3,215       -90     2,333      -663     1,713       611     2,671     3,073:    1,250       849
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.7      15.1      18.2      25.2      47.8      27.3       2.7      87.4      83.8:     12.6      16.2
    :                                                                                         :
    : Total Traders:   166          Number of Traders in Each Category                        :
    :       43        32        45        47        52        19         9       129       124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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 1,689,901
    : Positions                                                                               :
    :  236,039   142,776   496,640   353,636   683,835   425,733    77,680 1,512,048 1,400,931:  177,853   288,970
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      30,498)         :
    :    2,779    20,621    15,623     4,574    -8,360     9,215     4,961    32,191    32,845:   -1,693    -2,347
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     14.0       8.4      29.4      20.9      40.5      25.2       4.6      89.5      82.9:     10.5      17.1
    :                                                                                         :
    : Total Traders:   737          Number of Traders in Each Category                        :
    :      154       205       265       245       304        27        19       579       652:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   684,919
    : Positions                                                                               :
    :   76,983    51,912   240,460   120,523   279,112   199,070    29,805   637,036   601,289:   47,884    83,631
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      13,004)         :
    :    8,177    -3,326    12,888   -11,674       656     4,346     2,293    13,736    12,511:     -732       493
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.2       7.6      35.1      17.6      40.8      29.1       4.4      93.0      87.8:      7.0      12.2
    :                                                                                         :
    : Total Traders:   468          Number of Traders in Each Category                        :
    :      135       141       206       113       142        27        19       390       407:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   366,993
    : Positions                                                                               :
    :   46,306    72,586    72,829    99,009   175,943   119,875    13,840   338,019   335,197:   28,974    31,796
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      21,482)         :
    :    6,723     7,746     9,387      -749     4,828     5,888     1,445    21,249    23,405:      233    -1,924
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.6      19.8      19.8      27.0      47.9      32.7       3.8      92.1      91.3:      7.9       8.7
    :                                                                                         :
    : Total Traders:   268          Number of Traders in Each Category                        :
    :       56        83        94        61        65        22        14       205       220:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   229,412
    : Positions                                                                               :
    :   34,939    15,423    58,590    53,792   134,254    66,305     7,317   213,625   215,584:   15,787    13,828
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      11,099)         :
    :    1,461    -3,344     4,955     3,747     9,287     1,085      -225    11,248    10,673:     -150       426
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.2       6.7      25.5      23.4      58.5      28.9       3.2      93.1      94.0:      6.9       6.0
    :                                                                                         :
    : Total Traders:   252          Number of Traders in Each Category                        :
    :       88        70        95        44        62        23        14       204       197:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   296,676
    : Positions                                                                               :
    :   56,807    43,511    78,352    34,596   124,609    96,293    10,791   266,049   257,263:   30,627    39,413
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      10,051)         :
    :    3,142     1,436     4,088       -32     4,340     2,225     1,600     9,424    11,464:      627    -1,413
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.1      14.7      26.4      11.7      42.0      32.5       3.6      89.7      86.7:     10.3      13.3
    :                                                                                         :
    : Total Traders:   288          Number of Traders in Each Category                        :
    :       89        79       110        48        69        22        13       224       230:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   429,362
    : Positions                                                                               :
    :   90,412    39,505   121,194    58,104   186,178   127,557     9,929   397,268   356,807:   32,095    72,556
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      11,724)         :
    :    7,340    -1,563     5,183    -3,560     4,270     2,324     1,865    11,288     9,756:      436     1,968
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     21.1       9.2      28.2      13.5      43.4      29.7       2.3      92.5      83.1:      7.5      16.9
    :                                                                                         :
    : Total Traders:   429          Number of Traders in Each Category                        :
    :      123        98       138       103       163        23        11       328       345:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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    49,752
    : Positions                                                                               :
    :   17,120     3,930    12,040     4,063     9,516     8,671     1,414    41,894    26,900:    7,858    22,852
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:       4,277)         :
    :    2,362        95     2,015      -402       597       203        43     4,179     2,750:       99     1,527
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     34.4       7.9      24.2       8.2      19.1      17.4       2.8      84.2      54.1:     15.8      45.9
    :                                                                                         :
    : Total Traders:   197          Number of Traders in Each Category                        :
    :       67        35        49        33        55        20         9       145       132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   194,290
    : Positions                                                                               :
    :   14,565    38,641    35,121   100,251   107,869    32,847     1,825   182,785   183,457:   11,506    10,834
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:         983)         :
    :      459    -2,198        12       580     2,812    -1,544       -16      -493       611:    1,476       373
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.5      19.9      18.1      51.6      55.5      16.9       0.9      94.1      94.4:      5.9       5.6
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       41        57        48        44        43        19         7       128       136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   819,562
    : Positions                                                                               :
    :   72,944    38,442   188,399   204,823   454,088   270,926    56,028   737,093   736,957:   82,469    82,605
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:      24,729)         :
    :   12,249   -22,858     4,566   -10,054    38,001     6,987     4,365    13,748    24,074:   10,981       655
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.9       4.7      23.0      25.0      55.4      33.1       6.8      89.9      89.9:     10.1      10.1
    :                                                                                         :
    : Total Traders:   233          Number of Traders in Each Category                        :
    :       71        52        87        69        77        26        18       208       195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 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   163,122
    : Positions                                                                               :
    :   17,878    21,816    47,723    49,583    78,523    40,739     6,605   155,923   154,667:    7,199     8,455
    :                                                                                         :
    : Changes from: January 17, 2012           (Change in open interest:       5,562)         :
    :     -151     2,426     1,156     5,741     3,262    -1,130    -1,119     5,616     5,725:      -53      -162
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.0      13.4      29.3      30.4      48.1      25.0       4.0      95.6      94.8:      4.4       5.2
    :                                                                                         :
    : Total Traders:   325          Number of Traders in Each Category                        :
    :       79        92       104       103       104        25        16       260       274:
-------------------------------------------------------------------------------------------------------------------
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Updated January 27, 2012