```
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   509,752
    : Positions                                                                               :
    :   78,578    96,189   118,086    58,486   214,937   222,129    26,474   477,280   455,686:   32,473    54,066
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:     -33,517)         :
    :   10,451   -27,651   -15,414   -18,271    15,278   -12,264    -5,166   -35,497   -32,952:    1,980      -565
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.4      18.9      23.2      11.5      42.2      43.6       5.2      93.6      89.4:      6.4      10.6
    :                                                                                         :
    : Total Traders:   371          Number of Traders in Each Category                        :
    :       86       142       139        66       103        28        21       277       317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   148,478
    : Positions                                                                               :
    :   37,895    16,613    12,237    36,937    87,724    43,012     6,279   130,082   122,853:   18,397    25,625
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:     -14,897)         :
    :    3,524    -7,326    -5,743    -3,765     9,711      -164      -121    -6,149    -3,479:   -8,748   -11,418
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     25.5      11.2       8.2      24.9      59.1      29.0       4.2      87.6      82.7:     12.4      17.3
    :                                                                                         :
    : Total Traders:   161          Number of Traders in Each Category                        :
    :       36        31        35        46        61        20         9       124       120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 1,509,075
    : Positions                                                                               :
    :  168,208   117,669   426,482   299,701   649,611   434,105    50,251 1,328,497 1,244,013:  180,579   265,062
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:    -131,616)         :
    :   -7,500   -37,152   -84,337   -23,809    21,175   -21,989    -9,274  -137,635  -109,588:    6,018   -22,029
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.1       7.8      28.3      19.9      43.0      28.8       3.3      88.0      82.4:     12.0      17.6
    :                                                                                         :
    : Total Traders:   686          Number of Traders in Each Category                        :
    :      175       143       229       235       304        29        20       549       599:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 1,046,687
    : Positions                                                                               :
    :  232,686    35,866   331,326   198,830   532,294   197,467    47,274   960,309   946,761:   86,377    99,926
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:     -70,152)         :
    :   18,173     3,648   -63,156   -25,824    -5,797    -3,689    -3,455   -74,496   -68,760:    4,344    -1,391
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.2       3.4      31.7      19.0      50.9      18.9       4.5      91.7      90.5:      8.3       9.5
    :                                                                                         :
    : Total Traders:   604          Number of Traders in Each Category                        :
    :      238       106       231       171       200        29        17       535       477:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   399,083
    : Positions                                                                               :
    :   39,721    92,242    87,646   134,807   164,018   102,304    19,661   364,478   363,566:   34,604    35,517
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:     -63,238)         :
    :  -10,870    -9,801   -16,073   -33,708   -33,384    -3,341    -5,016   -63,991   -64,273:      753     1,035
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.0      23.1      22.0      33.8      41.1      25.6       4.9      91.3      91.1:      8.7       8.9
    :                                                                                         :
    : Total Traders:   272          Number of Traders in Each Category                        :
    :       58        87        96        61        66        21        16       202       231:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   251,461
    : Positions                                                                               :
    :   41,805    36,355    73,781    45,336   122,187    74,734     3,021   235,656   235,344:   15,805    16,117
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:      -6,150)         :
    :   -2,699      -249     4,246    -7,814    -8,980       628      -466    -5,639    -5,449:     -510      -701
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6      14.5      29.3      18.0      48.6      29.7       1.2      93.7      93.6:      6.3       6.4
    :                                                                                         :
    : Total Traders:   290          Number of Traders in Each Category                        :
    :      104        87        73        46        58        26        14       216       195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   301,467
    : Positions                                                                               :
    :   48,096    33,722    91,629    27,558   118,963   102,256     8,065   269,540   252,379:   31,927    49,088
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:       4,867)         :
    :   -2,387    -1,791     3,095     3,072     1,402       128      -469     3,907     2,236:      960     2,631
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.0      11.2      30.4       9.1      39.5      33.9       2.7      89.4      83.7:     10.6      16.3
    :                                                                                         :
    : Total Traders:   315          Number of Traders in Each Category                        :
    :      100        88       121        63        75        25        11       254       247:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   408,126
    : Positions                                                                               :
    :   75,605    54,710   110,020    64,082   176,296   125,218     9,322   374,925   350,349:   33,201    57,778
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:       7,444)         :
    :   -2,030     5,379     8,839     1,852    -3,283      -818       -14     7,843    10,920:     -400    -3,477
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.5      13.4      27.0      15.7      43.2      30.7       2.3      91.9      85.8:      8.1      14.2
    :                                                                                         :
    : Total Traders:   405          Number of Traders in Each Category                        :
    :      115       100       140        89       142        24         9       286       348:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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    45,219
    : Positions                                                                               :
    :    6,833     6,877    11,222     8,830     7,674     8,051       880    34,936    26,654:   10,283    18,565
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:       1,162)         :
    :   -1,801     1,470       539     1,572    -1,339      -184       133       126       803:    1,036       358
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.1      15.2      24.8      19.5      17.0      17.8       1.9      77.3      58.9:     22.7      41.1
    :                                                                                         :
    : Total Traders:   186          Number of Traders in Each Category                        :
    :       34        42        43        54        66        18         7       127       143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   183,950
    : Positions                                                                               :
    :   15,811    35,522    31,622    88,516   100,445    38,066     4,918   174,015   172,506:    9,935    11,444
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:       4,106)         :
    :      458     3,506       885     2,627    -2,475      -381     1,016     3,589     2,932:      517     1,174
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.6      19.3      17.2      48.1      54.6      20.7       2.7      94.6      93.8:      5.4       6.2
    :                                                                                         :
    : Total Traders:   175          Number of Traders in Each Category                        :
    :       41        66        46        42        38        19         5       131       128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   812,937
    : Positions                                                                               :
    :  103,422    93,701   139,455   236,444   475,405   267,226    27,840   746,547   736,401:   66,389    76,535
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:     -38,875)         :
    :    1,054    -6,680       140   -29,519   -24,056    -5,954    -5,287   -34,279   -35,883:   -4,596    -2,992
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      11.5      17.2      29.1      58.5      32.9       3.4      91.8      90.6:      8.2       9.4
    :                                                                                         :
    : Total Traders:   210          Number of Traders in Each Category                        :
    :       60        48        66        67        70        25        16       184       168:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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   213,750
    : Positions                                                                               :
    :   18,145    39,486    74,722    66,742    83,207    46,095     7,597   205,704   205,012:    8,047     8,739
    :                                                                                         :
    : Changes from: June 19, 2012              (Change in open interest:       2,733)         :
    :     -305      -779     2,602      -234       794       701       -35     2,763     2,582:      -31       151
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.5      18.5      35.0      31.2      38.9      21.6       3.6      96.2      95.9:      3.8       4.1
    :                                                                                         :
    : Total Traders:   383          Number of Traders in Each Category                        :
    :       93       117       114       122       120        26        15       300       314:
-------------------------------------------------------------------------------------------------------------------
```

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Updated June 29, 2012