```
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   546,285
    : Positions                                                                               :
    :   63,126    96,125   148,333    66,079   219,051   238,764    32,160   516,302   495,670:   29,983    50,615
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:         731)         :
    :    1,750    -3,458       819     3,571     5,813    -4,341    -1,862     1,800     1,312:   -1,069      -581
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      17.6      27.2      12.1      40.1      43.7       5.9      94.5      90.7:      5.5       9.3
    :                                                                                         :
    : Total Traders:   395          Number of Traders in Each Category                        :
    :       98       144       142        76       108        28        18       294       330:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   144,292
    : Positions                                                                               :
    :   26,790    20,214    18,575    37,905    70,323    43,519     6,660   126,789   115,772:   17,503    28,520
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:       1,066)         :
    :      100    -3,938       531    -2,263     1,868       833       556      -799      -983:    1,865     2,048
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.6      14.0      12.9      26.3      48.7      30.2       4.6      87.9      80.2:     12.1      19.8
    :                                                                                         :
    : Total Traders:   155          Number of Traders in Each Category                        :
    :       31        40        40        45        53        20        10       121       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 1,681,497
    : Positions                                                                               :
    :  167,074   151,496   508,795   364,882   651,199   479,483    73,515 1,520,233 1,385,005:  161,263   296,492
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:     -18,251)         :
    :  -23,809    18,232   -11,532    13,638   -25,047       822    -3,728   -20,881   -22,075:    2,631     3,824
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.9       9.0      30.3      21.7      38.7      28.5       4.4      90.4      82.4:      9.6      17.6
    :                                                                                         :
    : Total Traders:   751          Number of Traders in Each Category                        :
    :      173       189       255       241       311        28        21       575       657:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 1,093,933
    : Positions                                                                               :
    :  209,501    40,069   370,727   232,308   519,913   210,979    59,497 1,023,515   990,206:   70,418   103,727
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:     -14,805)         :
    :   -2,483     1,562    -8,477     1,448    -3,374    -3,550    -2,365   -13,061   -12,655:   -1,744    -2,150
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.2       3.7      33.9      21.2      47.5      19.3       5.4      93.6      90.5:      6.4       9.5
    :                                                                                         :
    : Total Traders:   618          Number of Traders in Each Category                        :
    :      236       131       270       153       197        27        18       526       525:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   470,165
    : Positions                                                                               :
    :   48,049    91,693   105,862   169,204   208,419   114,137    26,131   437,251   432,106:   32,914    38,059
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:       3,142)         :
    :   -6,518     4,406     6,582     4,463   -11,945    -2,326     1,707     2,202       750:      941     2,393
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.2      19.5      22.5      36.0      44.3      24.3       5.6      93.0      91.9:      7.0       8.1
    :                                                                                         :
    : Total Traders:   305          Number of Traders in Each Category                        :
    :       54       108       119        64        67        22        14       235       253:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   306,308
    : Positions                                                                               :
    :   41,590    45,599    89,845    79,399   145,368    79,254     6,822   290,089   287,634:   16,219    18,674
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:       7,669)         :
    :    1,439      -780     6,548    -1,392     1,341       301        83     6,895     7,192:      774       477
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.6      14.9      29.3      25.9      47.5      25.9       2.2      94.7      93.9:      5.3       6.1
    :                                                                                         :
    : Total Traders:   316          Number of Traders in Each Category                        :
    :      111       104        91        59        62        25        15       236       234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   335,328
    : Positions                                                                               :
    :   45,659    62,864   111,403    42,336   104,877   103,510    11,690   302,908   290,834:   32,420    44,493
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:       4,316)         :
    :    1,624    -1,318     1,097      -727     3,053     2,828     1,523     4,821     4,355:     -505       -38
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.6      18.7      33.2      12.6      31.3      30.9       3.5      90.3      86.7:      9.7      13.3
    :                                                                                         :
    : Total Traders:   311          Number of Traders in Each Category                        :
    :       76       116       130        65        76        24        12       242       271:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   446,622
    : Positions                                                                               :
    :   87,569    44,118   136,981    68,254   193,777   123,931     7,648   416,735   382,524:   29,887    64,099
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:        -973)         :
    :   -4,461    -5,650     1,735     2,307     4,705      -998      -699    -1,416        91:      444    -1,064
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.6       9.9      30.7      15.3      43.4      27.7       1.7      93.3      85.6:      6.7      14.4
    :                                                                                         :
    : Total Traders:   414          Number of Traders in Each Category                        :
    :      123        94       150        95       155        24        11       306       358:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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    45,384
    : Positions                                                                               :
    :   11,288     6,971     9,877     7,435     9,196     8,640       928    37,240    26,972:    8,144    18,412
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:      -5,032)         :
    :   -2,387    -1,221    -1,791      -418      -542        47       -25    -4,549    -3,578:     -483    -1,454
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     24.9      15.4      21.8      16.4      20.3      19.0       2.0      82.1      59.4:     17.9      40.6
    :                                                                                         :
    : Total Traders:   199          Number of Traders in Each Category                        :
    :       58        38        39        40        64        18         5       135       130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   201,720
    : Positions                                                                               :
    :   13,275    36,007    38,855    99,612   108,906    40,480     6,079   192,223   189,848:    9,497    11,872
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:       4,327)         :
    :   -1,342    -1,217      -303     5,209     2,098       147     1,778     3,712     2,356:      615     1,971
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.6      17.8      19.3      49.4      54.0      20.1       3.0      95.3      94.1:      4.7       5.9
    :                                                                                         :
    : Total Traders:   193          Number of Traders in Each Category                        :
    :       42        79        52        44        40        20         5       140       145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   934,883
    : Positions                                                                               :
    :  112,348   114,646   193,027   279,301   491,876   277,532    36,674   862,209   836,223:   72,674    98,660
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:      29,606)         :
    :    1,833     3,002    13,301    11,262     6,751      -840      -523    25,557    22,531:    4,049     7,075
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.0      12.3      20.6      29.9      52.6      29.7       3.9      92.2      89.4:      7.8      10.6
    :                                                                                         :
    : Total Traders:   249          Number of Traders in Each Category                        :
    :       67        73        86        69        76        27        19       208       211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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   229,971
    : Positions                                                                               :
    :   18,604    38,845    86,307    70,828    87,046    46,443     8,696   222,182   220,895:    7,789     9,076
    :                                                                                         :
    : Changes from: May 22, 2012               (Change in open interest:       7,350)         :
    :   -2,229     1,169     6,378     3,589      -919    -1,144      -464     6,595     6,165:      755     1,185
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.1      16.9      37.5      30.8      37.9      20.2       3.8      96.6      96.1:      3.4       3.9
    :                                                                                         :
    : Total Traders:   389          Number of Traders in Each Category                        :
    :       87       131       117       120       113        27        15       299       322:
-------------------------------------------------------------------------------------------------------------------
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Updated June 5, 2012