```
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   550,696
    : Positions                                                                               :
    :   63,965   115,636   140,333    74,056   195,446   241,822    43,059   520,175   494,474:   30,521    56,223
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:       4,411)         :
    :      839    19,511    -8,001     7,978   -23,605     3,058    10,899     3,873    -1,196:      538     5,607
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      21.0      25.5      13.4      35.5      43.9       7.8      94.5      89.8:      5.5      10.2
    :                                                                                         :
    : Total Traders:   382          Number of Traders in Each Category                        :
    :      101       137       145        80       103        27        20       293       327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   155,049
    : Positions                                                                               :
    :   28,067    22,387    22,046    38,667    71,876    44,443     6,613   133,223   122,922:   21,826    32,127
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:      10,757)         :
    :    1,276     2,173     3,471       762     1,553       924       -47     6,433     7,150:    4,324     3,607
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.1      14.4      14.2      24.9      46.4      28.7       4.3      85.9      79.3:     14.1      20.7
    :                                                                                         :
    : Total Traders:   152          Number of Traders in Each Category                        :
    :       34        38        45        42        50        18         9       121       120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 1,696,371
    : Positions                                                                               :
    :  163,673   170,055   516,955   361,584   631,419   480,980    82,585 1,523,193 1,401,014:  173,178   295,356
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:      14,874)         :
    :   -3,401    18,559     8,161    -3,298   -19,780     1,497     9,070     2,960    16,010:   11,914    -1,136
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.6      10.0      30.5      21.3      37.2      28.4       4.9      89.8      82.6:     10.2      17.4
    :                                                                                         :
    : Total Traders:   718          Number of Traders in Each Category                        :
    :      169       187       261       228       292        28        23       557       642:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 1,082,409
    : Positions                                                                               :
    :  185,289    43,451   375,121   239,398   502,704   212,266    61,106 1,012,075   982,382:   70,335   100,028
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:     -11,524)         :
    :  -24,212     3,382     4,394     7,091   -17,209     1,287     1,609   -11,440    -7,825:      -84    -3,699
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     17.1       4.0      34.7      22.1      46.4      19.6       5.6      93.5      90.8:      6.5       9.2
    :                                                                                         :
    : Total Traders:   607          Number of Traders in Each Category                        :
    :      220       132       267       153       196        27        18       511       524:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   477,593
    : Positions                                                                               :
    :   43,043    96,341   109,765   174,269   202,227   116,297    29,236   443,373   437,569:   34,220    40,024
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:       7,428)         :
    :   -5,006     4,648     3,903     5,065    -6,192     2,160     3,104     6,123     5,463:    1,306     1,965
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.0      20.2      23.0      36.5      42.3      24.4       6.1      92.8      91.6:      7.2       8.4
    :                                                                                         :
    : Total Traders:   300          Number of Traders in Each Category                        :
    :       62        91       120        68        65        22        15       237       249:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   332,891
    : Positions                                                                               :
    :   43,021    46,804   102,704    95,926   156,810    76,302     8,333   317,953   314,650:   14,938    18,241
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:      26,583)         :
    :    1,431     1,204    12,859    16,527    11,442    -2,952     1,511    27,864    27,016:   -1,281      -433
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.9      14.1      30.9      28.8      47.1      22.9       2.5      95.5      94.5:      4.5       5.5
    :                                                                                         :
    : Total Traders:   312          Number of Traders in Each Category                        :
    :      107       105        89        58        64        25        15       237       228:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   332,349
    : Positions                                                                               :
    :   40,248    45,901   120,540    34,765   108,959   106,421    10,689   301,973   286,089:   30,376    46,260
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:      -2,979)         :
    :   -5,411   -16,963     9,137    -7,571     4,082     2,911    -1,001      -934    -4,746:   -2,045     1,767
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.1      13.8      36.3      10.5      32.8      32.0       3.2      90.9      86.1:      9.1      13.9
    :                                                                                         :
    : Total Traders:   301          Number of Traders in Each Category                        :
    :       80       104       128        63        78        24        11       246       253:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   405,340
    : Positions                                                                               :
    :   80,547    42,475   103,674    63,308   187,335   125,881     8,720   373,410   342,204:   31,930    63,136
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:     -41,282)         :
    :   -7,022    -1,644   -33,306    -4,946    -6,441     1,950     1,072   -43,326   -40,319:    2,043      -963
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     19.9      10.5      25.6      15.6      46.2      31.1       2.2      92.1      84.4:      7.9      15.6
    :                                                                                         :
    : Total Traders:   393          Number of Traders in Each Category                        :
    :      108        94       145        87       142        24        11       292       337:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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    45,435
    : Positions                                                                               :
    :   10,877     6,444    10,360     7,617     9,183     8,356     1,020    37,209    27,007:    8,226    18,428
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:          51)         :
    :     -411      -528       483       182       -13      -284        92       -31        34:       82        17
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     23.9      14.2      22.8      16.8      20.2      18.4       2.2      81.9      59.4:     18.1      40.6
    :                                                                                         :
    : Total Traders:   201          Number of Traders in Each Category                        :
    :       56        39        43        42        70        16         6       137       139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   200,677
    : Positions                                                                               :
    :   12,899    38,995    39,689    97,317   102,826    41,984     6,773   191,889   188,283:    8,788    12,394
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:      -1,043)         :
    :     -376     2,988       834    -2,294    -6,080     1,503       694      -334    -1,565:     -709       522
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.4      19.4      19.8      48.5      51.2      20.9       3.4      95.6      93.8:      4.4       6.2
    :                                                                                         :
    : Total Traders:   193          Number of Traders in Each Category                        :
    :       39        82        51        44        41        20         8       137       151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   968,739
    : Positions                                                                               :
    :  112,471   113,181   214,209   294,222   505,213   276,507    39,674   897,409   872,278:   71,329    96,461
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:      33,855)         :
    :      123    -1,465    21,182    14,921    13,337    -1,025     3,000    35,200    36,055:   -1,345    -2,199
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.6      11.7      22.1      30.4      52.2      28.5       4.1      92.6      90.0:      7.4      10.0
    :                                                                                         :
    : Total Traders:   246          Number of Traders in Each Category                        :
    :       66        70        82        73        77        26        19       206       209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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   246,042
    : Positions                                                                               :
    :   17,761    39,159    98,014    73,648    88,751    48,770    11,300   238,192   237,224:    7,850     8,818
    :                                                                                         :
    : Changes from: May 29, 2012               (Change in open interest:      16,072)         :
    :     -843       314    11,707     2,819     1,705     2,327     2,604    16,010    16,330:       61      -258
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      7.2      15.9      39.8      29.9      36.1      19.8       4.6      96.8      96.4:      3.2       3.6
    :                                                                                         :
    : Total Traders:   404          Number of Traders in Each Category                        :
    :       95       136       127       122       114        27        16       318       331:
-------------------------------------------------------------------------------------------------------------------
```

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Updated June 8, 2012