```
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   550,005
    : Positions                                                                               :
    :   53,162   128,316   134,412    71,712   182,984   252,611    42,034   511,896   487,746:   38,109    62,259
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:       2,779)         :
    :    8,098   -12,575    -5,363    -4,083    16,327     7,412     5,656     6,063     4,045:   -3,284    -1,266
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      9.7      23.3      24.4      13.0      33.3      45.9       7.6      93.1      88.7:      6.9      11.3
    :                                                                                         :
    : Total Traders:   394          Number of Traders in Each Category                        :
    :      111       139       166        74        96        28        21       308       343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   152,133
    : Positions                                                                               :
    :   25,202    17,351    25,142    38,695    78,695    43,371     5,172   132,410   126,360:   19,723    25,773
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:         840)         :
    :     -117    -5,421    -2,386       579     6,406     2,115     1,023       190      -379:      649     1,219
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     16.6      11.4      16.5      25.4      51.7      28.5       3.4      87.0      83.1:     13.0      16.9
    :                                                                                         :
    : Total Traders:   158          Number of Traders in Each Category                        :
    :       37        32        39        50        53        20         9       123       121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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 1,676,757
    : Positions                                                                               :
    :  252,289   126,725   474,972   352,370   709,718   439,457    89,224 1,519,088 1,400,639:  157,669   276,118
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:     -13,144)         :
    :   16,250   -16,051   -21,668    -1,266    25,883    13,724    11,544     7,040      -292:  -20,184   -12,852
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     15.0       7.6      28.3      21.0      42.3      26.2       5.3      90.6      83.5:      9.4      16.5
    :                                                                                         :
    : Total Traders:   721          Number of Traders in Each Category                        :
    :      158       180       249       246       309        28        19       563       641:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   684,586
    : Positions                                                                               :
    :   78,521    59,074   221,100   138,225   288,849   199,407    29,760   637,253   598,783:   47,333    85,803
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:        -334)         :
    :    1,538     7,162   -19,360    17,702     9,736       337       -44       217    -2,506:     -551     2,173
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     11.5       8.6      32.3      20.2      42.2      29.1       4.3      93.1      87.5:      6.9      12.5
    :                                                                                         :
    : Total Traders:   470          Number of Traders in Each Category                        :
    :      118       149       205       118       142        28        20       388       417:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   376,334
    : Positions                                                                               :
    :   47,721    77,710    76,058   102,945   174,509   122,250    15,005   348,974   343,281:   27,360    33,053
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:       9,342)         :
    :    1,415     5,124     3,229     3,936    -1,434     2,375     1,165    10,955     8,084:   -1,613     1,257
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     12.7      20.6      20.2      27.4      46.4      32.5       4.0      92.7      91.2:      7.3       8.8
    :                                                                                         :
    : Total Traders:   268          Number of Traders in Each Category                        :
    :       55        90        92        59        61        23        15       202       219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   236,798
    : Positions                                                                               :
    :   32,975    18,206    56,447    63,836   137,554    68,333    10,119   221,591   222,326:   15,207    14,471
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:       7,385)         :
    :   -1,964     2,783    -2,143    10,044     3,300     2,029     2,802     7,966     6,742:     -580       643
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     13.9       7.7      23.8      27.0      58.1      28.9       4.3      93.6      93.9:      6.4       6.1
    :                                                                                         :
    : Total Traders:   262          Number of Traders in Each Category                        :
    :       87        79        94        47        63        24        16       209       206:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   296,067
    : Positions                                                                               :
    :   55,428    42,807    81,308    31,596   121,704    98,946    10,593   267,278   256,412:   28,789    39,655
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:        -609)         :
    :   -1,379      -704     2,956    -3,000    -2,905     2,653      -198     1,229      -851:   -1,838       242
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     18.7      14.5      27.5      10.7      41.1      33.4       3.6      90.3      86.6:      9.7      13.4
    :                                                                                         :
    : Total Traders:   281          Number of Traders in Each Category                        :
    :       79        88       110        46        66        23        11       222       221:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   433,009
    : Positions                                                                               :
    :   95,530    37,629   118,450    57,291   192,717   130,409    10,518   401,680   359,315:   31,329    73,694
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:       3,646)         :
    :    5,117    -1,876    -2,744      -813     6,539     2,852       589     4,412     2,508:     -766     1,138
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     22.1       8.7      27.4      13.2      44.5      30.1       2.4      92.8      83.0:      7.2      17.0
    :                                                                                         :
    : Total Traders:   440          Number of Traders in Each Category                        :
    :      128       103       135        96       165        24        11       328       347:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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    49,598
    : Positions                                                                               :
    :   17,733     4,223    11,463     3,771     9,901     8,976     1,545    41,943    27,132:    7,655    22,466
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:        -154)         :
    :      614       293      -577      -293       385       305       131        49       231:     -203      -386
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     35.8       8.5      23.1       7.6      20.0      18.1       3.1      84.6      54.7:     15.4      45.3
    :                                                                                         :
    : Total Traders:   205          Number of Traders in Each Category                        :
    :       66        36        51        31        62        20        10       146       141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   192,710
    : Positions                                                                               :
    :   12,199    32,792    36,081    97,971   106,717    35,498     5,144   181,749   180,735:   10,961    11,976
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:      -1,580)         :
    :   -2,366    -5,849       960    -2,280    -1,152     2,651     3,319    -1,036    -2,722:     -545     1,142
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      6.3      17.0      18.7      50.8      55.4      18.4       2.7      94.3      93.8:      5.7       6.2
    :                                                                                         :
    : Total Traders:   164          Number of Traders in Each Category                        :
    :       34        56        51        41        43        19        10       126       133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   844,819
    : Positions                                                                               :
    :   73,382    42,633   191,617   231,435   470,814   275,436    56,496   771,870   761,560:   72,949    83,259
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:      25,256)         :
    :      438     4,191     3,217    26,612    16,726     4,509       469    34,777    24,603:   -9,520       654
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :      8.7       5.0      22.7      27.4      55.7      32.6       6.7      91.4      90.1:      8.6       9.9
    :                                                                                         :
    : Total Traders:   234          Number of Traders in Each Category                        :
    :       66        57        90        68        79        27        18       210       198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of January 31, 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   173,674
    : Positions                                                                               :
    :   18,617    25,036    53,117    52,337    78,944    41,422     7,081   165,492   164,178:    8,182     9,497
    :                                                                                         :
    : Changes from: January 24, 2012           (Change in open interest:      10,553)         :
    :      739     3,220     5,394     2,754       421       682       476     9,569     9,511:      983     1,042
    :                                                                                         :
    : Percent of Open Interest Represented by Each Category of Trader                         :
    :     10.7      14.4      30.6      30.1      45.5      23.9       4.1      95.3      94.5:      4.7       5.5
    :                                                                                         :
    : Total Traders:   340          Number of Traders in Each Category                        :
    :       75       107       106       101       107        26        16       263       289:
-------------------------------------------------------------------------------------------------------------------
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Updated February 3, 2012