COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 383,387
: Positions :
: 43,416 80,043 95,240 44,944 140,670 170,256 18,292 353,855 334,246: 29,532 49,142
: :
: Changes from: June 23, 2009 (Change in open interest: -62,674) :
: 763 9,824 -42,528 -14,388 -20,683 845 -7,415 -55,308 -60,802: -7,366 -1,872
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 20.9 24.8 11.7 36.7 44.4 4.8 92.3 87.2: 7.7 12.8
: :
: Total Traders: 355 Number of Traders in Each Category :
: 80 130 132 59 92 30 17 265 293:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 91,080
: Positions :
: 9,792 9,237 13,968 24,184 44,613 27,875 389 75,819 68,207: 15,260 22,872
: :
: Changes from: June 23, 2009 (Change in open interest: -7,884) :
: -1,065 1,953 -2,259 -1,687 -5,792 -7 -892 -5,019 -6,991: -2,865 -893
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 10.1 15.3 26.6 49.0 30.6 0.4 83.2 74.9: 16.8 25.1
: :
: Total Traders: 134 Number of Traders in Each Category :
: 27 20 29 42 54 19 3 104 94:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 1,277,177
: Positions :
: 153,600 117,252 338,799 312,216 529,057 351,754 46,587 1,156,370 1,031,695: 120,807 245,482
: :
: Changes from: June 23, 2009 (Change in open interest: -110,983) :
: -5,296 3,477 -69,243 -25,636 -25,655 -1,440 -9,345 -101,614 -100,766: -9,369 -10,217
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 9.2 26.5 24.4 41.4 27.5 3.6 90.5 80.8: 9.5 19.2
: :
: Total Traders: 649 Number of Traders in Each Category :
: 172 117 204 199 276 29 18 493 549:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 578,217
: Positions :
: 95,135 21,848 169,083 104,674 278,955 155,474 18,386 524,366 488,272: 53,851 89,945
: :
: Changes from: June 23, 2009 (Change in open interest: -83,680) :
: -251 641 -54,659 -22,080 -24,446 -523 -4,781 -77,513 -83,245: -6,168 -436
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.5 3.8 29.2 18.1 48.2 26.9 3.2 90.7 84.4: 9.3 15.6
: :
: Total Traders: 453 Number of Traders in Each Category :
: 153 94 166 113 164 28 14 370 373:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 283,193
: Positions :
: 20,380 48,479 69,904 97,649 130,136 66,227 5,565 254,161 254,083: 29,032 29,110
: :
: Changes from: June 23, 2009 (Change in open interest: -23,551) :
: -4,843 6,549 -15,620 -4,429 -17,639 -300 -643 -25,192 -27,352: 1,641 3,801
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.2 17.1 24.7 34.5 46.0 23.4 2.0 89.7 89.7: 10.3 10.3
: :
: Total Traders: 225 Number of Traders in Each Category :
: 37 80 83 51 59 22 9 177 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 155,415
: Positions :
: 20,583 10,096 33,650 21,270 101,149 68,290 1,286 143,793 146,181: 11,623 9,234
: :
: Changes from: June 23, 2009 (Change in open interest: 3,986) :
: 1,986 1,566 1,296 -4,991 1,599 5,285 -112 3,577 4,348: 409 -363
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 6.5 21.7 13.7 65.1 43.9 0.8 92.5 94.1: 7.5 5.9
: :
: Total Traders: 194 Number of Traders in Each Category :
: 73 40 43 37 44 27 8 156 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 167,317
: Positions :
: 15,762 44,104 53,407 13,727 37,060 61,262 2,149 144,157 136,720: 23,160 30,597
: :
: Changes from: June 23, 2009 (Change in open interest: 2,014) :
: -1,727 1,409 -290 1,216 -803 924 -2,380 123 -2,063: 1,891 4,077
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 26.4 31.9 8.2 22.1 36.6 1.3 86.2 81.7: 13.8 18.3
: :
: Total Traders: 195 Number of Traders in Each Category :
: 51 78 66 28 30 24 6 152 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 262,646
: Positions :
: 47,463 40,760 58,522 37,751 116,052 94,406 805 238,143 216,139: 24,503 46,507
: :
: Changes from: June 23, 2009 (Change in open interest: 4,193) :
: 3,827 -9,953 3,869 -4,289 10,337 2,051 -296 5,457 3,957: -1,265 236
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 15.5 22.3 14.4 44.2 35.9 0.3 90.7 82.3: 9.3 17.7
: :
: Total Traders: 330 Number of Traders in Each Category :
: 79 82 87 72 131 26 7 234 258:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 27,180
: Positions :
: 6,038 3,076 5,648 2,153 7,471 7,347 42 21,186 16,238: 5,994 10,943
: :
: Changes from: June 23, 2009 (Change in open interest: 801) :
: 848 -1,984 173 -469 924 79 -148 631 -1,036: 170 1,837
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.2 11.3 20.8 7.9 27.5 27.0 0.2 77.9 59.7: 22.1 40.3
: :
: Total Traders: 121 Number of Traders in Each Category :
: 25 20 20 27 49 17 3 82 82:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 118,314
: Positions :
: 28,886 14,772 13,310 50,457 84,509 18,137 1,333 110,789 113,925: 7,525 4,390
: :
: Changes from: June 23, 2009 (Change in open interest: -1,839) :
: -1,908 589 303 -119 -2,118 648 242 -1,076 -984: -763 -855
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.4 12.5 11.2 42.6 71.4 15.3 1.1 93.6 96.3: 6.4 3.7
: :
: Total Traders: 142 Number of Traders in Each Category :
: 43 25 28 31 42 19 4 110 86:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 1,038,949
: Positions :
: 134,543 12,371 246,336 270,802 635,779 295,506 88,846 947,187 983,331: 91,762 55,617
: :
: Changes from: June 23, 2009 (Change in open interest: 19,993) :
: 15,028 -5,196 21,831 -30,073 -4,091 11,479 7,539 18,266 20,084: 1,727 -91
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 1.2 23.7 26.1 61.2 28.4 8.6 91.2 94.6: 8.8 5.4
: :
: Total Traders: 233 Number of Traders in Each Category :
: 80 37 74 66 79 27 16 209 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 30, 2009
: 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 141,516
: Positions :
: 19,562 13,981 36,072 34,918 83,568 42,541 504 133,092 134,125: 8,424 7,392
: :
: Changes from: June 23, 2009 (Change in open interest: -588) :
: -60 3,548 55 -1,655 -441 1,347 -2,930 -313 232: -275 -820
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 9.9 25.5 24.7 59.1 30.1 0.4 94.0 94.8: 6.0 5.2
: :
: Total Traders: 331 Number of Traders in Each Category :
: 107 73 94 93 100 27 6 273 234:
-------------------------------------------------------------------------------------------------------------------
Updated July 6, 2009