COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 518,643
: Positions :
: 58,478 121,018 97,563 84,714 213,549 242,026 26,565 482,781 458,695: 35,863 59,948
: :
: Changes from: June 22, 2010 (Change in open interest: -59,032) :
: 1,649 -2,708 -35,607 -8,517 -12,867 -9,864 -4,953 -52,339 -56,135: -6,693 -2,897
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 23.3 18.8 16.3 41.2 46.7 5.1 93.1 88.4: 6.9 11.6
: :
: Total Traders: 406 Number of Traders in Each Category :
: 106 145 150 68 91 29 16 302 326:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 161,523
: Positions :
: 28,581 29,120 27,974 38,627 73,130 46,729 813 141,910 131,037: 19,613 30,487
: :
: Changes from: June 22, 2010 (Change in open interest: -12,678) :
: 1,309 -1,305 -4,241 -2,978 -644 -2,145 -602 -8,055 -6,791: -4,624 -5,887
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 18.0 17.3 23.9 45.3 28.9 0.5 87.9 81.1: 12.1 18.9
: :
: Total Traders: 162 Number of Traders in Each Category :
: 39 32 41 43 58 19 6 122 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 1,458,113
: Positions :
: 171,398 210,824 373,072 285,439 560,002 489,757 20,007 1,319,667 1,163,905: 138,447 294,208
: :
: Changes from: June 22, 2010 (Change in open interest: -156,538) :
: -17,254 32,966 -102,988 -8,116 -60,486 -22,850 -17,310 -151,207 -147,818: -5,330 -8,719
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 14.5 25.6 19.6 38.4 33.6 1.4 90.5 79.8: 9.5 20.2
: :
: Total Traders: 739 Number of Traders in Each Category :
: 179 171 253 206 280 30 20 548 634:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 550,065
: Positions :
: 58,029 67,513 143,959 120,028 227,944 183,642 12,733 505,659 452,149: 44,406 97,916
: :
: Changes from: June 22, 2010 (Change in open interest: -51,201) :
: -6,307 2,224 -26,705 -9,368 -22,753 -1,901 -1,357 -44,281 -48,591: -6,920 -2,610
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 12.3 26.2 21.8 41.4 33.4 2.3 91.9 82.2: 8.1 17.8
: :
: Total Traders: 483 Number of Traders in Each Category :
: 111 159 174 104 158 28 18 351 416:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 335,813
: Positions :
: 28,418 72,270 64,988 98,427 159,466 120,624 10,098 312,458 306,822: 23,355 28,991
: :
: Changes from: June 22, 2010 (Change in open interest: -28,060) :
: -4,834 13,325 -10,011 -4,093 -27,696 -3,736 -699 -22,674 -25,082: -5,386 -2,978
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 21.5 19.4 29.3 47.5 35.9 3.0 93.0 91.4: 7.0 8.6
: :
: Total Traders: 261 Number of Traders in Each Category :
: 48 92 86 52 51 26 12 197 199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 219,190
: Positions :
: 50,787 10,827 40,977 35,094 153,833 78,155 5,220 205,013 210,858: 14,177 8,332
: :
: Changes from: June 22, 2010 (Change in open interest: -663) :
: 690 -29 1,361 268 -2,582 -412 1,366 1,909 116: -2,572 -780
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.2 4.9 18.7 16.0 70.2 35.7 2.4 93.5 96.2: 6.5 3.8
: :
: Total Traders: 242 Number of Traders in Each Category :
: 103 42 59 47 60 28 13 204 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 222,640
: Positions :
: 34,950 15,273 54,450 15,045 109,685 96,504 8,607 200,950 188,015: 21,691 34,625
: :
: Changes from: June 22, 2010 (Change in open interest: 5,794) :
: 3,170 -1,437 3,602 -1,099 2,571 1,354 332 7,028 5,068: -1,234 726
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 6.9 24.5 6.8 49.3 43.3 3.9 90.3 84.4: 9.7 15.6
: :
: Total Traders: 242 Number of Traders in Each Category :
: 84 51 86 45 61 25 12 200 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 386,939
: Positions :
: 83,187 37,795 99,534 29,135 173,948 146,053 7,601 357,909 318,877: 29,030 68,062
: :
: Changes from: June 22, 2010 (Change in open interest: -1,965) :
: -3,558 1,368 1,776 757 -4,749 2,111 1,428 1,086 -177: -3,051 -1,788
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.5 9.8 25.7 7.5 45.0 37.7 2.0 92.5 82.4: 7.5 17.6
: :
: Total Traders: 386 Number of Traders in Each Category :
: 117 71 116 74 156 26 9 268 312:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 40,989
: Positions :
: 11,275 5,239 6,163 6,765 8,280 9,478 1,670 33,680 21,352: 7,309 19,637
: :
: Changes from: June 22, 2010 (Change in open interest: 1,760) :
: 872 93 463 630 727 152 303 2,117 1,586: -357 174
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.5 12.8 15.0 16.5 20.2 23.1 4.1 82.2 52.1: 17.8 47.9
: :
: Total Traders: 160 Number of Traders in Each Category :
: 33 28 24 40 57 20 6 108 102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 127,792
: Positions :
: 26,608 8,028 22,190 44,472 90,165 26,231 2,268 119,501 122,649: 8,291 5,142
: :
: Changes from: June 22, 2010 (Change in open interest: 4,776) :
: 839 -948 1,338 2,158 5,820 135 -632 4,469 5,578: 307 -801
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.8 6.3 17.4 34.8 70.6 20.5 1.8 93.5 96.0: 6.5 4.0
: :
: Total Traders: 156 Number of Traders in Each Category :
: 58 27 35 34 42 22 13 125 107:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 719,854
: Positions :
: 91,258 25,979 157,776 169,013 419,338 241,127 62,568 659,174 665,661: 60,680 54,193
: :
: Changes from: June 22, 2010 (Change in open interest: -35,271) :
: -252 5,691 -55 -25,187 -35,279 -4,381 -1,852 -29,875 -31,495: -5,396 -3,777
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 3.6 21.9 23.5 58.3 33.5 8.7 91.6 92.5: 8.4 7.5
: :
: Total Traders: 220 Number of Traders in Each Category :
: 65 44 75 63 75 24 17 180 186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 29, 2010
: 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 234,775
: Positions :
: 42,206 14,142 78,536 45,344 128,625 57,405 4,722 223,491 226,025: 11,284 8,750
: :
: Changes from: June 22, 2010 (Change in open interest: 8,933) :
: 1,720 -686 5,321 3,857 5,019 -809 950 10,088 10,604: -1,155 -1,671
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 6.0 33.5 19.3 54.8 24.5 2.0 95.2 96.3: 4.8 3.7
: :
: Total Traders: 420 Number of Traders in Each Category :
: 146 92 119 103 141 27 17 343 308:
-------------------------------------------------------------------------------------------------------------------
Updated July 2, 2010