COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 581,523
: Positions :
: 65,129 72,973 148,546 80,710 259,913 240,371 36,067 534,757 517,500: 46,767 64,024
: :
: Changes from: May 17, 2011 (Change in open interest: 2,433) :
: 4,344 -11,896 3,238 -7,571 9,860 -1,849 1,105 -1,838 2,308: 4,272 126
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 12.5 25.5 13.9 44.7 41.3 6.2 92.0 89.0: 8.0 11.0
: :
: Total Traders: 465 Number of Traders in Each Category :
: 136 146 195 87 125 31 21 366 395:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 186,096
: Positions :
: 44,758 8,663 23,324 45,815 115,049 46,789 11,937 160,686 158,974: 25,411 27,123
: :
: Changes from: May 17, 2011 (Change in open interest: 3,120) :
: -253 -886 2,149 -814 25 652 345 1,734 1,632: 1,386 1,488
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.1 4.7 12.5 24.6 61.8 25.1 6.4 86.3 85.4: 13.7 14.6
: :
: Total Traders: 190 Number of Traders in Each Category :
: 58 19 47 52 75 19 8 147 137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 2,094,720
: Positions :
: 340,400 81,801 658,627 383,931 959,546 496,976 118,976 1,879,934 1,818,950: 214,786 275,770
: :
: Changes from: May 17, 2011 (Change in open interest: -33,989) :
: 11,728 -20,688 -30,991 -21,170 9,918 4,033 6,148 -36,400 -35,613: 2,411 1,625
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 3.9 31.4 18.3 45.8 23.7 5.7 89.7 86.8: 10.3 13.2
: :
: Total Traders: 896 Number of Traders in Each Category :
: 253 153 289 282 413 30 23 685 772:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 788,602
: Positions :
: 109,845 49,026 254,503 169,906 365,291 197,919 31,924 732,173 700,745: 56,429 87,857
: :
: Changes from: May 17, 2011 (Change in open interest: 14,461) :
: 12,921 2,963 160 -4,246 10,611 2,222 -200 11,058 13,533: 3,403 928
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 6.2 32.3 21.5 46.3 25.1 4.0 92.8 88.9: 7.2 11.1
: :
: Total Traders: 558 Number of Traders in Each Category :
: 180 136 218 113 181 28 20 431 466:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 389,434
: Positions :
: 63,246 34,708 88,876 97,551 225,110 102,699 13,376 352,372 362,070: 37,062 27,364
: :
: Changes from: May 17, 2011 (Change in open interest: 2,141) :
: 10,573 -5,773 1,295 -14,667 8,084 522 -253 -2,277 3,354: 4,419 -1,212
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 8.9 22.8 25.0 57.8 26.4 3.4 90.5 93.0: 9.5 7.0
: :
: Total Traders: 274 Number of Traders in Each Category :
: 86 63 94 59 67 23 15 225 205:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 302,469
: Positions :
: 35,769 8,514 99,473 83,281 165,129 64,430 15,263 282,953 288,378: 19,516 14,091
: :
: Changes from: May 17, 2011 (Change in open interest: 4,795) :
: 22 327 -528 3,662 3,551 1,197 1,156 4,352 4,506: 443 289
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 2.8 32.9 27.5 54.6 21.3 5.0 93.5 95.3: 6.5 4.7
: :
: Total Traders: 240 Number of Traders in Each Category :
: 105 44 74 46 59 26 16 200 171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 261,950
: Positions :
: 29,685 40,745 69,493 34,390 111,538 104,130 4,265 237,697 226,041: 24,253 35,909
: :
: Changes from: May 17, 2011 (Change in open interest: -516) :
: -2,228 8,645 -211 4,964 -7,544 -1,729 -87 797 802: -1,313 -1,319
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 15.6 26.5 13.1 42.6 39.8 1.6 90.7 86.3: 9.3 13.7
: :
: Total Traders: 260 Number of Traders in Each Category :
: 86 71 105 40 63 24 15 194 223:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 460,444
: Positions :
: 66,943 31,655 152,275 64,161 197,359 145,181 2,792 428,560 384,082: 31,885 76,363
: :
: Changes from: May 17, 2011 (Change in open interest: 6,965) :
: -11,090 1,566 11,042 6,789 -1,963 -1,081 344 5,660 10,989: 1,305 -4,024
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 6.9 33.1 13.9 42.9 31.5 0.6 93.1 83.4: 6.9 16.6
: :
: Total Traders: 403 Number of Traders in Each Category :
: 100 91 135 96 165 27 16 290 353:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 42,709
: Positions :
: 9,277 3,405 8,688 7,594 8,732 9,897 705 35,456 21,529: 7,253 21,181
: :
: Changes from: May 17, 2011 (Change in open interest: -987) :
: -2,310 349 956 -16 -1,019 -368 464 -1,738 750: 751 -1,737
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 8.0 20.3 17.8 20.4 23.2 1.7 83.0 50.4: 17.0 49.6
: :
: Total Traders: 166 Number of Traders in Each Category :
: 37 29 38 35 64 20 5 109 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 194,250
: Positions :
: 21,974 33,419 40,374 78,625 106,877 41,200 4,169 182,173 184,840: 12,077 9,411
: :
: Changes from: May 17, 2011 (Change in open interest: 5,098) :
: -2,574 872 6,400 1,470 -3,803 -70 506 5,225 3,975: -128 1,123
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 17.2 20.8 40.5 55.0 21.2 2.1 93.8 95.2: 6.2 4.8
: :
: Total Traders: 178 Number of Traders in Each Category :
: 45 57 48 47 45 20 11 138 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 759,727
: Positions :
: 95,625 44,031 155,055 192,151 431,354 249,823 53,984 692,654 684,424: 67,073 75,304
: :
: Changes from: May 17, 2011 (Change in open interest: 3,135) :
: -9,097 -8,870 1,156 9,508 11,520 -2,517 -3,471 -951 335: 4,086 2,800
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 5.8 20.4 25.3 56.8 32.9 7.1 91.2 90.1: 8.8 9.9
: :
: Total Traders: 237 Number of Traders in Each Category :
: 70 55 89 72 77 26 17 218 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 24, 2011
: 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 175,594
: Positions :
: 15,831 12,870 52,243 51,595 96,201 46,630 6,034 166,300 167,347: 9,294 8,247
: :
: Changes from: May 17, 2011 (Change in open interest: 5,159) :
: -3,745 1,180 3,986 3,197 -2,904 108 223 3,546 2,485: 1,613 2,674
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.0 7.3 29.8 29.4 54.8 26.6 3.4 94.7 95.3: 5.3 4.7
: :
: Total Traders: 335 Number of Traders in Each Category :
: 95 85 106 104 114 26 16 280 269:
-------------------------------------------------------------------------------------------------------------------
Updated May 27, 2011