COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 582,926
: Positions :
: 66,271 69,862 156,081 74,914 255,258 239,422 36,558 536,687 517,758: 46,238 65,167
: :
: Changes from: May 24, 2011 (Change in open interest: 1,402) :
: 1,141 -3,111 7,534 -5,796 -4,655 -949 490 1,930 259: -528 1,144
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 12.0 26.8 12.9 43.8 41.1 6.3 92.1 88.8: 7.9 11.2
: :
: Total Traders: 461 Number of Traders in Each Category :
: 138 146 203 87 121 29 21 368 397:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 189,099
: Positions :
: 45,470 11,108 24,314 46,209 114,775 47,175 11,867 163,168 162,064: 25,931 27,034
: :
: Changes from: May 24, 2011 (Change in open interest: 3,002) :
: 712 2,445 990 394 -274 387 -70 2,482 3,091: 520 -88
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.0 5.9 12.9 24.4 60.7 24.9 6.3 86.3 85.7: 13.7 14.3
: :
: Total Traders: 197 Number of Traders in Each Category :
: 58 27 52 50 76 19 8 153 144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 2,146,889
: Positions :
: 359,535 79,329 681,889 378,569 971,270 505,349 125,227 1,925,342 1,857,715: 221,547 289,174
: :
: Changes from: May 24, 2011 (Change in open interest: 52,170) :
: 19,135 -2,473 23,263 -5,362 11,724 8,372 6,251 45,408 38,765: 6,762 13,404
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 3.7 31.8 17.6 45.2 23.5 5.8 89.7 86.5: 10.3 13.5
: :
: Total Traders: 903 Number of Traders in Each Category :
: 255 168 296 281 404 29 22 701 767:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 816,397
: Positions :
: 116,954 51,072 267,945 168,771 376,795 199,858 31,764 753,528 727,575: 62,869 88,822
: :
: Changes from: May 24, 2011 (Change in open interest: 27,795) :
: 7,109 2,045 13,441 -1,134 11,504 1,939 -160 21,355 26,830: 6,441 965
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.3 6.3 32.8 20.7 46.2 24.5 3.9 92.3 89.1: 7.7 10.9
: :
: Total Traders: 572 Number of Traders in Each Category :
: 190 142 224 111 185 28 20 439 478:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 394,319
: Positions :
: 72,008 30,066 89,058 89,924 235,070 103,176 11,843 354,167 366,038: 40,152 28,281
: :
: Changes from: May 24, 2011 (Change in open interest: 4,885) :
: 8,762 -4,642 182 -7,627 9,961 478 -1,533 1,795 3,969: 3,090 916
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 7.6 22.6 22.8 59.6 26.2 3.0 89.8 92.8: 10.2 7.2
: :
: Total Traders: 273 Number of Traders in Each Category :
: 89 62 92 55 67 24 15 224 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 304,256
: Positions :
: 38,114 6,313 100,684 80,608 166,380 64,568 16,408 283,975 289,785: 20,281 14,471
: :
: Changes from: May 24, 2011 (Change in open interest: 1,787) :
: 2,346 -2,200 1,211 -2,672 1,251 138 1,145 1,022 1,407: 765 380
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 2.1 33.1 26.5 54.7 21.2 5.4 93.3 95.2: 6.7 4.8
: :
: Total Traders: 242 Number of Traders in Each Category :
: 117 35 79 48 59 24 14 206 171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 264,045
: Positions :
: 28,973 47,041 72,500 33,834 105,250 104,300 4,680 239,607 229,472: 24,438 34,573
: :
: Changes from: May 24, 2011 (Change in open interest: 2,095) :
: -712 6,296 3,008 -556 -6,288 169 415 1,909 3,431: 186 -1,336
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 17.8 27.5 12.8 39.9 39.5 1.8 90.7 86.9: 9.3 13.1
: :
: Total Traders: 266 Number of Traders in Each Category :
: 83 77 108 43 62 24 15 202 226:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 456,835
: Positions :
: 66,163 38,575 147,850 65,227 191,744 146,013 3,563 425,253 381,732: 31,582 75,103
: :
: Changes from: May 24, 2011 (Change in open interest: -3,609) :
: -780 6,920 -4,425 1,067 -5,615 832 771 -3,307 -2,350: -302 -1,259
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 8.4 32.4 14.3 42.0 32.0 0.8 93.1 83.6: 6.9 16.4
: :
: Total Traders: 403 Number of Traders in Each Category :
: 99 97 134 97 160 26 16 287 357:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 39,391
: Positions :
: 7,539 3,902 6,886 7,764 8,259 10,087 744 32,275 19,790: 7,116 19,600
: :
: Changes from: May 24, 2011 (Change in open interest: -3,319) :
: -1,738 497 -1,802 169 -473 190 39 -3,181 -1,738: -138 -1,580
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 9.9 17.5 19.7 21.0 25.6 1.9 81.9 50.2: 18.1 49.8
: :
: Total Traders: 157 Number of Traders in Each Category :
: 31 31 31 37 60 20 5 103 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 196,128
: Positions :
: 19,632 31,621 40,697 81,558 107,968 43,108 6,354 184,995 186,641: 11,133 9,487
: :
: Changes from: May 24, 2011 (Change in open interest: 1,878) :
: -2,342 -1,798 323 2,933 1,091 1,908 2,185 2,822 1,801: -944 77
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 16.1 20.8 41.6 55.0 22.0 3.2 94.3 95.2: 5.7 4.8
: :
: Total Traders: 177 Number of Traders in Each Category :
: 48 52 45 47 45 21 13 141 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 789,907
: Positions :
: 98,983 46,313 165,578 202,679 453,388 250,371 54,405 717,612 719,684: 72,295 70,223
: :
: Changes from: May 24, 2011 (Change in open interest: 30,180) :
: 3,358 2,282 10,523 10,528 22,034 548 421 24,958 35,260: 5,222 -5,081
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 5.9 21.0 25.7 57.4 31.7 6.9 90.8 91.1: 9.2 8.9
: :
: Total Traders: 249 Number of Traders in Each Category :
: 79 52 92 75 81 26 19 228 199:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 31, 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 174,422
: Positions :
: 16,266 11,976 53,247 48,985 95,296 46,775 6,475 165,273 166,994: 9,148 7,427
: :
: Changes from: May 24, 2011 (Change in open interest: -1,172) :
: 434 -893 1,004 -2,611 -905 145 441 -1,027 -353: -145 -820
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.3 6.9 30.5 28.1 54.6 26.8 3.7 94.8 95.7: 5.2 4.3
: :
: Total Traders: 346 Number of Traders in Each Category :
: 112 81 110 102 114 27 17 294 273:
-------------------------------------------------------------------------------------------------------------------
Updated June 3, 2011