COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 522,822
: Positions :
: 55,536 98,682 116,180 68,160 215,464 235,909 27,283 475,784 457,609: 47,037 65,212
: :
: Changes from: June 21, 2011 (Change in open interest: -79,666) :
: -2,328 711 -43,714 -21,050 -15,529 -8,310 -17,412 -75,403 -75,944: -4,263 -3,722
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.6 18.9 22.2 13.0 41.2 45.1 5.2 91.0 87.5: 9.0 12.5
: :
: Total Traders: 428 Number of Traders in Each Category :
: 117 147 167 80 112 29 22 322 368:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 172,207
: Positions :
: 37,908 12,978 23,368 43,162 98,599 44,687 7,625 149,125 142,570: 23,082 29,638
: :
: Changes from: June 21, 2011 (Change in open interest: -10,314) :
: -3,205 2,583 -1,412 -4,725 -5,195 -465 -4,894 -9,807 -8,919: -507 -1,395
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.0 7.5 13.6 25.1 57.3 25.9 4.4 86.6 82.8: 13.4 17.2
: :
: Total Traders: 168 Number of Traders in Each Category :
: 45 25 43 51 64 19 6 135 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 1,779,907
: Positions :
: 262,433 83,906 480,917 353,157 849,159 468,166 90,042 1,564,673 1,504,024: 215,234 275,884
: :
: Changes from: June 21, 2011 (Change in open interest: -353,017) :
: -37,739 -1,853 -220,941 -59,181 -69,926 -31,924 -51,622 -349,784 -344,341: -3,232 -8,676
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.7 4.7 27.0 19.8 47.7 26.3 5.1 87.9 84.5: 12.1 15.5
: :
: Total Traders: 846 Number of Traders in Each Category :
: 236 152 275 280 378 28 21 662 723:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 712,724
: Positions :
: 83,016 62,015 201,366 177,465 334,635 197,333 25,440 659,181 623,456: 53,543 89,268
: :
: Changes from: June 21, 2011 (Change in open interest: -113,167) :
: -14,313 99 -64,868 -18,826 -30,248 -11,879 -18,019 -109,887 -113,035: -3,281 -132
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 8.7 28.3 24.9 47.0 27.7 3.6 92.5 87.5: 7.5 12.5
: :
: Total Traders: 524 Number of Traders in Each Category :
: 134 156 190 115 185 28 19 386 455:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 332,449
: Positions :
: 51,786 44,972 57,172 99,691 183,833 94,705 14,901 303,354 300,878: 29,095 31,571
: :
: Changes from: June 21, 2011 (Change in open interest: -64,962) :
: -12,857 2,045 -27,816 -11,039 -37,612 -7,050 -5,725 -58,763 -69,109: -6,199 4,146
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 13.5 17.2 30.0 55.3 28.5 4.5 91.2 90.5: 8.8 9.5
: :
: Total Traders: 246 Number of Traders in Each Category :
: 59 71 84 54 64 23 16 195 198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 216,904
: Positions :
: 35,347 8,099 55,482 48,743 131,635 63,112 10,429 202,685 205,645: 14,219 11,259
: :
: Changes from: June 21, 2011 (Change in open interest: -8,548) :
: 653 1,173 47 -6,611 -8,913 -882 -523 -6,793 -8,216: -1,755 -332
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 3.7 25.6 22.5 60.7 29.1 4.8 93.4 94.8: 6.6 5.2
: :
: Total Traders: 228 Number of Traders in Each Category :
: 106 32 76 45 56 24 15 193 163:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 277,599
: Positions :
: 39,874 36,699 77,359 31,398 120,513 106,102 5,910 254,732 240,481: 22,866 37,118
: :
: Changes from: June 21, 2011 (Change in open interest: 18,460) :
: 5,601 -2,830 9,441 3,071 7,401 662 2,983 18,775 16,995: -315 1,465
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 13.2 27.9 11.3 43.4 38.2 2.1 91.8 86.6: 8.2 13.4
: :
: Total Traders: 268 Number of Traders in Each Category :
: 91 64 108 41 66 25 11 214 212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 427,589
: Positions :
: 62,068 35,382 128,113 62,721 190,326 149,179 3,299 402,081 357,119: 25,508 70,470
: :
: Changes from: June 21, 2011 (Change in open interest: 8,417) :
: -2,003 -5,685 9,209 772 3,865 1,384 406 9,361 7,794: -944 623
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 8.3 30.0 14.7 44.5 34.9 0.8 94.0 83.5: 6.0 16.5
: :
: Total Traders: 404 Number of Traders in Each Category :
: 95 99 140 81 162 26 12 288 346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 42,785
: Positions :
: 7,233 3,469 9,589 7,894 9,053 11,167 377 35,884 22,487: 6,901 20,298
: :
: Changes from: June 21, 2011 (Change in open interest: 1,238) :
: 650 -866 786 -934 293 289 189 790 403: 448 836
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.9 8.1 22.4 18.5 21.2 26.1 0.9 83.9 52.6: 16.1 47.4
: :
: Total Traders: 159 Number of Traders in Each Category :
: 37 26 41 33 61 21 5 113 118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 183,586
: Positions :
: 21,384 25,863 34,507 78,813 112,381 39,335 2,268 174,038 175,018: 9,548 8,569
: :
: Changes from: June 21, 2011 (Change in open interest: 353) :
: 954 -3,273 -420 -977 4,291 198 -221 -244 377: 598 -24
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 14.1 18.8 42.9 61.2 21.4 1.2 94.8 95.3: 5.2 4.7
: :
: Total Traders: 169 Number of Traders in Each Category :
: 48 47 43 43 46 21 6 137 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 785,543
: Positions :
: 137,521 38,633 148,462 161,487 489,386 252,313 46,211 699,783 722,692: 85,760 62,851
: :
: Changes from: June 21, 2011 (Change in open interest: 3,665) :
: 2,267 -1,715 15,871 -13,909 -6,763 -4,073 1,508 156 8,902: 3,508 -5,237
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 4.9 18.9 20.6 62.3 32.1 5.9 89.1 92.0: 10.9 8.0
: :
: Total Traders: 243 Number of Traders in Each Category :
: 86 43 83 65 82 26 16 212 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 28, 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 161,074
: Positions :
: 9,792 16,800 45,350 53,250 84,171 45,756 7,245 154,148 153,566: 6,927 7,508
: :
: Changes from: June 21, 2011 (Change in open interest: 495) :
: 74 -32 680 -356 -140 697 740 1,094 1,247: -600 -752
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.1 10.4 28.2 33.1 52.3 28.4 4.5 95.7 95.3: 4.3 4.7
: :
: Total Traders: 338 Number of Traders in Each Category :
: 93 91 105 101 113 25 16 268 280:
-------------------------------------------------------------------------------------------------------------------
Updated July 1, 2011