COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 536,561
: Positions :
: 54,418 105,673 126,310 67,241 211,910 243,040 27,463 491,009 471,356: 45,553 65,205
: :
: Changes from: June 28, 2011 (Change in open interest: 13,739) :
: -1,118 6,991 10,129 -918 -3,553 7,131 180 15,224 13,747: -1,485 -7
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.1 19.7 23.5 12.5 39.5 45.3 5.1 91.5 87.8: 8.5 12.2
: :
: Total Traders: 430 Number of Traders in Each Category :
: 119 150 166 75 107 30 21 321 364:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 173,203
: Positions :
: 36,183 14,634 27,381 44,371 97,299 44,143 6,562 152,078 145,876: 21,126 27,327
: :
: Changes from: June 28, 2011 (Change in open interest: 996) :
: -1,725 1,656 4,014 1,209 -1,300 -544 -1,063 2,953 3,306: -1,957 -2,310
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.9 8.4 15.8 25.6 56.2 25.5 3.8 87.8 84.2: 12.2 15.8
: :
: Total Traders: 170 Number of Traders in Each Category :
: 43 28 46 46 63 19 6 131 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 1,719,396
: Positions :
: 235,707 93,911 467,021 357,374 803,231 467,750 88,144 1,527,852 1,452,307: 191,544 267,089
: :
: Changes from: June 28, 2011 (Change in open interest: -60,511) :
: -26,726 10,005 -13,896 4,217 -45,928 -416 -1,897 -36,822 -51,716: -23,690 -8,795
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 5.5 27.2 20.8 46.7 27.2 5.1 88.9 84.5: 11.1 15.5
: :
: Total Traders: 821 Number of Traders in Each Category :
: 218 157 266 271 370 28 24 639 707:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 701,227
: Positions :
: 84,539 63,590 193,335 176,432 331,776 194,766 25,662 649,073 614,364: 52,154 86,862
: :
: Changes from: June 28, 2011 (Change in open interest: -11,498) :
: 1,522 1,575 -8,031 -1,033 -2,859 -2,567 222 -10,108 -9,092: -1,389 -2,406
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 9.1 27.6 25.2 47.3 27.8 3.7 92.6 87.6: 7.4 12.4
: :
: Total Traders: 526 Number of Traders in Each Category :
: 151 137 192 112 187 27 20 381 460:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 328,507
: Positions :
: 46,489 51,313 59,274 97,103 174,716 95,567 14,515 298,434 299,817: 30,074 28,690
: :
: Changes from: June 28, 2011 (Change in open interest: -3,942) :
: -5,297 6,341 2,102 -2,588 -9,117 862 -386 -4,920 -1,061: 979 -2,881
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.2 15.6 18.0 29.6 53.2 29.1 4.4 90.8 91.3: 9.2 8.7
: :
: Total Traders: 251 Number of Traders in Each Category :
: 56 80 86 51 59 23 17 194 202:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 217,807
: Positions :
: 37,037 8,958 54,333 50,779 132,641 62,480 10,251 204,629 206,183: 13,178 11,624
: :
: Changes from: June 28, 2011 (Change in open interest: 904) :
: 1,690 859 -1,149 2,036 1,006 -632 -178 1,945 538: -1,041 366
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 4.1 24.9 23.3 60.9 28.7 4.7 93.9 94.7: 6.1 5.3
: :
: Total Traders: 230 Number of Traders in Each Category :
: 107 33 76 45 57 24 16 196 164:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 283,121
: Positions :
: 39,712 35,718 79,441 30,938 122,439 109,220 8,001 259,310 245,599: 23,811 37,523
: :
: Changes from: June 28, 2011 (Change in open interest: 5,523) :
: -162 -981 2,082 -460 1,926 3,118 2,091 4,578 5,118: 945 404
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 12.6 28.1 10.9 43.2 38.6 2.8 91.6 86.7: 8.4 13.3
: :
: Total Traders: 261 Number of Traders in Each Category :
: 82 73 104 39 64 25 11 207 207:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 431,785
: Positions :
: 62,612 33,259 129,632 60,884 191,262 151,214 6,828 404,341 360,981: 27,444 70,805
: :
: Changes from: June 28, 2011 (Change in open interest: 4,196) :
: 544 -2,123 1,519 -1,837 937 2,035 3,529 2,261 3,861: 1,935 335
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.5 7.7 30.0 14.1 44.3 35.0 1.6 93.6 83.6: 6.4 16.4
: :
: Total Traders: 404 Number of Traders in Each Category :
: 96 93 136 85 168 26 11 292 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 44,430
: Positions :
: 9,093 3,249 10,100 6,872 9,572 11,147 486 37,211 23,408: 7,219 21,023
: :
: Changes from: June 28, 2011 (Change in open interest: 1,645) :
: 1,859 -219 511 -1,023 520 -20 109 1,328 920: 317 725
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.5 7.3 22.7 15.5 21.5 25.1 1.1 83.8 52.7: 16.2 47.3
: :
: Total Traders: 172 Number of Traders in Each Category :
: 39 29 43 34 67 20 7 121 127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 194,281
: Positions :
: 26,939 26,335 37,146 78,443 120,769 40,551 2,093 183,078 186,342: 11,203 7,939
: :
: Changes from: June 28, 2011 (Change in open interest: 10,694) :
: 5,556 472 2,639 -371 8,387 1,216 -174 9,040 11,324: 1,655 -630
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 13.6 19.1 40.4 62.2 20.9 1.1 94.2 95.9: 5.8 4.1
: :
: Total Traders: 177 Number of Traders in Each Category :
: 58 42 47 39 47 22 5 145 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 797,192
: Positions :
: 147,339 40,690 162,405 145,458 486,709 253,155 47,053 708,356 736,857: 88,836 60,335
: :
: Changes from: June 28, 2011 (Change in open interest: 11,649) :
: 9,818 2,057 13,943 -16,029 -2,676 842 842 8,574 14,166: 3,075 -2,516
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 5.1 20.4 18.2 61.1 31.8 5.9 88.9 92.4: 11.1 7.6
: :
: Total Traders: 241 Number of Traders in Each Category :
: 86 46 86 63 79 26 17 213 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 5, 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 163,194
: Positions :
: 11,267 13,917 45,896 51,284 88,607 46,975 7,379 155,422 155,798: 7,772 7,396
: :
: Changes from: June 28, 2011 (Change in open interest: 2,120) :
: 1,475 -2,883 546 -1,966 4,435 1,219 134 1,274 2,232: 846 -112
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.9 8.5 28.1 31.4 54.3 28.8 4.5 95.2 95.5: 4.8 4.5
: :
: Total Traders: 334 Number of Traders in Each Category :
: 90 92 103 100 114 25 16 266 276:
-------------------------------------------------------------------------------------------------------------------
Updated July 8, 2011