COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 541,783
: Positions :
: 52,786 101,267 132,298 67,864 213,324 242,631 29,279 495,578 476,167: 46,204 65,616
: :
: Changes from: July 5, 2011 (Change in open interest: 5,221) :
: -1,632 -4,406 5,988 622 1,413 -409 1,816 4,570 4,811: 652 410
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 18.7 24.4 12.5 39.4 44.8 5.4 91.5 87.9: 8.5 12.1
: :
: Total Traders: 414 Number of Traders in Each Category :
: 115 143 168 73 104 30 20 317 351:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 175,262
: Positions :
: 33,814 16,025 29,151 44,887 94,523 45,878 7,047 153,731 146,746: 21,531 28,517
: :
: Changes from: July 5, 2011 (Change in open interest: 2,059) :
: -2,369 1,390 1,770 517 -2,776 1,735 485 1,653 869: 406 1,189
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.3 9.1 16.6 25.6 53.9 26.2 4.0 87.7 83.7: 12.3 16.3
: :
: Total Traders: 176 Number of Traders in Each Category :
: 44 32 52 49 67 19 6 134 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 1,752,002
: Positions :
: 252,628 91,003 498,203 343,219 796,690 467,962 94,186 1,562,012 1,480,083: 189,990 271,919
: :
: Changes from: July 5, 2011 (Change in open interest: 32,607) :
: 16,921 -2,907 31,182 -14,155 -6,541 212 6,042 34,161 27,776: -1,554 4,831
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 5.2 28.4 19.6 45.5 26.7 5.4 89.2 84.5: 10.8 15.5
: :
: Total Traders: 837 Number of Traders in Each Category :
: 219 172 264 261 376 27 24 631 721:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 701,473
: Positions :
: 95,029 54,879 198,225 156,219 339,611 193,955 25,272 643,428 617,987: 58,045 83,487
: :
: Changes from: July 5, 2011 (Change in open interest: 246) :
: 10,491 -8,711 4,890 -20,213 7,834 -811 -390 -5,644 3,622: 5,891 -3,376
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 7.8 28.3 22.3 48.4 27.6 3.6 91.7 88.1: 8.3 11.9
: :
: Total Traders: 529 Number of Traders in Each Category :
: 147 141 191 115 186 27 21 388 457:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 325,971
: Positions :
: 51,398 40,438 56,516 91,712 188,304 95,307 13,299 294,932 298,558: 31,038 27,413
: :
: Changes from: July 5, 2011 (Change in open interest: -2,537) :
: 4,908 -10,875 -2,758 -5,392 13,589 -260 -1,215 -3,501 -1,260: 964 -1,277
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 12.4 17.3 28.1 57.8 29.2 4.1 90.5 91.6: 9.5 8.4
: :
: Total Traders: 244 Number of Traders in Each Category :
: 70 64 73 53 63 22 16 191 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 227,679
: Positions :
: 38,754 10,427 59,836 52,604 134,848 62,654 11,307 213,848 216,418: 13,832 11,262
: :
: Changes from: July 5, 2011 (Change in open interest: 9,872) :
: 1,717 1,469 5,503 1,826 2,207 173 1,056 9,218 10,235: 654 -363
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 4.6 26.3 23.1 59.2 27.5 5.0 93.9 95.1: 6.1 4.9
: :
: Total Traders: 239 Number of Traders in Each Category :
: 104 42 78 47 61 23 15 201 171:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 298,815
: Positions :
: 47,283 35,342 84,034 30,561 132,348 109,685 5,454 271,563 257,177: 27,252 41,638
: :
: Changes from: July 5, 2011 (Change in open interest: 15,694) :
: 7,571 -376 4,593 -377 9,909 465 -2,548 12,252 11,579: 3,441 4,115
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 11.8 28.1 10.2 44.3 36.7 1.8 90.9 86.1: 9.1 13.9
: :
: Total Traders: 278 Number of Traders in Each Category :
: 98 69 104 45 69 26 11 228 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 439,901
: Positions :
: 69,901 26,975 135,579 54,450 198,845 149,683 5,534 409,612 366,933: 30,289 72,969
: :
: Changes from: July 5, 2011 (Change in open interest: 8,116) :
: 7,289 -6,284 5,947 -6,434 7,583 -1,531 -1,294 5,271 5,952: 2,846 2,164
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.9 6.1 30.8 12.4 45.2 34.0 1.3 93.1 83.4: 6.9 16.6
: :
: Total Traders: 412 Number of Traders in Each Category :
: 105 88 139 86 166 26 10 303 339:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 48,036
: Positions :
: 10,421 3,082 11,471 6,733 9,573 11,295 842 39,920 24,968: 8,116 23,068
: :
: Changes from: July 5, 2011 (Change in open interest: 3,605) :
: 1,328 -167 1,371 -138 1 148 356 2,709 1,560: 897 2,045
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 6.4 23.9 14.0 19.9 23.5 1.8 83.1 52.0: 16.9 48.0
: :
: Total Traders: 178 Number of Traders in Each Category :
: 48 32 47 32 64 19 9 127 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 197,375
: Positions :
: 27,161 24,450 39,093 80,115 124,345 40,277 2,605 186,647 190,493: 10,728 6,882
: :
: Changes from: July 5, 2011 (Change in open interest: 3,094) :
: 222 -1,885 1,948 1,672 3,576 -273 512 3,569 4,151: -475 -1,057
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 12.4 19.8 40.6 63.0 20.4 1.3 94.6 96.5: 5.4 3.5
: :
: Total Traders: 180 Number of Traders in Each Category :
: 60 40 51 41 49 22 7 148 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 845,922
: Positions :
: 147,998 32,854 192,961 152,397 502,680 256,784 52,102 750,139 780,596: 95,783 65,326
: :
: Changes from: July 5, 2011 (Change in open interest: 48,730) :
: 659 -7,836 30,556 6,939 15,970 3,629 5,049 41,783 43,739: 6,948 4,991
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 3.9 22.8 18.0 59.4 30.4 6.2 88.7 92.3: 11.3 7.7
: :
: Total Traders: 242 Number of Traders in Each Category :
: 89 50 89 60 74 25 16 218 186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 12, 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 160,645
: Positions :
: 10,849 15,320 44,783 51,477 87,606 46,135 6,435 153,243 154,144: 7,402 6,501
: :
: Changes from: July 5, 2011 (Change in open interest: -2,549) :
: -418 1,403 -1,113 193 -1,000 -840 -944 -2,179 -1,653: -370 -895
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.8 9.5 27.9 32.0 54.5 28.7 4.0 95.4 96.0: 4.6 4.0
: :
: Total Traders: 321 Number of Traders in Each Category :
: 76 91 100 102 116 25 14 264 263:
-------------------------------------------------------------------------------------------------------------------
Updated July 15, 2011