COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 526,288
: Positions :
: 47,662 96,487 132,630 62,369 198,672 240,310 32,416 482,971 460,205: 43,317 66,082
: :
: Changes from: July 19, 2011 (Change in open interest: -9,484) :
: -3,559 4,715 -7,688 369 -8,105 2,957 2,214 -7,921 -8,865: -1,563 -619
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.1 18.3 25.2 11.9 37.7 45.7 6.2 91.8 87.4: 8.2 12.6
: :
: Total Traders: 407 Number of Traders in Each Category :
: 111 141 163 78 106 30 22 312 350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 178,008
: Positions :
: 40,276 12,600 32,687 37,470 99,947 46,727 6,345 157,160 151,580: 20,847 26,428
: :
: Changes from: July 19, 2011 (Change in open interest: 3,688) :
: 2,649 -1,051 2,474 -1,939 2,159 -471 53 2,713 3,635: 975 54
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.6 7.1 18.4 21.0 56.1 26.2 3.6 88.3 85.2: 11.7 14.8
: :
: Total Traders: 177 Number of Traders in Each Category :
: 40 35 55 49 68 19 9 137 144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 1,794,304
: Positions :
: 273,619 82,981 516,315 342,164 812,879 475,772 103,624 1,607,870 1,515,799: 186,434 278,505
: :
: Changes from: July 19, 2011 (Change in open interest: -31,314) :
: -970 -4,014 -20,039 -12,755 -14,799 5,576 1,706 -28,189 -37,147: -3,125 5,833
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 4.6 28.8 19.1 45.3 26.5 5.8 89.6 84.5: 10.4 15.5
: :
: Total Traders: 857 Number of Traders in Each Category :
: 221 172 271 275 391 28 22 655 737:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 726,297
: Positions :
: 133,639 48,717 202,945 131,083 368,067 193,540 24,579 661,207 644,309: 65,090 81,988
: :
: Changes from: July 19, 2011 (Change in open interest: -30,174) :
: 7,075 165 -25,585 -13,567 -5,191 555 -1,334 -31,523 -31,946: 1,348 1,771
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 6.7 27.9 18.0 50.7 26.6 3.4 91.0 88.7: 9.0 11.3
: :
: Total Traders: 573 Number of Traders in Each Category :
: 185 145 207 118 189 27 19 440 468:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 320,975
: Positions :
: 51,457 42,522 54,347 87,737 186,314 95,605 11,971 289,146 295,154: 31,829 25,820
: :
: Changes from: July 19, 2011 (Change in open interest: -23,315) :
: -5,254 2,268 -5,843 -6,010 -19,337 -2,319 -1,013 -19,426 -23,925: -3,889 610
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 13.2 16.9 27.3 58.0 29.8 3.7 90.1 92.0: 9.9 8.0
: :
: Total Traders: 238 Number of Traders in Each Category :
: 61 68 69 54 61 22 16 187 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 236,114
: Positions :
: 44,229 10,481 64,758 47,576 137,839 64,124 11,671 220,687 224,749: 15,427 11,364
: :
: Changes from: July 19, 2011 (Change in open interest: 5,942) :
: 2,822 -115 1,753 -309 4,094 980 -65 5,246 5,667: 696 275
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 4.4 27.4 20.1 58.4 27.2 4.9 93.5 95.2: 6.5 4.8
: :
: Total Traders: 252 Number of Traders in Each Category :
: 113 48 82 47 59 24 16 213 176:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 295,250
: Positions :
: 53,031 29,516 79,095 25,136 139,143 108,794 4,719 266,056 252,473: 29,194 42,777
: :
: Changes from: July 19, 2011 (Change in open interest: 5,143) :
: 1,481 -3,585 2,886 -1,067 3,350 -74 1,038 3,225 3,688: 1,918 1,455
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 10.0 26.8 8.5 47.1 36.8 1.6 90.1 85.5: 9.9 14.5
: :
: Total Traders: 276 Number of Traders in Each Category :
: 105 58 105 47 73 26 9 230 205:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 423,639
: Positions :
: 69,056 32,228 125,195 53,852 195,019 145,896 4,329 393,998 356,771: 29,641 66,869
: :
: Changes from: July 19, 2011 (Change in open interest: -9,675) :
: -291 6,203 -5,963 -971 -5,779 41 227 -7,185 -5,311: -2,490 -4,364
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 7.6 29.6 12.7 46.0 34.4 1.0 93.0 84.2: 7.0 15.8
: :
: Total Traders: 401 Number of Traders in Each Category :
: 96 95 125 93 165 26 12 290 334:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 45,816
: Positions :
: 8,444 3,612 10,905 6,916 9,728 11,354 1,232 37,618 25,477: 8,198 20,339
: :
: Changes from: July 19, 2011 (Change in open interest: -1,013) :
: -1,269 547 -438 199 86 301 -15 -1,206 180: 193 -1,193
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 7.9 23.8 15.1 21.2 24.8 2.7 82.1 55.6: 17.9 44.4
: :
: Total Traders: 176 Number of Traders in Each Category :
: 40 32 46 39 67 21 9 130 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 199,527
: Positions :
: 22,667 24,336 41,377 83,288 123,061 40,731 3,358 188,063 192,131: 11,464 7,396
: :
: Changes from: July 19, 2011 (Change in open interest: 2,310) :
: -3,812 -692 1,416 4,571 -86 1,095 1,155 3,270 1,792: -960 518
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 12.2 20.7 41.7 61.7 20.4 1.7 94.3 96.3: 5.7 3.7
: :
: Total Traders: 174 Number of Traders in Each Category :
: 52 43 50 42 47 23 9 144 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 873,515
: Positions :
: 153,940 23,656 209,905 155,810 512,385 257,025 57,072 776,680 803,017: 96,834 70,497
: :
: Changes from: July 19, 2011 (Change in open interest: 28,848) :
: 4,636 -9,804 16,895 -1,390 11,869 2,167 1,460 22,308 20,420: 6,539 8,428
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.6 2.7 24.0 17.8 58.7 29.4 6.5 88.9 91.9: 11.1 8.1
: :
: Total Traders: 242 Number of Traders in Each Category :
: 84 54 86 63 75 25 17 218 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 26, 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 168,512
: Positions :
: 8,949 21,203 52,796 55,575 81,921 43,179 4,987 160,499 160,908: 8,013 7,604
: :
: Changes from: July 19, 2011 (Change in open interest: 1,711) :
: -793 1,694 5,131 -55 -3,907 -2,466 -2,201 1,817 718: -106 993
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.3 12.6 31.3 33.0 48.6 25.6 3.0 95.2 95.5: 4.8 4.5
: :
: Total Traders: 347 Number of Traders in Each Category :
: 91 96 123 112 115 25 14 289 293:
-------------------------------------------------------------------------------------------------------------------
Updated July 29, 2011