COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 534,448
: Positions :
: 48,531 100,720 136,367 71,206 194,336 235,879 36,911 491,984 468,334: 42,464 66,114
: :
: Changes from: August 2, 2011 (Change in open interest: -4,485) :
: 653 -362 494 4,713 -3,225 -8,328 1,032 -2,468 -2,061: -2,017 -2,424
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.1 18.8 25.5 13.3 36.4 44.1 6.9 92.1 87.6: 7.9 12.4
: :
: Total Traders: 417 Number of Traders in Each Category :
: 111 142 177 85 108 31 23 337 356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 179,951
: Positions :
: 44,337 14,221 29,438 40,463 104,677 41,992 2,486 156,230 150,822: 23,721 29,130
: :
: Changes from: August 2, 2011 (Change in open interest: 1,295) :
: 558 861 -2,989 6,550 3,508 -4,494 -2,692 -375 -1,312: 1,670 2,608
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.6 7.9 16.4 22.5 58.2 23.3 1.4 86.8 83.8: 13.2 16.2
: :
: Total Traders: 182 Number of Traders in Each Category :
: 54 28 55 55 68 18 9 145 146:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 1,894,620
: Positions :
: 280,385 74,077 592,255 359,085 823,489 476,239 122,052 1,707,964 1,611,873: 186,656 282,747
: :
: Changes from: August 2, 2011 (Change in open interest: 2,690) :
: -14,360 -10,612 28,300 9,962 -7,847 -18,612 -3,897 5,289 5,944: -2,599 -3,254
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.8 3.9 31.3 19.0 43.5 25.1 6.4 90.1 85.1: 9.9 14.9
: :
: Total Traders: 874 Number of Traders in Each Category :
: 228 174 285 269 396 28 21 670 748:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 707,033
: Positions :
: 87,699 62,214 207,987 172,652 331,289 184,315 23,764 652,652 625,254: 54,381 81,779
: :
: Changes from: August 2, 2011 (Change in open interest: -2,086) :
: -36,514 8,203 9,248 39,718 -22,354 -9,542 -1,410 2,910 -6,313: -4,996 4,227
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 8.8 29.4 24.4 46.9 26.1 3.4 92.3 88.4: 7.7 11.6
: :
: Total Traders: 573 Number of Traders in Each Category :
: 158 169 215 113 192 27 18 406 501:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 334,757
: Positions :
: 41,762 60,462 57,774 116,888 171,225 92,414 15,339 308,837 304,800: 25,920 29,957
: :
: Changes from: August 2, 2011 (Change in open interest: 6,390) :
: -14,207 16,027 2,002 28,294 -18,541 -3,102 2,140 12,987 1,629: -6,597 4,762
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 18.1 17.3 34.9 51.1 27.6 4.6 92.3 91.1: 7.7 8.9
: :
: Total Traders: 250 Number of Traders in Each Category :
: 59 77 71 58 61 23 16 186 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 248,622
: Positions :
: 43,160 11,633 73,103 52,087 138,096 65,713 13,327 234,063 236,160: 14,559 12,462
: :
: Changes from: August 2, 2011 (Change in open interest: 4,718) :
: -1,561 460 4,903 3,949 -2,514 -1,796 1,506 5,494 4,355: -776 363
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 4.7 29.4 21.0 55.5 26.4 5.4 94.1 95.0: 5.9 5.0
: :
: Total Traders: 255 Number of Traders in Each Category :
: 114 49 83 46 60 26 15 211 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 310,255
: Positions :
: 56,035 26,776 88,794 28,739 145,461 106,707 2,914 280,276 263,946: 29,979 46,309
: :
: Changes from: August 2, 2011 (Change in open interest: 1,629) :
: -1,830 -882 2,782 4,805 1,083 -3,055 -1,166 2,702 1,818: -1,073 -189
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 8.6 28.6 9.3 46.9 34.4 0.9 90.3 85.1: 9.7 14.9
: :
: Total Traders: 295 Number of Traders in Each Category :
: 115 59 121 48 78 26 9 246 225:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 388,787
: Positions :
: 63,505 33,649 98,036 55,774 188,064 145,741 3,412 363,056 323,161: 25,731 65,626
: :
: Changes from: August 2, 2011 (Change in open interest: -36,085) :
: -4,622 -2,015 -26,900 999 -6,594 -2,892 -1,085 -33,415 -36,594: -2,670 509
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 8.7 25.2 14.3 48.4 37.5 0.9 93.4 83.1: 6.6 16.9
: :
: Total Traders: 391 Number of Traders in Each Category :
: 86 92 123 88 165 25 7 276 325:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 39,837
: Positions :
: 5,647 3,988 8,678 6,015 7,593 10,646 1,274 30,986 21,533: 8,851 18,305
: :
: Changes from: August 2, 2011 (Change in open interest: -4,552) :
: -2,472 162 -943 -62 -1,465 -537 184 -4,014 -2,063: -537 -2,489
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.2 10.0 21.8 15.1 19.1 26.7 3.2 77.8 54.1: 22.2 45.9
: :
: Total Traders: 160 Number of Traders in Each Category :
: 39 28 44 39 56 19 10 123 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 197,956
: Positions :
: 17,407 31,426 41,575 91,842 113,786 37,680 2,527 188,504 189,313: 9,452 8,643
: :
: Changes from: August 2, 2011 (Change in open interest: -7,729) :
: -3,073 3,280 -3,212 3,770 -5,496 -4,024 -2,274 -6,539 -7,703: -1,191 -27
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.8 15.9 21.0 46.4 57.5 19.0 1.3 95.2 95.6: 4.8 4.4
: :
: Total Traders: 175 Number of Traders in Each Category :
: 43 50 46 48 48 21 11 137 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 829,885
: Positions :
: 122,380 21,622 207,398 165,366 481,358 248,211 55,620 743,355 765,998: 86,530 63,887
: :
: Changes from: August 2, 2011 (Change in open interest: -35,503) :
: -25,894 482 -4,624 832 -26,880 -2,112 -240 -31,798 -31,262: -3,706 -4,241
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.7 2.6 25.0 19.9 58.0 29.9 6.7 89.6 92.3: 10.4 7.7
: :
: Total Traders: 243 Number of Traders in Each Category :
: 92 45 92 67 74 25 17 226 188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 9, 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 176,344
: Positions :
: 10,079 23,666 53,975 61,977 84,506 42,006 5,126 168,038 167,273: 8,306 9,071
: :
: Changes from: August 2, 2011 (Change in open interest: 1,485) :
: 268 331 74 2,975 815 -2,022 -632 1,294 588: 190 897
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.7 13.4 30.6 35.1 47.9 23.8 2.9 95.3 94.9: 4.7 5.1
: :
: Total Traders: 335 Number of Traders in Each Category :
: 83 97 116 102 108 25 15 271 282:
-------------------------------------------------------------------------------------------------------------------
Updated August 12, 2011