COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 545,554
: Positions :
: 61,376 99,583 147,514 62,507 213,239 243,105 34,022 514,502 494,358: 31,052 51,196
: :
: Changes from: May 15, 2012 (Change in open interest: 3,702) :
: -4,142 -57,137 25,038 -8,252 45,643 -8,765 -4,612 3,879 8,931: -176 -5,228
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 18.3 27.0 11.5 39.1 44.6 6.2 94.3 90.6: 5.7 9.4
: :
: Total Traders: 411 Number of Traders in Each Category :
: 106 155 148 79 109 28 18 312 336:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 143,226
: Positions :
: 26,691 24,152 18,044 40,168 68,455 42,686 6,104 127,589 116,755: 15,638 26,471
: :
: Changes from: May 15, 2012 (Change in open interest: -8,178) :
: -3,953 -12,778 2,225 -5,259 5,303 726 -672 -6,261 -5,922: -1,918 -2,256
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 16.9 12.6 28.0 47.8 29.8 4.3 89.1 81.5: 10.9 18.5
: :
: Total Traders: 159 Number of Traders in Each Category :
: 32 42 39 47 54 20 8 123 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 1,699,747
: Positions :
: 190,883 133,264 520,327 351,244 676,246 478,661 77,242 1,541,115 1,407,079: 158,633 292,668
: :
: Changes from: May 15, 2012 (Change in open interest: -23,290) :
: -12,754 -41,242 4,265 -4,019 22,901 -6,425 20 -18,932 -14,056: -4,358 -9,234
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 7.8 30.6 20.7 39.8 28.2 4.5 90.7 82.8: 9.3 17.2
: :
: Total Traders: 751 Number of Traders in Each Category :
: 168 192 260 233 315 28 20 573 655:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 1,108,738
: Positions :
: 211,984 38,508 379,204 230,860 523,288 214,529 61,862 1,036,576 1,002,861: 72,162 105,877
: :
: Changes from: May 15, 2012 (Change in open interest: 4,148) :
: -6,592 4,603 10,099 -2,063 -10,999 -462 296 982 3,998: 3,166 150
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 3.5 34.2 20.8 47.2 19.3 5.6 93.5 90.5: 6.5 9.5
: :
: Total Traders: 629 Number of Traders in Each Category :
: 246 131 271 158 200 28 19 537 532:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 467,023
: Positions :
: 54,566 87,288 99,280 164,740 220,364 116,462 24,424 435,049 431,356: 31,973 35,666
: :
: Changes from: May 15, 2012 (Change in open interest: 18,609) :
: -5,233 5,065 15,133 11,725 -2,129 -1,487 259 20,137 18,328: -1,528 281
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.7 18.7 21.3 35.3 47.2 24.9 5.2 93.2 92.4: 6.8 7.6
: :
: Total Traders: 298 Number of Traders in Each Category :
: 57 106 104 67 68 23 14 227 241:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 298,639
: Positions :
: 40,151 46,379 83,297 80,792 144,027 78,954 6,739 283,193 280,442: 15,446 18,197
: :
: Changes from: May 15, 2012 (Change in open interest: 16,679) :
: -5,604 -2,358 11,507 9,296 7,068 -161 136 15,039 16,354: 1,640 326
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 15.5 27.9 27.1 48.2 26.4 2.3 94.8 93.9: 5.2 6.1
: :
: Total Traders: 313 Number of Traders in Each Category :
: 106 107 90 58 61 25 15 230 235:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 331,011
: Positions :
: 44,035 64,182 110,307 43,063 101,824 100,682 10,167 298,086 286,480: 32,925 44,531
: :
: Changes from: May 15, 2012 (Change in open interest: -1,851) :
: 1,809 -8,887 3,455 -2,036 5,739 -3,781 -2,099 -554 -1,792: -1,296 -58
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 19.4 33.3 13.0 30.8 30.4 3.1 90.1 86.5: 9.9 13.5
: :
: Total Traders: 311 Number of Traders in Each Category :
: 83 105 122 65 78 24 12 238 268:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 447,595
: Positions :
: 92,031 49,769 135,246 65,947 189,071 124,929 8,347 418,152 382,432: 29,443 65,163
: :
: Changes from: May 15, 2012 (Change in open interest: -1,082) :
: 2,415 -10,162 9,143 -7,037 510 -726 -796 3,796 -1,305: -4,877 223
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.6 11.1 30.2 14.7 42.2 27.9 1.9 93.4 85.4: 6.6 14.6
: :
: Total Traders: 417 Number of Traders in Each Category :
: 112 110 149 95 155 24 11 305 362:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 50,416
: Positions :
: 13,675 8,192 11,668 7,854 9,738 8,593 953 41,789 30,551: 8,627 19,866
: :
: Changes from: May 15, 2012 (Change in open interest: 1,416) :
: 906 -119 1,088 -424 366 130 45 1,701 1,380: -284 36
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.1 16.2 23.1 15.6 19.3 17.0 1.9 82.9 60.6: 17.1 39.4
: :
: Total Traders: 207 Number of Traders in Each Category :
: 59 40 39 44 68 18 6 139 137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 197,393
: Positions :
: 14,617 37,224 39,158 94,402 106,808 40,333 4,301 188,511 187,492: 8,882 9,901
: :
: Changes from: May 15, 2012 (Change in open interest: 1,588) :
: 299 1,850 402 3,146 -838 -1,794 -83 2,054 1,331: -466 256
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.4 18.9 19.8 47.8 54.1 20.4 2.2 95.5 95.0: 4.5 5.0
: :
: Total Traders: 193 Number of Traders in Each Category :
: 46 72 54 43 42 20 7 141 147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 905,277
: Positions :
: 110,515 111,644 179,727 268,039 485,125 278,372 37,196 836,652 813,693: 68,625 91,585
: :
: Changes from: May 15, 2012 (Change in open interest: 16,743) :
: 1,138 -5,192 13,888 8,241 2,728 -3,844 -920 19,422 10,504: -2,679 6,240
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 12.3 19.9 29.6 53.6 30.7 4.1 92.4 89.9: 7.6 10.1
: :
: Total Traders: 247 Number of Traders in Each Category :
: 63 75 83 69 75 27 19 205 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 22, 2012
: 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 222,621
: Positions :
: 20,833 37,677 79,928 67,239 87,965 47,587 9,160 215,587 214,730: 7,033 7,891
: :
: Changes from: May 15, 2012 (Change in open interest: 6,124) :
: 691 -397 3,830 1,593 1,743 -370 -13 5,744 5,163: 380 961
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 16.9 35.9 30.2 39.5 21.4 4.1 96.8 96.5: 3.2 3.5
: :
: Total Traders: 402 Number of Traders in Each Category :
: 103 125 120 117 119 27 15 310 326:
-------------------------------------------------------------------------------------------------------------------
Updated May 25, 2012