COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 550,696
: Positions :
: 63,965 115,636 140,333 74,056 195,446 241,822 43,059 520,175 494,474: 30,521 56,223
: :
: Changes from: May 29, 2012 (Change in open interest: 4,411) :
: 839 19,511 -8,001 7,978 -23,605 3,058 10,899 3,873 -1,196: 538 5,607
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 21.0 25.5 13.4 35.5 43.9 7.8 94.5 89.8: 5.5 10.2
: :
: Total Traders: 382 Number of Traders in Each Category :
: 101 137 145 80 103 27 20 293 327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 155,049
: Positions :
: 28,067 22,387 22,046 38,667 71,876 44,443 6,613 133,223 122,922: 21,826 32,127
: :
: Changes from: May 29, 2012 (Change in open interest: 10,757) :
: 1,276 2,173 3,471 762 1,553 924 -47 6,433 7,150: 4,324 3,607
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 14.4 14.2 24.9 46.4 28.7 4.3 85.9 79.3: 14.1 20.7
: :
: Total Traders: 152 Number of Traders in Each Category :
: 34 38 45 42 50 18 9 121 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 1,696,371
: Positions :
: 163,673 170,055 516,955 361,584 631,419 480,980 82,585 1,523,193 1,401,014: 173,178 295,356
: :
: Changes from: May 29, 2012 (Change in open interest: 14,874) :
: -3,401 18,559 8,161 -3,298 -19,780 1,497 9,070 2,960 16,010: 11,914 -1,136
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 10.0 30.5 21.3 37.2 28.4 4.9 89.8 82.6: 10.2 17.4
: :
: Total Traders: 718 Number of Traders in Each Category :
: 169 187 261 228 292 28 23 557 642:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 1,082,409
: Positions :
: 185,289 43,451 375,121 239,398 502,704 212,266 61,106 1,012,075 982,382: 70,335 100,028
: :
: Changes from: May 29, 2012 (Change in open interest: -11,524) :
: -24,212 3,382 4,394 7,091 -17,209 1,287 1,609 -11,440 -7,825: -84 -3,699
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 4.0 34.7 22.1 46.4 19.6 5.6 93.5 90.8: 6.5 9.2
: :
: Total Traders: 607 Number of Traders in Each Category :
: 220 132 267 153 196 27 18 511 524:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 477,593
: Positions :
: 43,043 96,341 109,765 174,269 202,227 116,297 29,236 443,373 437,569: 34,220 40,024
: :
: Changes from: May 29, 2012 (Change in open interest: 7,428) :
: -5,006 4,648 3,903 5,065 -6,192 2,160 3,104 6,123 5,463: 1,306 1,965
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.0 20.2 23.0 36.5 42.3 24.4 6.1 92.8 91.6: 7.2 8.4
: :
: Total Traders: 300 Number of Traders in Each Category :
: 62 91 120 68 65 22 15 237 249:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 332,891
: Positions :
: 43,021 46,804 102,704 95,926 156,810 76,302 8,333 317,953 314,650: 14,938 18,241
: :
: Changes from: May 29, 2012 (Change in open interest: 26,583) :
: 1,431 1,204 12,859 16,527 11,442 -2,952 1,511 27,864 27,016: -1,281 -433
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 14.1 30.9 28.8 47.1 22.9 2.5 95.5 94.5: 4.5 5.5
: :
: Total Traders: 312 Number of Traders in Each Category :
: 107 105 89 58 64 25 15 237 228:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 332,349
: Positions :
: 40,248 45,901 120,540 34,765 108,959 106,421 10,689 301,973 286,089: 30,376 46,260
: :
: Changes from: May 29, 2012 (Change in open interest: -2,979) :
: -5,411 -16,963 9,137 -7,571 4,082 2,911 -1,001 -934 -4,746: -2,045 1,767
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 13.8 36.3 10.5 32.8 32.0 3.2 90.9 86.1: 9.1 13.9
: :
: Total Traders: 301 Number of Traders in Each Category :
: 80 104 128 63 78 24 11 246 253:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 405,340
: Positions :
: 80,547 42,475 103,674 63,308 187,335 125,881 8,720 373,410 342,204: 31,930 63,136
: :
: Changes from: May 29, 2012 (Change in open interest: -41,282) :
: -7,022 -1,644 -33,306 -4,946 -6,441 1,950 1,072 -43,326 -40,319: 2,043 -963
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.9 10.5 25.6 15.6 46.2 31.1 2.2 92.1 84.4: 7.9 15.6
: :
: Total Traders: 393 Number of Traders in Each Category :
: 108 94 145 87 142 24 11 292 337:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 45,435
: Positions :
: 10,877 6,444 10,360 7,617 9,183 8,356 1,020 37,209 27,007: 8,226 18,428
: :
: Changes from: May 29, 2012 (Change in open interest: 51) :
: -411 -528 483 182 -13 -284 92 -31 34: 82 17
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.9 14.2 22.8 16.8 20.2 18.4 2.2 81.9 59.4: 18.1 40.6
: :
: Total Traders: 201 Number of Traders in Each Category :
: 56 39 43 42 70 16 6 137 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 200,677
: Positions :
: 12,899 38,995 39,689 97,317 102,826 41,984 6,773 191,889 188,283: 8,788 12,394
: :
: Changes from: May 29, 2012 (Change in open interest: -1,043) :
: -376 2,988 834 -2,294 -6,080 1,503 694 -334 -1,565: -709 522
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.4 19.4 19.8 48.5 51.2 20.9 3.4 95.6 93.8: 4.4 6.2
: :
: Total Traders: 193 Number of Traders in Each Category :
: 39 82 51 44 41 20 8 137 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 968,739
: Positions :
: 112,471 113,181 214,209 294,222 505,213 276,507 39,674 897,409 872,278: 71,329 96,461
: :
: Changes from: May 29, 2012 (Change in open interest: 33,855) :
: 123 -1,465 21,182 14,921 13,337 -1,025 3,000 35,200 36,055: -1,345 -2,199
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 11.7 22.1 30.4 52.2 28.5 4.1 92.6 90.0: 7.4 10.0
: :
: Total Traders: 246 Number of Traders in Each Category :
: 66 70 82 73 77 26 19 206 209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 5, 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 246,042
: Positions :
: 17,761 39,159 98,014 73,648 88,751 48,770 11,300 238,192 237,224: 7,850 8,818
: :
: Changes from: May 29, 2012 (Change in open interest: 16,072) :
: -843 314 11,707 2,819 1,705 2,327 2,604 16,010 16,330: 61 -258
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.2 15.9 39.8 29.9 36.1 19.8 4.6 96.8 96.4: 3.2 3.6
: :
: Total Traders: 404 Number of Traders in Each Category :
: 95 136 127 122 114 27 16 318 331:
-------------------------------------------------------------------------------------------------------------------
Updated June 8, 2012