COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 541,794
: Positions :
: 76,256 87,033 147,899 60,613 227,471 222,818 25,312 507,586 487,716: 34,208 54,079
: :
: Changes from: June 26, 2012 (Change in open interest: 32,042) :
: -2,322 -9,156 29,813 2,127 12,534 689 -1,162 30,306 32,030: 1,736 12
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 16.1 27.3 11.2 42.0 41.1 4.7 93.7 90.0: 6.3 10.0
: :
: Total Traders: 387 Number of Traders in Each Category :
: 109 128 140 63 106 27 19 287 317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 148,672
: Positions :
: 40,435 12,680 14,847 31,568 91,943 43,931 6,087 130,782 125,557: 17,891 23,115
: :
: Changes from: June 26, 2012 (Change in open interest: 194) :
: 2,540 -3,933 2,609 -5,369 4,220 919 -192 700 2,704: -506 -2,510
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.2 8.5 10.0 21.2 61.8 29.5 4.1 88.0 84.5: 12.0 15.5
: :
: Total Traders: 165 Number of Traders in Each Category :
: 42 22 30 43 71 20 9 119 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 1,595,468
: Positions :
: 183,510 78,602 493,793 302,368 722,643 430,533 47,672 1,410,203 1,342,710: 185,265 252,758
: :
: Changes from: June 26, 2012 (Change in open interest: 86,393) :
: 15,302 -39,067 67,310 2,667 73,033 -3,572 -2,579 81,706 98,697: 4,687 -12,304
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 4.9 30.9 19.0 45.3 27.0 3.0 88.4 84.2: 11.6 15.8
: :
: Total Traders: 723 Number of Traders in Each Category :
: 192 134 228 234 333 29 20 557 623:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 1,105,822
: Positions :
: 254,189 34,972 372,095 195,681 557,683 200,028 45,744 1,021,994 1,010,494: 83,828 95,328
: :
: Changes from: June 26, 2012 (Change in open interest: 59,135) :
: 21,503 -894 40,769 -3,149 25,389 2,562 -1,530 61,685 63,733: -2,550 -4,598
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 3.2 33.6 17.7 50.4 18.1 4.1 92.4 91.4: 7.6 8.6
: :
: Total Traders: 640 Number of Traders in Each Category :
: 252 124 242 169 209 29 17 557 503:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 391,287
: Positions :
: 41,134 84,284 88,656 125,637 169,451 101,228 17,098 356,656 359,489: 34,632 31,798
: :
: Changes from: June 26, 2012 (Change in open interest: -7,796) :
: 1,413 -7,957 1,010 -9,170 5,433 -1,076 -2,562 -7,823 -4,077: 27 -3,719
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 21.5 22.7 32.1 43.3 25.9 4.4 91.1 91.9: 8.9 8.1
: :
: Total Traders: 272 Number of Traders in Each Category :
: 63 91 99 66 66 20 15 211 225:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 247,729
: Positions :
: 44,076 36,716 71,754 41,793 119,942 75,108 3,614 232,731 232,027: 14,998 15,702
: :
: Changes from: June 26, 2012 (Change in open interest: -3,732) :
: 2,271 361 -2,027 -3,543 -2,245 374 593 -2,924 -3,317: -807 -414
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 14.8 29.0 16.9 48.4 30.3 1.5 93.9 93.7: 6.1 6.3
: :
: Total Traders: 300 Number of Traders in Each Category :
: 120 81 72 51 57 26 16 229 196:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 303,708
: Positions :
: 54,293 25,980 89,640 22,754 134,328 106,341 6,890 273,028 256,838: 30,680 46,869
: :
: Changes from: June 26, 2012 (Change in open interest: 2,241) :
: 6,197 -7,742 -1,989 -4,804 15,365 4,085 -1,175 3,488 4,460: -1,248 -2,219
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.9 8.6 29.5 7.5 44.2 35.0 2.3 89.9 84.6: 10.1 15.4
: :
: Total Traders: 309 Number of Traders in Each Category :
: 105 82 124 62 77 25 10 259 239:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 406,270
: Positions :
: 71,504 51,653 115,225 62,689 174,806 126,580 8,921 375,998 350,605: 30,272 55,665
: :
: Changes from: June 26, 2012 (Change in open interest: -1,856) :
: -4,102 -3,057 5,205 -1,393 -1,491 1,362 -401 1,073 256: -2,929 -2,113
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.6 12.7 28.4 15.4 43.0 31.2 2.2 92.5 86.3: 7.5 13.7
: :
: Total Traders: 406 Number of Traders in Each Category :
: 98 113 148 93 142 24 13 295 354:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 46,043
: Positions :
: 5,886 7,687 11,884 9,793 6,333 8,002 1,398 35,566 27,302: 10,477 18,740
: :
: Changes from: June 26, 2012 (Change in open interest: 824) :
: -947 810 662 963 -1,341 -49 518 629 649: 194 175
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.8 16.7 25.8 21.3 13.8 17.4 3.0 77.2 59.3: 22.8 40.7
: :
: Total Traders: 186 Number of Traders in Each Category :
: 27 54 47 53 60 17 9 126 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 193,582
: Positions :
: 23,320 30,112 35,191 84,283 114,525 39,313 5,045 182,107 184,873: 11,475 8,709
: :
: Changes from: June 26, 2012 (Change in open interest: 9,632) :
: 7,509 -5,410 3,569 -4,233 14,080 1,247 127 8,092 12,367: 1,540 -2,735
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 15.6 18.2 43.5 59.2 20.3 2.6 94.1 95.5: 5.9 4.5
: :
: Total Traders: 181 Number of Traders in Each Category :
: 49 59 47 41 44 21 7 141 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 796,998
: Positions :
: 99,695 81,936 143,025 216,991 474,727 275,958 29,253 735,670 728,942: 61,328 68,056
: :
: Changes from: June 26, 2012 (Change in open interest: -15,938) :
: -3,727 -11,764 3,571 -19,453 -678 8,732 1,413 -10,878 -7,459: -5,061 -8,479
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 10.3 17.9 27.2 59.6 34.6 3.7 92.3 91.5: 7.7 8.5
: :
: Total Traders: 212 Number of Traders in Each Category :
: 59 50 68 67 72 25 18 185 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 3, 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 221,165
: Positions :
: 17,136 34,257 82,404 68,741 90,145 46,970 7,143 215,251 213,950: 5,914 7,215
: :
: Changes from: June 26, 2012 (Change in open interest: 7,415) :
: -1,010 -5,228 7,683 1,999 6,938 875 -454 9,548 8,938: -2,133 -1,523
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.7 15.5 37.3 31.1 40.8 21.2 3.2 97.3 96.7: 2.7 3.3
: :
: Total Traders: 373 Number of Traders in Each Category :
: 90 113 118 118 120 26 16 297 311:
-------------------------------------------------------------------------------------------------------------------
Updated July 3, 2012