COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 623,717
: Positions :
: 95,576 84,851 191,487 74,645 257,639 222,604 33,752 584,312 567,729: 39,405 55,987
: :
: Changes from: July 10, 2012 (Change in open interest: 53,614) :
: 13,905 352 30,697 4,973 18,397 2,563 4,415 52,139 53,861: 1,476 -247
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 13.6 30.7 12.0 41.3 35.7 5.4 93.7 91.0: 6.3 9.0
: :
: Total Traders: 393 Number of Traders in Each Category :
: 120 123 136 79 114 28 18 307 316:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 161,121
: Positions :
: 46,051 11,863 15,123 34,075 104,661 45,807 5,660 141,056 137,307: 20,066 23,815
: :
: Changes from: July 10, 2012 (Change in open interest: 7,945) :
: 4,647 -116 439 2,568 7,637 784 -388 8,438 7,572: -493 373
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.6 7.4 9.4 21.1 65.0 28.4 3.5 87.5 85.2: 12.5 14.8
: :
: Total Traders: 178 Number of Traders in Each Category :
: 53 18 34 48 76 20 8 130 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 1,916,920
: Positions :
: 230,538 73,928 665,057 388,243 864,813 430,402 58,112 1,714,240 1,661,909: 202,680 255,010
: :
: Changes from: July 10, 2012 (Change in open interest: 186,503) :
: 30,559 -2,026 102,154 36,490 81,062 1,395 3,204 170,598 184,394: 15,905 2,109
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 3.9 34.7 20.3 45.1 22.5 3.0 89.4 86.7: 10.6 13.3
: :
: Total Traders: 795 Number of Traders in Each Category :
: 209 158 252 250 365 29 20 602 688:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 1,257,622
: Positions :
: 263,509 42,085 452,948 245,429 600,885 201,295 67,309 1,163,181 1,163,227: 94,441 94,395
: :
: Changes from: July 10, 2012 (Change in open interest: 80,001) :
: 4,194 1,446 40,173 25,320 34,248 3,376 2,355 73,062 78,221: 6,939 1,780
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 3.3 36.0 19.5 47.8 16.0 5.4 92.5 92.5: 7.5 7.5
: :
: Total Traders: 672 Number of Traders in Each Category :
: 260 140 260 179 220 29 18 582 536:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 399,378
: Positions :
: 43,113 65,742 96,312 119,722 188,242 106,084 18,271 365,232 368,568: 34,147 30,811
: :
: Changes from: July 10, 2012 (Change in open interest: 7,263) :
: -2,183 -5,145 2,156 4,569 9,799 3,593 868 8,135 7,679: -872 -416
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 16.5 24.1 30.0 47.1 26.6 4.6 91.5 92.3: 8.5 7.7
: :
: Total Traders: 275 Number of Traders in Each Category :
: 65 77 105 67 70 20 15 223 225:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 258,785
: Positions :
: 46,692 39,410 73,794 50,511 125,780 72,533 4,243 243,530 243,227: 15,255 15,559
: :
: Changes from: July 10, 2012 (Change in open interest: 6,973) :
: 2,623 682 1,287 5,323 4,019 -2,428 453 6,805 6,440: 168 533
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 15.2 28.5 19.5 48.6 28.0 1.6 94.1 94.0: 5.9 6.0
: :
: Total Traders: 306 Number of Traders in Each Category :
: 124 84 77 49 61 26 16 230 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 277,021
: Positions :
: 49,236 30,932 81,858 17,624 119,431 101,907 3,317 250,625 235,538: 26,396 41,484
: :
: Changes from: July 10, 2012 (Change in open interest: -16,590) :
: -2,099 7,385 -5,557 -3,692 -12,769 -1,881 -1,585 -13,229 -12,525: -3,361 -4,065
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 11.2 29.5 6.4 43.1 36.8 1.2 90.5 85.0: 9.5 15.0
: :
: Total Traders: 283 Number of Traders in Each Category :
: 96 71 99 54 75 25 10 226 213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 398,940
: Positions :
: 64,838 52,471 117,240 64,426 163,476 122,302 7,438 368,806 340,625: 30,135 58,316
: :
: Changes from: July 10, 2012 (Change in open interest: 6,395) :
: -5,629 2,012 6,997 4,952 -6,697 256 1,130 6,575 3,442: -180 2,953
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 13.2 29.4 16.1 41.0 30.7 1.9 92.4 85.4: 7.6 14.6
: :
: Total Traders: 390 Number of Traders in Each Category :
: 104 100 130 96 142 25 13 286 335:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 51,520
: Positions :
: 5,157 7,601 16,468 11,908 6,412 7,752 689 41,285 31,170: 10,235 20,350
: :
: Changes from: July 10, 2012 (Change in open interest: 3,933) :
: -1,077 -204 3,320 1,860 150 1 -619 4,104 2,647: -171 1,286
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 14.8 32.0 23.1 12.4 15.0 1.3 80.1 60.5: 19.9 39.5
: :
: Total Traders: 191 Number of Traders in Each Category :
: 43 50 56 58 49 18 9 144 144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 201,476
: Positions :
: 26,988 32,898 34,423 91,059 117,893 38,511 4,847 190,981 190,060: 10,495 11,416
: :
: Changes from: July 10, 2012 (Change in open interest: 4,546) :
: 457 4,176 9 6,271 -755 -1,552 -920 5,185 2,510: -639 2,036
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 16.3 17.1 45.2 58.5 19.1 2.4 94.8 94.3: 5.2 5.7
: :
: Total Traders: 177 Number of Traders in Each Category :
: 37 67 46 41 43 21 6 127 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 788,946
: Positions :
: 97,682 35,528 144,550 204,054 509,409 278,337 37,189 724,622 726,676: 64,324 62,270
: :
: Changes from: July 10, 2012 (Change in open interest: -6,864) :
: -2,073 -10,132 -5,705 -6,695 5,929 4,207 2,959 -10,266 -6,950: 3,402 86
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.4 4.5 18.3 25.9 64.6 35.3 4.7 91.8 92.1: 8.2 7.9
: :
: Total Traders: 208 Number of Traders in Each Category :
: 53 50 62 69 74 25 18 183 168:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 17, 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 224,364
: Positions :
: 17,528 26,950 85,434 67,726 96,563 45,900 6,514 216,588 215,461: 7,776 8,902
: :
: Changes from: July 10, 2012 (Change in open interest: -2,389) :
: 787 -2,153 -3,163 -2,487 803 -1,500 -1,455 -6,363 -5,967: 3,973 3,578
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.8 12.0 38.1 30.2 43.0 20.5 2.9 96.5 96.0: 3.5 4.0
: :
: Total Traders: 359 Number of Traders in Each Category :
: 76 112 115 116 117 25 15 287 300:
-------------------------------------------------------------------------------------------------------------------
Updated July 20, 2012