COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 635,641
: Positions :
: 101,187 84,618 189,970 74,803 268,764 228,798 37,387 594,758 580,739: 40,883 54,902
: :
: Changes from: July 24, 2012 (Change in open interest: -16,828) :
: 1,507 2,024 -19,873 -4,645 -267 7,834 5,885 -15,177 -12,232: -1,652 -4,597
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.9 13.3 29.9 11.8 42.3 36.0 5.9 93.6 91.4: 6.4 8.6
: :
: Total Traders: 409 Number of Traders in Each Category :
: 139 111 152 83 119 29 21 332 331:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 165,052
: Positions :
: 44,175 11,441 15,453 38,508 104,475 43,169 4,348 141,305 135,718: 23,747 29,334
: :
: Changes from: July 24, 2012 (Change in open interest: -1,490) :
: 863 1,037 212 -765 -1,803 -1,105 -851 -795 -1,405: -695 -85
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.8 6.9 9.4 23.3 63.3 26.2 2.6 85.6 82.2: 14.4 17.8
: :
: Total Traders: 179 Number of Traders in Each Category :
: 58 19 35 49 70 19 8 136 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 1,932,495
: Positions :
: 273,683 50,837 658,886 387,121 888,658 423,395 66,456 1,743,085 1,664,837: 189,410 267,659
: :
: Changes from: July 24, 2012 (Change in open interest: -74,923) :
: 7,521 -4,924 -69,083 -8,340 -5,938 -6,549 1,745 -76,450 -78,200: 1,528 3,277
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.2 2.6 34.1 20.0 46.0 21.9 3.4 90.2 86.1: 9.8 13.9
: :
: Total Traders: 815 Number of Traders in Each Category :
: 236 141 257 257 375 29 22 621 703:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 1,165,730
: Positions :
: 244,345 39,636 409,490 227,744 554,379 200,374 79,369 1,081,952 1,082,874: 83,777 82,856
: :
: Changes from: July 24, 2012 (Change in open interest: -94,076) :
: -4,204 1,717 -59,454 -31,015 -33,669 493 1,549 -94,180 -89,857: 104 -4,219
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 3.4 35.1 19.5 47.6 17.2 6.8 92.8 92.9: 7.2 7.1
: :
: Total Traders: 645 Number of Traders in Each Category :
: 247 147 242 169 204 29 20 548 515:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 375,015
: Positions :
: 44,914 49,356 79,738 119,232 203,792 102,489 14,852 346,373 347,738: 28,642 27,276
: :
: Changes from: July 24, 2012 (Change in open interest: -4,991) :
: 6,108 -14,225 -1,508 -7,495 11,053 -1,526 -748 -4,422 -5,427: -570 436
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 13.2 21.3 31.8 54.3 27.3 4.0 92.4 92.7: 7.6 7.3
: :
: Total Traders: 263 Number of Traders in Each Category :
: 64 75 105 62 62 20 15 216 214:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 268,054
: Positions :
: 40,666 40,921 77,524 59,852 128,292 74,460 6,084 252,502 252,821: 15,551 15,233
: :
: Changes from: July 24, 2012 (Change in open interest: 6,140) :
: -1,979 1,969 3,181 4,443 2,026 -65 187 5,581 7,362: 559 -1,222
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 15.3 28.9 22.3 47.9 27.8 2.3 94.2 94.3: 5.8 5.7
: :
: Total Traders: 299 Number of Traders in Each Category :
: 115 87 80 51 60 26 16 228 210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 270,459
: Positions :
: 46,031 26,810 85,938 14,995 115,847 100,315 1,882 247,280 230,478: 23,179 39,981
: :
: Changes from: July 24, 2012 (Change in open interest: 8,485) :
: 4,993 -867 5,968 -2,813 2,530 424 -102 8,572 7,529: -87 956
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 9.9 31.8 5.5 42.8 37.1 0.7 91.4 85.2: 8.6 14.8
: :
: Total Traders: 282 Number of Traders in Each Category :
: 92 79 106 48 72 24 9 227 213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 400,124
: Positions :
: 68,339 52,748 124,628 58,877 165,956 119,668 1,034 371,512 344,367: 28,612 55,757
: :
: Changes from: July 24, 2012 (Change in open interest: 2,696) :
: 3,597 -4,983 2,596 -6,325 5,357 1,367 114 1,235 3,084: 1,461 -388
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 13.2 31.1 14.7 41.5 29.9 0.3 92.8 86.1: 7.2 13.9
: :
: Total Traders: 399 Number of Traders in Each Category :
: 115 97 142 93 144 25 11 297 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 50,230
: Positions :
: 4,601 7,975 16,006 11,647 5,944 7,831 916 40,086 30,841: 10,144 19,389
: :
: Changes from: July 24, 2012 (Change in open interest: 932) :
: 293 -39 800 -424 169 135 232 804 1,162: 128 -230
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 15.9 31.9 23.2 11.8 15.6 1.8 79.8 61.4: 20.2 38.6
: :
: Total Traders: 176 Number of Traders in Each Category :
: 33 47 51 58 48 18 8 134 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 210,372
: Positions :
: 27,842 28,617 43,993 88,614 124,284 37,600 3,722 198,050 200,616: 12,322 9,756
: :
: Changes from: July 24, 2012 (Change in open interest: 4,469) :
: 1,097 -5,860 5,844 -4,516 6,129 -145 -715 2,279 5,398: 2,190 -929
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 13.6 20.9 42.1 59.1 17.9 1.8 94.1 95.4: 5.9 4.6
: :
: Total Traders: 181 Number of Traders in Each Category :
: 43 62 56 42 45 20 5 139 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 804,245
: Positions :
: 109,863 29,015 141,176 205,008 540,257 272,359 33,817 728,406 744,264: 75,840 59,981
: :
: Changes from: July 24, 2012 (Change in open interest: 1,509) :
: -985 1,547 -4,198 7,927 3,363 441 -9 3,185 704: -1,676 805
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 3.6 17.6 25.5 67.2 33.9 4.2 90.6 92.5: 9.4 7.5
: :
: Total Traders: 212 Number of Traders in Each Category :
: 72 34 68 73 75 24 16 195 168:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 31, 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 219,319
: Positions :
: 16,278 26,230 83,195 68,406 96,339 43,716 4,605 211,595 210,368: 7,725 8,951
: :
: Changes from: July 24, 2012 (Change in open interest: 1,130) :
: 17 206 722 1,072 464 -218 -174 1,593 1,218: -464 -88
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.4 12.0 37.9 31.2 43.9 19.9 2.1 96.5 95.9: 3.5 4.1
: :
: Total Traders: 376 Number of Traders in Each Category :
: 85 114 123 119 119 26 15 303 312:
-------------------------------------------------------------------------------------------------------------------
Updated August 3, 2012