COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 407,456
: Positions :
: 39,925 89,763 111,314 36,966 131,341 185,762 24,289 373,966 356,707: 33,489 50,749
: :
: Changes from: July 21, 2009 (Change in open interest: 4,630) :
: 1,481 674 1,708 607 824 841 671 4,637 3,876: -7 753
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.8 22.0 27.3 9.1 32.2 45.6 6.0 91.8 87.5: 8.2 12.5
: :
: Total Traders: 370 Number of Traders in Each Category :
: 84 135 139 63 90 31 18 273 308:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 103,220
: Positions :
: 14,115 11,946 14,816 25,435 49,720 32,256 2,350 86,623 78,832: 16,598 24,388
: :
: Changes from: July 21, 2009 (Change in open interest: 2,730) :
: 1,768 296 -807 1,433 1,729 -16 293 2,379 1,511: 352 1,220
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 11.6 14.4 24.6 48.2 31.2 2.3 83.9 76.4: 16.1 23.6
: :
: Total Traders: 152 Number of Traders in Each Category :
: 34 22 34 46 57 21 6 119 106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 1,308,608
: Positions :
: 129,697 142,250 377,522 286,607 485,014 381,333 60,132 1,175,160 1,064,919: 133,448 243,689
: :
: Changes from: July 21, 2009 (Change in open interest: -48,140) :
: -1,249 -9,098 -29,321 -32,426 -1,259 11,019 4,960 -51,977 -34,718: 3,837 -13,422
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.9 10.9 28.8 21.9 37.1 29.1 4.6 89.8 81.4: 10.2 18.6
: :
: Total Traders: 664 Number of Traders in Each Category :
: 161 137 206 225 277 30 18 526 554:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 528,948
: Positions :
: 62,514 28,443 152,969 102,819 240,463 162,434 16,005 480,735 437,880: 48,213 91,069
: :
: Changes from: July 21, 2009 (Change in open interest: -42,511) :
: 1,293 -1,957 -29,268 -15,819 -10,816 -528 -934 -44,321 -42,974: 1,810 463
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 5.4 28.9 19.4 45.5 30.7 3.0 90.9 82.8: 9.1 17.2
: :
: Total Traders: 445 Number of Traders in Each Category :
: 124 121 167 105 153 29 14 351 375:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 281,698
: Positions :
: 15,267 52,118 73,989 93,787 121,988 73,905 6,265 256,947 254,360: 24,751 27,338
: :
: Changes from: July 21, 2009 (Change in open interest: -17,397) :
: -204 -4,613 -8,855 -10,624 -6,686 -347 874 -20,030 -19,280: 2,633 1,883
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.4 18.5 26.3 33.3 43.3 26.2 2.2 91.2 90.3: 8.8 9.7
: :
: Total Traders: 222 Number of Traders in Each Category :
: 27 74 76 56 62 22 13 167 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 177,290
: Positions :
: 27,505 5,621 38,965 23,695 124,998 74,056 1,274 164,221 170,859: 13,069 6,431
: :
: Changes from: July 21, 2009 (Change in open interest: -9,260) :
: -3,152 1,425 -1,730 -1,489 -9,397 -302 133 -6,674 -9,570: -2,587 309
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 3.2 22.0 13.4 70.5 41.8 0.7 92.6 96.4: 7.4 3.6
: :
: Total Traders: 210 Number of Traders in Each Category :
: 89 33 46 40 47 27 8 178 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 155,855
: Positions :
: 17,114 38,620 38,065 13,319 46,019 63,566 1,910 132,064 124,614: 23,792 31,242
: :
: Changes from: July 21, 2009 (Change in open interest: -2,050) :
: -1,136 1,886 -2,548 3,183 -1,186 -541 -39 -1,042 -1,886: -1,008 -164
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 24.8 24.4 8.5 29.5 40.8 1.2 84.7 80.0: 15.3 20.0
: :
: Total Traders: 201 Number of Traders in Each Category :
: 62 61 66 29 35 24 7 152 145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 285,947
: Positions :
: 56,506 31,594 66,568 33,921 136,898 100,187 1,144 257,182 236,203: 28,766 49,744
: :
: Changes from: July 21, 2009 (Change in open interest: 2,457) :
: 1,273 1,960 2,169 -1,443 1,893 1,725 137 3,724 6,159: -1,266 -3,702
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 11.0 23.3 11.9 47.9 35.0 0.4 89.9 82.6: 10.1 17.4
: :
: Total Traders: 354 Number of Traders in Each Category :
: 101 66 97 89 142 26 8 266 276:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 30,669
: Positions :
: 7,903 2,113 6,609 2,512 9,203 6,891 785 23,915 18,709: 6,754 11,960
: :
: Changes from: July 21, 2009 (Change in open interest: -110) :
: -193 213 588 -191 -828 -674 74 -470 47: 360 -157
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.8 6.9 21.5 8.2 30.0 22.5 2.6 78.0 61.0: 22.0 39.0
: :
: Total Traders: 133 Number of Traders in Each Category :
: 36 21 23 28 52 17 3 92 90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 130,384
: Positions :
: 35,833 16,984 14,631 50,539 91,944 19,047 1,259 120,049 124,818: 10,335 5,566
: :
: Changes from: July 21, 2009 (Change in open interest: 3,079) :
: 2,873 -1,046 1,442 -255 2,729 -14 35 4,046 3,160: -967 -81
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.5 13.0 11.2 38.8 70.5 14.6 1.0 92.1 95.7: 7.9 4.3
: :
: Total Traders: 154 Number of Traders in Each Category :
: 56 24 30 37 44 19 7 130 90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 1,091,083
: Positions :
: 144,879 10,749 270,366 274,994 635,206 302,640 117,381 992,879 1,033,702: 98,203 57,380
: :
: Changes from: July 21, 2009 (Change in open interest: 58,567) :
: 15,451 -974 14,829 22,194 27,573 3,028 21,364 55,502 62,791: 3,065 -4,224
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 1.0 24.8 25.2 58.2 27.7 10.8 91.0 94.7: 9.0 5.3
: :
: Total Traders: 242 Number of Traders in Each Category :
: 87 43 79 62 77 27 15 215 179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 28, 2009
: 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 133,484
: Positions :
: 16,019 15,057 34,632 30,502 74,824 41,836 189 122,990 124,702: 10,494 8,782
: :
: Changes from: July 21, 2009 (Change in open interest: -2,998) :
: -362 -1,373 -38 -2,535 -1,231 -92 -509 -3,027 -3,150: 29 153
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 11.3 25.9 22.9 56.1 31.3 0.1 92.1 93.4: 7.9 6.6
: :
: Total Traders: 334 Number of Traders in Each Category :
: 106 79 96 93 99 28 8 273 243:
-------------------------------------------------------------------------------------------------------------------
Updated July 31, 2009