COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 584,243
: Positions :
: 60,321 74,814 157,291 74,937 247,295 241,115 36,834 533,663 516,233: 50,581 68,010
: :
: Changes from: May 31, 2011 (Change in open interest: 1,318) :
: -5,950 4,952 1,210 22 -7,963 1,693 276 -3,024 -1,525: 4,342 2,843
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.3 12.8 26.9 12.8 42.3 41.3 6.3 91.3 88.4: 8.7 11.6
: :
: Total Traders: 466 Number of Traders in Each Category :
: 144 145 205 90 122 29 21 376 400:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 192,233
: Positions :
: 44,318 11,148 24,931 47,553 111,171 45,339 11,909 162,141 159,159: 30,093 33,075
: :
: Changes from: May 31, 2011 (Change in open interest: 3,135) :
: -1,151 40 616 1,344 -3,604 -1,836 43 -1,027 -2,906: 4,162 6,040
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.1 5.8 13.0 24.7 57.8 23.6 6.2 84.3 82.8: 15.7 17.2
: :
: Total Traders: 190 Number of Traders in Each Category :
: 53 28 55 48 73 19 9 149 144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 2,174,051
: Positions :
: 348,318 81,071 720,194 388,683 960,936 497,609 125,217 1,954,805 1,887,418: 219,246 286,633
: :
: Changes from: May 31, 2011 (Change in open interest: 27,162) :
: -11,217 1,742 38,305 10,114 -10,334 -7,739 -10 29,463 29,703: -2,302 -2,541
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 3.7 33.1 17.9 44.2 22.9 5.8 89.9 86.8: 10.1 13.2
: :
: Total Traders: 923 Number of Traders in Each Category :
: 279 161 316 284 404 29 22 727 785:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 846,307
: Positions :
: 131,247 53,942 278,478 168,207 388,138 202,927 37,557 780,860 758,116: 65,447 88,191
: :
: Changes from: May 31, 2011 (Change in open interest: 29,910) :
: 14,293 2,870 10,534 -564 11,344 3,069 5,793 27,332 30,540: 2,578 -631
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 6.4 32.9 19.9 45.9 24.0 4.4 92.3 89.6: 7.7 10.4
: :
: Total Traders: 588 Number of Traders in Each Category :
: 196 150 223 111 187 28 21 454 480:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 403,818
: Positions :
: 80,377 28,522 90,608 89,936 245,437 100,973 12,439 361,894 377,006: 41,924 26,812
: :
: Changes from: May 31, 2011 (Change in open interest: 9,499) :
: 8,369 -1,544 1,550 11 10,367 -2,203 595 7,727 10,968: 1,772 -1,469
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.9 7.1 22.4 22.3 60.8 25.0 3.1 89.6 93.4: 10.4 6.6
: :
: Total Traders: 282 Number of Traders in Each Category :
: 98 62 99 54 71 23 15 234 210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 307,585
: Positions :
: 33,334 6,872 99,874 85,397 169,080 66,885 17,051 285,491 292,877: 22,094 14,708
: :
: Changes from: May 31, 2011 (Change in open interest: 3,329) :
: -4,780 559 -810 4,789 2,700 2,317 643 1,516 3,092: 1,813 237
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 2.2 32.5 27.8 55.0 21.7 5.5 92.8 95.2: 7.2 4.8
: :
: Total Traders: 230 Number of Traders in Each Category :
: 99 42 78 46 58 25 15 194 169:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 268,828
: Positions :
: 28,759 47,275 77,311 33,840 104,800 104,236 3,927 244,146 233,312: 24,682 35,516
: :
: Changes from: May 31, 2011 (Change in open interest: 4,783) :
: -214 233 4,810 6 -451 -63 -753 4,539 3,840: 244 943
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.7 17.6 28.8 12.6 39.0 38.8 1.5 90.8 86.8: 9.2 13.2
: :
: Total Traders: 261 Number of Traders in Each Category :
: 79 80 110 41 59 24 11 200 218:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 406,977
: Positions :
: 65,775 44,221 101,627 65,717 186,533 144,010 2,374 377,129 334,754: 29,849 72,223
: :
: Changes from: May 31, 2011 (Change in open interest: -49,858) :
: -388 5,647 -46,223 490 -5,212 -2,004 -1,190 -48,124 -46,978: -1,734 -2,880
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 10.9 25.0 16.1 45.8 35.4 0.6 92.7 82.3: 7.3 17.7
: :
: Total Traders: 399 Number of Traders in Each Category :
: 98 99 129 97 156 26 14 284 347:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 40,910
: Positions :
: 7,264 4,557 7,270 9,217 8,837 9,590 147 33,340 20,810: 7,569 20,099
: :
: Changes from: May 31, 2011 (Change in open interest: 1,519) :
: -275 655 384 1,453 578 -497 -597 1,065 1,020: 454 499
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 11.1 17.8 22.5 21.6 23.4 0.4 81.5 50.9: 18.5 49.1
: :
: Total Traders: 156 Number of Traders in Each Category :
: 27 36 32 37 57 19 3 102 114:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 182,489
: Positions :
: 16,828 31,793 30,288 84,849 107,754 41,861 5,285 173,825 175,121: 8,664 7,368
: :
: Changes from: May 31, 2011 (Change in open interest: -13,639) :
: -2,804 172 -10,410 3,291 -214 -1,247 -1,069 -11,170 -11,521: -2,469 -2,119
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 17.4 16.6 46.5 59.0 22.9 2.9 95.3 96.0: 4.7 4.0
: :
: Total Traders: 174 Number of Traders in Each Category :
: 45 52 45 46 44 21 13 140 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 822,537
: Positions :
: 101,251 42,503 163,660 223,081 488,364 251,276 55,993 739,268 750,521: 83,269 72,016
: :
: Changes from: May 31, 2011 (Change in open interest: 32,630) :
: 2,268 -3,810 -1,918 20,402 34,976 905 1,589 21,657 30,837: 10,974 1,793
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 5.2 19.9 27.1 59.4 30.5 6.8 89.9 91.2: 10.1 8.8
: :
: Total Traders: 239 Number of Traders in Each Category :
: 70 55 91 72 77 26 18 220 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 7, 2011
: 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 176,030
: Positions :
: 15,060 13,816 53,675 53,493 95,376 45,506 5,601 167,733 168,468: 8,297 7,562
: :
: Changes from: May 31, 2011 (Change in open interest: 1,609) :
: -1,205 1,840 427 4,508 80 -1,269 -874 2,460 1,473: -851 135
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.6 7.8 30.5 30.4 54.2 25.9 3.2 95.3 95.7: 4.7 4.3
: :
: Total Traders: 356 Number of Traders in Each Category :
: 107 88 114 109 116 27 17 299 288:
-------------------------------------------------------------------------------------------------------------------
Updated June 10, 2011