COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 602,487
: Positions :
: 57,864 97,971 159,894 89,210 230,993 244,219 44,695 551,187 533,553: 51,300 68,935
: :
: Changes from: June 14, 2011 (Change in open interest: 24,529) :
: -2,963 13,096 7,896 16,835 -5,654 1,864 10,979 23,633 26,317: 896 -1,788
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 16.3 26.5 14.8 38.3 40.5 7.4 91.5 88.6: 8.5 11.4
: :
: Total Traders: 458 Number of Traders in Each Category :
: 126 165 199 85 115 30 22 358 400:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 182,522
: Positions :
: 41,113 10,396 24,780 47,887 103,794 45,152 12,519 158,932 151,489: 23,590 31,033
: :
: Changes from: June 14, 2011 (Change in open interest: -3,404) :
: -3,043 -752 601 1,132 -4,063 -890 -358 -2,200 -4,573: -1,204 1,170
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.5 5.7 13.6 26.2 56.9 24.7 6.9 87.1 83.0: 12.9 17.0
: :
: Total Traders: 181 Number of Traders in Each Category :
: 48 29 54 57 70 18 10 148 143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 2,132,924
: Positions :
: 300,171 85,759 701,858 412,339 919,085 500,090 141,663 1,914,458 1,848,365: 218,466 284,559
: :
: Changes from: June 14, 2011 (Change in open interest: -91,908) :
: -62,493 -360 -46,354 16,492 -45,395 -196 7,996 -92,550 -84,113: 642 -7,795
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 4.0 32.9 19.3 43.1 23.4 6.6 89.8 86.7: 10.2 13.3
: :
: Total Traders: 913 Number of Traders in Each Category :
: 252 190 325 289 394 28 20 728 786:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 825,892
: Positions :
: 97,330 61,915 266,234 196,291 364,883 209,213 43,459 769,068 736,492: 56,824 89,400
: :
: Changes from: June 14, 2011 (Change in open interest: -9,552) :
: -17,852 2,393 -8,215 19,251 -6,050 3,597 5,342 -3,218 -6,530: -6,333 -3,022
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 7.5 32.2 23.8 44.2 25.3 5.3 93.1 89.2: 6.9 10.8
: :
: Total Traders: 578 Number of Traders in Each Category :
: 168 171 234 114 187 28 21 442 496:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 397,411
: Positions :
: 64,644 42,928 84,988 110,730 221,445 101,755 20,626 362,117 369,987: 35,295 27,425
: :
: Changes from: June 14, 2011 (Change in open interest: 291) :
: -6,564 5,713 -1,407 9,493 -11,025 -798 5,566 723 -1,154: -432 1,445
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 10.8 21.4 27.9 55.7 25.6 5.2 91.1 93.1: 8.9 6.9
: :
: Total Traders: 277 Number of Traders in Each Category :
: 74 77 101 59 71 23 17 225 222:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 225,452
: Positions :
: 34,694 6,926 55,435 55,355 140,548 63,995 10,952 209,478 213,861: 15,974 11,591
: :
: Changes from: June 14, 2011 (Change in open interest: -5,142) :
: -3,309 -530 -1,069 1,963 -195 -336 -1,738 -2,751 -3,532: -2,391 -1,610
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 3.1 24.6 24.6 62.3 28.4 4.9 92.9 94.9: 7.1 5.1
: :
: Total Traders: 223 Number of Traders in Each Category :
: 104 28 70 45 57 25 16 189 157:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 259,139
: Positions :
: 34,273 39,529 67,918 28,326 113,112 105,440 2,927 235,957 223,485: 23,181 35,653
: :
: Changes from: June 14, 2011 (Change in open interest: -3,727) :
: 6,383 -6,240 -6,891 -5,323 6,870 1,102 1,445 -4,728 -4,816: 1,002 1,089
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 15.3 26.2 10.9 43.6 40.7 1.1 91.1 86.2: 8.9 13.8
: :
: Total Traders: 255 Number of Traders in Each Category :
: 82 65 103 40 65 24 9 201 204:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 419,172
: Positions :
: 64,071 41,068 118,904 61,949 186,461 147,795 2,893 392,720 349,325: 26,452 69,847
: :
: Changes from: June 14, 2011 (Change in open interest: 6,355) :
: 1,715 -4,966 9,008 -2,927 3,509 2,370 1,120 10,165 8,672: -3,810 -2,317
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 9.8 28.4 14.8 44.5 35.3 0.7 93.7 83.3: 6.3 16.7
: :
: Total Traders: 405 Number of Traders in Each Category :
: 93 102 139 87 160 25 11 290 349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 41,547
: Positions :
: 6,584 4,334 8,803 8,829 8,759 10,878 188 35,093 22,085: 6,453 19,462
: :
: Changes from: June 14, 2011 (Change in open interest: 671) :
: -545 -240 1,319 -132 181 959 -8 1,601 1,253: -930 -581
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.8 10.4 21.2 21.2 21.1 26.2 0.5 84.5 53.2: 15.5 46.8
: :
: Total Traders: 160 Number of Traders in Each Category :
: 28 37 39 35 59 21 4 112 118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 183,233
: Positions :
: 20,429 29,135 34,926 79,790 108,090 39,137 2,489 174,283 174,641: 8,951 8,592
: :
: Changes from: June 14, 2011 (Change in open interest: -847) :
: 417 -3,389 -37 -1,621 1,410 659 719 -583 -1,298: -264 451
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 15.9 19.1 43.5 59.0 21.4 1.4 95.1 95.3: 4.9 4.7
: :
: Total Traders: 180 Number of Traders in Each Category :
: 51 51 45 44 46 21 7 141 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 781,878
: Positions :
: 135,255 40,348 132,591 175,395 496,149 256,386 44,703 699,626 713,790: 82,252 68,088
: :
: Changes from: June 14, 2011 (Change in open interest: -56,197) :
: 19,543 1,208 -35,444 -42,457 -9,218 -2,650 -15,478 -61,008 -58,933: 4,811 2,735
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 5.2 17.0 22.4 63.5 32.8 5.7 89.5 91.3: 10.5 8.7
: :
: Total Traders: 237 Number of Traders in Each Category :
: 84 40 82 67 80 26 18 211 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 21, 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 160,580
: Positions :
: 9,718 16,832 44,670 53,607 84,312 45,059 6,505 153,053 152,319: 7,526 8,261
: :
: Changes from: June 14, 2011 (Change in open interest: 9,416) :
: -4,741 4,839 5,362 8,400 -4,546 273 1,400 9,294 7,056: 122 2,360
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.1 10.5 27.8 33.4 52.5 28.1 4.1 95.3 94.9: 4.7 5.1
: :
: Total Traders: 333 Number of Traders in Each Category :
: 82 96 101 97 113 25 18 261 275:
-------------------------------------------------------------------------------------------------------------------
Updated June 24, 2011