COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 538,933
: Positions :
: 47,878 101,082 135,873 66,493 197,561 244,208 35,879 494,451 470,395: 44,481 68,538
: :
: Changes from: July 26, 2011 (Change in open interest: 12,645) :
: 216 4,595 3,242 4,124 -1,111 3,898 3,462 11,481 10,189: 1,164 2,456
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.9 18.8 25.2 12.3 36.7 45.3 6.7 91.7 87.3: 8.3 12.7
: :
: Total Traders: 409 Number of Traders in Each Category :
: 109 144 168 84 102 31 23 324 351:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 178,656
: Positions :
: 43,779 13,360 32,427 33,912 101,169 46,486 5,178 156,605 152,134: 22,051 26,522
: :
: Changes from: July 26, 2011 (Change in open interest: 648) :
: 3,503 760 -260 -3,557 1,221 -241 -1,167 -555 555: 1,204 94
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.5 7.5 18.2 19.0 56.6 26.0 2.9 87.7 85.2: 12.3 14.8
: :
: Total Traders: 184 Number of Traders in Each Category :
: 46 35 56 53 72 19 8 145 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 1,891,929
: Positions :
: 294,745 84,689 563,955 349,123 831,335 494,851 125,950 1,702,675 1,605,929: 189,255 286,000
: :
: Changes from: July 26, 2011 (Change in open interest: 97,625) :
: 21,126 1,708 47,640 6,959 18,456 19,079 22,326 94,804 90,130: 2,821 7,495
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 4.5 29.8 18.5 43.9 26.2 6.7 90.0 84.9: 10.0 15.1
: :
: Total Traders: 882 Number of Traders in Each Category :
: 242 168 280 272 399 28 21 673 750:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 709,119
: Positions :
: 124,213 54,011 198,739 132,933 353,643 193,857 25,174 649,742 631,567: 59,377 77,552
: :
: Changes from: July 26, 2011 (Change in open interest: -17,178) :
: -9,426 5,294 -4,206 1,850 -14,424 318 595 -11,465 -12,742: -5,713 -4,436
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 7.6 28.0 18.7 49.9 27.3 3.6 91.6 89.1: 8.4 10.9
: :
: Total Traders: 578 Number of Traders in Each Category :
: 175 158 215 105 189 27 20 421 488:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 328,367
: Positions :
: 55,969 44,435 55,772 88,594 189,766 95,516 13,199 295,850 303,172: 32,517 25,196
: :
: Changes from: July 26, 2011 (Change in open interest: 7,392) :
: 4,512 1,912 1,425 857 3,452 -90 1,228 6,704 8,017: 689 -625
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 13.5 17.0 27.0 57.8 29.1 4.0 90.1 92.3: 9.9 7.7
: :
: Total Traders: 248 Number of Traders in Each Category :
: 73 68 76 55 60 22 15 198 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 243,904
: Positions :
: 44,722 11,173 68,200 48,138 140,610 67,510 11,821 228,569 231,805: 15,334 12,099
: :
: Changes from: July 26, 2011 (Change in open interest: 7,790) :
: 493 692 3,442 562 2,771 3,386 150 7,883 7,055: -92 735
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 4.6 28.0 19.7 57.6 27.7 4.8 93.7 95.0: 6.3 5.0
: :
: Total Traders: 255 Number of Traders in Each Category :
: 115 47 81 46 59 27 16 211 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 308,626
: Positions :
: 57,866 27,658 86,012 23,934 144,378 109,762 4,080 277,574 262,128: 31,052 46,497
: :
: Changes from: July 26, 2011 (Change in open interest: 13,376) :
: 4,835 -1,858 6,917 -1,202 5,235 968 -639 11,519 9,656: 1,858 3,721
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 9.0 27.9 7.8 46.8 35.6 1.3 89.9 84.9: 10.1 15.1
: :
: Total Traders: 288 Number of Traders in Each Category :
: 112 55 112 45 74 26 11 242 213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 424,871
: Positions :
: 68,128 35,663 124,936 54,775 194,659 148,633 4,497 396,471 359,755: 28,401 65,117
: :
: Changes from: July 26, 2011 (Change in open interest: 1,232) :
: -929 3,435 -259 923 -361 2,737 168 2,472 2,984: -1,240 -1,752
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 8.4 29.4 12.9 45.8 35.0 1.1 93.3 84.7: 6.7 15.3
: :
: Total Traders: 406 Number of Traders in Each Category :
: 93 102 132 90 169 26 10 290 342:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 44,389
: Positions :
: 8,119 3,826 9,621 6,077 9,058 11,183 1,090 35,000 23,596: 9,389 20,793
: :
: Changes from: July 26, 2011 (Change in open interest: -1,427) :
: -324 214 -1,283 -839 -670 -171 -142 -2,618 -1,881: 1,191 454
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 8.6 21.7 13.7 20.4 25.2 2.5 78.8 53.2: 21.2 46.8
: :
: Total Traders: 169 Number of Traders in Each Category :
: 41 30 45 35 61 21 11 125 129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 205,686
: Positions :
: 20,480 28,146 44,787 88,072 119,282 41,703 4,801 195,043 197,016: 10,643 8,670
: :
: Changes from: July 26, 2011 (Change in open interest: 6,159) :
: -2,187 3,811 3,411 4,784 -3,780 972 1,444 6,979 4,885: -821 1,274
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 13.7 21.8 42.8 58.0 20.3 2.3 94.8 95.8: 5.2 4.2
: :
: Total Traders: 178 Number of Traders in Each Category :
: 50 48 51 45 48 23 12 142 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 865,388
: Positions :
: 148,274 21,140 212,022 164,533 508,239 250,323 55,859 775,153 797,260: 90,236 68,128
: :
: Changes from: July 26, 2011 (Change in open interest: -8,126) :
: -5,666 -2,516 2,117 8,723 -4,146 -6,702 -1,213 -1,528 -5,758: -6,599 -2,369
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 2.4 24.5 19.0 58.7 28.9 6.5 89.6 92.1: 10.4 7.9
: :
: Total Traders: 246 Number of Traders in Each Category :
: 88 51 93 68 77 25 16 225 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 2, 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 174,859
: Positions :
: 9,812 23,335 53,901 59,002 83,691 44,029 5,758 166,743 166,685: 8,116 8,174
: :
: Changes from: July 26, 2011 (Change in open interest: 6,347) :
: 863 2,132 1,105 3,427 1,770 849 771 6,244 5,777: 103 570
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.6 13.3 30.8 33.7 47.9 25.2 3.3 95.4 95.3: 4.6 4.7
: :
: Total Traders: 345 Number of Traders in Each Category :
: 92 96 117 110 112 25 15 282 289:
-------------------------------------------------------------------------------------------------------------------
Updated August 5, 2011