COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 524,875
: Positions :
: 66,857 135,736 119,436 62,373 184,563 246,462 31,340 495,128 471,075: 29,747 53,800
: :
: Changes from: April 24, 2012 (Change in open interest: -27,829) :
: 5,177 -11,011 -4,855 -15,038 -2,122 -9,438 -6,478 -24,153 -24,465: -3,676 -3,364
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 25.9 22.8 11.9 35.2 47.0 6.0 94.3 89.7: 5.7 10.3
: :
: Total Traders: 392 Number of Traders in Each Category :
: 91 161 136 66 98 28 20 275 335:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 141,800
: Positions :
: 28,145 34,325 15,126 40,618 57,766 43,133 7,704 127,021 114,921: 14,779 26,879
: :
: Changes from: April 24, 2012 (Change in open interest: -7,247) :
: 2,894 125 -4,243 -4,665 -2,191 966 61 -5,048 -6,248: -2,198 -999
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 24.2 10.7 28.6 40.7 30.4 5.4 89.6 81.0: 10.4 19.0
: :
: Total Traders: 162 Number of Traders in Each Category :
: 40 43 34 44 50 20 11 121 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 1,684,519
: Positions :
: 230,353 167,474 473,404 336,301 678,331 487,678 76,616 1,527,736 1,395,825: 156,783 288,694
: :
: Changes from: April 24, 2012 (Change in open interest: -55,107) :
: 7,207 -6,020 -17,442 -36,591 -6,872 1,274 -2,182 -45,552 -32,515: -9,556 -22,592
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 9.9 28.1 20.0 40.3 29.0 4.5 90.7 82.9: 9.3 17.1
: :
: Total Traders: 740 Number of Traders in Each Category :
: 189 169 248 226 316 28 20 561 646:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 1,112,165
: Positions :
: 262,064 37,242 353,520 211,461 551,994 211,891 57,239 1,038,935 999,995: 73,230 112,170
: :
: Changes from: April 24, 2012 (Change in open interest: 34,850) :
: 13,064 1,718 30,967 -10,933 6,748 3,877 -224 36,975 39,209: -2,125 -4,359
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.6 3.3 31.8 19.0 49.6 19.1 5.1 93.4 89.9: 6.6 10.1
: :
: Total Traders: 641 Number of Traders in Each Category :
: 235 137 244 155 209 28 20 536 514:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 408,130
: Positions :
: 80,464 66,810 70,897 99,451 224,850 119,012 19,821 369,824 382,378: 38,306 25,752
: :
: Changes from: April 24, 2012 (Change in open interest: -9,308) :
: -8,702 9,940 -4,272 10,027 -16,558 -1,772 1,628 -4,720 -9,262: -4,588 -46
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 16.4 17.4 24.4 55.1 29.2 4.9 90.6 93.7: 9.4 6.3
: :
: Total Traders: 285 Number of Traders in Each Category :
: 79 88 96 60 66 23 13 230 211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 248,228
: Positions :
: 48,671 38,260 55,121 50,041 134,253 78,746 4,350 232,578 231,984: 15,649 16,243
: :
: Changes from: April 24, 2012 (Change in open interest: 755) :
: 2,128 1,490 322 344 -2,162 148 320 2,942 -30: -2,187 785
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 15.4 22.2 20.2 54.1 31.7 1.8 93.7 93.5: 6.3 6.5
: :
: Total Traders: 281 Number of Traders in Each Category :
: 110 78 93 50 58 25 14 225 206:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 333,495
: Positions :
: 42,942 65,871 107,952 45,514 104,369 105,001 10,852 301,409 289,044: 32,086 44,451
: :
: Changes from: April 24, 2012 (Change in open interest: 4,479) :
: -2,820 4,111 4,500 2,623 -5,094 81 1,197 4,385 4,714: 94 -235
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 19.8 32.4 13.6 31.3 31.5 3.3 90.4 86.7: 9.6 13.3
: :
: Total Traders: 326 Number of Traders in Each Category :
: 92 114 144 56 69 24 12 256 276:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 454,891
: Positions :
: 91,138 66,589 127,697 72,433 188,150 128,776 10,666 420,044 393,102: 34,847 61,788
: :
: Changes from: April 24, 2012 (Change in open interest: -8,219) :
: -2,208 -906 -4,977 464 667 -102 118 -6,823 -5,099: -1,397 -3,121
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.0 14.6 28.1 15.9 41.4 28.3 2.3 92.3 86.4: 7.7 13.6
: :
: Total Traders: 438 Number of Traders in Each Category :
: 125 116 147 96 153 26 13 310 378:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 49,281
: Positions :
: 11,284 8,442 11,130 9,476 9,010 8,632 1,309 40,521 29,890: 8,760 19,391
: :
: Changes from: April 24, 2012 (Change in open interest: -1,300) :
: 144 1,350 -1,208 77 -80 -90 -138 -1,076 -75: -223 -1,224
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.9 17.1 22.6 19.2 18.3 17.5 2.7 82.2 60.7: 17.8 39.3
: :
: Total Traders: 178 Number of Traders in Each Category :
: 28 52 37 42 58 18 6 115 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 195,076
: Positions :
: 13,419 39,984 37,500 94,642 103,769 39,181 3,696 184,743 184,949: 10,333 10,126
: :
: Changes from: April 24, 2012 (Change in open interest: 5,116) :
: 1,421 -1,440 2,815 -103 4,376 997 -171 5,129 5,580: -13 -464
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.9 20.5 19.2 48.5 53.2 20.1 1.9 94.7 94.8: 5.3 5.2
: :
: Total Traders: 187 Number of Traders in Each Category :
: 41 75 50 42 43 20 5 142 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 860,705
: Positions :
: 107,360 103,600 159,022 239,842 487,572 290,130 36,865 796,354 787,059: 64,351 73,646
: :
: Changes from: April 24, 2012 (Change in open interest: -2,433) :
: -2,412 8,079 10,048 10,677 -10,930 -6,962 -3,686 11,351 3,510: -13,784 -5,943
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 12.0 18.5 27.9 56.6 33.7 4.3 92.5 91.4: 7.5 8.6
: :
: Total Traders: 246 Number of Traders in Each Category :
: 62 68 81 70 80 27 17 208 200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 1, 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 210,953
: Positions :
: 21,118 39,802 70,132 65,476 84,993 46,603 8,204 203,329 203,131: 7,624 7,823
: :
: Changes from: April 24, 2012 (Change in open interest: 1,414) :
: -146 -494 2,318 -408 -452 -705 -72 1,059 1,299: 355 115
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 18.9 33.2 31.0 40.3 22.1 3.9 96.4 96.3: 3.6 3.7
: :
: Total Traders: 375 Number of Traders in Each Category :
: 100 110 111 115 118 26 16 293 307:
-------------------------------------------------------------------------------------------------------------------
Updated May 4, 2012