COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 546,285
: Positions :
: 63,126 96,125 148,333 66,079 219,051 238,764 32,160 516,302 495,670: 29,983 50,615
: :
: Changes from: May 22, 2012 (Change in open interest: 731) :
: 1,750 -3,458 819 3,571 5,813 -4,341 -1,862 1,800 1,312: -1,069 -581
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 17.6 27.2 12.1 40.1 43.7 5.9 94.5 90.7: 5.5 9.3
: :
: Total Traders: 395 Number of Traders in Each Category :
: 98 144 142 76 108 28 18 294 330:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 144,292
: Positions :
: 26,790 20,214 18,575 37,905 70,323 43,519 6,660 126,789 115,772: 17,503 28,520
: :
: Changes from: May 22, 2012 (Change in open interest: 1,066) :
: 100 -3,938 531 -2,263 1,868 833 556 -799 -983: 1,865 2,048
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 14.0 12.9 26.3 48.7 30.2 4.6 87.9 80.2: 12.1 19.8
: :
: Total Traders: 155 Number of Traders in Each Category :
: 31 40 40 45 53 20 10 121 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 1,681,497
: Positions :
: 167,074 151,496 508,795 364,882 651,199 479,483 73,515 1,520,233 1,385,005: 161,263 296,492
: :
: Changes from: May 22, 2012 (Change in open interest: -18,251) :
: -23,809 18,232 -11,532 13,638 -25,047 822 -3,728 -20,881 -22,075: 2,631 3,824
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.9 9.0 30.3 21.7 38.7 28.5 4.4 90.4 82.4: 9.6 17.6
: :
: Total Traders: 751 Number of Traders in Each Category :
: 173 189 255 241 311 28 21 575 657:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 1,093,933
: Positions :
: 209,501 40,069 370,727 232,308 519,913 210,979 59,497 1,023,515 990,206: 70,418 103,727
: :
: Changes from: May 22, 2012 (Change in open interest: -14,805) :
: -2,483 1,562 -8,477 1,448 -3,374 -3,550 -2,365 -13,061 -12,655: -1,744 -2,150
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.2 3.7 33.9 21.2 47.5 19.3 5.4 93.6 90.5: 6.4 9.5
: :
: Total Traders: 618 Number of Traders in Each Category :
: 236 131 270 153 197 27 18 526 525:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 470,165
: Positions :
: 48,049 91,693 105,862 169,204 208,419 114,137 26,131 437,251 432,106: 32,914 38,059
: :
: Changes from: May 22, 2012 (Change in open interest: 3,142) :
: -6,518 4,406 6,582 4,463 -11,945 -2,326 1,707 2,202 750: 941 2,393
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 19.5 22.5 36.0 44.3 24.3 5.6 93.0 91.9: 7.0 8.1
: :
: Total Traders: 305 Number of Traders in Each Category :
: 54 108 119 64 67 22 14 235 253:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 306,308
: Positions :
: 41,590 45,599 89,845 79,399 145,368 79,254 6,822 290,089 287,634: 16,219 18,674
: :
: Changes from: May 22, 2012 (Change in open interest: 7,669) :
: 1,439 -780 6,548 -1,392 1,341 301 83 6,895 7,192: 774 477
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 14.9 29.3 25.9 47.5 25.9 2.2 94.7 93.9: 5.3 6.1
: :
: Total Traders: 316 Number of Traders in Each Category :
: 111 104 91 59 62 25 15 236 234:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 335,328
: Positions :
: 45,659 62,864 111,403 42,336 104,877 103,510 11,690 302,908 290,834: 32,420 44,493
: :
: Changes from: May 22, 2012 (Change in open interest: 4,316) :
: 1,624 -1,318 1,097 -727 3,053 2,828 1,523 4,821 4,355: -505 -38
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 18.7 33.2 12.6 31.3 30.9 3.5 90.3 86.7: 9.7 13.3
: :
: Total Traders: 311 Number of Traders in Each Category :
: 76 116 130 65 76 24 12 242 271:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 446,622
: Positions :
: 87,569 44,118 136,981 68,254 193,777 123,931 7,648 416,735 382,524: 29,887 64,099
: :
: Changes from: May 22, 2012 (Change in open interest: -973) :
: -4,461 -5,650 1,735 2,307 4,705 -998 -699 -1,416 91: 444 -1,064
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 9.9 30.7 15.3 43.4 27.7 1.7 93.3 85.6: 6.7 14.4
: :
: Total Traders: 414 Number of Traders in Each Category :
: 123 94 150 95 155 24 11 306 358:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 45,384
: Positions :
: 11,288 6,971 9,877 7,435 9,196 8,640 928 37,240 26,972: 8,144 18,412
: :
: Changes from: May 22, 2012 (Change in open interest: -5,032) :
: -2,387 -1,221 -1,791 -418 -542 47 -25 -4,549 -3,578: -483 -1,454
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.9 15.4 21.8 16.4 20.3 19.0 2.0 82.1 59.4: 17.9 40.6
: :
: Total Traders: 199 Number of Traders in Each Category :
: 58 38 39 40 64 18 5 135 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 201,720
: Positions :
: 13,275 36,007 38,855 99,612 108,906 40,480 6,079 192,223 189,848: 9,497 11,872
: :
: Changes from: May 22, 2012 (Change in open interest: 4,327) :
: -1,342 -1,217 -303 5,209 2,098 147 1,778 3,712 2,356: 615 1,971
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.6 17.8 19.3 49.4 54.0 20.1 3.0 95.3 94.1: 4.7 5.9
: :
: Total Traders: 193 Number of Traders in Each Category :
: 42 79 52 44 40 20 5 140 145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 934,883
: Positions :
: 112,348 114,646 193,027 279,301 491,876 277,532 36,674 862,209 836,223: 72,674 98,660
: :
: Changes from: May 22, 2012 (Change in open interest: 29,606) :
: 1,833 3,002 13,301 11,262 6,751 -840 -523 25,557 22,531: 4,049 7,075
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 12.3 20.6 29.9 52.6 29.7 3.9 92.2 89.4: 7.8 10.6
: :
: Total Traders: 249 Number of Traders in Each Category :
: 67 73 86 69 76 27 19 208 211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 29, 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 229,971
: Positions :
: 18,604 38,845 86,307 70,828 87,046 46,443 8,696 222,182 220,895: 7,789 9,076
: :
: Changes from: May 22, 2012 (Change in open interest: 7,350) :
: -2,229 1,169 6,378 3,589 -919 -1,144 -464 6,595 6,165: 755 1,185
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.1 16.9 37.5 30.8 37.9 20.2 3.8 96.6 96.1: 3.4 3.9
: :
: Total Traders: 389 Number of Traders in Each Category :
: 87 131 117 120 113 27 15 299 322:
-------------------------------------------------------------------------------------------------------------------
Updated June 5, 2012