COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 541,758
: Positions :
: 65,468 122,570 136,869 71,272 189,418 237,315 36,202 510,924 485,059: 30,834 56,699
: :
: Changes from: June 5, 2012 (Change in open interest: -8,938) :
: 1,503 6,934 -3,464 -2,784 -6,027 -4,507 -6,857 -9,251 -9,414: 313 476
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 22.6 25.3 13.2 35.0 43.8 6.7 94.3 89.5: 5.7 10.5
: :
: Total Traders: 390 Number of Traders in Each Category :
: 94 153 162 78 100 27 20 301 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 159,966
: Positions :
: 29,228 22,953 23,651 38,601 72,834 43,484 5,597 134,964 125,036: 25,002 34,930
: :
: Changes from: June 5, 2012 (Change in open interest: 4,917) :
: 1,161 565 1,606 -66 959 -959 -1,016 1,742 2,114: 3,175 2,803
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.3 14.3 14.8 24.1 45.5 27.2 3.5 84.4 78.2: 15.6 21.8
: :
: Total Traders: 163 Number of Traders in Each Category :
: 34 40 50 47 55 18 10 130 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 1,684,295
: Positions :
: 158,976 161,952 541,901 347,945 619,557 463,961 66,910 1,512,783 1,390,320: 171,512 293,974
: :
: Changes from: June 5, 2012 (Change in open interest: -12,076) :
: -4,697 -8,103 24,946 -13,639 -11,862 -17,019 -15,675 -10,410 -10,694: -1,666 -1,382
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 9.6 32.2 20.7 36.8 27.5 4.0 89.8 82.5: 10.2 17.5
: :
: Total Traders: 721 Number of Traders in Each Category :
: 169 184 260 240 301 28 21 568 647:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 1,099,528
: Positions :
: 213,185 35,126 383,664 222,791 527,586 203,030 52,473 1,022,670 998,849: 76,858 100,679
: :
: Changes from: June 5, 2012 (Change in open interest: 17,119) :
: 27,896 -8,325 8,543 -16,608 24,882 -9,236 -8,632 10,595 16,467: 6,524 651
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 3.2 34.9 20.3 48.0 18.5 4.8 93.0 90.8: 7.0 9.2
: :
: Total Traders: 620 Number of Traders in Each Category :
: 224 135 266 159 201 27 18 529 523:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 476,068
: Positions :
: 48,378 104,387 112,124 174,049 198,034 109,359 24,583 443,910 439,128: 32,158 36,940
: :
: Changes from: June 5, 2012 (Change in open interest: -1,525) :
: 5,335 8,046 2,359 -220 -4,193 -6,938 -4,653 537 1,560: -2,062 -3,085
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 21.9 23.6 36.6 41.6 23.0 5.2 93.2 92.2: 6.8 7.8
: :
: Total Traders: 306 Number of Traders in Each Category :
: 69 95 117 66 65 22 16 237 254:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 328,931
: Positions :
: 39,190 41,245 106,672 93,359 156,434 74,407 5,869 313,627 310,220: 15,303 18,711
: :
: Changes from: June 5, 2012 (Change in open interest: -3,960) :
: -3,832 -5,559 3,968 -2,567 -376 -1,895 -2,464 -4,325 -4,431: 365 470
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 12.5 32.4 28.4 47.6 22.6 1.8 95.3 94.3: 4.7 5.7
: :
: Total Traders: 311 Number of Traders in Each Category :
: 114 99 94 56 60 25 16 238 229:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 333,683
: Positions :
: 45,203 38,055 121,698 32,719 117,711 102,667 9,726 302,287 287,189: 31,396 46,494
: :
: Changes from: June 5, 2012 (Change in open interest: 1,335) :
: 4,956 -7,846 1,158 -2,045 8,752 -3,754 -963 314 1,100: 1,020 234
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 11.4 36.5 9.8 35.3 30.8 2.9 90.6 86.1: 9.4 13.9
: :
: Total Traders: 321 Number of Traders in Each Category :
: 102 92 137 65 79 24 12 265 265:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 399,957
: Positions :
: 80,420 42,127 102,829 59,634 183,914 127,232 8,464 370,115 337,335: 29,843 62,623
: :
: Changes from: June 5, 2012 (Change in open interest: -5,383) :
: -127 -348 -845 -3,674 -3,421 1,351 -256 -3,295 -4,870: -2,087 -513
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.1 10.5 25.7 14.9 46.0 31.8 2.1 92.5 84.3: 7.5 15.7
: :
: Total Traders: 397 Number of Traders in Each Category :
: 107 95 149 79 142 24 10 286 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 47,029
: Positions :
: 11,645 5,489 11,277 6,936 9,404 8,710 1,046 38,569 27,216: 8,460 19,813
: :
: Changes from: June 5, 2012 (Change in open interest: 1,594) :
: 769 -955 918 -681 220 354 26 1,360 209: 234 1,385
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.8 11.7 24.0 14.7 20.0 18.5 2.2 82.0 57.9: 18.0 42.1
: :
: Total Traders: 198 Number of Traders in Each Category :
: 57 34 38 42 69 18 6 139 129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 180,729
: Positions :
: 13,111 33,866 31,990 87,462 99,855 38,615 4,511 171,179 170,222: 9,551 10,507
: :
: Changes from: June 5, 2012 (Change in open interest: -19,948) :
: 212 -5,129 -7,699 -9,856 -2,972 -3,368 -2,262 -20,711 -18,061: 763 -1,887
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.3 18.7 17.7 48.4 55.3 21.4 2.5 94.7 94.2: 5.3 5.8
: :
: Total Traders: 172 Number of Traders in Each Category :
: 40 64 42 43 43 19 8 126 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 936,600
: Positions :
: 105,325 106,554 194,715 295,834 510,248 271,705 34,656 867,579 846,173: 69,021 90,427
: :
: Changes from: June 5, 2012 (Change in open interest: -32,139) :
: -7,146 -6,627 -19,494 1,611 5,035 -4,802 -5,018 -29,831 -26,105: -2,308 -6,034
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 11.4 20.8 31.6 54.5 29.0 3.7 92.6 90.3: 7.4 9.7
: :
: Total Traders: 242 Number of Traders in Each Category :
: 55 76 82 74 76 27 22 206 207:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 12, 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 216,169
: Positions :
: 17,860 40,330 72,934 71,797 85,847 45,773 8,597 208,364 207,708: 7,805 8,461
: :
: Changes from: June 5, 2012 (Change in open interest: -29,873) :
: 99 1,170 -25,079 -1,851 -2,904 -2,996 -2,703 -29,828 -29,516: -45 -357
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.3 18.7 33.7 33.2 39.7 21.2 4.0 96.4 96.1: 3.6 3.9
: :
: Total Traders: 404 Number of Traders in Each Category :
: 97 133 117 121 114 27 16 306 331:
-------------------------------------------------------------------------------------------------------------------
Updated June 15, 2012