COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 543,269
: Positions :
: 68,127 123,840 133,500 76,757 199,659 234,393 31,640 512,777 488,638: 30,493 54,631
: :
: Changes from: June 12, 2012 (Change in open interest: 1,511) :
: 2,659 1,270 -3,369 5,485 10,240 -2,922 -4,562 1,853 3,579: -341 -2,067
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 22.8 24.6 14.1 36.8 43.1 5.8 94.4 89.9: 5.6 10.1
: :
: Total Traders: 385 Number of Traders in Each Category :
: 97 142 153 77 103 28 23 297 335:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 163,376
: Positions :
: 34,371 23,939 17,981 40,703 78,013 43,176 6,400 136,230 126,333: 27,145 37,043
: :
: Changes from: June 12, 2012 (Change in open interest: 3,410) :
: 5,143 986 -5,671 2,102 5,179 -308 803 1,266 1,297: 2,143 2,113
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 14.7 11.0 24.9 47.8 26.4 3.9 83.4 77.3: 16.6 22.7
: :
: Total Traders: 171 Number of Traders in Each Category :
: 38 38 39 51 65 20 10 130 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 1,640,692
: Positions :
: 175,708 154,821 510,819 323,511 628,436 456,094 59,525 1,466,132 1,353,601: 174,560 287,091
: :
: Changes from: June 12, 2012 (Change in open interest: -43,603) :
: 16,732 -7,132 -31,082 -24,434 8,879 -7,867 -7,385 -46,651 -36,720: 3,048 -6,883
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.7 9.4 31.1 19.7 38.3 27.8 3.6 89.4 82.5: 10.6 17.5
: :
: Total Traders: 695 Number of Traders in Each Category :
: 175 164 252 237 294 29 21 568 615:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 1,116,839
: Positions :
: 214,513 32,219 394,482 224,655 538,091 201,156 50,729 1,034,805 1,015,521: 82,033 101,318
: :
: Changes from: June 12, 2012 (Change in open interest: 17,311) :
: 1,327 -2,908 10,818 1,864 10,505 -1,874 -1,744 12,136 16,672: 5,175 639
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.2 2.9 35.3 20.1 48.2 18.0 4.5 92.7 90.9: 7.3 9.1
: :
: Total Traders: 635 Number of Traders in Each Category :
: 245 118 266 171 205 28 18 557 520:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 462,321
: Positions :
: 50,591 102,042 103,719 168,515 197,402 105,645 24,676 428,470 427,839: 33,851 34,482
: :
: Changes from: June 12, 2012 (Change in open interest: -13,747) :
: 2,213 -2,345 -8,405 -5,534 -632 -3,714 93 -15,440 -11,289: 1,693 -2,458
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.9 22.1 22.4 36.4 42.7 22.9 5.3 92.7 92.5: 7.3 7.5
: :
: Total Traders: 284 Number of Traders in Each Category :
: 64 96 105 68 67 20 16 222 238:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 257,610
: Positions :
: 44,504 36,604 69,535 53,150 131,166 74,105 3,487 241,295 240,793: 16,315 16,817
: :
: Changes from: June 12, 2012 (Change in open interest: -71,320) :
: 5,315 -4,641 -37,137 -40,209 -25,267 -302 -2,382 -72,332 -69,427: 1,012 -1,893
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 14.2 27.0 20.6 50.9 28.8 1.4 93.7 93.5: 6.3 6.5
: :
: Total Traders: 290 Number of Traders in Each Category :
: 113 78 76 50 59 27 16 221 200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 296,600
: Positions :
: 50,483 35,513 88,534 24,486 117,561 102,129 8,534 265,633 250,142: 30,967 46,458
: :
: Changes from: June 12, 2012 (Change in open interest: -37,083) :
: 5,280 -2,542 -33,163 -8,233 -149 -539 -1,192 -36,655 -37,047: -428 -36
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 12.0 29.8 8.3 39.6 34.4 2.9 89.6 84.3: 10.4 15.7
: :
: Total Traders: 312 Number of Traders in Each Category :
: 108 81 122 61 76 25 12 254 247:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 400,683
: Positions :
: 77,635 49,331 101,181 62,229 179,580 126,037 9,337 367,082 339,428: 33,601 61,255
: :
: Changes from: June 12, 2012 (Change in open interest: 725) :
: -2,784 7,204 -1,649 2,595 -4,335 -1,195 873 -3,033 2,093: 3,758 -1,368
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 12.3 25.3 15.5 44.8 31.5 2.3 91.6 84.7: 8.4 15.3
: :
: Total Traders: 399 Number of Traders in Each Category :
: 104 108 137 88 140 24 11 283 344:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 44,058
: Positions :
: 8,635 5,407 10,683 7,258 9,013 8,235 747 34,811 25,850: 9,247 18,207
: :
: Changes from: June 12, 2012 (Change in open interest: -2,972) :
: -3,011 -82 -594 321 -390 -475 -299 -3,758 -1,366: 787 -1,606
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 12.3 24.2 16.5 20.5 18.7 1.7 79.0 58.7: 21.0 41.3
: :
: Total Traders: 185 Number of Traders in Each Category :
: 47 32 44 42 71 18 7 126 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 179,844
: Positions :
: 15,353 32,016 30,737 85,889 102,920 38,447 3,902 170,426 169,575: 9,418 10,269
: :
: Changes from: June 12, 2012 (Change in open interest: -885) :
: 2,242 -1,850 -1,254 -1,573 3,065 -168 -609 -753 -647: -132 -238
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 17.8 17.1 47.8 57.2 21.4 2.2 94.8 94.3: 5.2 5.7
: :
: Total Traders: 177 Number of Traders in Each Category :
: 46 60 44 41 43 20 5 132 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 851,811
: Positions :
: 102,369 100,381 139,315 265,963 499,461 273,180 33,127 780,826 772,284: 70,985 79,527
: :
: Changes from: June 12, 2012 (Change in open interest: -84,788) :
: -2,957 -6,174 -55,400 -29,871 -10,787 1,475 -1,528 -86,753 -73,889: 1,964 -10,900
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 11.8 16.4 31.2 58.6 32.1 3.9 91.7 90.7: 8.3 9.3
: :
: Total Traders: 224 Number of Traders in Each Category :
: 52 63 70 75 75 26 19 194 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 19, 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 211,018
: Positions :
: 18,451 40,265 72,120 66,976 82,414 45,393 7,632 202,940 202,430: 8,078 8,588
: :
: Changes from: June 12, 2012 (Change in open interest: -5,151) :
: 590 -65 -814 -4,821 -3,434 -380 -965 -5,424 -5,278: 273 127
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 19.1 34.2 31.7 39.1 21.5 3.6 96.2 95.9: 3.8 4.1
: :
: Total Traders: 395 Number of Traders in Each Category :
: 99 121 114 119 117 26 15 302 321:
-------------------------------------------------------------------------------------------------------------------
Updated June 22, 2012