COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 509,752
: Positions :
: 78,578 96,189 118,086 58,486 214,937 222,129 26,474 477,280 455,686: 32,473 54,066
: :
: Changes from: June 19, 2012 (Change in open interest: -33,517) :
: 10,451 -27,651 -15,414 -18,271 15,278 -12,264 -5,166 -35,497 -32,952: 1,980 -565
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 18.9 23.2 11.5 42.2 43.6 5.2 93.6 89.4: 6.4 10.6
: :
: Total Traders: 371 Number of Traders in Each Category :
: 86 142 139 66 103 28 21 277 317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 148,478
: Positions :
: 37,895 16,613 12,237 36,937 87,724 43,012 6,279 130,082 122,853: 18,397 25,625
: :
: Changes from: June 19, 2012 (Change in open interest: -14,897) :
: 3,524 -7,326 -5,743 -3,765 9,711 -164 -121 -6,149 -3,479: -8,748 -11,418
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.5 11.2 8.2 24.9 59.1 29.0 4.2 87.6 82.7: 12.4 17.3
: :
: Total Traders: 161 Number of Traders in Each Category :
: 36 31 35 46 61 20 9 124 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 1,509,075
: Positions :
: 168,208 117,669 426,482 299,701 649,611 434,105 50,251 1,328,497 1,244,013: 180,579 265,062
: :
: Changes from: June 19, 2012 (Change in open interest: -131,616) :
: -7,500 -37,152 -84,337 -23,809 21,175 -21,989 -9,274 -137,635 -109,588: 6,018 -22,029
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 7.8 28.3 19.9 43.0 28.8 3.3 88.0 82.4: 12.0 17.6
: :
: Total Traders: 686 Number of Traders in Each Category :
: 175 143 229 235 304 29 20 549 599:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 1,046,687
: Positions :
: 232,686 35,866 331,326 198,830 532,294 197,467 47,274 960,309 946,761: 86,377 99,926
: :
: Changes from: June 19, 2012 (Change in open interest: -70,152) :
: 18,173 3,648 -63,156 -25,824 -5,797 -3,689 -3,455 -74,496 -68,760: 4,344 -1,391
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.2 3.4 31.7 19.0 50.9 18.9 4.5 91.7 90.5: 8.3 9.5
: :
: Total Traders: 604 Number of Traders in Each Category :
: 238 106 231 171 200 29 17 535 477:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 399,083
: Positions :
: 39,721 92,242 87,646 134,807 164,018 102,304 19,661 364,478 363,566: 34,604 35,517
: :
: Changes from: June 19, 2012 (Change in open interest: -63,238) :
: -10,870 -9,801 -16,073 -33,708 -33,384 -3,341 -5,016 -63,991 -64,273: 753 1,035
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 23.1 22.0 33.8 41.1 25.6 4.9 91.3 91.1: 8.7 8.9
: :
: Total Traders: 272 Number of Traders in Each Category :
: 58 87 96 61 66 21 16 202 231:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 251,461
: Positions :
: 41,805 36,355 73,781 45,336 122,187 74,734 3,021 235,656 235,344: 15,805 16,117
: :
: Changes from: June 19, 2012 (Change in open interest: -6,150) :
: -2,699 -249 4,246 -7,814 -8,980 628 -466 -5,639 -5,449: -510 -701
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 14.5 29.3 18.0 48.6 29.7 1.2 93.7 93.6: 6.3 6.4
: :
: Total Traders: 290 Number of Traders in Each Category :
: 104 87 73 46 58 26 14 216 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 301,467
: Positions :
: 48,096 33,722 91,629 27,558 118,963 102,256 8,065 269,540 252,379: 31,927 49,088
: :
: Changes from: June 19, 2012 (Change in open interest: 4,867) :
: -2,387 -1,791 3,095 3,072 1,402 128 -469 3,907 2,236: 960 2,631
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 11.2 30.4 9.1 39.5 33.9 2.7 89.4 83.7: 10.6 16.3
: :
: Total Traders: 315 Number of Traders in Each Category :
: 100 88 121 63 75 25 11 254 247:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 408,126
: Positions :
: 75,605 54,710 110,020 64,082 176,296 125,218 9,322 374,925 350,349: 33,201 57,778
: :
: Changes from: June 19, 2012 (Change in open interest: 7,444) :
: -2,030 5,379 8,839 1,852 -3,283 -818 -14 7,843 10,920: -400 -3,477
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 13.4 27.0 15.7 43.2 30.7 2.3 91.9 85.8: 8.1 14.2
: :
: Total Traders: 405 Number of Traders in Each Category :
: 115 100 140 89 142 24 9 286 348:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 45,219
: Positions :
: 6,833 6,877 11,222 8,830 7,674 8,051 880 34,936 26,654: 10,283 18,565
: :
: Changes from: June 19, 2012 (Change in open interest: 1,162) :
: -1,801 1,470 539 1,572 -1,339 -184 133 126 803: 1,036 358
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 15.2 24.8 19.5 17.0 17.8 1.9 77.3 58.9: 22.7 41.1
: :
: Total Traders: 186 Number of Traders in Each Category :
: 34 42 43 54 66 18 7 127 143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 183,950
: Positions :
: 15,811 35,522 31,622 88,516 100,445 38,066 4,918 174,015 172,506: 9,935 11,444
: :
: Changes from: June 19, 2012 (Change in open interest: 4,106) :
: 458 3,506 885 2,627 -2,475 -381 1,016 3,589 2,932: 517 1,174
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.6 19.3 17.2 48.1 54.6 20.7 2.7 94.6 93.8: 5.4 6.2
: :
: Total Traders: 175 Number of Traders in Each Category :
: 41 66 46 42 38 19 5 131 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 812,937
: Positions :
: 103,422 93,701 139,455 236,444 475,405 267,226 27,840 746,547 736,401: 66,389 76,535
: :
: Changes from: June 19, 2012 (Change in open interest: -38,875) :
: 1,054 -6,680 140 -29,519 -24,056 -5,954 -5,287 -34,279 -35,883: -4,596 -2,992
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 11.5 17.2 29.1 58.5 32.9 3.4 91.8 90.6: 8.2 9.4
: :
: Total Traders: 210 Number of Traders in Each Category :
: 60 48 66 67 70 25 16 184 168:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of June 26, 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 213,750
: Positions :
: 18,145 39,486 74,722 66,742 83,207 46,095 7,597 205,704 205,012: 8,047 8,739
: :
: Changes from: June 19, 2012 (Change in open interest: 2,733) :
: -305 -779 2,602 -234 794 701 -35 2,763 2,582: -31 151
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 18.5 35.0 31.2 38.9 21.6 3.6 96.2 95.9: 3.8 4.1
: :
: Total Traders: 383 Number of Traders in Each Category :
: 93 117 114 122 120 26 15 300 314:
-------------------------------------------------------------------------------------------------------------------
Updated June 29, 2012