COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 570,102
: Positions :
: 81,671 84,499 160,790 69,671 239,242 220,042 29,337 532,174 513,868: 37,929 56,234
: :
: Changes from: July 3, 2012 (Change in open interest: 28,308) :
: 5,415 -2,535 12,891 9,058 11,771 -2,776 4,025 24,588 26,152: 3,721 2,156
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.3 14.8 28.2 12.2 42.0 38.6 5.1 93.3 90.1: 6.7 9.9
: :
: Total Traders: 387 Number of Traders in Each Category :
: 114 123 133 75 112 27 18 299 309:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 153,176
: Positions :
: 41,404 11,978 14,684 31,507 97,025 45,023 6,048 132,618 129,735: 20,558 23,441
: :
: Changes from: July 3, 2012 (Change in open interest: 4,504) :
: 969 -702 -163 -62 5,082 1,092 -39 1,836 4,178: 2,667 326
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.0 7.8 9.6 20.6 63.3 29.4 3.9 86.6 84.7: 13.4 15.3
: :
: Total Traders: 167 Number of Traders in Each Category :
: 45 20 27 42 71 20 8 117 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 1,730,417
: Positions :
: 199,979 75,953 562,903 351,753 783,751 429,007 54,908 1,543,642 1,477,515: 186,775 252,901
: :
: Changes from: July 3, 2012 (Change in open interest: 134,948) :
: 16,469 -2,649 69,110 49,385 61,108 -1,526 7,236 133,438 134,805: 1,510 143
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 4.4 32.5 20.3 45.3 24.8 3.2 89.2 85.4: 10.8 14.6
: :
: Total Traders: 741 Number of Traders in Each Category :
: 198 135 228 239 346 29 21 566 640:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 1,177,621
: Positions :
: 259,316 40,640 412,775 220,109 566,637 197,919 64,954 1,090,119 1,085,006: 87,502 92,615
: :
: Changes from: July 3, 2012 (Change in open interest: 71,799) :
: 5,126 5,667 40,680 24,427 8,954 -2,109 19,210 68,124 74,512: 3,674 -2,713
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.0 3.5 35.1 18.7 48.1 16.8 5.5 92.6 92.1: 7.4 7.9
: :
: Total Traders: 651 Number of Traders in Each Category :
: 262 127 243 168 212 29 18 560 514:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 392,116
: Positions :
: 45,296 70,887 94,156 115,154 178,443 102,492 17,402 357,097 360,889: 35,019 31,227
: :
: Changes from: July 3, 2012 (Change in open interest: 829) :
: 4,161 -13,398 5,500 -10,484 8,992 1,264 304 442 1,400: 387 -571
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 18.1 24.0 29.4 45.5 26.1 4.4 91.1 92.0: 8.9 8.0
: :
: Total Traders: 265 Number of Traders in Each Category :
: 63 78 99 67 70 21 15 217 218:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 251,812
: Positions :
: 44,069 38,729 72,507 45,189 121,760 74,961 3,790 236,725 236,786: 15,087 15,026
: :
: Changes from: July 3, 2012 (Change in open interest: 4,083) :
: -7 2,013 753 3,396 1,818 -147 176 3,994 4,759: 89 -676
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 15.4 28.8 17.9 48.4 29.8 1.5 94.0 94.0: 6.0 6.0
: :
: Total Traders: 302 Number of Traders in Each Category :
: 113 89 72 50 60 26 16 225 203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 293,612
: Positions :
: 51,335 23,547 87,414 21,316 132,200 103,789 4,902 263,854 248,063: 29,758 45,549
: :
: Changes from: July 3, 2012 (Change in open interest: -10,096) :
: -2,958 -2,433 -2,225 -1,438 -2,129 -2,552 -1,988 -9,174 -8,775: -922 -1,321
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 8.0 29.8 7.3 45.0 35.3 1.7 89.9 84.5: 10.1 15.5
: :
: Total Traders: 297 Number of Traders in Each Category :
: 100 72 115 60 80 25 10 248 228:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 392,545
: Positions :
: 70,467 50,459 110,243 59,473 170,173 122,046 6,308 362,230 337,183: 30,315 55,362
: :
: Changes from: July 3, 2012 (Change in open interest: -13,725) :
: -1,036 -1,195 -4,982 -3,216 -4,633 -4,534 -2,613 -13,768 -13,422: 43 -303
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 12.9 28.1 15.2 43.4 31.1 1.6 92.3 85.9: 7.7 14.1
: :
: Total Traders: 390 Number of Traders in Each Category :
: 101 97 135 90 140 25 11 281 335:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 47,587
: Positions :
: 6,233 7,804 13,149 10,048 6,262 7,751 1,308 37,181 28,523: 10,406 19,064
: :
: Changes from: July 3, 2012 (Change in open interest: 1,545) :
: 347 117 1,265 255 -71 -251 -90 1,615 1,221: -71 324
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.1 16.4 27.6 21.1 13.2 16.3 2.7 78.1 59.9: 21.9 40.1
: :
: Total Traders: 189 Number of Traders in Each Category :
: 29 55 51 54 56 17 10 133 147:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 196,931
: Positions :
: 26,531 28,721 34,414 84,788 118,648 40,064 5,767 185,797 187,550: 11,134 9,380
: :
: Changes from: July 3, 2012 (Change in open interest: 3,348) :
: 3,211 -1,390 -777 505 4,123 751 722 3,690 2,677: -341 671
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 14.6 17.5 43.1 60.2 20.3 2.9 94.3 95.2: 5.7 4.8
: :
: Total Traders: 182 Number of Traders in Each Category :
: 48 59 52 41 44 21 7 141 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 795,811
: Positions :
: 99,755 45,661 150,255 210,748 503,480 274,130 34,230 734,888 733,626: 60,922 62,184
: :
: Changes from: July 3, 2012 (Change in open interest: -1,187) :
: 59 -36,275 7,230 -6,243 28,753 -1,827 4,977 -781 4,684: -406 -5,872
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 5.7 18.9 26.5 63.3 34.4 4.3 92.3 92.2: 7.7 7.8
: :
: Total Traders: 216 Number of Traders in Each Category :
: 65 47 69 68 75 25 18 191 176:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 10, 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 226,753
: Positions :
: 16,741 29,103 88,597 70,213 95,760 47,400 7,969 222,950 221,429: 3,803 5,324
: :
: Changes from: July 3, 2012 (Change in open interest: 5,588) :
: -395 -5,154 6,193 1,472 5,615 430 826 7,699 7,479: -2,111 -1,891
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.4 12.8 39.1 31.0 42.2 20.9 3.5 98.3 97.7: 1.7 2.3
: :
: Total Traders: 376 Number of Traders in Each Category :
: 89 114 121 119 120 26 16 301 313:
-------------------------------------------------------------------------------------------------------------------
Updated July 13, 2012