COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 652,469
: Positions :
: 99,680 82,594 209,843 79,448 269,031 220,964 31,502 609,935 592,971: 42,535 59,499
: :
: Changes from: July 17, 2012 (Change in open interest: 28,752) :
: 4,104 -2,257 18,356 4,804 11,392 -1,641 -2,250 25,623 25,241: 3,130 3,511
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 12.7 32.2 12.2 41.2 33.9 4.8 93.5 90.9: 6.5 9.1
: :
: Total Traders: 397 Number of Traders in Each Category :
: 123 120 137 84 119 28 17 316 317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 166,542
: Positions :
: 43,313 10,404 15,241 39,273 106,278 44,274 5,199 142,100 137,123: 24,442 29,419
: :
: Changes from: July 17, 2012 (Change in open interest: 5,421) :
: -2,739 -1,458 119 5,198 1,617 -1,533 -461 1,045 -184: 4,376 5,604
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.0 6.2 9.2 23.6 63.8 26.6 3.1 85.3 82.3: 14.7 17.7
: :
: Total Traders: 180 Number of Traders in Each Category :
: 53 19 34 49 75 19 7 133 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 2,007,418
: Positions :
: 266,162 55,761 727,969 395,461 894,595 429,944 64,710 1,819,535 1,743,036: 187,883 264,382
: :
: Changes from: July 17, 2012 (Change in open interest: 90,498) :
: 35,623 -18,166 62,913 7,218 29,782 -458 6,598 105,295 81,127: -14,797 9,371
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 2.8 36.3 19.7 44.6 21.4 3.2 90.6 86.8: 9.4 13.2
: :
: Total Traders: 798 Number of Traders in Each Category :
: 222 144 256 256 368 29 22 612 692:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 1,259,806
: Positions :
: 248,548 37,919 468,944 258,759 588,047 199,881 77,820 1,176,132 1,172,731: 83,673 87,075
: :
: Changes from: July 17, 2012 (Change in open interest: 2,184) :
: -14,961 -4,166 15,996 13,330 -12,837 -1,414 10,511 12,951 9,504: -10,768 -7,320
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 3.0 37.2 20.5 46.7 15.9 6.2 93.4 93.1: 6.6 6.9
: :
: Total Traders: 647 Number of Traders in Each Category :
: 274 118 253 179 208 29 21 563 523:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 380,006
: Positions :
: 38,805 63,580 81,247 126,727 192,739 104,016 15,600 350,794 353,166: 29,212 26,840
: :
: Changes from: July 17, 2012 (Change in open interest: -19,372) :
: -4,308 -2,162 -15,066 7,005 4,496 -2,069 -2,671 -14,437 -15,402: -4,935 -3,970
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.2 16.7 21.4 33.3 50.7 27.4 4.1 92.3 92.9: 7.7 7.1
: :
: Total Traders: 259 Number of Traders in Each Category :
: 61 81 88 65 69 20 15 207 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 261,914
: Positions :
: 42,645 38,952 74,343 55,409 126,266 74,525 5,897 246,922 245,459: 14,992 16,455
: :
: Changes from: July 17, 2012 (Change in open interest: 3,128) :
: -4,047 -458 549 4,898 487 1,992 1,654 3,391 2,232: -263 896
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 14.9 28.4 21.2 48.2 28.5 2.3 94.3 93.7: 5.7 6.3
: :
: Total Traders: 299 Number of Traders in Each Category :
: 115 87 73 50 59 26 18 222 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 261,974
: Positions :
: 41,038 27,677 79,970 17,808 113,317 99,891 1,984 238,708 222,948: 23,266 39,025
: :
: Changes from: July 17, 2012 (Change in open interest: -15,048) :
: -8,197 -3,255 -1,887 184 -6,114 -2,016 -1,333 -11,917 -12,589: -3,130 -2,458
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 10.6 30.5 6.8 43.3 38.1 0.8 91.1 85.1: 8.9 14.9
: :
: Total Traders: 276 Number of Traders in Each Category :
: 89 73 100 54 74 25 8 220 212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 397,429
: Positions :
: 64,742 57,731 122,032 65,202 160,599 118,301 920 370,277 341,283: 27,151 56,145
: :
: Changes from: July 17, 2012 (Change in open interest: -1,512) :
: -96 5,261 4,792 777 -2,877 -4,001 -6,518 1,472 658: -2,984 -2,170
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 14.5 30.7 16.4 40.4 29.8 0.2 93.2 85.9: 6.8 14.1
: :
: Total Traders: 393 Number of Traders in Each Category :
: 94 115 137 91 139 25 12 285 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 49,298
: Positions :
: 4,308 8,014 15,206 12,071 5,775 7,696 684 39,281 29,679: 10,017 19,619
: :
: Changes from: July 17, 2012 (Change in open interest: -2,222) :
: -849 414 -1,262 164 -638 -56 -5 -2,003 -1,491: -218 -731
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 16.3 30.8 24.5 11.7 15.6 1.4 79.7 60.2: 20.3 39.8
: :
: Total Traders: 176 Number of Traders in Each Category :
: 26 54 52 59 47 17 8 135 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 205,903
: Positions :
: 26,745 34,476 38,150 93,131 118,155 37,745 4,437 195,770 195,218: 10,132 10,685
: :
: Changes from: July 17, 2012 (Change in open interest: 4,426) :
: -243 1,579 3,727 2,072 262 -767 -410 4,789 5,158: -363 -731
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.0 16.7 18.5 45.2 57.4 18.3 2.2 95.1 94.8: 4.9 5.2
: :
: Total Traders: 179 Number of Traders in Each Category :
: 35 71 51 41 43 20 9 129 144:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 802,736
: Positions :
: 110,849 27,467 145,373 197,081 536,893 271,918 33,826 725,221 743,560: 77,516 59,176
: :
: Changes from: July 17, 2012 (Change in open interest: 13,790) :
: 13,167 -8,061 824 -6,973 27,484 -6,419 -3,363 598 16,884: 13,192 -3,094
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 3.4 18.1 24.6 66.9 33.9 4.2 90.3 92.6: 9.7 7.4
: :
: Total Traders: 211 Number of Traders in Each Category :
: 64 40 65 72 76 24 16 192 166:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 24, 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 218,190
: Positions :
: 16,261 26,023 82,473 67,334 95,876 43,934 4,779 210,001 209,150: 8,188 9,039
: :
: Changes from: July 17, 2012 (Change in open interest: -6,174) :
: -1,267 -927 -2,961 -392 -688 -1,966 -1,736 -6,586 -6,311: 412 137
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.5 11.9 37.8 30.9 43.9 20.1 2.2 96.2 95.9: 3.8 4.1
: :
: Total Traders: 362 Number of Traders in Each Category :
: 90 102 118 117 118 25 13 291 302:
-------------------------------------------------------------------------------------------------------------------
Updated July 27, 2012