COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 579,090
: Positions :
: 60,786 84,869 145,308 88,281 250,053 242,220 34,962 536,595 515,192: 42,495 63,898
: :
: Changes from: May 10, 2011 (Change in open interest: -1,283) :
: -8,640 4,339 595 10,802 -5,948 -3,966 -1,574 -1,209 -2,587: -74 1,304
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 14.7 25.1 15.2 43.2 41.8 6.0 92.7 89.0: 7.3 11.0
: :
: Total Traders: 459 Number of Traders in Each Category :
: 135 141 193 88 127 28 20 361 393:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 182,977
: Positions :
: 45,011 9,550 21,175 46,629 115,025 46,136 11,592 158,951 157,342: 24,025 25,635
: :
: Changes from: May 10, 2011 (Change in open interest: -3,099) :
: 1,112 -1,249 1,254 -3,952 -2,626 -495 276 -2,082 -2,345: -1,018 -755
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.6 5.2 11.6 25.5 62.9 25.2 6.3 86.9 86.0: 13.1 14.0
: :
: Total Traders: 194 Number of Traders in Each Category :
: 52 25 49 53 75 19 7 149 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 2,128,708
: Positions :
: 328,672 102,490 689,617 405,101 949,628 492,943 112,828 1,916,334 1,854,563: 212,375 274,145
: :
: Changes from: May 10, 2011 (Change in open interest: -25,654) :
: -9,007 2,734 -3,347 -11,265 -32,494 -664 6,923 -24,283 -26,185: -1,372 530
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 4.8 32.4 19.0 44.6 23.2 5.3 90.0 87.1: 10.0 12.9
: :
: Total Traders: 893 Number of Traders in Each Category :
: 244 165 299 280 403 30 23 688 771:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 774,141
: Positions :
: 96,924 46,064 254,343 174,152 354,680 195,696 32,124 721,116 687,212: 53,025 86,929
: :
: Changes from: May 10, 2011 (Change in open interest: -9,460) :
: -2,842 2,792 -4,235 2,162 -5,848 -1,123 320 -6,039 -6,971: -3,421 -2,489
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 6.0 32.9 22.5 45.8 25.3 4.1 93.2 88.8: 6.8 11.2
: :
: Total Traders: 558 Number of Traders in Each Category :
: 182 128 227 119 189 28 19 432 481:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 387,293
: Positions :
: 52,673 40,481 87,581 112,219 217,026 102,177 13,629 354,650 358,716: 32,643 28,577
: :
: Changes from: May 10, 2011 (Change in open interest: 4,149) :
: -1,561 2,931 270 9,656 -136 -2,124 -402 6,241 2,663: -2,092 1,486
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 10.5 22.6 29.0 56.0 26.4 3.5 91.6 92.6: 8.4 7.4
: :
: Total Traders: 246 Number of Traders in Each Category :
: 65 66 83 58 64 22 16 197 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 297,674
: Positions :
: 35,747 8,187 100,001 79,619 161,578 63,234 14,106 278,601 283,872: 19,074 13,802
: :
: Changes from: May 10, 2011 (Change in open interest: 768) :
: 1,452 -478 -0 -3 1,371 324 952 1,773 1,845: -1,006 -1,077
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 2.8 33.6 26.7 54.3 21.2 4.7 93.6 95.4: 6.4 4.6
: :
: Total Traders: 239 Number of Traders in Each Category :
: 111 39 76 47 59 25 14 202 169:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 262,467
: Positions :
: 31,912 32,100 69,704 29,425 119,082 105,859 4,352 236,901 225,239: 25,566 37,228
: :
: Changes from: May 10, 2011 (Change in open interest: 6,671) :
: -2,257 4,380 6,149 4,675 -4,059 -1,836 -286 6,731 6,185: -60 486
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 12.2 26.6 11.2 45.4 40.3 1.7 90.3 85.8: 9.7 14.2
: :
: Total Traders: 268 Number of Traders in Each Category :
: 89 72 105 42 65 26 15 204 224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 453,479
: Positions :
: 78,034 30,089 141,233 57,372 199,322 146,262 2,449 422,900 373,092: 30,579 80,387
: :
: Changes from: May 10, 2011 (Change in open interest: -2,521) :
: -1,779 3,202 -1,249 4,127 -713 -4,229 -1,964 -3,130 -724: 609 -1,797
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 6.6 31.1 12.7 44.0 32.3 0.5 93.3 82.3: 6.7 17.7
: :
: Total Traders: 400 Number of Traders in Each Category :
: 105 89 125 82 165 26 15 272 345:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 43,696
: Positions :
: 11,588 3,056 7,731 7,610 9,751 10,265 241 37,194 20,779: 6,502 22,917
: :
: Changes from: May 10, 2011 (Change in open interest: -587) :
: 399 369 -13 -333 -726 -775 -39 -722 -409: 135 -178
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.5 7.0 17.7 17.4 22.3 23.5 0.6 85.1 47.6: 14.9 52.4
: :
: Total Traders: 164 Number of Traders in Each Category :
: 34 30 37 32 63 21 7 107 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 189,153
: Positions :
: 24,548 32,547 33,974 77,155 110,680 41,270 3,663 176,948 180,865: 12,205 8,288
: :
: Changes from: May 10, 2011 (Change in open interest: 676) :
: -4,330 2,036 3,397 1,248 -6,096 -461 185 -147 -478: 822 1,154
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.0 17.2 18.0 40.8 58.5 21.8 1.9 93.5 95.6: 6.5 4.4
: :
: Total Traders: 169 Number of Traders in Each Category :
: 53 45 44 42 45 19 10 135 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 756,592
: Positions :
: 104,722 52,901 153,899 182,643 419,834 252,340 57,455 693,605 684,089: 62,988 72,503
: :
: Changes from: May 10, 2011 (Change in open interest: -2,457) :
: -4,290 6,656 4,296 3,371 -19,597 -2,635 3,952 743 -4,693: -3,199 2,236
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 7.0 20.3 24.1 55.5 33.4 7.6 91.7 90.4: 8.3 9.6
: :
: Total Traders: 240 Number of Traders in Each Category :
: 73 54 90 69 76 27 19 217 192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 17, 2011
: 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 170,435
: Positions :
: 19,577 11,689 48,257 48,398 99,105 46,522 5,811 162,754 164,862: 7,681 5,572
: :
: Changes from: May 10, 2011 (Change in open interest: -6,231) :
: -8,362 1,464 -29 4,844 -6,763 -1,143 -122 -4,689 -5,450: -1,542 -782
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 6.9 28.3 28.4 58.1 27.3 3.4 95.5 96.7: 4.5 3.3
: :
: Total Traders: 341 Number of Traders in Each Category :
: 103 77 101 108 118 26 16 288 267:
-------------------------------------------------------------------------------------------------------------------
Updated May 20, 2011