COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 539,421
: Positions :
: 66,029 153,326 121,128 70,303 171,519 252,106 36,765 509,566 482,738: 29,855 56,683
: :
: Changes from: May 1, 2012 (Change in open interest: 14,546) :
: -828 17,591 1,692 7,930 -13,045 5,644 5,425 14,437 11,663: 108 2,883
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 28.4 22.5 13.0 31.8 46.7 6.8 94.5 89.5: 5.5 10.5
: :
: Total Traders: 409 Number of Traders in Each Category :
: 95 173 147 73 100 28 20 290 353:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 148,803
: Positions :
: 31,055 36,306 15,303 43,268 61,816 42,413 7,152 132,039 120,577: 16,764 28,226
: :
: Changes from: May 1, 2012 (Change in open interest: 7,003) :
: 2,911 1,981 177 2,650 4,050 -720 -552 5,018 5,656: 1,985 1,347
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.9 24.4 10.3 29.1 41.5 28.5 4.8 88.7 81.0: 11.3 19.0
: :
: Total Traders: 168 Number of Traders in Each Category :
: 38 47 31 46 51 20 10 120 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 1,711,083
: Positions :
: 219,515 152,842 495,160 345,243 691,628 494,113 78,043 1,554,031 1,417,673: 157,052 293,410
: :
: Changes from: May 1, 2012 (Change in open interest: 26,564) :
: -10,838 -14,632 21,756 8,942 13,296 6,435 1,428 26,295 21,848: 269 4,716
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.8 8.9 28.9 20.2 40.4 28.9 4.6 90.8 82.9: 9.2 17.1
: :
: Total Traders: 768 Number of Traders in Each Category :
: 197 181 269 232 319 28 21 591 670:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 1,100,686
: Positions :
: 238,591 37,074 348,096 225,265 540,143 214,230 60,778 1,026,182 986,091: 74,504 114,595
: :
: Changes from: May 1, 2012 (Change in open interest: -11,478) :
: -23,472 -169 -5,423 13,804 -11,851 2,339 3,540 -12,753 -13,904: 1,274 2,425
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 3.4 31.6 20.5 49.1 19.5 5.5 93.2 89.6: 6.8 10.4
: :
: Total Traders: 629 Number of Traders in Each Category :
: 240 133 243 157 204 28 20 530 511:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 431,664
: Positions :
: 71,888 75,412 75,150 127,944 228,605 120,409 23,585 395,391 402,752: 36,273 28,912
: :
: Changes from: May 1, 2012 (Change in open interest: 23,534) :
: -8,577 8,602 4,253 28,493 3,755 1,397 3,764 25,567 20,374: -2,033 3,160
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 17.5 17.4 29.6 53.0 27.9 5.5 91.6 93.3: 8.4 6.7
: :
: Total Traders: 293 Number of Traders in Each Category :
: 78 93 107 58 65 23 14 235 223:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 256,820
: Positions :
: 52,822 46,371 56,444 54,480 130,974 78,542 5,091 242,288 238,879: 14,533 17,941
: :
: Changes from: May 1, 2012 (Change in open interest: 8,593) :
: 4,152 8,110 1,323 4,439 -3,279 -204 741 9,709 6,895: -1,116 1,698
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.6 18.1 22.0 21.2 51.0 30.6 2.0 94.3 93.0: 5.7 7.0
: :
: Total Traders: 303 Number of Traders in Each Category :
: 116 92 91 53 59 25 15 231 223:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 336,917
: Positions :
: 43,994 73,522 109,919 48,088 100,067 103,313 9,667 305,314 293,175: 31,603 43,742
: :
: Changes from: May 1, 2012 (Change in open interest: 3,422) :
: 1,052 7,651 1,967 2,574 -4,302 -1,688 -1,184 3,905 4,131: -483 -709
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.1 21.8 32.6 14.3 29.7 30.7 2.9 90.6 87.0: 9.4 13.0
: :
: Total Traders: 320 Number of Traders in Each Category :
: 95 108 134 58 71 24 13 243 278:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 450,316
: Positions :
: 92,962 64,598 123,766 72,963 189,371 126,321 8,450 416,013 386,185: 34,304 64,131
: :
: Changes from: May 1, 2012 (Change in open interest: -4,574) :
: 1,824 -1,991 -3,931 530 1,220 -2,455 -2,216 -4,031 -6,917: -543 2,343
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.6 14.3 27.5 16.2 42.1 28.1 1.9 92.4 85.8: 7.6 14.2
: :
: Total Traders: 427 Number of Traders in Each Category :
: 112 118 142 95 151 26 14 304 368:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 50,667
: Positions :
: 12,886 8,234 11,666 9,343 9,874 8,563 804 42,458 30,578: 8,209 20,089
: :
: Changes from: May 1, 2012 (Change in open interest: 1,386) :
: 1,602 -208 536 -133 865 -69 -505 1,937 688: -551 697
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.4 16.3 23.0 18.4 19.5 16.9 1.6 83.8 60.4: 16.2 39.6
: :
: Total Traders: 185 Number of Traders in Each Category :
: 45 33 38 43 69 18 6 124 132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 192,619
: Positions :
: 14,349 35,886 37,964 90,828 105,699 39,854 3,745 182,996 183,294: 9,623 9,325
: :
: Changes from: May 1, 2012 (Change in open interest: -2,457) :
: 930 -4,098 464 -3,813 1,931 673 49 -1,747 -1,655: -710 -802
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.4 18.6 19.7 47.2 54.9 20.7 1.9 95.0 95.2: 5.0 4.8
: :
: Total Traders: 186 Number of Traders in Each Category :
: 43 73 48 40 42 20 6 137 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 882,047
: Positions :
: 105,484 115,415 167,868 258,055 478,024 284,443 37,819 815,849 799,126: 66,198 82,921
: :
: Changes from: May 1, 2012 (Change in open interest: 21,342) :
: -1,876 11,815 8,846 18,213 -9,548 -5,687 954 19,495 12,067: 1,847 9,275
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 13.1 19.0 29.3 54.2 32.2 4.3 92.5 90.6: 7.5 9.4
: :
: Total Traders: 248 Number of Traders in Each Category :
: 66 71 82 69 76 27 18 208 204:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 8, 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 219,299
: Positions :
: 20,269 41,142 77,363 67,338 84,244 47,904 9,360 212,874 212,109: 6,424 7,190
: :
: Changes from: May 1, 2012 (Change in open interest: 8,345) :
: -848 1,339 7,230 1,862 -748 1,301 1,156 9,545 8,978: -1,200 -633
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 18.8 35.3 30.7 38.4 21.8 4.3 97.1 96.7: 2.9 3.3
: :
: Total Traders: 394 Number of Traders in Each Category :
: 97 123 114 118 116 26 16 305 315:
-------------------------------------------------------------------------------------------------------------------
Updated May 11, 2012