COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 541,852
: Positions :
: 65,518 156,721 122,476 70,759 167,596 251,870 38,634 510,623 485,427: 31,229 56,425
: :
: Changes from: May 8, 2012 (Change in open interest: 2,431) :
: -511 3,395 1,349 456 -3,923 -236 1,869 1,058 2,690: 1,374 -258
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 28.9 22.6 13.1 30.9 46.5 7.1 94.2 89.6: 5.8 10.4
: :
: Total Traders: 406 Number of Traders in Each Category :
: 96 169 146 75 100 28 19 290 349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 151,405
: Positions :
: 30,644 36,930 15,819 45,427 63,152 41,960 6,776 133,849 122,677: 17,555 28,728
: :
: Changes from: May 8, 2012 (Change in open interest: 2,602) :
: -411 624 516 2,159 1,336 -453 -376 1,810 2,100: 791 502
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.2 24.4 10.4 30.0 41.7 27.7 4.5 88.4 81.0: 11.6 19.0
: :
: Total Traders: 170 Number of Traders in Each Category :
: 36 48 31 50 54 20 10 123 127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 1,723,037
: Positions :
: 203,636 174,506 516,061 355,263 653,345 485,086 77,223 1,560,047 1,421,135: 162,990 301,902
: :
: Changes from: May 8, 2012 (Change in open interest: 11,954) :
: -15,878 21,664 20,901 10,020 -38,283 -9,027 -820 6,016 3,462: 5,939 8,492
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.8 10.1 30.0 20.6 37.9 28.2 4.5 90.5 82.5: 9.5 17.5
: :
: Total Traders: 755 Number of Traders in Each Category :
: 164 206 265 234 307 28 22 577 664:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 1,104,590
: Positions :
: 218,576 33,905 369,105 232,922 534,287 214,991 61,567 1,035,594 998,863: 68,996 105,727
: :
: Changes from: May 8, 2012 (Change in open interest: 3,904) :
: -20,016 -3,169 21,009 7,657 -5,856 762 788 9,412 12,772: -5,508 -8,868
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 3.1 33.4 21.1 48.4 19.5 5.6 93.8 90.4: 6.2 9.6
: :
: Total Traders: 640 Number of Traders in Each Category :
: 231 150 276 161 208 27 20 548 543:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 448,414
: Positions :
: 59,799 82,223 84,148 153,015 222,493 117,950 24,165 414,912 413,028: 33,502 35,386
: :
: Changes from: May 8, 2012 (Change in open interest: 16,750) :
: -12,088 6,811 8,997 25,071 -6,113 -2,459 581 19,521 10,277: -2,771 6,473
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 18.3 18.8 34.1 49.6 26.3 5.4 92.5 92.1: 7.5 7.9
: :
: Total Traders: 285 Number of Traders in Each Category :
: 70 91 97 64 65 23 14 218 227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 281,960
: Positions :
: 45,755 48,737 71,789 71,496 136,959 79,114 6,603 268,154 264,088: 13,805 17,872
: :
: Changes from: May 8, 2012 (Change in open interest: 25,139) :
: -7,068 2,366 15,346 17,016 5,986 573 1,512 25,867 25,209: -727 -70
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 17.3 25.5 25.4 48.6 28.1 2.3 95.1 93.7: 4.9 6.3
: :
: Total Traders: 309 Number of Traders in Each Category :
: 108 103 90 55 58 25 15 228 229:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 332,862
: Positions :
: 42,226 73,069 106,852 45,099 96,085 104,464 12,266 298,641 288,272: 34,221 44,590
: :
: Changes from: May 8, 2012 (Change in open interest: -4,055) :
: -1,769 -454 -3,067 -2,989 -3,982 1,151 2,599 -6,673 -4,903: 2,618 848
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 22.0 32.1 13.5 28.9 31.4 3.7 89.7 86.6: 10.3 13.4
: :
: Total Traders: 317 Number of Traders in Each Category :
: 93 104 127 62 73 24 11 242 271:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 448,677
: Positions :
: 89,615 59,930 126,102 72,984 188,561 125,655 9,144 414,356 383,737: 34,320 64,940
: :
: Changes from: May 8, 2012 (Change in open interest: -1,640) :
: -3,347 -4,668 2,336 21 -809 -666 693 -1,657 -2,448: 17 808
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.0 13.4 28.1 16.3 42.0 28.0 2.0 92.4 85.5: 7.6 14.5
: :
: Total Traders: 422 Number of Traders in Each Category :
: 105 118 148 101 155 24 12 310 367:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 49,000
: Positions :
: 12,769 8,311 10,579 8,277 9,372 8,463 908 40,089 29,170: 8,911 19,830
: :
: Changes from: May 8, 2012 (Change in open interest: -1,667) :
: -117 77 -1,086 -1,066 -503 -100 104 -2,369 -1,408: 702 -259
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.1 17.0 21.6 16.9 19.1 17.3 1.9 81.8 59.5: 18.2 40.5
: :
: Total Traders: 199 Number of Traders in Each Category :
: 46 43 36 49 69 18 6 132 137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 195,805
: Positions :
: 14,318 35,374 38,756 91,256 107,646 42,127 4,384 186,457 186,160: 9,348 9,645
: :
: Changes from: May 8, 2012 (Change in open interest: 3,186) :
: -31 -512 792 428 1,947 2,273 639 3,462 2,866: -276 320
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.3 18.1 19.8 46.6 55.0 21.5 2.2 95.2 95.1: 4.8 4.9
: :
: Total Traders: 186 Number of Traders in Each Category :
: 38 74 51 42 45 20 6 137 143:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 888,534
: Positions :
: 109,377 116,836 165,839 259,798 482,398 282,216 38,116 817,230 803,189: 71,304 85,345
: :
: Changes from: May 8, 2012 (Change in open interest: 6,487) :
: 3,893 1,421 -2,029 1,743 4,374 -2,227 297 1,381 4,063: 5,106 2,424
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 13.1 18.7 29.2 54.3 31.8 4.3 92.0 90.4: 8.0 9.6
: :
: Total Traders: 244 Number of Traders in Each Category :
: 62 73 80 67 75 27 18 202 203:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of May 15, 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 216,497
: Positions :
: 20,142 38,074 76,098 65,646 86,222 47,957 9,173 209,843 209,567: 6,653 6,930
: :
: Changes from: May 8, 2012 (Change in open interest: -2,802) :
: -128 -3,068 -1,264 -1,692 1,977 53 -187 -3,031 -2,542: 229 -260
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.3 17.6 35.1 30.3 39.8 22.2 4.2 96.9 96.8: 3.1 3.2
: :
: Total Traders: 394 Number of Traders in Each Category :
: 98 122 117 115 121 27 15 305 318:
-------------------------------------------------------------------------------------------------------------------
Updated May 21, 2012