Comment Text:
Just an intuitive reaction to confirm the data, which I assume has been thoroughly done. Soybeans, last week data, 5/23/11 to 5.27/11: data indicates a substantial increase in the activity of Prod/Merchant/Proc/User, yet relatively low average volume trade, and looking at price activity that week, a relatively narrow price range. Difficult to understand why that week would see that size of increase in commercial activity.
I also think it would be somewhat beneficial if the periodization of the data were the same as that of the COT reports. Wed - Tues rather than Mon - Fri.