COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 418,881
: Positions :
: 46,131 66,046 92,563 44,311 186,620 203,436 23,920 386,441 369,150: 32,439 49,731
: :
: Changes from: November 17, 2009 (Change in open interest: -76,159) :
: 1,587 -3,370 -49,953 -7,288 -1,343 -9,772 -12,243 -65,426 -66,909: -10,733 -9,250
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 15.8 22.1 10.6 44.6 48.6 5.7 92.3 88.1: 7.7 11.9
: :
: Total Traders: 367 Number of Traders in Each Category :
: 95 123 132 59 85 31 20 277 290:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 137,794
: Positions :
: 20,603 14,530 19,278 34,673 77,828 45,291 943 119,845 112,579: 17,949 25,215
: :
: Changes from: November 17, 2009 (Change in open interest: -6,891) :
: -1,552 -1,609 -1,642 311 400 -54 -251 -2,938 -3,103: -3,953 -3,788
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 10.5 14.0 25.2 56.5 32.9 0.7 87.0 81.7: 13.0 18.3
: :
: Total Traders: 160 Number of Traders in Each Category :
: 37 19 41 47 67 20 6 125 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 1,214,860
: Positions :
: 186,718 62,824 259,452 237,243 587,772 397,624 17,655 1,081,038 927,703: 133,822 287,157
: :
: Changes from: November 17, 2009 (Change in open interest: -287,263) :
: -19,036 1,002 -164,741 -47,919 -60,132 -29,229 -26,564 -260,925 -250,435: -26,337 -36,828
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 5.2 21.4 19.5 48.4 32.7 1.5 89.0 76.4: 11.0 23.6
: :
: Total Traders: 657 Number of Traders in Each Category :
: 165 109 225 206 271 30 19 525 554:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 587,345
: Positions :
: 104,780 27,367 154,967 93,882 300,599 172,009 8,953 525,638 491,886: 61,706 95,458
: :
: Changes from: November 17, 2009 (Change in open interest: 27,174) :
: 14,109 -5,746 10,119 5,705 27,995 1,940 -1,711 31,873 30,658: -4,699 -3,484
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 4.7 26.4 16.0 51.2 29.3 1.5 89.5 83.7: 10.5 16.3
: :
: Total Traders: 461 Number of Traders in Each Category :
: 158 101 161 102 153 29 13 377 352:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 287,202
: Positions :
: 49,987 20,807 74,430 48,055 154,946 79,626 16,255 252,097 266,438: 35,105 20,763
: :
: Changes from: November 17, 2009 (Change in open interest: -25,762) :
: 6,376 -1,575 -10,363 -11,775 -12,664 260 4,922 -15,503 -19,681: -10,260 -6,081
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 7.2 25.9 16.7 54.0 27.7 5.7 87.8 92.8: 12.2 7.2
: :
: Total Traders: 246 Number of Traders in Each Category :
: 74 44 91 46 58 24 10 211 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 231,364
: Positions :
: 60,401 7,481 39,605 28,147 175,992 82,083 1,134 210,235 224,211: 21,129 7,153
: :
: Changes from: November 17, 2009 (Change in open interest: 14,042) :
: 8,739 -597 3,794 2,957 12,154 -1,392 -738 14,099 14,613: -56 -571
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.1 3.2 17.1 12.2 76.1 35.5 0.5 90.9 96.9: 9.1 3.1
: :
: Total Traders: 252 Number of Traders in Each Category :
: 128 25 47 43 56 29 6 220 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 198,834
: Positions :
: 30,264 22,515 49,707 16,178 92,878 80,309 3,003 176,458 168,104: 22,376 30,730
: :
: Changes from: November 17, 2009 (Change in open interest: 803) :
: 3,016 -3,467 896 828 8,223 36 459 4,777 6,111: -3,974 -5,308
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 11.3 25.0 8.1 46.7 40.4 1.5 88.7 84.5: 11.3 15.5
: :
: Total Traders: 220 Number of Traders in Each Category :
: 73 47 76 35 52 26 11 180 158:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 331,100
: Positions :
: 64,850 57,106 66,505 46,871 145,718 124,622 2,326 302,848 271,654: 28,252 59,446
: :
: Changes from: November 17, 2009 (Change in open interest: -6,326) :
: 2,282 4,119 -2,784 2,957 3,209 1,240 -286 3,695 4,257: -10,021 -10,584
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 17.2 20.1 14.2 44.0 37.6 0.7 91.5 82.0: 8.5 18.0
: :
: Total Traders: 390 Number of Traders in Each Category :
: 102 94 94 92 149 29 10 266 311:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 27,921
: Positions :
: 7,104 11,110 1,805 3,259 3,587 9,371 2,149 21,539 18,652: 6,382 9,270
: :
: Changes from: November 17, 2009 (Change in open interest: -371) :
: -122 492 -194 464 242 311 111 459 651: -831 -1,022
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.4 39.8 6.5 11.7 12.8 33.6 7.7 77.1 66.8: 22.9 33.2
: :
: Total Traders: 115 Number of Traders in Each Category :
: 25 34 22 22 25 20 5 79 75:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 131,298
: Positions :
: 34,082 12,444 17,901 39,507 95,165 28,592 928 120,082 126,438: 11,216 4,860
: :
: Changes from: November 17, 2009 (Change in open interest: 1,543) :
: 3,781 632 -1,316 -688 2,158 -273 410 1,504 1,884: 39 -341
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.0 9.5 13.6 30.1 72.5 21.8 0.7 91.5 96.3: 8.5 3.7
: :
: Total Traders: 163 Number of Traders in Each Category :
: 62 27 40 28 37 22 7 134 95:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 1,151,256
: Positions :
: 93,407 22,685 333,304 326,387 623,843 318,490 124,215 1,071,589 1,104,047: 79,667 47,209
: :
: Changes from: November 17, 2009 (Change in open interest: -8,948) :
: 1,510 2,676 -8,761 5,193 143 -7,287 -4,721 -9,345 -10,663: 396 1,715
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.1 2.0 29.0 28.4 54.2 27.7 10.8 93.1 95.9: 6.9 4.1
: :
: Total Traders: 235 Number of Traders in Each Category :
: 76 44 87 71 76 27 16 213 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 24, 2009
: 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 129,398
: Positions :
: 18,148 6,120 26,869 20,437 89,694 55,255 644 120,708 123,327: 8,690 6,072
: :
: Changes from: November 17, 2009 (Change in open interest: -5,196) :
: -2,321 -399 1,462 -3,710 -5,554 -230 39 -4,799 -4,452: -397 -744
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 4.7 20.8 15.8 69.3 42.7 0.5 93.3 95.3: 6.7 4.7
: :
: Total Traders: 318 Number of Traders in Each Category :
: 113 52 86 86 100 29 6 265 216:
-------------------------------------------------------------------------------------------------------------------
Updated November 30, 2009