COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 437,771
: Positions :
: 47,532 86,284 101,196 45,001 169,816 212,676 30,442 406,405 387,738: 31,366 50,033
: :
: Changes from: December 22, 2009 (Change in open interest: -2,251) :
: 888 2,382 -2,855 -4,264 -550 2,581 78 -3,649 -945: 1,398 -1,306
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.9 19.7 23.1 10.3 38.8 48.6 7.0 92.8 88.6: 7.2 11.4
: :
: Total Traders: 362 Number of Traders in Each Category :
: 102 124 120 63 84 30 16 267 284:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 149,658
: Positions :
: 21,335 20,820 23,378 38,587 77,498 47,954 1,427 131,254 123,124: 18,404 26,534
: :
: Changes from: December 22, 2009 (Change in open interest: 2,691) :
: 216 -945 64 -267 1,603 713 -38 726 684: 1,965 2,007
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.3 13.9 15.6 25.8 51.8 32.0 1.0 87.7 82.3: 12.3 17.7
: :
: Total Traders: 172 Number of Traders in Each Category :
: 40 29 48 46 63 18 4 129 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 1,247,226
: Positions :
: 216,425 60,629 256,882 241,477 632,801 404,681 25,714 1,119,465 976,026: 127,761 271,200
: :
: Changes from: December 22, 2009 (Change in open interest: 26,749) :
: 14,136 -7,105 5,302 -3,285 22,853 3,085 480 19,237 21,530: 7,511 5,218
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 4.9 20.6 19.4 50.7 32.4 2.1 89.8 78.3: 10.2 21.7
: :
: Total Traders: 646 Number of Traders in Each Category :
: 162 113 187 203 284 30 16 490 530:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 526,575
: Positions :
: 79,178 39,958 136,308 88,246 247,970 172,192 10,678 475,924 434,914: 50,651 91,661
: :
: Changes from: December 22, 2009 (Change in open interest: -79,869) :
: -2,676 -3,705 -38,688 -33,198 -28,733 -902 -2,575 -75,464 -73,701: -4,404 -6,167
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 7.6 25.9 16.8 47.1 32.7 2.0 90.4 82.6: 9.6 17.4
: :
: Total Traders: 434 Number of Traders in Each Category :
: 132 97 157 98 144 28 14 353 344:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 241,324
: Positions :
: 31,047 20,465 59,952 48,074 128,236 72,283 13,418 211,355 222,071: 29,969 19,252
: :
: Changes from: December 22, 2009 (Change in open interest: -18,657) :
: 2,040 -618 -6,371 -12,978 -7,119 -1,881 -2,257 -19,190 -16,365: 533 -2,292
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 8.5 24.8 19.9 53.1 30.0 5.6 87.6 92.0: 12.4 8.0
: :
: Total Traders: 226 Number of Traders in Each Category :
: 59 50 90 38 48 24 8 185 170:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 251,292
: Positions :
: 62,811 9,167 45,605 40,309 187,577 81,952 1,493 230,677 243,842: 20,614 7,450
: :
: Changes from: December 22, 2009 (Change in open interest: 3,864) :
: 2,537 -295 270 1,166 4,081 -23 -60 3,950 3,996: -86 -132
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.0 3.6 18.1 16.0 74.6 32.6 0.6 91.8 97.0: 8.2 3.0
: :
: Total Traders: 259 Number of Traders in Each Category :
: 128 35 56 47 54 28 10 228 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 199,052
: Positions :
: 33,470 13,629 46,179 15,984 103,677 80,058 2,079 175,691 165,564: 23,361 33,488
: :
: Changes from: December 22, 2009 (Change in open interest: 5,894) :
: 1,385 683 1,780 457 1,346 1,200 592 4,821 4,401: 1,072 1,492
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 6.8 23.2 8.0 52.1 40.2 1.0 88.3 83.2: 11.7 16.8
: :
: Total Traders: 212 Number of Traders in Each Category :
: 71 43 74 37 50 25 5 176 150:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 323,347
: Positions :
: 76,359 49,597 60,198 39,438 153,961 121,260 1,326 297,255 265,082: 26,092 58,266
: :
: Changes from: December 22, 2009 (Change in open interest: 6,751) :
: 5,667 -1,092 2,549 -1,650 3,366 183 -393 6,750 4,430: 1 2,320
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.6 15.3 18.6 12.2 47.6 37.5 0.4 91.9 82.0: 8.1 18.0
: :
: Total Traders: 386 Number of Traders in Each Category :
: 104 96 89 77 146 25 5 252 296:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 32,245
: Positions :
: 5,520 9,564 4,642 6,446 5,849 9,346 934 25,954 20,989: 6,292 11,256
: :
: Changes from: December 22, 2009 (Change in open interest: -109) :
: -29 -938 147 148 496 -121 -171 145 -466: -253 357
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 29.7 14.4 20.0 18.1 29.0 2.9 80.5 65.1: 19.5 34.9
: :
: Total Traders: 129 Number of Traders in Each Category :
: 27 30 31 32 34 19 4 97 87:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 138,563
: Positions :
: 37,539 10,582 21,323 41,993 101,082 27,518 802 128,373 133,789: 10,190 4,774
: :
: Changes from: December 22, 2009 (Change in open interest: -972) :
: -703 -375 -288 497 -259 28 -9 -466 -932: -506 -41
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.1 7.6 15.4 30.3 73.0 19.9 0.6 92.6 96.6: 7.4 3.4
: :
: Total Traders: 171 Number of Traders in Each Category :
: 64 31 42 33 45 22 5 143 104:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 1,269,415
: Positions :
: 142,199 20,485 366,482 335,744 698,346 324,112 131,879 1,168,537 1,217,193: 100,878 52,222
: :
: Changes from: December 22, 2009 (Change in open interest: -1,262) :
: -4,698 3,968 -3,069 5,734 -1,434 1,579 39 -453 -497: -809 -765
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 1.6 28.9 26.4 55.0 25.5 10.4 92.1 95.9: 7.9 4.1
: :
: Total Traders: 253 Number of Traders in Each Category :
: 91 44 90 74 82 26 17 231 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 29, 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 150,969
: Positions :
: 25,416 7,552 32,855 23,090 102,219 57,930 811 139,292 143,438: 11,677 7,531
: :
: Changes from: December 22, 2009 (Change in open interest: -8,103) :
: -7,722 -1,378 -1,628 1,069 -5,415 233 28 -8,048 -8,393: -55 290
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 5.0 21.8 15.3 67.7 38.4 0.5 92.3 95.0: 7.7 5.0
: :
: Total Traders: 350 Number of Traders in Each Category :
: 128 66 92 93 104 28 7 299 228:
-------------------------------------------------------------------------------------------------------------------
Updated January 4, 2010