COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 620,197
: Positions :
: 74,650 84,992 155,386 108,013 264,752 230,956 44,921 569,005 550,052: 51,193 70,145
: :
: Changes from: September 14, 2010 (Change in open interest: 1,022) :
: -7,096 3,975 2,552 3,867 -8,260 -2,138 1,194 -2,816 -540: 3,838 1,562
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 13.7 25.1 17.4 42.7 37.2 7.2 91.7 88.7: 8.3 11.3
: :
: Total Traders: 468 Number of Traders in Each Category :
: 149 153 176 86 126 28 16 369 371:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 221,103
: Positions :
: 72,941 6,444 22,341 46,013 158,019 48,358 1,504 189,653 188,308: 31,450 32,795
: :
: Changes from: September 14, 2010 (Change in open interest: 4,489) :
: 2,978 -863 408 1,063 5,279 -1,274 337 3,175 5,160: 1,314 -672
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 33.0 2.9 10.1 20.8 71.5 21.9 0.7 85.8 85.2: 14.2 14.8
: :
: Total Traders: 220 Number of Traders in Each Category :
: 72 27 50 49 88 18 7 156 160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 2,125,837
: Positions :
: 452,577 95,122 673,416 281,355 1,030,941 522,827 28,420 1,930,175 1,827,899: 195,661 297,938
: :
: Changes from: September 14, 2010 (Change in open interest: 126,073) :
: 6,817 -4,631 80,928 30,044 60,687 1,905 2,119 119,693 139,103: 6,379 -13,030
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.3 4.5 31.7 13.2 48.5 24.6 1.3 90.8 86.0: 9.2 14.0
: :
: Total Traders: 971 Number of Traders in Each Category :
: 292 181 306 240 412 28 20 695 807:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 754,876
: Positions :
: 156,655 28,688 217,387 120,864 409,144 199,486 11,321 694,391 666,540: 60,484 88,335
: :
: Changes from: September 14, 2010 (Change in open interest: 63,868) :
: 15,615 968 36,913 5,115 22,334 2,007 2,022 59,650 62,238: 4,218 1,630
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.8 3.8 28.8 16.0 54.2 26.4 1.5 92.0 88.3: 8.0 11.7
: :
: Total Traders: 583 Number of Traders in Each Category :
: 198 123 183 110 207 27 18 436 449:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 382,003
: Positions :
: 71,956 29,755 83,749 77,056 238,694 109,856 12,158 342,617 364,356: 39,386 17,647
: :
: Changes from: September 14, 2010 (Change in open interest: 37,287) :
: 13,662 -8,638 14,341 5,181 29,110 589 2,296 33,772 37,110: 3,515 177
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 7.8 21.9 20.2 62.5 28.8 3.2 89.7 95.4: 10.3 4.6
: :
: Total Traders: 271 Number of Traders in Each Category :
: 87 55 102 51 65 24 12 225 200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 381,700
: Positions :
: 72,944 6,432 92,033 112,629 258,261 79,905 14,446 357,511 371,172: 24,189 10,528
: :
: Changes from: September 14, 2010 (Change in open interest: 24,315) :
: -6,582 445 12,241 18,926 7,845 -176 3,499 24,410 24,030: -95 285
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 1.7 24.1 29.5 67.7 20.9 3.8 93.7 97.2: 6.3 2.8
: :
: Total Traders: 287 Number of Traders in Each Category :
: 143 41 79 57 68 25 10 254 173:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 271,166
: Positions :
: 61,387 17,005 70,555 14,776 137,288 96,810 3,067 243,528 227,916: 27,638 43,250
: :
: Changes from: September 14, 2010 (Change in open interest: 15,643) :
: 7,427 317 5,928 1,506 7,420 25 1,005 14,887 14,670: 755 973
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.6 6.3 26.0 5.4 50.6 35.7 1.1 89.8 84.1: 10.2 15.9
: :
: Total Traders: 272 Number of Traders in Each Category :
: 106 59 101 38 65 24 10 231 188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 445,946
: Positions :
: 126,904 12,131 120,703 29,192 226,846 137,482 8,553 414,281 368,233: 31,664 77,712
: :
: Changes from: September 14, 2010 (Change in open interest: 5,066) :
: -6,203 -4,458 7,166 3,703 -66 -439 3,464 4,227 6,105: 839 -1,039
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.5 2.7 27.1 6.5 50.9 30.8 1.9 92.9 82.6: 7.1 17.4
: :
: Total Traders: 431 Number of Traders in Each Category :
: 176 34 104 88 182 25 9 319 309:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 40,015
: Positions :
: 9,308 5,360 9,448 7,137 6,558 8,601 1,368 34,495 22,735: 5,521 17,280
: :
: Changes from: September 14, 2010 (Change in open interest: 423) :
: -1,444 -88 1,429 1,543 -567 -439 -358 1,089 416: -665 7
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.3 13.4 23.6 17.8 16.4 21.5 3.4 86.2 56.8: 13.8 43.2
: :
: Total Traders: 140 Number of Traders in Each Category :
: 34 28 44 39 40 18 6 116 98:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 139,259
: Positions :
: 18,886 38,831 20,523 64,008 68,952 27,025 3,785 130,443 132,092: 8,816 7,167
: :
: Changes from: September 14, 2010 (Change in open interest: 1,105) :
: 2,121 -290 -6 -2,616 1,890 1,471 621 971 2,215: 134 -1,110
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 27.9 14.7 46.0 49.5 19.4 2.7 93.7 94.9: 6.3 5.1
: :
: Total Traders: 177 Number of Traders in Each Category :
: 47 54 37 45 43 23 14 133 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 831,483
: Positions :
: 121,683 14,694 166,665 223,013 528,311 227,031 55,194 738,392 764,864: 93,091 66,619
: :
: Changes from: September 14, 2010 (Change in open interest: -165,318) :
: 1,925 311 -93,065 -48,631 -47,406 -19,146 -20,213 -158,917 -160,374: -6,400 -4,944
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.6 1.8 20.0 26.8 63.5 27.3 6.6 88.8 92.0: 11.2 8.0
: :
: Total Traders: 218 Number of Traders in Each Category :
: 69 41 80 64 73 24 15 193 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 21, 2010
: 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 202,868
: Positions :
: 39,851 8,969 63,601 36,741 117,575 51,562 3,058 191,755 193,202: 11,113 9,666
: :
: Changes from: September 14, 2010 (Change in open interest: -5,673) :
: -3,404 -935 -2,473 66 -3,185 -880 299 -6,691 -6,294: 1,018 621
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 4.4 31.4 18.1 58.0 25.4 1.5 94.5 95.2: 5.5 4.8
: :
: Total Traders: 381 Number of Traders in Each Category :
: 131 75 94 99 133 25 11 308 265:
-------------------------------------------------------------------------------------------------------------------
Updated September 24, 2010