COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 596,899
: Positions :
: 80,784 78,920 138,116 86,444 283,507 245,520 33,284 550,864 533,827: 46,035 63,073
: :
: Changes from: December 21, 2010 (Change in open interest: 4,926) :
: 7,533 856 -3,547 -1,921 7,473 1,967 1,102 4,032 5,884: 894 -957
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 13.2 23.1 14.5 47.5 41.1 5.6 92.3 89.4: 7.7 10.6
: :
: Total Traders: 443 Number of Traders in Each Category :
: 140 140 156 77 123 27 19 344 345:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 227,749
: Positions :
: 58,075 6,052 36,101 61,324 150,048 41,618 5,281 197,118 197,482: 30,631 30,266
: :
: Changes from: December 21, 2010 (Change in open interest: 884) :
: 1,119 -764 -1,310 505 2,452 190 37 505 416: 379 468
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.5 2.7 15.9 26.9 65.9 18.3 2.3 86.6 86.7: 13.4 13.3
: :
: Total Traders: 223 Number of Traders in Each Category :
: 76 22 56 53 88 19 8 163 166:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 2,220,581
: Positions :
: 458,132 114,899 629,706 393,865 1,108,151 526,786 76,839 2,008,488 1,929,594: 212,093 290,987
: :
: Changes from: December 21, 2010 (Change in open interest: 22,569) :
: 7,651 -4,564 -8,460 7,149 27,417 3,925 909 10,265 15,302: 12,304 7,268
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.6 5.2 28.4 17.7 49.9 23.7 3.5 90.4 86.9: 9.6 13.1
: :
: Total Traders: 905 Number of Traders in Each Category :
: 256 164 267 265 408 26 18 678 742:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 927,497
: Positions :
: 182,088 26,139 299,743 145,149 471,846 228,601 33,530 855,581 831,258: 71,916 96,239
: :
: Changes from: December 21, 2010 (Change in open interest: -57,223) :
: 6,971 -1,341 -60,357 -7,393 3,445 -784 816 -61,563 -57,436: 4,340 214
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 2.8 32.3 15.6 50.9 24.6 3.6 92.2 89.6: 7.8 10.4
: :
: Total Traders: 609 Number of Traders in Each Category :
: 216 101 219 129 217 25 18 480 487:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 429,409
: Positions :
: 72,792 23,845 90,319 112,276 283,224 115,020 8,240 390,407 405,629: 39,002 23,780
: :
: Changes from: December 21, 2010 (Change in open interest: -14,558) :
: -206 -852 -17,348 244 4,997 1,864 -2,475 -15,446 -15,679: 888 1,120
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 5.6 21.0 26.1 66.0 26.8 1.9 90.9 94.5: 9.1 5.5
: :
: Total Traders: 246 Number of Traders in Each Category :
: 93 45 80 53 57 22 10 211 168:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 361,915
: Positions :
: 47,974 5,596 108,213 111,717 222,290 73,356 14,911 341,260 351,011: 20,655 10,904
: :
: Changes from: December 21, 2010 (Change in open interest: -4,254) :
: -991 100 -1,676 -1,769 -1,412 -140 47 -4,576 -2,940: 322 -1,314
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 1.5 29.9 30.9 61.4 20.3 4.1 94.3 97.0: 5.7 3.0
: :
: Total Traders: 238 Number of Traders in Each Category :
: 115 34 78 49 55 25 15 211 161:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 226,294
: Positions :
: 35,625 19,822 55,582 18,265 109,066 93,819 2,855 203,291 187,326: 23,003 38,968
: :
: Changes from: December 21, 2010 (Change in open interest: 12,039) :
: 4,762 -4,883 6,651 -2,151 8,234 639 410 9,902 10,413: 2,136 1,626
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 8.8 24.6 8.1 48.2 41.5 1.3 89.8 82.8: 10.2 17.2
: :
: Total Traders: 244 Number of Traders in Each Category :
: 69 73 97 44 63 22 10 204 188:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 404,928
: Positions :
: 102,279 19,631 112,654 19,724 191,220 141,252 5,295 375,909 328,799: 29,019 76,129
: :
: Changes from: December 21, 2010 (Change in open interest: 6,915) :
: 2,143 3,509 3,848 -2,294 -2,457 1,390 134 5,087 5,033: 1,829 1,882
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.3 4.8 27.8 4.9 47.2 34.9 1.3 92.8 81.2: 7.2 18.8
: :
: Total Traders: 429 Number of Traders in Each Category :
: 152 53 115 77 185 24 6 307 317:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 52,323
: Positions :
: 15,563 4,552 12,759 6,439 10,180 9,801 486 44,562 27,977: 7,761 24,346
: :
: Changes from: December 21, 2010 (Change in open interest: 3,527) :
: 690 -256 1,702 1,049 972 67 -7 3,508 2,411: 19 1,117
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.7 8.7 24.4 12.3 19.5 18.7 0.9 85.2 53.5: 14.8 46.5
: :
: Total Traders: 176 Number of Traders in Each Category :
: 56 26 44 37 62 20 3 137 118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 151,552
: Positions :
: 28,199 26,508 20,459 62,674 96,907 29,686 2,338 141,018 146,211: 10,534 5,341
: :
: Changes from: December 21, 2010 (Change in open interest: 2,486) :
: 1,502 -722 1,398 -1,155 2,613 -354 14 1,391 3,303: 1,095 -816
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 17.5 13.5 41.4 63.9 19.6 1.5 93.0 96.5: 7.0 3.5
: :
: Total Traders: 177 Number of Traders in Each Category :
: 55 47 46 41 49 19 9 143 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 1,035,783
: Positions :
: 120,676 5,980 339,389 248,671 532,703 231,160 98,328 939,896 976,400: 95,887 59,383
: :
: Changes from: December 21, 2010 (Change in open interest: 20,053) :
: 3,405 -931 14,862 -1,119 -7,121 -784 7,478 16,364 14,288: 3,689 5,764
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.7 0.6 32.8 24.0 51.4 22.3 9.5 90.7 94.3: 9.3 5.7
: :
: Total Traders: 217 Number of Traders in Each Category :
: 72 40 79 68 75 22 19 197 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 28, 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 206,312
: Positions :
: 35,146 4,906 60,764 46,090 129,211 55,159 5,548 197,159 200,429: 9,152 5,883
: :
: Changes from: December 21, 2010 (Change in open interest: 4,214) :
: -289 -559 3,656 1,259 1,904 307 29 4,934 5,029: -720 -815
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 2.4 29.5 22.3 62.6 26.7 2.7 95.6 97.1: 4.4 2.9
: :
: Total Traders: 365 Number of Traders in Each Category :
: 137 59 91 106 131 24 8 311 249:
-------------------------------------------------------------------------------------------------------------------
Updated January 3, 2011