COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 550,790
: Positions :
: 55,051 95,564 144,383 65,905 208,140 243,954 38,758 509,293 486,845: 41,498 63,945
: :
: Changes from: August 16, 2011 (Change in open interest: 3,391) :
: 3,033 -2,275 3,583 -3,209 3,696 1,435 -728 4,842 4,275: -1,451 -884
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 17.4 26.2 12.0 37.8 44.3 7.0 92.5 88.4: 7.5 11.6
: :
: Total Traders: 415 Number of Traders in Each Category :
: 99 148 174 88 112 31 19 333 356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 180,898
: Positions :
: 48,228 11,201 27,823 38,553 111,323 41,489 3,008 156,093 153,355: 24,805 27,543
: :
: Changes from: August 16, 2011 (Change in open interest: 712) :
: 4,778 732 -2,942 -1,946 1,887 -854 -63 -964 -387: 1,677 1,099
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.7 6.2 15.4 21.3 61.5 22.9 1.7 86.3 84.8: 13.7 15.2
: :
: Total Traders: 185 Number of Traders in Each Category :
: 52 27 56 52 74 19 8 146 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 2,027,276
: Positions :
: 317,514 83,680 669,514 354,098 850,682 480,282 129,064 1,821,408 1,732,939: 205,868 294,337
: :
: Changes from: August 16, 2011 (Change in open interest: 55,978) :
: 11,339 3,292 20,686 1,316 12,800 14,055 9,358 47,397 46,137: 8,581 9,841
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.7 4.1 33.0 17.5 42.0 23.7 6.4 89.8 85.5: 10.2 14.5
: :
: Total Traders: 918 Number of Traders in Each Category :
: 254 187 309 286 403 28 20 722 783:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 751,738
: Positions :
: 138,152 43,317 223,238 133,619 380,046 190,069 26,023 685,078 672,625: 66,659 79,113
: :
: Changes from: August 16, 2011 (Change in open interest: 43,196) :
: 38,299 -11,656 17,476 -27,137 36,413 4,281 811 32,919 43,044: 10,277 152
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 5.8 29.7 17.8 50.6 25.3 3.5 91.1 89.5: 8.9 10.5
: :
: Total Traders: 588 Number of Traders in Each Category :
: 201 145 229 106 190 27 17 441 489:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 327,128
: Positions :
: 44,146 48,192 61,275 103,215 174,660 90,846 15,111 299,482 299,238: 27,646 27,890
: :
: Changes from: August 16, 2011 (Change in open interest: -3,135) :
: 2,201 -9,027 4,499 -10,250 1,964 -71 356 -3,621 -2,208: 486 -928
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 14.7 18.7 31.6 53.4 27.8 4.6 91.5 91.5: 8.5 8.5
: :
: Total Traders: 249 Number of Traders in Each Category :
: 67 70 79 58 64 22 15 193 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 249,335
: Positions :
: 45,949 9,502 72,698 49,940 141,891 65,531 13,313 234,118 237,404: 15,217 11,932
: :
: Changes from: August 16, 2011 (Change in open interest: 3,251) :
: 3,983 -525 -186 -1,466 3,690 1,027 375 3,359 3,354: -108 -103
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 3.8 29.2 20.0 56.9 26.3 5.3 93.9 95.2: 6.1 4.8
: :
: Total Traders: 251 Number of Traders in Each Category :
: 111 46 77 46 61 27 14 207 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 296,165
: Positions :
: 48,593 29,514 81,961 29,642 137,188 104,329 2,791 264,524 251,454: 31,640 44,711
: :
: Changes from: August 16, 2011 (Change in open interest: 8,118) :
: -1,261 2,011 5,420 4,404 -117 -1,110 -725 7,454 6,590: 664 1,528
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 10.0 27.7 10.0 46.3 35.2 0.9 89.3 84.9: 10.7 15.1
: :
: Total Traders: 285 Number of Traders in Each Category :
: 90 69 118 46 78 26 9 231 225:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 396,122
: Positions :
: 65,085 36,267 109,236 49,191 181,950 143,732 3,851 367,244 331,305: 28,877 64,817
: :
: Changes from: August 16, 2011 (Change in open interest: -8,087) :
: -7,950 6,251 -1,164 3,368 -11,238 -2,865 -1,470 -8,611 -7,620: 524 -467
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 9.2 27.6 12.4 45.9 36.3 1.0 92.7 83.6: 7.3 16.4
: :
: Total Traders: 399 Number of Traders in Each Category :
: 104 87 132 88 163 26 8 286 333:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 40,373
: Positions :
: 5,998 5,489 9,630 6,657 7,746 10,443 945 32,728 23,810: 7,645 16,563
: :
: Changes from: August 16, 2011 (Change in open interest: 367) :
: 239 1,315 802 932 -32 -630 -322 1,343 1,762: -976 -1,395
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 13.6 23.9 16.5 19.2 25.9 2.3 81.1 59.0: 18.9 41.0
: :
: Total Traders: 165 Number of Traders in Each Category :
: 37 36 49 43 57 20 7 127 129:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 187,394
: Positions :
: 16,422 29,266 36,530 89,459 111,742 34,639 1,645 177,050 179,183: 10,345 8,211
: :
: Changes from: August 16, 2011 (Change in open interest: -2,015) :
: 65 -4,108 404 -3,790 2,729 -477 302 -3,799 -674: 1,784 -1,341
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.8 15.6 19.5 47.7 59.6 18.5 0.9 94.5 95.6: 5.5 4.4
: :
: Total Traders: 173 Number of Traders in Each Category :
: 51 46 46 39 48 23 10 138 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 847,592
: Positions :
: 114,596 8,508 221,790 161,888 486,098 249,666 61,280 747,940 777,676: 99,652 69,917
: :
: Changes from: August 16, 2011 (Change in open interest: 33,878) :
: 2,711 -14,692 21,248 -2,973 12,701 4,195 7,286 25,180 26,543: 8,698 7,335
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 1.0 26.2 19.1 57.4 29.5 7.2 88.2 91.8: 11.8 8.2
: :
: Total Traders: 237 Number of Traders in Each Category :
: 87 41 92 69 77 25 17 221 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 23, 2011
: 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 160,223
: Positions :
: 14,500 17,033 47,810 49,130 84,906 41,211 4,471 152,650 154,221: 7,573 6,003
: :
: Changes from: August 16, 2011 (Change in open interest: 5,429) :
: 2,682 -4,083 7,254 -3,837 4,145 390 76 6,489 7,393: -1,060 -1,964
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.0 10.6 29.8 30.7 53.0 25.7 2.8 95.3 96.3: 4.7 3.7
: :
: Total Traders: 328 Number of Traders in Each Category :
: 91 79 103 94 111 24 11 264 258:
-------------------------------------------------------------------------------------------------------------------
Updated August 26, 2011