COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 490,790
: Positions :
: 45,259 95,908 113,853 60,409 189,967 234,831 32,064 454,351 431,792: 36,438 58,998
: :
: Changes from: September 6, 2011 (Change in open interest: 7,869) :
: -5,539 16,663 3,443 7,305 -13,139 528 659 5,738 7,627: 2,131 242
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 19.5 23.2 12.3 38.7 47.8 6.5 92.6 88.0: 7.4 12.0
: :
: Total Traders: 412 Number of Traders in Each Category :
: 104 146 161 83 105 31 20 318 351:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 160,145
: Positions :
: 49,016 9,719 22,886 29,407 99,585 37,774 2,701 139,083 134,890: 21,062 25,255
: :
: Changes from: September 6, 2011 (Change in open interest: 93) :
: -1,634 1,514 137 1,836 -4,179 -544 916 -204 -1,611: 298 1,704
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.6 6.1 14.3 18.4 62.2 23.6 1.7 86.8 84.2: 13.2 15.8
: :
: Total Traders: 176 Number of Traders in Each Category :
: 45 24 45 45 68 19 8 127 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 1,905,262
: Positions :
: 333,021 90,817 592,582 341,682 845,466 449,906 91,278 1,717,192 1,620,143: 188,070 285,119
: :
: Changes from: September 6, 2011 (Change in open interest: -56,472) :
: -28,217 -281 -25,258 6,145 -26,177 -4,978 1,529 -52,309 -50,188: -4,163 -6,284
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 4.8 31.1 17.9 44.4 23.6 4.8 90.1 85.0: 9.9 15.0
: :
: Total Traders: 905 Number of Traders in Each Category :
: 263 187 287 246 385 27 20 657 765:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 836,554
: Positions :
: 167,325 43,130 246,977 153,797 434,228 198,596 33,877 766,695 758,212: 69,859 78,342
: :
: Changes from: September 6, 2011 (Change in open interest: 3,776) :
: -15,526 3,624 -8,306 27,701 3,907 4,104 6,514 7,972 5,738: -4,196 -1,962
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.0 5.2 29.5 18.4 51.9 23.7 4.0 91.6 90.6: 8.4 9.4
: :
: Total Traders: 623 Number of Traders in Each Category :
: 223 147 230 111 202 28 18 476 499:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 338,985
: Positions :
: 59,034 33,626 60,858 93,009 205,553 92,199 15,290 305,101 315,328: 33,884 23,657
: :
: Changes from: September 6, 2011 (Change in open interest: 14,224) :
: -1,404 916 2,476 11,859 11,294 2,354 572 15,286 15,258: -1,062 -1,035
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 9.9 18.0 27.4 60.6 27.2 4.5 90.0 93.0: 10.0 7.0
: :
: Total Traders: 261 Number of Traders in Each Category :
: 93 55 75 54 66 23 13 208 185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 262,224
: Positions :
: 40,067 6,934 80,089 57,715 149,755 66,227 14,525 244,097 251,304: 18,127 10,920
: :
: Changes from: September 6, 2011 (Change in open interest: 11,838) :
: -1,729 -2,803 5,185 5,729 10,967 307 248 9,491 13,597: 2,347 -1,759
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 2.6 30.5 22.0 57.1 25.3 5.5 93.1 95.8: 6.9 4.2
: :
: Total Traders: 250 Number of Traders in Each Category :
: 117 39 84 47 60 27 17 218 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 290,548
: Positions :
: 50,877 39,744 73,658 31,104 128,770 104,292 5,452 259,931 247,624: 30,617 42,924
: :
: Changes from: September 6, 2011 (Change in open interest: -10,000) :
: 4,429 3,146 -5,198 -2,069 -2,198 -6,301 -3,607 -9,139 -7,856: -861 -2,144
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 13.7 25.4 10.7 44.3 35.9 1.9 89.5 85.2: 10.5 14.8
: :
: Total Traders: 281 Number of Traders in Each Category :
: 91 81 116 39 70 23 11 219 227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 420,766
: Positions :
: 74,942 44,341 118,243 56,205 184,611 141,240 4,885 390,630 352,080: 30,136 68,686
: :
: Changes from: September 6, 2011 (Change in open interest: 7,474) :
: 4,046 -5,820 4,046 2,555 8,504 -3,059 -2,181 7,588 4,549: -114 2,925
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 10.5 28.1 13.4 43.9 33.6 1.2 92.8 83.7: 7.2 16.3
: :
: Total Traders: 409 Number of Traders in Each Category :
: 105 104 138 93 160 25 15 298 349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 37,068
: Positions :
: 5,590 5,446 7,670 4,672 7,293 11,366 960 29,299 21,369: 7,769 15,699
: :
: Changes from: September 6, 2011 (Change in open interest: 873) :
: 942 -309 367 -978 -128 506 186 837 117: 36 756
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 14.7 20.7 12.6 19.7 30.7 2.6 79.0 57.6: 21.0 42.4
: :
: Total Traders: 155 Number of Traders in Each Category :
: 27 40 53 35 46 19 9 118 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 205,949
: Positions :
: 14,740 29,389 47,394 98,492 119,810 36,378 1,762 197,004 198,355: 8,946 7,594
: :
: Changes from: September 6, 2011 (Change in open interest: 15,211) :
: -1,648 4,907 8,580 8,899 1,251 -297 118 15,534 14,856: -323 355
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.2 14.3 23.0 47.8 58.2 17.7 0.9 95.7 96.3: 4.3 3.7
: :
: Total Traders: 183 Number of Traders in Each Category :
: 51 55 41 44 50 21 10 139 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 818,345
: Positions :
: 103,373 11,372 227,319 154,423 455,079 243,346 58,893 728,462 752,663: 89,884 65,682
: :
: Changes from: September 6, 2011 (Change in open interest: -22,056) :
: -1,385 -3,632 1,633 -14,852 -13,139 -3,286 -3,874 -17,890 -19,012: -4,166 -3,045
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 1.4 27.8 18.9 55.6 29.7 7.2 89.0 92.0: 11.0 8.0
: :
: Total Traders: 247 Number of Traders in Each Category :
: 88 47 92 71 79 26 19 230 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 13, 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 175,913
: Positions :
: 22,128 13,318 54,159 49,882 98,052 42,318 5,062 168,487 170,590: 7,426 5,322
: :
: Changes from: September 6, 2011 (Change in open interest: -4,244) :
: -1,305 257 -3,764 133 -502 1,138 442 -3,799 -3,567: -445 -676
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.6 7.6 30.8 28.4 55.7 24.1 2.9 95.8 97.0: 4.2 3.0
: :
: Total Traders: 338 Number of Traders in Each Category :
: 111 74 102 89 110 24 12 277 253:
-------------------------------------------------------------------------------------------------------------------
Updated September 16, 2011