COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 508,587
: Positions :
: 44,780 108,190 122,013 70,463 182,887 232,469 34,181 469,724 447,272: 38,863 61,316
: :
: Changes from: September 13, 2011 (Change in open interest: 17,798) :
: -479 12,282 8,160 10,054 -7,080 -2,363 2,117 15,373 15,480: 2,425 2,318
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.8 21.3 24.0 13.9 36.0 45.7 6.7 92.4 87.9: 7.6 12.1
: :
: Total Traders: 411 Number of Traders in Each Category :
: 101 155 166 85 103 30 22 321 356:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 163,796
: Positions :
: 50,452 14,745 26,361 29,757 93,608 37,038 2,821 143,608 137,535: 20,188 26,261
: :
: Changes from: September 13, 2011 (Change in open interest: 3,651) :
: 1,436 5,026 3,476 349 -5,977 -736 120 4,525 2,645: -874 1,006
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.8 9.0 16.1 18.2 57.1 22.6 1.7 87.7 84.0: 12.3 16.0
: :
: Total Traders: 182 Number of Traders in Each Category :
: 50 30 46 46 66 19 9 130 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 1,892,130
: Positions :
: 282,634 79,615 599,746 371,005 836,505 454,122 95,652 1,707,507 1,611,519: 184,624 280,611
: :
: Changes from: September 13, 2011 (Change in open interest: -13,132) :
: -50,388 -11,201 7,164 29,323 -8,961 4,216 4,374 -9,685 -8,624: -3,447 -4,508
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 4.2 31.7 19.6 44.2 24.0 5.1 90.2 85.2: 9.8 14.8
: :
: Total Traders: 882 Number of Traders in Each Category :
: 262 166 287 249 379 27 21 658 747:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 812,514
: Positions :
: 120,006 34,370 244,469 183,707 409,925 201,295 42,018 749,477 730,782: 63,036 81,732
: :
: Changes from: September 13, 2011 (Change in open interest: -24,040) :
: -47,319 -8,760 -2,508 29,911 -24,303 2,699 8,141 -17,217 -27,430: -6,822 3,390
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.8 4.2 30.1 22.6 50.5 24.8 5.2 92.2 89.9: 7.8 10.1
: :
: Total Traders: 591 Number of Traders in Each Category :
: 199 144 243 113 192 28 18 460 495:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 334,341
: Positions :
: 53,913 40,012 58,313 98,782 192,888 92,870 16,984 303,878 308,196: 30,463 26,145
: :
: Changes from: September 13, 2011 (Change in open interest: -4,644) :
: -5,121 6,385 -2,546 5,773 -12,665 671 1,693 -1,223 -7,132: -3,421 2,488
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.1 12.0 17.4 29.5 57.7 27.8 5.1 90.9 92.2: 9.1 7.8
: :
: Total Traders: 256 Number of Traders in Each Category :
: 81 62 78 58 63 22 15 204 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 255,819
: Positions :
: 34,773 7,836 78,368 61,719 143,756 65,106 14,449 239,966 244,410: 15,854 11,409
: :
: Changes from: September 13, 2011 (Change in open interest: -6,405) :
: -5,294 902 -1,721 4,004 -5,999 -1,121 -75 -4,131 -6,894: -2,273 489
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.6 3.1 30.6 24.1 56.2 25.5 5.6 93.8 95.5: 6.2 4.5
: :
: Total Traders: 244 Number of Traders in Each Category :
: 100 50 84 49 58 27 17 211 176:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 298,841
: Positions :
: 49,197 38,187 83,567 34,188 130,353 103,335 3,709 270,288 255,816: 28,553 43,025
: :
: Changes from: September 13, 2011 (Change in open interest: 8,293) :
: -1,680 -1,558 9,909 3,084 1,583 -957 -1,742 10,357 8,192: -2,064 101
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.5 12.8 28.0 11.4 43.6 34.6 1.2 90.4 85.6: 9.6 14.4
: :
: Total Traders: 282 Number of Traders in Each Category :
: 99 73 118 42 71 23 10 226 224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 429,031
: Positions :
: 76,099 33,445 124,280 55,678 195,927 142,530 6,222 398,587 359,874: 30,444 69,157
: :
: Changes from: September 13, 2011 (Change in open interest: 8,266) :
: 1,157 -10,896 6,037 -526 11,316 1,290 1,337 7,957 7,794: 309 471
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 7.8 29.0 13.0 45.7 33.2 1.5 92.9 83.9: 7.1 16.1
: :
: Total Traders: 416 Number of Traders in Each Category :
: 118 88 137 93 170 25 14 310 346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 40,690
: Positions :
: 7,102 5,079 9,172 4,604 8,287 11,595 1,058 32,473 23,596: 8,218 17,094
: :
: Changes from: September 13, 2011 (Change in open interest: 3,622) :
: 1,511 -366 1,501 -68 993 229 98 3,174 2,227: 448 1,395
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 12.5 22.5 11.3 20.4 28.5 2.6 79.8 58.0: 20.2 42.0
: :
: Total Traders: 161 Number of Traders in Each Category :
: 34 36 57 33 46 20 7 127 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 216,378
: Positions :
: 14,462 39,433 48,807 107,173 115,902 36,984 2,542 207,426 206,683: 8,952 9,695
: :
: Changes from: September 13, 2011 (Change in open interest: 10,429) :
: -278 10,044 1,413 8,681 -3,908 607 779 10,423 8,328: 6 2,101
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.7 18.2 22.6 49.5 53.6 17.1 1.2 95.9 95.5: 4.1 4.5
: :
: Total Traders: 200 Number of Traders in Each Category :
: 47 73 46 46 50 21 10 141 153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 692,964
: Positions :
: 83,635 12,018 150,720 138,686 413,482 234,031 38,933 607,072 615,153: 85,891 77,810
: :
: Changes from: September 13, 2011 (Change in open interest: -125,382) :
: -19,738 646 -76,599 -15,737 -41,596 -9,316 -19,960 -121,389 -137,510: -3,992 12,128
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 1.7 21.8 20.0 59.7 33.8 5.6 87.6 88.8: 12.4 11.2
: :
: Total Traders: 216 Number of Traders in Each Category :
: 71 41 75 63 73 26 15 199 166:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 20, 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 177,673
: Positions :
: 19,565 14,246 56,874 52,091 96,013 42,677 5,638 171,207 172,770: 6,466 4,903
: :
: Changes from: September 13, 2011 (Change in open interest: 1,760) :
: -2,563 928 2,715 2,209 -2,040 359 576 2,720 2,179: -960 -419
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 8.0 32.0 29.3 54.0 24.0 3.2 96.4 97.2: 3.6 2.8
: :
: Total Traders: 339 Number of Traders in Each Category :
: 108 73 108 94 112 24 12 280 262:
-------------------------------------------------------------------------------------------------------------------
Updated September 23, 2011