COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 541,878
: Positions :
: 43,577 119,062 140,389 90,632 185,404 227,768 37,694 502,366 482,549: 39,512 59,329
: :
: Changes from: October 11, 2011 (Change in open interest: 17,360) :
: 3,094 7,930 8,511 -414 -1,375 1,007 426 12,198 15,491: 5,162 1,869
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.0 22.0 25.9 16.7 34.2 42.0 7.0 92.7 89.1: 7.3 10.9
: :
: Total Traders: 434 Number of Traders in Each Category :
: 105 168 177 95 110 29 22 344 374:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 166,640
: Positions :
: 36,589 21,547 34,288 36,440 79,220 36,603 3,378 143,920 138,434: 22,720 28,206
: :
: Changes from: October 11, 2011 (Change in open interest: -560) :
: 1,288 1,351 -1,159 1,037 -455 -1,801 -80 -635 -343: 75 -217
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.0 12.9 20.6 21.9 47.5 22.0 2.0 86.4 83.1: 13.6 16.9
: :
: Total Traders: 178 Number of Traders in Each Category :
: 45 33 50 51 60 20 12 141 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 1,921,134
: Positions :
: 207,136 111,180 635,274 443,517 791,452 444,930 105,186 1,730,857 1,643,092: 190,277 278,042
: :
: Changes from: October 11, 2011 (Change in open interest: -4,014) :
: -5,479 -4,592 -8,187 -6,202 4,084 3,404 -1,657 -16,464 -10,352: 12,450 6,338
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 5.8 33.1 23.1 41.2 23.2 5.5 90.1 85.5: 9.9 14.5
: :
: Total Traders: 815 Number of Traders in Each Category :
: 210 183 295 274 344 27 22 655 711:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 877,888
: Positions :
: 87,067 54,271 291,493 230,822 380,043 212,188 62,669 821,569 788,476: 56,319 89,412
: :
: Changes from: October 11, 2011 (Change in open interest: 7,418) :
: 11,154 1,954 -16,364 -10,637 10,942 19,542 12,357 3,695 8,889: 3,724 -1,471
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.9 6.2 33.2 26.3 43.3 24.2 7.1 93.6 89.8: 6.4 10.2
: :
: Total Traders: 557 Number of Traders in Each Category :
: 169 156 246 132 174 28 19 450 490:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 371,213
: Positions :
: 42,595 62,902 76,732 124,756 177,203 100,655 19,929 344,738 336,767: 26,475 34,446
: :
: Changes from: October 11, 2011 (Change in open interest: -1,998) :
: -3,585 -6,218 -759 -4,286 5,093 4,358 -2,725 -4,271 -4,609: 2,273 2,611
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 16.9 20.7 33.6 47.7 27.1 5.4 92.9 90.7: 7.1 9.3
: :
: Total Traders: 258 Number of Traders in Each Category :
: 62 79 73 56 63 23 18 185 206:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 256,300
: Positions :
: 30,074 15,675 79,791 73,753 131,641 61,605 14,305 245,224 241,412: 11,076 14,889
: :
: Changes from: October 11, 2011 (Change in open interest: -849) :
: -1,366 1,876 1,137 -269 -4,583 733 448 235 -1,122: -1,084 273
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.7 6.1 31.1 28.8 51.4 24.0 5.6 95.7 94.2: 4.3 5.8
: :
: Total Traders: 245 Number of Traders in Each Category :
: 88 60 84 53 62 26 16 204 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 325,173
: Positions :
: 69,442 18,417 91,342 26,649 158,544 101,024 4,740 288,458 273,042: 36,716 52,131
: :
: Changes from: October 11, 2011 (Change in open interest: -23,556) :
: 9,768 -6,155 -13,532 -13,757 4,294 164 -218 -17,357 -15,610: -6,199 -7,946
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.4 5.7 28.1 8.2 48.8 31.1 1.5 88.7 84.0: 11.3 16.0
: :
: Total Traders: 309 Number of Traders in Each Category :
: 117 61 122 49 83 23 9 263 225:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 431,701
: Positions :
: 107,564 30,779 110,662 46,557 217,447 139,550 4,262 404,334 363,150: 27,367 68,551
: :
: Changes from: October 11, 2011 (Change in open interest: 5,672) :
: 17,593 -132 -3,005 -6,087 8,577 935 -1,491 9,437 3,949: -3,765 1,723
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.9 7.1 25.6 10.8 50.4 32.3 1.0 93.7 84.1: 6.3 15.9
: :
: Total Traders: 442 Number of Traders in Each Category :
: 156 69 128 87 176 24 8 327 331:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 41,167
: Positions :
: 9,813 3,077 9,747 3,858 9,167 10,255 736 33,673 22,727: 7,494 18,440
: :
: Changes from: October 11, 2011 (Change in open interest: 2,885) :
: 930 -843 766 -57 1,289 381 3 2,021 1,215: 864 1,670
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.8 7.5 23.7 9.4 22.3 24.9 1.8 81.8 55.2: 18.2 44.8
: :
: Total Traders: 169 Number of Traders in Each Category :
: 46 33 50 33 53 20 8 133 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 240,101
: Positions :
: 13,284 42,447 64,655 117,487 116,934 34,999 4,438 230,425 228,473: 9,676 11,628
: :
: Changes from: October 11, 2011 (Change in open interest: 3,655) :
: 839 933 1,859 1,346 -43 -392 1,081 3,652 3,830: 3 -175
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.5 17.7 26.9 48.9 48.7 14.6 1.8 96.0 95.2: 4.0 4.8
: :
: Total Traders: 201 Number of Traders in Each Category :
: 44 73 44 45 50 22 11 135 158:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 696,033
: Positions :
: 87,346 19,312 163,779 147,545 405,067 223,034 41,218 621,703 629,375: 74,331 66,658
: :
: Changes from: October 11, 2011 (Change in open interest: 32,720) :
: 18,318 -8,061 3,262 5,094 33,363 625 2,708 27,299 31,271: 5,421 1,448
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 2.8 23.5 21.2 58.2 32.0 5.9 89.3 90.4: 10.7 9.6
: :
: Total Traders: 230 Number of Traders in Each Category :
: 71 48 82 66 77 27 17 206 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 18, 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 186,240
: Positions :
: 9,999 18,789 64,755 62,264 89,151 42,175 5,596 179,194 178,292: 7,046 7,948
: :
: Changes from: October 11, 2011 (Change in open interest: -11,131) :
: 557 -1,549 -14,764 1,967 4,071 3 -140 -12,237 -12,382: 1,106 1,252
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.4 10.1 34.8 33.4 47.9 22.6 3.0 96.2 95.7: 3.8 4.3
: :
: Total Traders: 323 Number of Traders in Each Category :
: 87 84 118 97 106 25 15 266 275:
-------------------------------------------------------------------------------------------------------------------
Updated October 21, 2011