COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 522,496
: Positions :
: 43,043 117,798 127,087 86,831 173,146 221,626 35,585 478,586 453,616: 43,910 68,880
: :
: Changes from: November 8, 2011 (Change in open interest: -13,276) :
: -1,905 7,456 -10,434 1,061 -14,603 -2,359 1,611 -13,637 -15,970: 361 2,695
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.2 22.5 24.3 16.6 33.1 42.4 6.8 91.6 86.8: 8.4 13.2
: :
: Total Traders: 415 Number of Traders in Each Category :
: 90 170 168 91 107 28 22 322 364:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 165,982
: Positions :
: 32,689 24,339 28,704 42,653 78,339 38,216 4,433 142,262 135,815: 23,720 30,168
: :
: Changes from: November 8, 2011 (Change in open interest: 1,910) :
: -347 3,402 -2,674 5,117 753 2,334 1,795 4,431 3,276: -2,520 -1,365
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 14.7 17.3 25.7 47.2 23.0 2.7 85.7 81.8: 14.3 18.2
: :
: Total Traders: 171 Number of Traders in Each Category :
: 48 30 49 51 54 19 9 134 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 1,910,946
: Positions :
: 234,245 103,755 583,286 458,670 850,823 459,941 128,246 1,736,142 1,666,111: 174,804 244,834
: :
: Changes from: November 8, 2011 (Change in open interest: 20,943) :
: -6,087 12,164 658 14,147 -4,201 17,556 17,617 26,275 26,238: -5,332 -5,295
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 5.4 30.5 24.0 44.5 24.1 6.7 90.9 87.2: 9.1 12.8
: :
: Total Traders: 814 Number of Traders in Each Category :
: 217 176 302 279 347 26 20 662 721:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 702,174
: Positions :
: 72,871 78,851 205,370 176,823 294,804 190,864 31,503 645,929 610,529: 56,246 91,645
: :
: Changes from: November 8, 2011 (Change in open interest: 21,142) :
: 410 21,512 5,101 12,078 -13,842 -1,697 383 15,891 13,153: 5,251 7,989
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.4 11.2 29.2 25.2 42.0 27.2 4.5 92.0 86.9: 8.0 13.1
: :
: Total Traders: 507 Number of Traders in Each Category :
: 122 153 193 125 169 26 20 398 433:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 365,937
: Positions :
: 41,608 64,031 77,289 121,900 181,225 93,807 10,659 334,605 333,204: 31,333 32,733
: :
: Changes from: November 8, 2011 (Change in open interest: -6,556) :
: 1,409 -1,115 -2,060 -4,342 942 -1,689 -2,073 -6,683 -4,305: 127 -2,251
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.4 17.5 21.1 33.3 49.5 25.6 2.9 91.4 91.1: 8.6 8.9
: :
: Total Traders: 266 Number of Traders in Each Category :
: 68 81 91 62 62 24 16 209 213:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 180,303
: Positions :
: 30,045 16,674 32,430 45,612 107,718 59,515 7,544 167,603 164,366: 12,700 15,937
: :
: Changes from: November 8, 2011 (Change in open interest: -79,247) :
: 48 -2,365 -33,904 -34,766 -26,819 -4,616 -8,456 -73,238 -71,543: -6,009 -7,704
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 9.2 18.0 25.3 59.7 33.0 4.2 93.0 91.2: 7.0 8.8
: :
: Total Traders: 230 Number of Traders in Each Category :
: 86 52 68 45 57 24 17 182 170:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 299,672
: Positions :
: 59,135 19,694 76,936 35,300 150,957 98,199 7,662 269,571 255,249: 30,102 44,423
: :
: Changes from: November 8, 2011 (Change in open interest: -3,458) :
: -3,877 5,110 -5,430 2,679 -5,369 3,185 3,110 -3,443 -2,579: -16 -879
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.7 6.6 25.7 11.8 50.4 32.8 2.6 90.0 85.2: 10.0 14.8
: :
: Total Traders: 297 Number of Traders in Each Category :
: 109 58 115 48 80 23 13 247 224:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 429,323
: Positions :
: 95,949 29,494 121,751 46,978 202,749 133,094 6,479 397,771 360,472: 31,552 68,851
: :
: Changes from: November 8, 2011 (Change in open interest: 6,123) :
: -2,463 3,088 2,356 2,518 -457 -303 695 2,108 5,683: 4,016 441
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.3 6.9 28.4 10.9 47.2 31.0 1.5 92.7 84.0: 7.3 16.0
: :
: Total Traders: 425 Number of Traders in Each Category :
: 138 80 138 93 167 23 12 324 337:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 38,588
: Positions :
: 10,011 2,521 8,834 3,924 8,104 8,905 517 31,674 19,976: 6,915 18,612
: :
: Changes from: November 8, 2011 (Change in open interest: 852) :
: 567 46 756 -271 -135 -403 -243 649 425: 203 427
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.9 6.5 22.9 10.2 21.0 23.1 1.3 82.1 51.8: 17.9 48.2
: :
: Total Traders: 170 Number of Traders in Each Category :
: 53 32 52 33 50 20 5 136 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 171,319
: Positions :
: 12,238 31,180 27,941 90,045 101,649 32,166 365 162,390 161,135: 8,929 10,185
: :
: Changes from: November 8, 2011 (Change in open interest: -27,633) :
: -3,477 -2,518 -9,962 -9,070 -11,391 -3,757 -2,401 -26,266 -26,271: -1,367 -1,362
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.1 18.2 16.3 52.6 59.3 18.8 0.2 94.8 94.1: 5.2 5.9
: :
: Total Traders: 177 Number of Traders in Each Category :
: 42 62 37 42 43 19 5 124 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 677,465
: Positions :
: 61,899 41,915 160,584 166,392 369,948 224,535 39,065 613,410 611,513: 64,055 65,952
: :
: Changes from: November 8, 2011 (Change in open interest: -5,377) :
: -14,580 15,087 9,762 12,441 -22,473 -601 -1,129 7,022 1,248: -12,399 -6,625
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.1 6.2 23.7 24.6 54.6 33.1 5.8 90.5 90.3: 9.5 9.7
: :
: Total Traders: 220 Number of Traders in Each Category :
: 58 53 79 68 74 26 19 196 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 15, 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 142,985
: Positions :
: 12,080 14,090 38,717 44,267 77,655 42,200 5,050 137,264 135,512: 5,720 7,472
: :
: Changes from: November 8, 2011 (Change in open interest: -34,760) :
: 1,981 -2,639 -16,377 -14,113 -7,195 -834 -2,527 -29,343 -28,738: -5,417 -6,022
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.4 9.9 27.1 31.0 54.3 29.5 3.5 96.0 94.8: 4.0 5.2
: :
: Total Traders: 294 Number of Traders in Each Category :
: 81 66 88 94 104 25 14 237 241:
-------------------------------------------------------------------------------------------------------------------
Updated November 18, 2011