COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 429,051
: Positions :
: 46,346 125,530 86,888 56,945 141,773 206,331 18,922 396,510 373,112: 32,541 55,939
: :
: Changes from: November 29, 2011 (Change in open interest: 12,681) :
: 6,697 3,495 11,940 -6,894 -340 2,946 588 14,688 15,682: -2,008 -3,002
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 29.3 20.3 13.3 33.0 48.1 4.4 92.4 87.0: 7.6 13.0
: :
: Total Traders: 391 Number of Traders in Each Category :
: 94 146 143 76 99 27 22 279 340:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 140,933
: Positions :
: 31,820 25,240 23,414 34,363 66,979 34,330 1,063 123,927 116,696: 17,006 24,237
: :
: Changes from: November 29, 2011 (Change in open interest: 1,912) :
: 1,405 66 2,134 -651 346 -451 -645 2,437 1,901: -525 11
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.6 17.9 16.6 24.4 47.5 24.4 0.8 87.9 82.8: 12.1 17.2
: :
: Total Traders: 164 Number of Traders in Each Category :
: 46 26 34 48 51 19 9 126 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 1,499,287
: Positions :
: 197,155 145,693 365,875 351,680 674,273 421,685 60,643 1,336,394 1,246,483: 162,892 252,803
: :
: Changes from: November 29, 2011 (Change in open interest: 20,022) :
: 1,163 19,569 31,352 -17,572 -42,867 -1,644 1,827 13,299 9,881: 6,723 10,140
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.1 9.7 24.4 23.5 45.0 28.1 4.0 89.1 83.1: 10.9 16.9
: :
: Total Traders: 712 Number of Traders in Each Category :
: 148 175 224 225 308 26 19 525 621:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 741,404
: Positions :
: 59,288 82,921 236,547 195,293 294,265 195,106 34,331 686,234 648,064: 55,170 93,341
: :
: Changes from: November 29, 2011 (Change in open interest: 21,009) :
: 342 1,554 8,025 10,658 7,926 1,994 2,109 21,020 19,613: -11 1,396
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.0 11.2 31.9 26.3 39.7 26.3 4.6 92.6 87.4: 7.4 12.6
: :
: Total Traders: 484 Number of Traders in Each Category :
: 118 165 213 115 137 26 19 392 427:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 362,220
: Positions :
: 45,170 73,843 66,034 122,209 174,791 102,091 12,504 335,503 327,172: 26,717 35,048
: :
: Changes from: November 29, 2011 (Change in open interest: -4,944) :
: 2,906 -930 -4,790 -3,511 953 4,404 3,599 -991 -1,168: -3,953 -3,776
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.5 20.4 18.2 33.7 48.3 28.2 3.5 92.6 90.3: 7.4 9.7
: :
: Total Traders: 254 Number of Traders in Each Category :
: 49 87 75 56 66 23 13 182 204:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 187,650
: Positions :
: 33,970 23,504 40,407 43,732 97,729 58,992 7,841 177,101 169,481: 10,549 18,169
: :
: Changes from: November 29, 2011 (Change in open interest: 2,393) :
: 3,724 528 1,185 -3,369 1,996 371 679 1,911 4,388: 481 -1,995
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 12.5 21.5 23.3 52.1 31.4 4.2 94.4 90.3: 5.6 9.7
: :
: Total Traders: 249 Number of Traders in Each Category :
: 87 69 73 44 62 24 16 187 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 314,499
: Positions :
: 67,377 18,054 82,403 35,928 158,491 95,726 7,556 281,434 266,505: 33,065 47,994
: :
: Changes from: November 29, 2011 (Change in open interest: -263) :
: 2,493 -1,922 -766 -136 1,959 -1,127 850 463 121: -726 -384
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.4 5.7 26.2 11.4 50.4 30.4 2.4 89.5 84.7: 10.5 15.3
: :
: Total Traders: 305 Number of Traders in Each Category :
: 107 66 114 56 84 22 12 256 228:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 393,893
: Positions :
: 77,812 28,721 100,961 52,165 191,957 132,176 6,987 363,114 328,626: 30,779 65,267
: :
: Changes from: November 29, 2011 (Change in open interest: -20,108) :
: -6,621 -1,421 -15,974 1,430 -3,502 239 401 -20,926 -20,497: 818 389
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 7.3 25.6 13.2 48.7 33.6 1.8 92.2 83.4: 7.8 16.6
: :
: Total Traders: 398 Number of Traders in Each Category :
: 132 61 118 98 164 23 10 305 312:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 35,054
: Positions :
: 8,689 2,419 7,572 3,010 5,879 9,329 1,519 28,600 17,388: 6,455 17,666
: :
: Changes from: November 29, 2011 (Change in open interest: -451) :
: -386 -238 -555 175 -351 92 731 -674 -412: 223 -39
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.8 6.9 21.6 8.6 16.8 26.6 4.3 81.6 49.6: 18.4 50.4
: :
: Total Traders: 143 Number of Traders in Each Category :
: 40 29 44 28 37 18 7 111 103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 186,921
: Positions :
: 12,878 39,032 36,826 95,529 100,016 31,877 1,388 177,111 177,262: 9,810 9,659
: :
: Changes from: November 29, 2011 (Change in open interest: 8,712) :
: 265 3,730 4,508 1,819 39 1,031 1,013 7,623 9,290: 1,089 -578
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.9 20.9 19.7 51.1 53.5 17.1 0.7 94.8 94.8: 5.2 5.2
: :
: Total Traders: 189 Number of Traders in Each Category :
: 42 72 37 40 45 19 7 124 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 709,669
: Positions :
: 57,370 59,135 168,404 185,567 359,050 233,623 42,601 644,965 629,189: 64,704 80,480
: :
: Changes from: November 29, 2011 (Change in open interest: 4,232) :
: 7,828 -493 -2,106 -5,677 4,775 1,519 2,016 1,565 4,192: 2,667 40
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.1 8.3 23.7 26.1 50.6 32.9 6.0 90.9 88.7: 9.1 11.3
: :
: Total Traders: 226 Number of Traders in Each Category :
: 65 52 81 69 76 26 19 199 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 6, 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 140,274
: Positions :
: 16,884 15,323 39,855 36,457 73,270 40,985 4,687 134,181 133,134: 6,093 7,140
: :
: Changes from: November 29, 2011 (Change in open interest: 2,034) :
: 2,934 42 2,530 -3,486 -263 -363 -166 1,614 2,143: 420 -109
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 10.9 28.4 26.0 52.2 29.2 3.3 95.7 94.9: 4.3 5.1
: :
: Total Traders: 306 Number of Traders in Each Category :
: 72 80 97 109 110 25 15 255 258:
-------------------------------------------------------------------------------------------------------------------
Updated December 9, 2011