COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 434,641
: Positions :
: 44,899 128,209 89,796 57,068 137,637 208,684 21,708 400,448 377,350: 34,193 57,291
: :
: Changes from: December 6, 2011 (Change in open interest: 5,590) :
: -1,447 2,680 2,908 123 -4,136 2,353 2,786 3,937 4,238: 1,653 1,352
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.3 29.5 20.7 13.1 31.7 48.0 5.0 92.1 86.8: 7.9 13.2
: :
: Total Traders: 407 Number of Traders in Each Category :
: 87 167 152 78 100 27 21 293 355:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 142,425
: Positions :
: 31,179 25,071 25,104 33,525 66,062 35,267 2,129 125,075 118,366: 17,350 24,059
: :
: Changes from: December 6, 2011 (Change in open interest: 1,491) :
: -641 -169 1,690 -838 -917 937 1,066 1,147 1,669: 344 -178
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.9 17.6 17.6 23.5 46.4 24.8 1.5 87.8 83.1: 12.2 16.9
: :
: Total Traders: 168 Number of Traders in Each Category :
: 44 30 36 48 52 19 8 129 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 1,544,339
: Positions :
: 206,625 156,526 388,291 358,076 664,892 430,038 72,703 1,383,030 1,282,413: 161,309 261,926
: :
: Changes from: December 6, 2011 (Change in open interest: 45,053) :
: 9,470 10,833 22,416 6,396 -9,380 8,353 12,060 46,636 35,929: -1,583 9,123
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 10.1 25.1 23.2 43.1 27.8 4.7 89.6 83.0: 10.4 17.0
: :
: Total Traders: 730 Number of Traders in Each Category :
: 149 197 231 224 305 26 19 532 637:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 767,702
: Positions :
: 61,900 77,257 262,366 196,364 302,129 195,088 38,558 715,718 680,311: 51,983 87,391
: :
: Changes from: December 6, 2011 (Change in open interest: 26,297) :
: 2,612 -5,663 25,819 1,071 7,864 -18 4,228 29,484 32,247: -3,187 -5,949
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.1 10.1 34.2 25.6 39.4 25.4 5.0 93.2 88.6: 6.8 11.4
: :
: Total Traders: 503 Number of Traders in Each Category :
: 131 156 241 114 136 25 20 418 448:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 363,495
: Positions :
: 48,253 72,870 67,179 118,030 171,173 103,086 15,713 336,547 326,935: 26,948 36,560
: :
: Changes from: December 6, 2011 (Change in open interest: 1,275) :
: 3,083 -973 1,145 -4,179 -3,618 995 3,210 1,044 -236: 231 1,512
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 20.0 18.5 32.5 47.1 28.4 4.3 92.6 89.9: 7.4 10.1
: :
: Total Traders: 259 Number of Traders in Each Category :
: 57 80 76 55 70 22 14 183 210:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 204,371
: Positions :
: 32,899 27,890 44,616 58,110 104,766 59,095 7,753 194,719 185,025: 9,652 19,347
: :
: Changes from: December 6, 2011 (Change in open interest: 16,721) :
: -1,071 4,386 4,209 14,378 7,037 103 -88 17,618 15,544: -897 1,178
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.1 13.6 21.8 28.4 51.3 28.9 3.8 95.3 90.5: 4.7 9.5
: :
: Total Traders: 255 Number of Traders in Each Category :
: 94 68 75 43 61 24 15 190 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 306,231
: Positions :
: 60,580 18,883 86,165 33,874 149,402 92,823 6,423 273,442 260,872: 32,789 45,359
: :
: Changes from: December 6, 2011 (Change in open interest: -8,268) :
: -6,796 828 3,761 -2,054 -9,089 -2,903 -1,133 -7,992 -5,632: -276 -2,636
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 6.2 28.1 11.1 48.8 30.3 2.1 89.3 85.2: 10.7 14.8
: :
: Total Traders: 291 Number of Traders in Each Category :
: 111 56 119 51 79 22 12 240 231:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 390,292
: Positions :
: 71,653 31,737 103,478 53,448 183,011 131,632 7,563 360,211 325,788: 30,081 64,503
: :
: Changes from: December 6, 2011 (Change in open interest: -3,601) :
: -6,159 3,016 2,517 1,283 -8,947 -544 576 -2,903 -2,838: -699 -764
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 8.1 26.5 13.7 46.9 33.7 1.9 92.3 83.5: 7.7 16.5
: :
: Total Traders: 391 Number of Traders in Each Category :
: 119 74 119 100 156 23 12 288 326:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 34,383
: Positions :
: 8,865 2,748 7,097 3,415 5,821 8,537 1,048 27,913 16,715: 6,470 17,668
: :
: Changes from: December 6, 2011 (Change in open interest: -671) :
: 176 330 -475 404 -57 -792 -471 -687 -673: 15 2
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.8 8.0 20.6 9.9 16.9 24.8 3.0 81.2 48.6: 18.8 51.4
: :
: Total Traders: 143 Number of Traders in Each Category :
: 43 27 45 27 35 18 7 111 102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 192,346
: Positions :
: 14,500 42,967 37,246 97,870 100,526 32,397 1,208 182,014 181,948: 10,331 10,398
: :
: Changes from: December 6, 2011 (Change in open interest: 5,425) :
: 1,622 3,935 420 2,342 511 520 -179 4,904 4,686: 521 739
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.5 22.3 19.4 50.9 52.3 16.8 0.6 94.6 94.6: 5.4 5.4
: :
: Total Traders: 192 Number of Traders in Each Category :
: 43 71 42 42 44 20 8 127 145:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 731,430
: Positions :
: 58,042 60,892 177,473 196,733 364,151 236,226 47,918 668,475 650,434: 62,955 80,995
: :
: Changes from: December 6, 2011 (Change in open interest: 21,761) :
: 672 1,757 9,069 11,165 5,102 2,603 5,317 23,510 21,245: -1,749 516
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.9 8.3 24.3 26.9 49.8 32.3 6.6 91.4 88.9: 8.6 11.1
: :
: Total Traders: 225 Number of Traders in Each Category :
: 53 63 83 68 75 26 20 198 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 140,236
: Positions :
: 13,511 20,388 39,556 39,831 67,204 40,959 5,048 133,856 132,196: 6,379 8,040
: :
: Changes from: December 6, 2011 (Change in open interest: -38) :
: -3,373 5,064 -299 3,374 -6,066 -26 361 -324 -939: 286 900
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 14.5 28.2 28.4 47.9 29.2 3.6 95.5 94.3: 4.5 5.7
: :
: Total Traders: 324 Number of Traders in Each Category :
: 70 98 95 107 108 25 15 249 275:
-------------------------------------------------------------------------------------------------------------------
Updated December 16, 2011