COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 444,998
: Positions :
: 43,727 127,926 95,599 60,077 138,963 209,655 24,006 409,059 386,495: 35,939 58,503
: :
: Changes from: December 13, 2011 (Change in open interest: 10,357) :
: -1,172 -283 5,803 3,009 1,326 971 2,298 8,611 9,145: 1,746 1,212
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.8 28.7 21.5 13.5 31.2 47.1 5.4 91.9 86.9: 8.1 13.1
: :
: Total Traders: 400 Number of Traders in Each Category :
: 91 160 155 80 97 27 21 297 349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 142,286
: Positions :
: 27,801 23,440 25,694 34,407 65,964 36,585 2,621 124,487 117,719: 17,800 24,567
: :
: Changes from: December 13, 2011 (Change in open interest: -138) :
: -3,378 -1,631 590 882 -98 1,318 492 -588 -647: 450 508
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.5 16.5 18.1 24.2 46.4 25.7 1.8 87.5 82.7: 12.5 17.3
: :
: Total Traders: 161 Number of Traders in Each Category :
: 45 22 35 48 53 19 7 125 111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 1,568,094
: Positions :
: 203,892 159,254 412,887 352,086 659,420 434,078 70,588 1,402,944 1,302,149: 165,150 265,945
: :
: Changes from: December 13, 2011 (Change in open interest: 23,755) :
: -2,733 2,728 24,596 -5,990 -5,472 4,040 -2,116 19,914 19,736: 3,841 4,019
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.0 10.2 26.3 22.5 42.1 27.7 4.5 89.5 83.0: 10.5 17.0
: :
: Total Traders: 721 Number of Traders in Each Category :
: 136 208 237 231 300 26 20 538 634:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 739,312
: Positions :
: 58,216 70,152 256,641 178,685 296,079 193,483 33,580 687,026 656,452: 52,286 82,860
: :
: Changes from: December 13, 2011 (Change in open interest: -28,390) :
: -3,684 -7,106 -5,725 -17,679 -6,050 -1,604 -4,979 -28,693 -23,859: 303 -4,531
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.9 9.5 34.7 24.2 40.0 26.2 4.5 92.9 88.8: 7.1 11.2
: :
: Total Traders: 494 Number of Traders in Each Category :
: 126 152 233 118 143 25 19 414 441:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 354,317
: Positions :
: 46,730 74,314 70,738 110,066 164,004 98,530 11,750 326,064 320,806: 28,252 33,511
: :
: Changes from: December 13, 2011 (Change in open interest: -9,179) :
: -1,522 1,444 3,559 -7,963 -7,169 -4,556 -3,964 -10,483 -6,130: 1,304 -3,049
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.2 21.0 20.0 31.1 46.3 27.8 3.3 92.0 90.5: 8.0 9.5
: :
: Total Traders: 255 Number of Traders in Each Category :
: 58 78 76 53 65 22 13 180 206:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 205,607
: Positions :
: 32,904 29,750 45,805 56,408 105,129 59,010 7,539 194,126 188,224: 11,480 17,382
: :
: Changes from: December 13, 2011 (Change in open interest: 1,235) :
: 5 1,860 1,189 -1,702 363 -85 -213 -593 3,200: 1,828 -1,964
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 14.5 22.3 27.4 51.1 28.7 3.7 94.4 91.5: 5.6 8.5
: :
: Total Traders: 247 Number of Traders in Each Category :
: 88 68 76 44 60 24 15 185 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 282,681
: Positions :
: 53,749 25,584 72,918 34,170 133,881 93,704 6,906 254,541 239,289: 28,140 43,392
: :
: Changes from: December 13, 2011 (Change in open interest: -23,550) :
: -6,831 6,701 -13,247 296 -15,520 881 482 -18,901 -21,583: -4,649 -1,967
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.0 9.1 25.8 12.1 47.4 33.1 2.4 90.0 84.6: 10.0 15.4
: :
: Total Traders: 272 Number of Traders in Each Category :
: 80 70 106 51 74 22 10 217 219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 390,564
: Positions :
: 70,995 34,990 104,192 55,599 179,525 132,386 8,660 363,171 327,366: 27,393 63,198
: :
: Changes from: December 13, 2011 (Change in open interest: 272) :
: -658 3,254 714 2,151 -3,486 754 1,096 2,960 1,578: -2,688 -1,306
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.2 9.0 26.7 14.2 46.0 33.9 2.2 93.0 83.8: 7.0 16.2
: :
: Total Traders: 376 Number of Traders in Each Category :
: 100 87 118 94 149 23 13 280 313:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 34,725
: Positions :
: 9,103 2,916 7,025 4,051 6,122 8,223 820 28,402 16,884: 6,323 17,841
: :
: Changes from: December 13, 2011 (Change in open interest: 342) :
: 238 168 -71 636 301 -314 -228 489 169: -147 173
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 26.2 8.4 20.2 11.7 17.6 23.7 2.4 81.8 48.6: 18.2 51.4
: :
: Total Traders: 147 Number of Traders in Each Category :
: 39 29 44 29 38 20 6 114 102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 192,889
: Positions :
: 13,278 40,937 39,527 96,640 99,816 33,654 1,363 183,100 181,643: 9,789 11,246
: :
: Changes from: December 13, 2011 (Change in open interest: 543) :
: -1,222 -2,030 2,281 -1,230 -710 1,257 154 1,085 -305: -542 848
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.9 21.2 20.5 50.1 51.7 17.4 0.7 94.9 94.2: 5.1 5.8
: :
: Total Traders: 180 Number of Traders in Each Category :
: 33 71 37 43 41 20 7 123 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 724,562
: Positions :
: 51,982 60,103 167,323 204,628 370,030 236,981 46,708 660,913 644,164: 63,649 80,398
: :
: Changes from: December 13, 2011 (Change in open interest: -6,868) :
: -6,061 -789 -10,151 7,895 5,879 755 -1,210 -7,561 -6,270: 694 -597
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.2 8.3 23.1 28.2 51.1 32.7 6.4 91.2 88.9: 8.8 11.1
: :
: Total Traders: 224 Number of Traders in Each Category :
: 63 51 83 68 76 26 17 196 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 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 142,015
: Positions :
: 12,252 21,259 41,373 41,051 65,009 41,633 6,008 136,309 133,648: 5,706 8,367
: :
: Changes from: December 13, 2011 (Change in open interest: 1,779) :
: -1,259 871 1,817 1,220 -2,195 674 960 2,453 1,453: -673 327
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.6 15.0 29.1 28.9 45.8 29.3 4.2 96.0 94.1: 4.0 5.9
: :
: Total Traders: 324 Number of Traders in Each Category :
: 66 102 98 111 108 25 15 258 274:
-------------------------------------------------------------------------------------------------------------------
Updated December 23, 2011