COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 576,076
: Positions :
: 97,282 88,259 150,088 67,011 250,208 222,626 32,503 537,007 521,057: 39,069 55,018
: :
: Changes from: August 21, 2012 (Change in open interest: -72,459) :
: -5,751 2,407 -46,308 -13,917 -20,029 -3,207 -7,480 -69,183 -71,409: -3,275 -1,049
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.9 15.3 26.1 11.6 43.4 38.6 5.6 93.2 90.4: 6.8 9.6
: :
: Total Traders: 407 Number of Traders in Each Category :
: 132 113 155 81 118 29 19 322 337:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 153,116
: Positions :
: 44,669 8,875 14,718 31,682 101,800 41,919 3,723 132,987 129,115: 20,128 24,001
: :
: Changes from: August 21, 2012 (Change in open interest: -7,198) :
: -44 -1,017 -1,037 -2,774 -3,114 399 43 -3,456 -5,125: -3,742 -2,073
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.2 5.8 9.6 20.7 66.5 27.4 2.4 86.9 84.3: 13.1 15.7
: :
: Total Traders: 183 Number of Traders in Each Category :
: 58 22 37 54 73 17 5 148 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 1,810,958
: Positions :
: 316,768 57,228 558,844 331,518 868,311 422,865 61,934 1,629,995 1,546,317: 180,963 264,641
: :
: Changes from: August 21, 2012 (Change in open interest: -262,542) :
: -18,758 2,344 -168,103 -54,262 -72,986 -8,760 -10,538 -249,883 -249,283: -12,660 -13,259
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 3.2 30.9 18.3 47.9 23.4 3.4 90.0 85.4: 10.0 14.6
: :
: Total Traders: 891 Number of Traders in Each Category :
: 261 147 278 303 409 29 21 690 767:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 1,156,476
: Positions :
: 245,672 47,254 414,772 207,527 525,463 198,808 82,500 1,066,778 1,069,988: 89,697 86,487
: :
: Changes from: August 21, 2012 (Change in open interest: -74,579) :
: -12,375 4,887 -52,823 -9,158 -25,150 -2,138 602 -76,493 -72,484: 1,914 -2,096
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.2 4.1 35.9 17.9 45.4 17.2 7.1 92.2 92.5: 7.8 7.5
: :
: Total Traders: 675 Number of Traders in Each Category :
: 247 167 265 163 217 28 17 559 553:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 391,175
: Positions :
: 65,752 41,267 86,871 95,347 224,357 102,906 11,388 350,876 363,883: 40,298 27,291
: :
: Changes from: August 21, 2012 (Change in open interest: -491) :
: 9,706 -2,802 -4,448 -11,466 9,604 2,281 -2,225 -3,928 130: 3,437 -620
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 10.5 22.2 24.4 57.4 26.3 2.9 89.7 93.0: 10.3 7.0
: :
: Total Traders: 274 Number of Traders in Each Category :
: 78 66 100 68 66 20 14 231 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 271,380
: Positions :
: 44,530 29,125 82,342 56,046 137,826 71,463 7,359 254,380 256,652: 16,999 14,728
: :
: Changes from: August 21, 2012 (Change in open interest: -862) :
: -2,190 -5,262 985 965 2,242 -1,389 83 -1,630 -1,952: 767 1,090
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 10.7 30.3 20.7 50.8 26.3 2.7 93.7 94.6: 6.3 5.4
: :
: Total Traders: 294 Number of Traders in Each Category :
: 117 78 94 51 61 27 15 238 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 282,588
: Positions :
: 49,544 45,664 90,346 19,304 103,630 95,471 3,294 254,665 242,934: 27,923 39,654
: :
: Changes from: August 21, 2012 (Change in open interest: 10,793) :
: 1,465 5,841 4,555 1,651 -3,846 1,635 1,412 9,307 7,962: 1,487 2,831
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 16.2 32.0 6.8 36.7 33.8 1.2 90.1 86.0: 9.9 14.0
: :
: Total Traders: 299 Number of Traders in Each Category :
: 103 80 120 47 68 25 9 230 240:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 360,493
: Positions :
: 61,141 48,398 98,220 55,979 158,430 117,208 1,648 332,548 306,696: 27,945 53,797
: :
: Changes from: August 21, 2012 (Change in open interest: -1,158) :
: -1,651 3,151 4,301 -917 -7,608 -3,367 249 -1,633 93: 475 -1,251
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 13.4 27.2 15.5 43.9 32.5 0.5 92.2 85.1: 7.8 14.9
: :
: Total Traders: 420 Number of Traders in Each Category :
: 123 106 144 88 142 26 9 306 349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 50,267
: Positions :
: 4,407 10,703 17,498 11,270 5,579 7,571 1,026 40,746 34,806: 9,522 15,461
: :
: Changes from: August 21, 2012 (Change in open interest: 176) :
: 571 1,054 -228 -68 99 -153 -124 122 802: 54 -626
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.8 21.3 34.8 22.4 11.1 15.1 2.0 81.1 69.2: 18.9 30.8
: :
: Total Traders: 177 Number of Traders in Each Category :
: 25 59 57 52 51 18 9 131 148:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 211,987
: Positions :
: 41,502 33,909 41,892 79,419 128,866 35,506 833 198,319 205,500: 13,668 6,487
: :
: Changes from: August 21, 2012 (Change in open interest: 2,565) :
: -675 -3,315 2,315 -182 4,055 -54 -337 1,405 2,719: 1,160 -154
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 16.0 19.8 37.5 60.8 16.7 0.4 93.6 96.9: 6.4 3.1
: :
: Total Traders: 196 Number of Traders in Each Category :
: 76 44 45 36 42 20 5 155 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 878,285
: Positions :
: 87,897 83,735 174,538 253,054 501,107 280,127 30,286 795,617 789,667: 82,668 88,618
: :
: Changes from: August 21, 2012 (Change in open interest: 33,371) :
: 11,052 8,308 11,444 5,526 5,810 2,005 1,213 30,027 26,776: 3,344 6,595
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.0 9.5 19.9 28.8 57.1 31.9 3.4 90.6 89.9: 9.4 10.1
: :
: Total Traders: 217 Number of Traders in Each Category :
: 50 59 75 74 75 24 17 190 187:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 28, 2012
: 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 194,236
: Positions :
: 19,050 45,791 59,464 62,895 76,370 44,861 4,187 186,270 185,811: 7,966 8,424
: :
: Changes from: August 21, 2012 (Change in open interest: 3,173) :
: 691 2,848 1,676 263 -1,262 652 297 3,282 3,558: -109 -385
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.8 23.6 30.6 32.4 39.3 23.1 2.2 95.9 95.7: 4.1 4.3
: :
: Total Traders: 385 Number of Traders in Each Category :
: 97 117 100 115 111 27 13 291 297:
-------------------------------------------------------------------------------------------------------------------
Updated August 31, 2012