COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 548,370
: Positions :
: 50,685 121,480 131,807 115,546 210,932 213,794 29,994 511,831 494,213: 36,539 54,157
: :
: Changes from: December 24, 2012 (Change in open interest: 15,946) :
: -308 3,971 3,258 9,233 7,728 2,134 576 14,317 15,532: 1,629 414
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.2 22.2 24.0 21.1 38.5 39.0 5.5 93.3 90.1: 6.7 9.9
: :
: Total Traders: 395 Number of Traders in Each Category :
: 114 124 130 88 111 28 21 292 329:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 164,866
: Positions :
: 25,590 16,305 22,791 44,844 94,661 53,046 6,152 146,271 139,909: 18,595 24,957
: :
: Changes from: December 24, 2012 (Change in open interest: 3,130) :
: -587 1,322 1,622 1,980 -1,245 -353 -126 2,662 1,573: 468 1,557
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 9.9 13.8 27.2 57.4 32.2 3.7 88.7 84.9: 11.3 15.1
: :
: Total Traders: 183 Number of Traders in Each Category :
: 41 34 33 52 77 19 8 131 137:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 1,528,736
: Positions :
: 185,557 123,072 424,791 351,443 707,726 407,153 35,133 1,368,944 1,290,722: 159,792 238,014
: :
: Changes from: December 24, 2012 (Change in open interest: 9,538) :
: -6,465 -1,708 16,264 -4,585 -4,324 2,952 1,829 8,166 12,061: 1,371 -2,523
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.1 8.1 27.8 23.0 46.3 26.6 2.3 89.5 84.4: 10.5 15.6
: :
: Total Traders: 736 Number of Traders in Each Category :
: 168 153 209 251 349 29 20 550 638:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 756,932
: Positions :
: 116,681 51,156 238,830 158,940 358,413 179,740 45,446 694,191 693,844: 62,741 63,088
: :
: Changes from: December 24, 2012 (Change in open interest: -15,752) :
: -3,755 3,796 -1,501 -8,698 -12,608 772 656 -13,181 -9,656: -2,571 -6,095
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 6.8 31.6 21.0 47.4 23.7 6.0 91.7 91.7: 8.3 8.3
: :
: Total Traders: 455 Number of Traders in Each Category :
: 152 116 192 113 135 29 22 391 384:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 344,337
: Positions :
: 41,431 97,991 71,029 89,470 133,695 111,323 7,562 313,252 310,277: 31,085 34,060
: :
: Changes from: December 24, 2012 (Change in open interest: -8,827) :
: 146 -2,921 -3,095 -5,707 -2,384 -304 -454 -8,960 -8,853: 133 26
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.0 28.5 20.6 26.0 38.8 32.3 2.2 91.0 90.1: 9.0 9.9
: :
: Total Traders: 265 Number of Traders in Each Category :
: 54 98 90 58 58 21 11 195 212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 234,264
: Positions :
: 53,911 21,363 53,306 38,631 142,191 71,651 5,148 217,500 222,008: 16,764 12,256
: :
: Changes from: December 24, 2012 (Change in open interest: 5,938) :
: 2,054 -2,754 574 2,345 6,010 968 826 5,942 4,657: -4 1,281
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 9.1 22.8 16.5 60.7 30.6 2.2 92.8 94.8: 7.2 5.2
: :
: Total Traders: 289 Number of Traders in Each Category :
: 119 71 81 45 58 27 13 227 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 280,451
: Positions :
: 61,587 22,923 83,318 12,977 130,370 92,561 4,891 250,443 241,502: 30,008 38,949
: :
: Changes from: December 24, 2012 (Change in open interest: 5,339) :
: 3,355 -2,816 2,659 -377 9,025 633 -707 6,270 8,161: -931 -2,822
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.0 8.2 29.7 4.6 46.5 33.0 1.7 89.3 86.1: 10.7 13.9
: :
: Total Traders: 290 Number of Traders in Each Category :
: 96 74 111 53 76 25 13 242 220:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 394,274
: Positions :
: 79,156 35,466 114,283 47,737 183,066 120,856 4,419 362,032 337,234: 32,243 57,040
: :
: Changes from: December 24, 2012 (Change in open interest: 3) :
: 2,657 619 1,828 -2,656 613 800 1,476 2,628 4,537: -2,625 -4,534
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.1 9.0 29.0 12.1 46.4 30.7 1.1 91.8 85.5: 8.2 14.5
: :
: Total Traders: 434 Number of Traders in Each Category :
: 134 86 150 95 162 25 11 335 349:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 34,816
: Positions :
: 6,488 7,477 7,667 6,031 5,812 6,958 427 27,145 21,384: 7,671 13,432
: :
: Changes from: December 24, 2012 (Change in open interest: 363) :
: 152 1,081 -49 -35 -72 -161 -111 -93 850: 456 -487
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.6 21.5 22.0 17.3 16.7 20.0 1.2 78.0 61.4: 22.0 38.6
: :
: Total Traders: 148 Number of Traders in Each Category :
: 35 27 34 42 39 19 7 113 96:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 218,218
: Positions :
: 37,587 18,387 53,156 77,873 136,024 37,239 486 205,855 208,053: 12,363 10,165
: :
: Changes from: December 24, 2012 (Change in open interest: 3,237) :
: -591 1,590 2,452 1,109 -2,757 -372 191 2,598 1,477: 639 1,760
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 8.4 24.4 35.7 62.3 17.1 0.2 94.3 95.3: 5.7 4.7
: :
: Total Traders: 188 Number of Traders in Each Category :
: 58 52 45 40 45 19 6 141 127:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 876,028
: Positions :
: 99,255 126,500 127,932 284,275 517,756 294,626 23,421 806,089 795,609: 69,939 80,418
: :
: Changes from: December 24, 2012 (Change in open interest: -5,781) :
: 1,998 -7,424 -2,419 -864 16,431 -3,913 -311 -5,197 6,277: -584 -12,058
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.3 14.4 14.6 32.5 59.1 33.6 2.7 92.0 90.8: 8.0 9.2
: :
: Total Traders: 212 Number of Traders in Each Category :
: 48 58 61 74 70 24 17 184 170:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 31, 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 206,930
: Positions :
: 23,974 56,764 70,283 53,040 67,622 48,754 2,470 196,050 197,139: 10,879 9,791
: :
: Changes from: December 24, 2012 (Change in open interest: 5,988) :
: 495 -825 2,955 1,338 877 242 -81 5,030 2,927: 958 3,061
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 27.4 34.0 25.6 32.7 23.6 1.2 94.7 95.3: 5.3 4.7
: :
: Total Traders: 389 Number of Traders in Each Category :
: 102 125 98 121 104 26 15 297 301:
-------------------------------------------------------------------------------------------------------------------
Updated January 4, 2013