COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 321,218
: Positions :
: 31,006 54,450 87,749 29,132 115,761 149,450 18,798 297,336 276,758: 23,882 44,460
: :
: Changes from: December 16, 2008 (Change in open interest: -4,792) :
: 322 115 -3,898 -1,921 2,624 1,974 -1,944 -3,523 -3,102: -1,269 -1,690
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 17.0 27.3 9.1 36.0 46.5 5.9 92.6 86.2: 7.4 13.8
: :
: Total Traders: 294 Number of Traders in Each Category :
: 66 97 115 62 86 25 15 229 252:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 88,379
: Positions :
: 12,517 8,632 11,456 28,269 44,195 20,342 3,094 72,584 67,378: 15,795 21,001
: :
: Changes from: December 16, 2008 (Change in open interest: 2,538) :
: -107 -722 1,011 -298 1,905 867 63 1,472 2,257: 1,067 281
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.2 9.8 13.0 32.0 50.0 23.0 3.5 82.1 76.2: 17.9 23.8
: :
: Total Traders: 123 Number of Traders in Each Category :
: 24 19 26 42 50 18 5 98 88:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 1,254,797
: Positions :
: 69,606 100,132 428,328 354,543 502,170 269,266 34,461 1,121,744 1,065,090: 133,053 189,707
: :
: Changes from: December 16, 2008 (Change in open interest: -25,170) :
: -11,556 -368 -5,065 1,878 -2,619 3,156 -4,042 -11,587 -12,095: -13,582 -13,075
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.5 8.0 34.1 28.3 40.0 21.5 2.7 89.4 84.9: 10.6 15.1
: :
: Total Traders: 598 Number of Traders in Each Category :
: 108 160 208 229 257 24 14 492 528:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 420,278
: Positions :
: 31,553 24,238 140,496 94,815 176,715 105,966 15,196 372,830 356,645: 47,447 63,633
: :
: Changes from: December 16, 2008 (Change in open interest: -21,833) :
: -503 -1,671 -8,379 -10,130 -7,203 672 -367 -18,339 -17,619: -3,494 -4,215
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.5 5.8 33.4 22.6 42.0 25.2 3.6 88.7 84.9: 11.3 15.1
: :
: Total Traders: 342 Number of Traders in Each Category :
: 94 86 150 95 107 24 15 296 298:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 254,170
: Positions :
: 12,864 34,970 72,720 98,626 122,178 47,723 5,041 231,934 234,910: 22,236 19,260
: :
: Changes from: December 16, 2008 (Change in open interest: -7,709) :
: 3,068 8,047 1,038 -10,362 -7,482 -954 -1,451 -7,210 152: -499 -7,862
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.1 13.8 28.6 38.8 48.1 18.8 2.0 91.3 92.4: 8.7 7.6
: :
: Total Traders: 189 Number of Traders in Each Category :
: 31 46 72 47 53 17 8 145 159:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 194,933
: Positions :
: 18,387 15,697 62,499 30,981 98,842 69,313 6,212 181,180 183,250: 13,753 11,683
: :
: Changes from: December 16, 2008 (Change in open interest: -6,310) :
: -268 -476 -2,554 -434 747 -1,197 -203 -4,453 -2,487: -1,856 -3,823
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.4 8.1 32.1 15.9 50.7 35.6 3.2 92.9 94.0: 7.1 6.0
: :
: Total Traders: 192 Number of Traders in Each Category :
: 61 45 54 51 52 25 8 162 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 179,237
: Positions :
: 29,236 31,203 40,176 18,348 71,150 72,564 7,486 160,324 150,016: 18,913 29,222
: :
: Changes from: December 16, 2008 (Change in open interest: 1,327) :
: 457 1,368 -752 410 -6,970 -957 4,732 -842 -1,622: 2,169 2,949
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.3 17.4 22.4 10.2 39.7 40.5 4.2 89.4 83.7: 10.6 16.3
: :
: Total Traders: 198 Number of Traders in Each Category :
: 45 68 68 33 50 20 5 140 160:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 258,217
: Positions :
: 24,682 39,768 68,519 44,990 104,621 100,189 2,194 238,381 215,102: 19,836 43,115
: :
: Changes from: December 16, 2008 (Change in open interest: 2,957) :
: -543 218 1,655 277 969 1,328 268 2,717 3,110: 240 -153
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 15.4 26.5 17.4 40.5 38.8 0.8 92.3 83.3: 7.7 16.7
: :
: Total Traders: 301 Number of Traders in Each Category :
: 60 64 76 83 139 22 4 203 255:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 22,249
: Positions :
: 3,124 6,509 3,230 4,582 3,069 6,853 187 17,789 12,995: 4,460 9,254
: :
: Changes from: December 16, 2008 (Change in open interest: -414) :
: -6 -940 -15 -117 706 152 -121 13 -370: -427 -44
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.0 29.3 14.5 20.6 13.8 30.8 0.8 80.0 58.4: 20.0 41.6
: :
: Total Traders: 99 Number of Traders in Each Category :
: 13 29 25 20 25 18 1 73 63:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 126,065
: Positions :
: 31,403 15,714 16,434 52,022 85,982 17,826 2,416 117,685 120,546: 8,380 5,520
: :
: Changes from: December 16, 2008 (Change in open interest: 3,184) :
: 2,892 -617 444 -779 3,050 643 503 3,201 3,380: -17 -196
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.9 12.5 13.0 41.3 68.2 14.1 1.9 93.4 95.6: 6.6 4.4
: :
: Total Traders: 124 Number of Traders in Each Category :
: 36 16 25 36 43 21 4 102 81:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 954,964
: Positions :
: 65,316 60,579 250,438 281,325 504,396 291,988 70,779 889,068 886,192: 65,896 68,772
: :
: Changes from: December 16, 2008 (Change in open interest: 16,517) :
: -2,240 8,777 6,153 4,244 -5,137 7,447 -2,223 15,603 7,570: 914 8,947
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.8 6.3 26.2 29.5 52.8 30.6 7.4 93.1 92.8: 6.9 7.2
: :
: Total Traders: 223 Number of Traders in Each Category :
: 48 63 70 75 74 23 14 189 182:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 2008
: 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 159,852
: Positions :
: 11,228 27,664 49,045 56,211 73,156 36,380 2,434 152,864 152,299: 6,988 7,553
: :
: Changes from: December 16, 2008 (Change in open interest: 3,044) :
: 322 1,287 1,920 1,172 670 493 92 3,907 3,968: -863 -924
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.0 17.3 30.7 35.2 45.8 22.8 1.5 95.6 95.3: 4.4 4.7
: :
: Total Traders: 322 Number of Traders in Each Category :
: 76 86 86 114 101 22 5 257 241:
-------------------------------------------------------------------------------------------------------------------
Updated December 29, 2008