COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 495,040
: Positions :
: 44,544 69,416 142,516 51,599 187,963 213,208 36,163 451,867 436,058: 43,173 58,981
: :
: Changes from: November 9, 2009 (Change in open interest: 34,783) :
: 4,462 -5,809 12,676 4,250 15,592 8,677 6,050 30,065 28,508: 4,718 6,274
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.0 14.0 28.8 10.4 38.0 43.1 7.3 91.3 88.1: 8.7 11.9
: :
: Total Traders: 397 Number of Traders in Each Category :
: 101 144 157 68 87 31 21 310 323:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 144,685
: Positions :
: 22,156 16,139 20,920 34,362 77,429 45,345 1,194 122,783 115,682: 21,902 29,003
: :
: Changes from: November 9, 2009 (Change in open interest: 3,567) :
: 1,220 -5,160 -748 -2,729 5,914 2,979 598 721 604: 2,846 2,964
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 11.2 14.5 23.7 53.5 31.3 0.8 84.9 80.0: 15.1 20.0
: :
: Total Traders: 167 Number of Traders in Each Category :
: 40 23 42 49 67 20 7 131 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 1,502,122
: Positions :
: 205,754 61,822 424,193 285,162 647,904 426,853 44,218 1,341,963 1,178,138: 160,159 323,985
: :
: Changes from: November 9, 2009 (Change in open interest: 28,907) :
: 17,976 2,043 -17,754 -4,125 32,819 16,386 -1,920 12,483 15,188: 16,424 13,719
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 4.1 28.2 19.0 43.1 28.4 2.9 89.3 78.4: 10.7 21.6
: :
: Total Traders: 736 Number of Traders in Each Category :
: 196 144 268 214 287 30 20 594 616:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 560,171
: Positions :
: 90,670 33,113 144,848 88,178 272,604 170,069 10,663 493,765 461,229: 66,405 98,942
: :
: Changes from: November 9, 2009 (Change in open interest: 24,532) :
: 16,933 -2,098 1,141 -5,999 14,019 2,409 734 14,483 13,796: 10,049 10,736
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 5.9 25.9 15.7 48.7 30.4 1.9 88.1 82.3: 11.9 17.7
: :
: Total Traders: 446 Number of Traders in Each Category :
: 152 106 160 97 139 28 15 370 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 312,964
: Positions :
: 43,611 22,382 84,793 59,830 167,610 79,366 11,334 267,599 286,119: 45,365 26,845
: :
: Changes from: November 9, 2009 (Change in open interest: 26,508) :
: 14,553 -3,468 -2,708 1,846 27,582 2,623 122 16,313 21,528: 10,194 4,979
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.9 7.2 27.1 19.1 53.6 25.4 3.6 85.5 91.4: 14.5 8.6
: :
: Total Traders: 243 Number of Traders in Each Category :
: 72 50 89 51 62 24 10 206 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 217,321
: Positions :
: 51,661 8,078 35,810 25,190 163,837 83,474 1,872 196,136 209,597: 21,185 7,724
: :
: Changes from: November 9, 2009 (Change in open interest: -51,732) :
: -1,347 1,274 -23,527 -20,662 -23,596 -2,495 -4,375 -48,031 -50,224: -3,701 -1,508
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.8 3.7 16.5 11.6 75.4 38.4 0.9 90.3 96.4: 9.7 3.6
: :
: Total Traders: 241 Number of Traders in Each Category :
: 114 32 50 42 54 29 9 209 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 198,031
: Positions :
: 27,247 25,982 48,811 15,350 84,656 80,273 2,544 171,681 161,993: 26,350 36,038
: :
: Changes from: November 9, 2009 (Change in open interest: 6,619) :
: -733 -2,095 -2,747 2,517 4,561 1,201 1,728 238 1,447: 6,381 5,173
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.8 13.1 24.6 7.8 42.7 40.5 1.3 86.7 81.8: 13.3 18.2
: :
: Total Traders: 221 Number of Traders in Each Category :
: 62 60 76 35 55 26 11 175 165:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 337,426
: Positions :
: 62,568 52,987 69,289 43,914 142,509 123,382 2,612 299,153 267,397: 38,274 70,030
: :
: Changes from: November 9, 2009 (Change in open interest: 6,976) :
: 7,908 14,430 -13,546 1,046 -5,725 -358 5 -4,950 -4,837: 11,926 11,813
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 15.7 20.5 13.0 42.2 36.6 0.8 88.7 79.2: 11.3 20.8
: :
: Total Traders: 386 Number of Traders in Each Category :
: 108 93 96 87 140 28 8 262 305:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 28,293
: Positions :
: 7,226 10,619 1,999 2,795 3,345 9,060 2,038 21,080 18,001: 7,213 10,292
: :
: Changes from: November 9, 2009 (Change in open interest: 932) :
: 698 1,770 -347 -540 -1,000 -98 292 -287 716: 1,219 217
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.5 37.5 7.1 9.9 11.8 32.0 7.2 74.5 63.6: 25.5 36.4
: :
: Total Traders: 113 Number of Traders in Each Category :
: 21 37 21 19 27 19 4 71 78:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 129,755
: Positions :
: 30,301 11,812 19,217 40,196 93,007 28,865 518 118,578 124,554: 11,177 5,201
: :
: Changes from: November 9, 2009 (Change in open interest: -9,108) :
: -4,842 -1,726 -2,424 292 -2,445 618 -420 -6,356 -7,014: -2,752 -2,094
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.4 9.1 14.8 31.0 71.7 22.2 0.4 91.4 96.0: 8.6 4.0
: :
: Total Traders: 149 Number of Traders in Each Category :
: 46 29 39 28 38 23 6 121 93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 1,160,204
: Positions :
: 91,897 20,008 342,066 321,194 623,700 325,777 128,936 1,080,933 1,114,710: 79,271 45,494
: :
: Changes from: November 9, 2009 (Change in open interest: 700) :
: 2,141 4,271 -3,248 1,281 1,070 -1,224 -2 -1,050 2,092: 1,750 -1,391
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.9 1.7 29.5 27.7 53.8 28.1 11.1 93.2 96.1: 6.8 3.9
: :
: Total Traders: 230 Number of Traders in Each Category :
: 80 38 86 69 74 27 15 212 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 17, 2009
: 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 134,595
: Positions :
: 20,469 6,519 25,407 24,147 95,248 55,485 605 125,508 127,779: 9,087 6,816
: :
: Changes from: November 9, 2009 (Change in open interest: -29,316) :
: -13,466 -937 -13,663 -605 -12,521 -245 -1,081 -27,979 -28,202: -1,337 -1,114
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.2 4.8 18.9 17.9 70.8 41.2 0.4 93.2 94.9: 6.8 5.1
: :
: Total Traders: 320 Number of Traders in Each Category :
: 114 56 86 90 100 29 6 275 212:
-------------------------------------------------------------------------------------------------------------------
Updated November 20, 2009