COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 421,702
: Positions :
: 50,265 65,432 93,789 40,421 192,348 204,142 21,271 388,618 372,841: 33,084 48,861
: :
: Changes from: November 24, 2009 (Change in open interest: 2,821) :
: 4,134 -614 1,226 -3,889 5,728 706 -2,650 2,176 3,691: 645 -870
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 15.5 22.2 9.6 45.6 48.4 5.0 92.2 88.4: 7.8 11.6
: :
: Total Traders: 370 Number of Traders in Each Category :
: 109 121 125 58 89 30 20 279 283:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 138,709
: Positions :
: 22,439 14,630 19,614 33,412 79,490 46,109 650 121,573 114,384: 17,136 24,325
: :
: Changes from: November 24, 2009 (Change in open interest: 914) :
: 1,836 100 336 -1,261 1,662 818 -293 1,728 1,805: -814 -890
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 10.5 14.1 24.1 57.3 33.2 0.5 87.6 82.5: 12.4 17.5
: :
: Total Traders: 162 Number of Traders in Each Category :
: 34 24 38 41 68 20 5 118 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 1,220,867
: Positions :
: 213,629 59,262 257,709 217,930 606,543 403,518 17,561 1,092,785 941,074: 128,082 279,793
: :
: Changes from: November 24, 2009 (Change in open interest: 6,007) :
: 26,911 -3,562 -1,743 -19,314 18,771 5,894 -94 11,748 13,371: -5,740 -7,364
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 4.9 21.1 17.9 49.7 33.1 1.4 89.5 77.1: 10.5 22.9
: :
: Total Traders: 690 Number of Traders in Each Category :
: 180 108 233 175 280 30 18 515 569:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 608,589
: Positions :
: 106,957 25,845 162,632 98,789 313,793 175,309 10,454 543,686 512,724: 64,903 95,866
: :
: Changes from: November 24, 2009 (Change in open interest: 21,245) :
: 2,177 -1,522 7,664 4,907 13,194 3,300 1,502 18,048 20,837: 3,197 407
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.6 4.2 26.7 16.2 51.6 28.8 1.7 89.3 84.2: 10.7 15.8
: :
: Total Traders: 478 Number of Traders in Each Category :
: 167 101 162 97 159 28 15 382 362:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 294,010
: Positions :
: 50,250 20,144 72,463 48,098 156,978 85,419 22,034 256,230 271,618: 37,780 22,392
: :
: Changes from: November 24, 2009 (Change in open interest: 6,808) :
: 263 -663 -1,967 44 2,032 5,793 5,778 4,133 5,180: 2,675 1,628
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 6.9 24.6 16.4 53.4 29.1 7.5 87.2 92.4: 12.8 7.6
: :
: Total Traders: 232 Number of Traders in Each Category :
: 73 45 75 46 52 24 9 198 156:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 232,131
: Positions :
: 57,901 8,349 41,673 30,173 174,260 82,538 1,331 212,284 225,614: 19,846 6,517
: :
: Changes from: November 24, 2009 (Change in open interest: 767) :
: -2,500 869 2,068 2,025 -1,731 456 197 2,049 1,403: -1,282 -636
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.9 3.6 18.0 13.0 75.1 35.6 0.6 91.5 97.2: 8.5 2.8
: :
: Total Traders: 249 Number of Traders in Each Category :
: 125 23 52 43 57 29 8 217 126:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 207,459
: Positions :
: 31,248 12,909 54,420 15,371 100,937 79,927 2,821 180,964 171,087: 26,494 36,372
: :
: Changes from: November 24, 2009 (Change in open interest: 8,625) :
: 984 -9,606 4,713 -808 8,059 -382 -182 4,507 2,983: 4,118 5,642
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.1 6.2 26.2 7.4 48.7 38.5 1.4 87.2 82.5: 12.8 17.5
: :
: Total Traders: 234 Number of Traders in Each Category :
: 76 60 84 36 54 25 10 194 168:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 333,127
: Positions :
: 67,130 58,659 66,443 48,725 147,166 122,676 2,217 304,974 274,486: 28,153 58,641
: :
: Changes from: November 24, 2009 (Change in open interest: 2,027) :
: 2,280 1,553 -61 1,854 1,448 -1,947 -108 2,126 2,832: -99 -805
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.2 17.6 19.9 14.6 44.2 36.8 0.7 91.5 82.4: 8.5 17.6
: :
: Total Traders: 396 Number of Traders in Each Category :
: 108 98 92 93 147 27 8 270 310:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 29,727
: Positions :
: 8,296 11,820 2,629 3,892 3,858 8,595 1,612 23,413 19,919: 6,315 9,809
: :
: Changes from: November 24, 2009 (Change in open interest: 1,806) :
: 1,193 710 824 633 271 -776 -537 1,874 1,267: -68 539
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.9 39.8 8.8 13.1 13.0 28.9 5.4 78.8 67.0: 21.2 33.0
: :
: Total Traders: 122 Number of Traders in Each Category :
: 29 34 28 21 24 20 6 84 82:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 134,173
: Positions :
: 37,045 11,338 18,139 39,109 98,282 27,566 636 121,860 128,395: 12,314 5,778
: :
: Changes from: November 24, 2009 (Change in open interest: 2,876) :
: 2,963 -1,106 238 -398 3,117 -1,025 -292 1,778 1,957: 1,098 918
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.6 8.5 13.5 29.1 73.3 20.5 0.5 90.8 95.7: 9.2 4.3
: :
: Total Traders: 163 Number of Traders in Each Category :
: 60 28 40 29 37 22 6 135 93:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 1,157,622
: Positions :
: 100,119 17,213 331,437 330,838 642,167 314,628 122,059 1,077,023 1,112,876: 80,599 44,746
: :
: Changes from: November 24, 2009 (Change in open interest: 6,366) :
: 6,712 -5,472 -1,867 4,451 18,324 -3,862 -2,156 5,434 8,829: 932 -2,463
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.6 1.5 28.6 28.6 55.5 27.2 10.5 93.0 96.1: 7.0 3.9
: :
: Total Traders: 240 Number of Traders in Each Category :
: 79 45 89 71 79 26 15 218 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 1, 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 137,520
: Positions :
: 24,164 7,171 29,418 18,940 94,292 55,378 424 127,900 131,305: 9,620 6,215
: :
: Changes from: November 24, 2009 (Change in open interest: 8,122) :
: 6,016 1,051 2,549 -1,497 4,598 123 -220 7,192 7,979: 930 143
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.6 5.2 21.4 13.8 68.6 40.3 0.3 93.0 95.5: 7.0 4.5
: :
: Total Traders: 339 Number of Traders in Each Category :
: 125 60 85 86 104 28 6 289 214:
-------------------------------------------------------------------------------------------------------------------
Updated December 4, 2009