COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 616,141
: Positions :
: 68,037 90,998 153,709 111,354 256,712 233,506 44,503 566,605 545,923: 49,536 70,218
: :
: Changes from: September 21, 2010 (Change in open interest: -4,056) :
: -6,613 6,006 -1,677 3,341 -8,040 2,550 -418 -2,399 -4,129: -1,657 73
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 14.8 24.9 18.1 41.7 37.9 7.2 92.0 88.6: 8.0 11.4
: :
: Total Traders: 470 Number of Traders in Each Category :
: 136 167 182 89 123 28 16 371 380:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 225,436
: Positions :
: 71,835 6,294 24,890 52,846 158,459 45,719 2,093 195,290 191,737: 30,146 33,699
: :
: Changes from: September 21, 2010 (Change in open interest: 4,333) :
: -1,106 -149 2,549 6,832 441 -2,639 589 5,637 3,430: -1,304 903
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.9 2.8 11.0 23.4 70.3 20.3 0.9 86.6 85.1: 13.4 14.9
: :
: Total Traders: 213 Number of Traders in Each Category :
: 64 28 47 51 87 18 7 155 155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 2,096,043
: Positions :
: 467,799 95,043 630,914 278,874 1,036,279 519,154 32,528 1,896,741 1,794,763: 199,301 301,279
: :
: Changes from: September 21, 2010 (Change in open interest: -29,794) :
: 15,222 -79 -42,502 -2,480 5,337 -3,674 4,108 -33,434 -33,135: 3,640 3,341
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.3 4.5 30.1 13.3 49.4 24.8 1.6 90.5 85.6: 9.5 14.4
: :
: Total Traders: 945 Number of Traders in Each Category :
: 305 152 295 237 409 28 19 670 791:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 812,023
: Positions :
: 172,590 29,970 244,715 126,817 431,942 202,713 11,958 746,835 718,584: 65,187 93,438
: :
: Changes from: September 21, 2010 (Change in open interest: 57,147) :
: 15,935 1,282 27,328 5,953 22,797 3,228 637 52,444 52,044: 4,703 5,103
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.3 3.7 30.1 15.6 53.2 25.0 1.5 92.0 88.5: 8.0 11.5
: :
: Total Traders: 590 Number of Traders in Each Category :
: 209 124 197 103 198 27 16 444 457:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 396,789
: Positions :
: 89,971 31,424 85,659 73,896 249,904 109,509 12,000 359,035 378,987: 37,755 17,802
: :
: Changes from: September 21, 2010 (Change in open interest: 14,787) :
: 18,015 1,669 1,910 -3,160 11,210 -347 -158 16,418 14,631: -1,631 155
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.7 7.9 21.6 18.6 63.0 27.6 3.0 90.5 95.5: 9.5 4.5
: :
: Total Traders: 283 Number of Traders in Each Category :
: 100 51 100 50 61 24 11 239 192:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 398,257
: Positions :
: 70,002 6,081 100,567 124,854 265,635 79,058 14,351 374,480 386,634: 23,777 11,623
: :
: Changes from: September 21, 2010 (Change in open interest: 16,557) :
: -2,942 -351 8,534 12,225 7,374 -848 -95 16,969 15,462: -412 1,095
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.6 1.5 25.3 31.4 66.7 19.9 3.6 94.0 97.1: 6.0 2.9
: :
: Total Traders: 290 Number of Traders in Each Category :
: 142 40 87 61 69 26 11 264 178:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 273,625
: Positions :
: 63,815 17,013 70,440 13,849 138,499 97,814 3,320 245,917 229,271: 27,708 44,354
: :
: Changes from: September 21, 2010 (Change in open interest: 2,460) :
: 2,429 8 -116 -928 1,211 1,005 253 2,390 1,356: 70 1,104
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.3 6.2 25.7 5.1 50.6 35.7 1.2 89.9 83.8: 10.1 16.2
: :
: Total Traders: 271 Number of Traders in Each Category :
: 106 62 104 36 62 24 8 231 186:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 435,341
: Positions :
: 124,272 12,289 113,064 30,711 226,043 137,947 9,648 405,994 361,042: 29,346 74,298
: :
: Changes from: September 21, 2010 (Change in open interest: -10,605) :
: -2,632 158 -7,640 1,520 -803 465 1,094 -8,287 -7,191: -2,318 -3,414
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 28.5 2.8 26.0 7.1 51.9 31.7 2.2 93.3 82.9: 6.7 17.1
: :
: Total Traders: 428 Number of Traders in Each Category :
: 156 45 109 94 187 25 10 316 319:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 36,725
: Positions :
: 7,310 4,918 8,512 6,516 5,462 8,542 1,350 30,880 20,243: 5,844 16,482
: :
: Changes from: September 21, 2010 (Change in open interest: -3,291) :
: -1,998 -442 -936 -621 -1,096 -59 -18 -3,614 -2,492: 324 -799
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.9 13.4 23.2 17.7 14.9 23.3 3.7 84.1 55.1: 15.9 44.9
: :
: Total Traders: 128 Number of Traders in Each Category :
: 28 29 33 34 38 18 6 96 92:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 141,762
: Positions :
: 19,482 38,697 21,661 63,393 70,619 27,739 3,733 132,275 134,710: 9,486 7,051
: :
: Changes from: September 21, 2010 (Change in open interest: 2,503) :
: 596 -134 1,138 -615 1,667 714 -52 1,832 2,619: 670 -116
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 27.3 15.3 44.7 49.8 19.6 2.6 93.3 95.0: 6.7 5.0
: :
: Total Traders: 176 Number of Traders in Each Category :
: 49 54 39 42 42 23 15 132 133:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 842,181
: Positions :
: 125,252 12,404 185,307 214,367 525,895 227,107 56,762 752,034 780,368: 90,147 61,813
: :
: Changes from: September 21, 2010 (Change in open interest: 10,698) :
: 3,569 -2,291 18,643 -8,646 -2,416 76 1,567 13,642 15,504: -2,944 -4,806
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.9 1.5 22.0 25.5 62.4 27.0 6.7 89.3 92.7: 10.7 7.3
: :
: Total Traders: 214 Number of Traders in Each Category :
: 80 30 80 59 73 24 15 189 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 28, 2010
: 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 206,768
: Positions :
: 39,363 9,473 66,328 37,588 117,643 51,635 3,197 194,915 196,641: 11,853 10,127
: :
: Changes from: September 21, 2010 (Change in open interest: 3,899) :
: -488 504 2,727 848 69 73 140 3,159 3,439: 740 461
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.0 4.6 32.1 18.2 56.9 25.0 1.5 94.3 95.1: 5.7 4.9
: :
: Total Traders: 385 Number of Traders in Each Category :
: 131 80 92 103 135 25 11 308 273:
-------------------------------------------------------------------------------------------------------------------
Updated October 1, 2010