COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 626,413
: Positions :
: 55,465 100,868 164,027 115,479 251,819 250,034 42,523 585,006 559,237: 41,407 67,175
: :
: Changes from: November 16, 2010 (Change in open interest: -7,952) :
: -3,689 -4,863 -377 -3,506 1,281 5,257 588 -2,315 -3,370: -5,637 -4,582
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.9 16.1 26.2 18.4 40.2 39.9 6.8 93.4 89.3: 6.6 10.7
: :
: Total Traders: 483 Number of Traders in Each Category :
: 137 171 195 87 124 27 19 375 401:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 238,487
: Positions :
: 60,558 7,628 41,323 66,359 150,424 41,567 6,209 209,807 205,584: 28,680 32,903
: :
: Changes from: November 16, 2010 (Change in open interest: -13,579) :
: -3,764 -268 -7,345 1,576 -2,445 -1,192 -2,183 -10,725 -12,240: -2,854 -1,339
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.4 3.2 17.3 27.8 63.1 17.4 2.6 88.0 86.2: 12.0 13.8
: :
: Total Traders: 235 Number of Traders in Each Category :
: 76 23 77 60 92 19 7 183 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 2,473,822
: Positions :
: 404,664 123,625 881,104 436,468 1,093,522 530,286 85,512 2,252,522 2,183,762: 221,299 290,059
: :
: Changes from: November 16, 2010 (Change in open interest: -12,083) :
: -21,171 -9,727 18,887 -22 -18,272 -11,941 2,618 -14,247 -6,494: 2,165 -5,588
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 5.0 35.6 17.6 44.2 21.4 3.5 91.1 88.3: 8.9 11.7
: :
: Total Traders: 993 Number of Traders in Each Category :
: 301 162 355 328 439 26 19 800 858:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 912,974
: Positions :
: 157,932 29,310 302,166 179,881 466,575 215,425 25,172 855,403 823,223: 57,571 89,751
: :
: Changes from: November 16, 2010 (Change in open interest: 29,191) :
: -2,061 -4,706 33,616 -2,100 2,634 2,888 2,933 32,344 34,477: -3,152 -5,286
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 3.2 33.1 19.7 51.1 23.6 2.8 93.7 90.2: 6.3 9.8
: :
: Total Traders: 573 Number of Traders in Each Category :
: 193 111 184 124 222 25 15 420 466:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 479,154
: Positions :
: 57,137 26,285 129,028 134,285 272,601 125,732 27,051 446,182 454,965: 32,972 24,189
: :
: Changes from: November 16, 2010 (Change in open interest: -1,734) :
: -6,902 -54 10,084 2,710 -8,782 -3,445 -3,207 2,447 -1,959: -4,181 226
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 5.5 26.9 28.0 56.9 26.2 5.6 93.1 95.0: 6.9 5.0
: :
: Total Traders: 260 Number of Traders in Each Category :
: 89 47 96 57 61 22 11 223 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 327,205
: Positions :
: 44,111 5,359 85,988 103,854 213,172 72,958 11,239 306,911 315,758: 20,294 11,446
: :
: Changes from: November 16, 2010 (Change in open interest: -3,801) :
: -3,019 -838 4,298 -5,635 -5,441 875 -1,176 -3,482 -3,156: -319 -645
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 1.6 26.3 31.7 65.1 22.3 3.4 93.8 96.5: 6.2 3.5
: :
: Total Traders: 235 Number of Traders in Each Category :
: 107 35 66 53 62 24 13 212 151:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 226,712
: Positions :
: 27,873 21,308 63,203 19,641 102,924 94,382 2,612 205,100 190,047: 21,612 36,664
: :
: Changes from: November 16, 2010 (Change in open interest: 3,555) :
: 855 -3,186 2,463 -2,523 2,078 1,630 524 2,425 1,879: 1,130 1,676
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 9.4 27.9 8.7 45.4 41.6 1.2 90.5 83.8: 9.5 16.2
: :
: Total Traders: 246 Number of Traders in Each Category :
: 68 74 103 40 57 23 11 197 198:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 429,637
: Positions :
: 106,630 16,702 126,653 27,044 207,906 140,459 3,812 400,785 355,073: 28,852 74,564
: :
: Changes from: November 16, 2010 (Change in open interest: 29,942) :
: 4,901 4,259 17,279 2,828 4,390 4,516 1,641 29,524 27,569: 418 2,372
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.8 3.9 29.5 6.3 48.4 32.7 0.9 93.3 82.6: 6.7 17.4
: :
: Total Traders: 439 Number of Traders in Each Category :
: 148 54 130 100 190 25 8 334 339:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 35,753
: Positions :
: 8,922 5,214 7,547 4,176 6,280 9,026 238 29,672 19,279: 6,082 16,474
: :
: Changes from: November 16, 2010 (Change in open interest: 3,137) :
: 1,920 -58 924 -338 946 -93 -416 2,413 1,396: 724 1,741
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.0 14.6 21.1 11.7 17.6 25.2 0.7 83.0 53.9: 17.0 46.1
: :
: Total Traders: 137 Number of Traders in Each Category :
: 36 28 35 23 38 19 5 100 89:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 137,381
: Positions :
: 21,070 34,731 16,244 61,390 77,252 29,629 1,844 128,334 130,071: 9,047 7,310
: :
: Changes from: November 16, 2010 (Change in open interest: -2,625) :
: 2,483 -5,302 504 -6,350 2,803 -133 -34 -3,496 -2,029: 871 -595
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.3 25.3 11.8 44.7 56.2 21.6 1.3 93.4 94.7: 6.6 5.3
: :
: Total Traders: 163 Number of Traders in Each Category :
: 42 50 33 40 47 19 8 120 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 942,668
: Positions :
: 102,125 15,621 298,865 237,321 496,160 227,463 79,960 865,774 890,605: 76,894 52,063
: :
: Changes from: November 16, 2010 (Change in open interest: 16,751) :
: -2,953 347 18,862 4,512 -635 697 1,987 21,118 20,562: -4,367 -3,812
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 1.7 31.7 25.2 52.6 24.1 8.5 91.8 94.5: 8.2 5.5
: :
: Total Traders: 216 Number of Traders in Each Category :
: 72 38 80 68 73 23 17 195 177:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 23, 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 180,798
: Positions :
: 32,802 7,040 45,579 40,199 117,471 54,457 4,823 173,037 174,912: 7,761 5,886
: :
: Changes from: November 16, 2010 (Change in open interest: 546) :
: 856 198 -594 -1,046 257 -111 -788 -894 -927: 1,440 1,473
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 3.9 25.2 22.2 65.0 30.1 2.7 95.7 96.7: 4.3 3.3
: :
: Total Traders: 350 Number of Traders in Each Category :
: 122 63 81 97 128 24 8 285 240:
-------------------------------------------------------------------------------------------------------------------
Updated November 29, 2010