COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 440,022
: Positions :
: 46,644 83,902 104,050 49,265 170,366 210,095 30,364 410,054 388,683: 29,968 51,340
: :
: Changes from: December 15, 2009 (Change in open interest: 4,620) :
: -3,704 14,024 3,817 5,056 -13,550 2,795 3,504 7,964 7,796: -3,343 -3,175
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.6 19.1 23.6 11.2 38.7 47.7 6.9 93.2 88.3: 6.8 11.7
: :
: Total Traders: 365 Number of Traders in Each Category :
: 96 132 124 66 86 30 17 272 290:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 146,967
: Positions :
: 21,119 21,765 23,314 38,854 75,895 47,241 1,465 130,529 122,440: 16,439 24,527
: :
: Changes from: December 15, 2009 (Change in open interest: 2,885) :
: -490 2,583 2,544 2,001 -2,130 205 251 4,259 3,247: -1,374 -363
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 14.8 15.9 26.4 51.6 32.1 1.0 88.8 83.3: 11.2 16.7
: :
: Total Traders: 173 Number of Traders in Each Category :
: 43 25 51 47 62 19 5 133 131:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 1,220,477
: Positions :
: 202,289 67,734 251,580 244,762 609,948 401,596 25,234 1,100,227 954,496: 120,250 265,981
: :
: Changes from: December 15, 2009 (Change in open interest: 7,982) :
: -2,839 -139 -1,049 7,945 7,790 3,625 1,224 7,682 7,826: 300 156
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 5.5 20.6 20.1 50.0 32.9 2.1 90.1 78.2: 9.9 21.8
: :
: Total Traders: 645 Number of Traders in Each Category :
: 152 124 192 203 285 30 16 484 540:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 606,444
: Positions :
: 81,854 43,664 174,996 121,444 276,703 173,094 13,253 551,388 508,615: 55,055 97,829
: :
: Changes from: December 15, 2009 (Change in open interest: -16,553) :
: -35,178 8,388 11,500 15,365 -30,801 -916 -272 -9,230 -11,186: -7,323 -5,367
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 7.2 28.9 20.0 45.6 28.5 2.2 90.9 83.9: 9.1 16.1
: :
: Total Traders: 460 Number of Traders in Each Category :
: 150 102 177 107 149 28 14 382 370:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 259,981
: Positions :
: 29,007 21,083 66,323 61,051 135,355 74,164 15,675 230,546 238,437: 29,435 21,544
: :
: Changes from: December 15, 2009 (Change in open interest: -8,559) :
: -14,482 2,087 -747 11,946 -9,685 -509 -1,505 -3,791 -9,849: -4,768 1,290
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 8.1 25.5 23.5 52.1 28.5 6.0 88.7 91.7: 11.3 8.3
: :
: Total Traders: 223 Number of Traders in Each Category :
: 52 53 85 44 51 24 9 181 172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 247,428
: Positions :
: 60,274 9,462 45,335 39,143 183,496 81,976 1,553 226,727 239,846: 20,700 7,582
: :
: Changes from: December 15, 2009 (Change in open interest: 783) :
: -2,693 -101 -795 3,622 513 1,527 354 1,661 -29: -878 812
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.4 3.8 18.3 15.8 74.2 33.1 0.6 91.6 96.9: 8.4 3.1
: :
: Total Traders: 254 Number of Traders in Each Category :
: 125 35 55 47 54 27 10 223 132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 193,159
: Positions :
: 32,085 12,946 44,399 15,527 102,331 78,859 1,487 170,870 161,163: 22,289 31,996
: :
: Changes from: December 15, 2009 (Change in open interest: 671) :
: 542 1,259 -698 1,633 1,342 461 272 1,938 2,175: -1,268 -1,504
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 6.7 23.0 8.0 53.0 40.8 0.8 88.5 83.4: 11.5 16.6
: :
: Total Traders: 221 Number of Traders in Each Category :
: 75 49 72 36 53 25 5 180 152:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 316,597
: Positions :
: 70,692 50,689 57,649 41,088 150,595 121,077 1,719 290,506 260,651: 26,091 55,946
: :
: Changes from: December 15, 2009 (Change in open interest: -517) :
: -1,556 -8,355 2,108 237 5,517 288 -367 1,077 -1,097: -1,594 580
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.3 16.0 18.2 13.0 47.6 38.2 0.5 91.8 82.3: 8.2 17.7
: :
: Total Traders: 385 Number of Traders in Each Category :
: 101 93 85 81 151 25 5 249 299:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 32,354
: Positions :
: 5,549 10,502 4,495 6,299 5,353 9,467 1,105 25,809 21,455: 6,545 10,899
: :
: Changes from: December 15, 2009 (Change in open interest: -342) :
: -1,064 -1,112 405 514 662 254 -172 108 -217: -450 -125
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 32.5 13.9 19.5 16.5 29.3 3.4 79.8 66.3: 20.2 33.7
: :
: Total Traders: 130 Number of Traders in Each Category :
: 32 28 32 32 32 20 6 98 90:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 139,535
: Positions :
: 38,242 10,957 21,611 41,496 101,342 27,491 811 128,840 134,721: 10,696 4,814
: :
: Changes from: December 15, 2009 (Change in open interest: 872) :
: -2,244 -897 3,802 674 -1,389 -109 -43 2,123 1,472: -1,252 -601
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 27.4 7.9 15.5 29.7 72.6 19.7 0.6 92.3 96.5: 7.7 3.5
: :
: Total Traders: 169 Number of Traders in Each Category :
: 67 27 41 31 45 22 5 140 103:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 1,270,677
: Positions :
: 146,897 16,518 369,551 330,010 699,781 322,533 131,840 1,168,990 1,217,690: 101,687 52,987
: :
: Changes from: December 15, 2009 (Change in open interest: 43,101) :
: 14,300 2,326 18,718 4,518 17,577 4,920 5,763 42,456 44,384: 646 -1,283
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 1.3 29.1 26.0 55.1 25.4 10.4 92.0 95.8: 8.0 4.2
: :
: Total Traders: 258 Number of Traders in Each Category :
: 103 39 89 72 79 26 17 237 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of December 22, 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 159,072
: Positions :
: 33,138 8,930 34,484 22,021 107,634 57,697 783 147,340 151,831: 11,732 7,241
: :
: Changes from: December 15, 2009 (Change in open interest: 773) :
: -1,730 294 -708 933 178 1,386 343 -119 108: 892 665
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.8 5.6 21.7 13.8 67.7 36.3 0.5 92.6 95.4: 7.4 4.6
: :
: Total Traders: 359 Number of Traders in Each Category :
: 133 69 91 90 107 28 6 306 228:
-------------------------------------------------------------------------------------------------------------------
Updated December 28, 2009