COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 547,399
: Positions :
: 52,018 97,839 140,800 69,114 204,444 242,519 39,486 504,450 482,569: 42,948 64,829
: :
: Changes from: August 9, 2011 (Change in open interest: 12,951) :
: 3,487 -2,881 4,433 -2,093 10,109 6,640 2,575 12,467 14,236: 484 -1,285
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.5 17.9 25.7 12.6 37.3 44.3 7.2 92.2 88.2: 7.8 11.8
: :
: Total Traders: 410 Number of Traders in Each Category :
: 104 143 174 82 110 31 20 326 353:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 180,185
: Positions :
: 43,450 10,469 30,765 40,499 109,436 42,343 3,071 157,057 153,741: 23,128 26,444
: :
: Changes from: August 9, 2011 (Change in open interest: 234) :
: -887 -3,752 1,327 36 4,759 351 585 827 2,920: -593 -2,686
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.1 5.8 17.1 22.5 60.7 23.5 1.7 87.2 85.3: 12.8 14.7
: :
: Total Traders: 186 Number of Traders in Each Category :
: 52 28 56 56 72 19 9 149 149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 1,971,299
: Positions :
: 306,174 80,387 648,828 352,782 837,882 466,227 119,705 1,774,011 1,686,802: 197,287 284,496
: :
: Changes from: August 9, 2011 (Change in open interest: 76,679) :
: 25,790 6,310 56,573 -6,303 14,394 -10,012 -2,347 66,047 74,929: 10,631 1,749
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 4.1 32.9 17.9 42.5 23.7 6.1 90.0 85.6: 10.0 14.4
: :
: Total Traders: 898 Number of Traders in Each Category :
: 253 168 299 282 395 28 19 703 763:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 708,542
: Positions :
: 99,853 54,972 205,763 160,756 343,633 185,788 25,212 652,159 629,580: 56,382 78,961
: :
: Changes from: August 9, 2011 (Change in open interest: 1,508) :
: 12,154 -7,242 -2,224 -11,895 12,344 1,473 1,449 -493 4,326: 2,001 -2,818
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.1 7.8 29.0 22.7 48.5 26.2 3.6 92.0 88.9: 8.0 11.1
: :
: Total Traders: 571 Number of Traders in Each Category :
: 184 144 224 112 189 27 19 421 493:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 330,263
: Positions :
: 41,944 57,220 56,776 113,465 172,696 90,917 14,755 303,103 301,446: 27,161 28,817
: :
: Changes from: August 9, 2011 (Change in open interest: -4,494) :
: 183 -3,242 -998 -3,423 1,470 -1,496 -585 -5,734 -3,354: 1,240 -1,140
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 17.3 17.2 34.4 52.3 27.5 4.5 91.8 91.3: 8.2 8.7
: :
: Total Traders: 246 Number of Traders in Each Category :
: 50 81 70 60 64 22 15 184 193:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 246,085
: Positions :
: 41,966 10,027 72,884 51,406 138,201 64,503 12,938 230,759 234,050: 15,325 12,035
: :
: Changes from: August 9, 2011 (Change in open interest: -2,537) :
: -1,194 -1,607 -219 -681 105 -1,210 -389 -3,304 -2,110: 767 -427
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.1 4.1 29.6 20.9 56.2 26.2 5.3 93.8 95.1: 6.2 4.9
: :
: Total Traders: 254 Number of Traders in Each Category :
: 117 42 81 46 61 26 15 209 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 288,047
: Positions :
: 49,854 27,502 76,541 25,238 137,305 105,438 3,516 257,071 244,864: 30,976 43,183
: :
: Changes from: August 9, 2011 (Change in open interest: -22,208) :
: -6,182 726 -12,254 -3,502 -8,156 -1,269 602 -23,206 -19,082: 998 -3,126
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 9.5 26.6 8.8 47.7 36.6 1.2 89.2 85.0: 10.8 15.0
: :
: Total Traders: 284 Number of Traders in Each Category :
: 102 61 109 45 77 26 9 232 214:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 404,208
: Positions :
: 73,035 30,016 110,400 45,823 193,188 146,597 5,321 375,855 338,925: 28,353 65,284
: :
: Changes from: August 9, 2011 (Change in open interest: 15,422) :
: 9,530 -3,633 12,364 -9,950 5,124 856 1,909 12,800 15,764: 2,622 -342
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 7.4 27.3 11.3 47.8 36.3 1.3 93.0 83.8: 7.0 16.2
: :
: Total Traders: 408 Number of Traders in Each Category :
: 113 84 128 88 169 26 7 298 328:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 40,006
: Positions :
: 5,759 4,175 8,829 5,724 7,777 11,073 1,267 31,385 22,048: 8,621 17,958
: :
: Changes from: August 9, 2011 (Change in open interest: 168) :
: 112 186 151 -290 185 427 -7 399 515: -231 -347
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.4 10.4 22.1 14.3 19.4 27.7 3.2 78.5 55.1: 21.5 44.9
: :
: Total Traders: 160 Number of Traders in Each Category :
: 36 31 44 41 56 20 10 125 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 189,409
: Positions :
: 16,357 33,374 36,126 93,250 109,013 35,116 1,343 180,849 179,857: 8,561 9,552
: :
: Changes from: August 9, 2011 (Change in open interest: -8,547) :
: -1,050 1,949 -5,449 1,408 -4,772 -2,564 -1,184 -7,655 -9,457: -892 909
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.6 17.6 19.1 49.2 57.6 18.5 0.7 95.5 95.0: 4.5 5.0
: :
: Total Traders: 175 Number of Traders in Each Category :
: 47 51 46 43 47 22 8 136 130:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 813,714
: Positions :
: 111,885 23,200 200,543 164,861 473,396 245,471 53,994 722,760 751,133: 90,954 62,581
: :
: Changes from: August 9, 2011 (Change in open interest: -16,171) :
: -10,495 1,578 -6,855 -505 -7,962 -2,740 -1,626 -20,595 -14,865: 4,424 -1,306
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.7 2.9 24.6 20.3 58.2 30.2 6.6 88.8 92.3: 11.2 7.7
: :
: Total Traders: 242 Number of Traders in Each Category :
: 90 46 91 68 74 25 16 226 185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 16, 2011
: 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 154,795
: Positions :
: 11,818 21,116 40,556 52,967 80,761 40,821 4,395 146,162 146,827: 8,633 7,967
: :
: Changes from: August 9, 2011 (Change in open interest: -21,549) :
: 1,738 -2,550 -13,419 -9,010 -3,746 -1,185 -731 -21,876 -20,446: 327 -1,103
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.6 13.6 26.2 34.2 52.2 26.4 2.8 94.4 94.9: 5.6 5.1
: :
: Total Traders: 318 Number of Traders in Each Category :
: 87 82 100 95 105 24 14 254 259:
-------------------------------------------------------------------------------------------------------------------
Updated August 19, 2011