COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 491,397
: Positions :
: 52,960 82,694 110,143 52,532 206,083 237,471 30,683 453,105 429,603: 38,292 61,794
: :
: Changes from: August 23, 2011 (Change in open interest: -59,393) :
: -2,091 -12,870 -34,240 -13,373 -2,057 -6,483 -8,075 -56,187 -57,242: -3,206 -2,151
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 16.8 22.4 10.7 41.9 48.3 6.2 92.2 87.4: 7.8 12.6
: :
: Total Traders: 400 Number of Traders in Each Category :
: 100 135 164 77 102 31 19 312 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 169,808
: Positions :
: 50,237 9,041 27,645 31,074 106,464 38,241 1,870 147,196 145,020: 22,612 24,788
: :
: Changes from: August 23, 2011 (Change in open interest: -11,090) :
: 2,008 -2,159 -178 -7,479 -4,859 -3,248 -1,138 -8,897 -8,335: -2,193 -2,755
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.6 5.3 16.3 18.3 62.7 22.5 1.1 86.7 85.4: 13.3 14.6
: :
: Total Traders: 194 Number of Traders in Each Category :
: 53 27 61 46 69 19 8 150 149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 1,965,600
: Positions :
: 361,110 90,251 626,051 328,684 863,684 454,709 89,838 1,770,554 1,669,825: 195,046 295,775
: :
: Changes from: August 23, 2011 (Change in open interest: -61,676) :
: 43,596 6,572 -43,462 -25,415 13,002 -25,573 -39,226 -50,854 -63,114: -10,822 1,438
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.4 4.6 31.9 16.7 43.9 23.1 4.6 90.1 85.0: 9.9 15.0
: :
: Total Traders: 948 Number of Traders in Each Category :
: 269 189 316 251 402 28 19 704 801:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 819,218
: Positions :
: 188,067 39,779 253,629 111,470 418,537 192,573 26,565 745,739 738,510: 73,479 80,708
: :
: Changes from: August 23, 2011 (Change in open interest: 67,480) :
: 49,915 -3,537 30,390 -22,149 38,490 2,504 541 60,660 65,885: 6,819 1,594
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.0 4.9 31.0 13.6 51.1 23.5 3.2 91.0 90.1: 9.0 9.9
: :
: Total Traders: 638 Number of Traders in Each Category :
: 227 150 249 106 191 27 17 492 509:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 323,377
: Positions :
: 57,486 30,147 63,312 79,203 191,678 89,381 13,631 289,382 298,768: 33,995 24,609
: :
: Changes from: August 23, 2011 (Change in open interest: -3,751) :
: 13,340 -18,045 2,037 -24,012 17,018 -1,465 -1,480 -10,100 -470: 6,349 -3,281
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 9.3 19.6 24.5 59.3 27.6 4.2 89.5 92.4: 10.5 7.6
: :
: Total Traders: 257 Number of Traders in Each Category :
: 82 55 84 57 61 23 13 213 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 250,576
: Positions :
: 43,913 9,700 73,896 51,734 141,344 65,634 13,836 235,177 238,776: 15,398 11,799
: :
: Changes from: August 23, 2011 (Change in open interest: 1,240) :
: -2,036 198 1,197 1,794 -546 103 523 1,059 1,373: 181 -132
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.5 3.9 29.5 20.6 56.4 26.2 5.5 93.9 95.3: 6.1 4.7
: :
: Total Traders: 253 Number of Traders in Each Category :
: 109 50 79 49 60 27 15 214 176:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 295,680
: Positions :
: 46,177 30,125 82,500 29,919 132,827 108,646 6,784 267,242 252,236: 28,437 43,444
: :
: Changes from: August 23, 2011 (Change in open interest: -485) :
: -2,415 611 539 277 -4,362 4,318 3,993 2,718 781: -3,203 -1,266
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 10.2 27.9 10.1 44.9 36.7 2.3 90.4 85.3: 9.6 14.7
: :
: Total Traders: 292 Number of Traders in Each Category :
: 91 80 125 44 76 26 8 236 232:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 404,050
: Positions :
: 64,520 46,072 114,164 53,684 175,609 143,016 4,798 375,384 340,643: 28,666 63,407
: :
: Changes from: August 23, 2011 (Change in open interest: 7,929) :
: -565 9,804 4,928 4,493 -6,341 -716 946 8,140 9,338: -212 -1,409
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 11.4 28.3 13.3 43.5 35.4 1.2 92.9 84.3: 7.1 15.7
: :
: Total Traders: 403 Number of Traders in Each Category :
: 100 101 146 84 155 26 8 290 343:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 35,838
: Positions :
: 4,835 5,838 7,257 5,794 7,104 10,711 990 28,597 21,189: 7,241 14,649
: :
: Changes from: August 23, 2011 (Change in open interest: -4,535) :
: -1,163 349 -2,374 -862 -641 268 45 -4,131 -2,621: -404 -1,914
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.5 16.3 20.2 16.2 19.8 29.9 2.8 79.8 59.1: 20.2 40.9
: :
: Total Traders: 143 Number of Traders in Each Category :
: 29 35 39 34 46 19 8 103 113:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 187,511
: Positions :
: 15,895 25,437 36,197 88,593 117,323 36,900 1,587 177,586 180,544: 9,925 6,966
: :
: Changes from: August 23, 2011 (Change in open interest: 117) :
: -527 -3,829 -333 -866 5,581 2,261 -58 536 1,362: -419 -1,245
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 13.6 19.3 47.2 62.6 19.7 0.8 94.7 96.3: 5.3 3.7
: :
: Total Traders: 167 Number of Traders in Each Category :
: 46 46 43 40 49 23 10 135 122:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 844,364
: Positions :
: 110,766 9,403 221,658 167,817 485,462 247,737 62,772 747,977 779,295: 96,386 65,068
: :
: Changes from: August 23, 2011 (Change in open interest: -3,228) :
: -3,830 895 -132 5,930 -636 -1,930 1,492 37 1,620: -3,266 -4,848
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.1 1.1 26.3 19.9 57.5 29.3 7.4 88.6 92.3: 11.4 7.7
: :
: Total Traders: 238 Number of Traders in Each Category :
: 86 45 89 69 78 25 17 220 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of August 30, 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 173,288
: Positions :
: 18,209 12,869 57,347 49,260 93,395 41,052 4,589 165,869 168,200: 7,419 5,087
: :
: Changes from: August 23, 2011 (Change in open interest: 13,064) :
: 3,710 -4,164 9,537 130 8,489 -158 118 13,219 13,980: -154 -915
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.5 7.4 33.1 28.4 53.9 23.7 2.6 95.7 97.1: 4.3 2.9
: :
: Total Traders: 341 Number of Traders in Each Category :
: 106 82 109 92 110 24 11 279 263:
-------------------------------------------------------------------------------------------------------------------
Updated September 2, 2011