COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 513,744
: Positions :
: 43,042 117,681 122,040 81,010 180,547 229,973 34,721 476,066 454,989: 37,678 58,755
: :
: Changes from: September 20, 2011 (Change in open interest: 5,157) :
: -1,737 9,491 28 10,547 -2,340 -2,496 540 6,342 7,718: -1,185 -2,561
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.4 22.9 23.8 15.8 35.1 44.8 6.8 92.7 88.6: 7.3 11.4
: :
: Total Traders: 418 Number of Traders in Each Category :
: 104 161 157 88 101 30 22 319 354:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 166,400
: Positions :
: 49,995 17,385 27,993 30,364 89,005 36,190 2,920 144,543 137,303: 21,857 29,096
: :
: Changes from: September 20, 2011 (Change in open interest: 2,604) :
: -457 2,641 1,632 607 -4,603 -848 99 935 -232: 1,669 2,835
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 30.0 10.4 16.8 18.2 53.5 21.7 1.8 86.9 82.5: 13.1 17.5
: :
: Total Traders: 178 Number of Traders in Each Category :
: 44 36 47 45 63 19 9 133 136:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 1,844,339
: Positions :
: 246,713 87,095 573,680 403,000 802,234 440,267 97,717 1,663,660 1,560,726: 180,679 283,613
: :
: Changes from: September 20, 2011 (Change in open interest: -47,791) :
: -35,921 7,480 -26,067 31,995 -34,271 -13,855 2,064 -43,846 -50,794: -3,945 3,002
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 4.7 31.1 21.9 43.5 23.9 5.3 90.2 84.6: 9.8 15.4
: :
: Total Traders: 833 Number of Traders in Each Category :
: 225 173 280 254 358 27 22 637 716:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 823,913
: Positions :
: 87,655 43,335 267,218 219,846 378,805 191,889 43,066 766,607 732,424: 57,306 91,489
: :
: Changes from: September 20, 2011 (Change in open interest: 11,399) :
: -32,351 8,965 22,750 36,138 -31,120 -9,407 1,048 17,130 1,642: -5,731 9,757
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.6 5.3 32.4 26.7 46.0 23.3 5.2 93.0 88.9: 7.0 11.1
: :
: Total Traders: 572 Number of Traders in Each Category :
: 168 159 247 112 183 27 19 439 499:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 343,155
: Positions :
: 45,026 57,092 59,276 119,891 175,215 90,995 17,519 315,188 309,102: 27,967 34,052
: :
: Changes from: September 20, 2011 (Change in open interest: 8,814) :
: -8,888 17,081 964 21,109 -17,674 -1,875 536 11,310 906: -2,496 7,907
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.1 16.6 17.3 34.9 51.1 26.5 5.1 91.8 90.1: 8.2 9.9
: :
: Total Traders: 245 Number of Traders in Each Category :
: 58 82 66 60 62 21 15 183 189:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 253,102
: Positions :
: 30,096 13,201 77,289 70,094 134,999 63,390 15,103 240,870 240,593: 12,232 12,508
: :
: Changes from: September 20, 2011 (Change in open interest: -2,718) :
: -4,677 5,364 -1,079 8,375 -8,756 -1,716 654 904 -3,817: -3,621 1,099
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.9 5.2 30.5 27.7 53.3 25.0 6.0 95.2 95.1: 4.8 4.9
: :
: Total Traders: 247 Number of Traders in Each Category :
: 87 61 81 54 61 26 16 205 184:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 300,130
: Positions :
: 49,580 33,422 82,581 36,384 134,066 102,540 4,246 271,086 254,316: 29,044 45,815
: :
: Changes from: September 20, 2011 (Change in open interest: 1,289) :
: 383 -4,764 -986 2,196 3,713 -795 537 798 -1,500: 492 2,789
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.5 11.1 27.5 12.1 44.7 34.2 1.4 90.3 84.7: 9.7 15.3
: :
: Total Traders: 282 Number of Traders in Each Category :
: 98 71 115 45 75 23 9 231 219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 432,838
: Positions :
: 75,047 29,779 129,843 58,012 201,013 140,504 6,782 403,405 367,417: 29,433 65,421
: :
: Changes from: September 20, 2011 (Change in open interest: 3,807) :
: -1,052 -3,666 5,564 2,334 5,086 -2,027 560 4,819 7,543: -1,011 -3,736
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 6.9 30.0 13.4 46.4 32.5 1.6 93.2 84.9: 6.8 15.1
: :
: Total Traders: 413 Number of Traders in Each Category :
: 124 80 139 95 170 24 12 308 346:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 41,992
: Positions :
: 7,782 5,248 10,113 4,806 7,812 10,921 857 33,622 24,030: 8,370 17,962
: :
: Changes from: September 20, 2011 (Change in open interest: 1,302) :
: 681 169 941 202 -475 -674 -201 1,150 434: 152 868
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.5 12.5 24.1 11.4 18.6 26.0 2.0 80.1 57.2: 19.9 42.8
: :
: Total Traders: 167 Number of Traders in Each Category :
: 40 44 56 33 45 20 8 131 125:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 216,648
: Positions :
: 14,397 43,390 49,150 108,518 111,851 35,316 2,252 207,381 206,642: 9,267 10,006
: :
: Changes from: September 20, 2011 (Change in open interest: 270) :
: -65 3,957 343 1,345 -4,051 -1,668 -290 -45 -41: 315 311
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.6 20.0 22.7 50.1 51.6 16.3 1.0 95.7 95.4: 4.3 4.6
: :
: Total Traders: 201 Number of Traders in Each Category :
: 47 71 41 48 50 21 10 137 153:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 658,083
: Positions :
: 66,534 25,295 155,204 139,281 373,901 229,795 39,013 590,813 593,412: 67,270 64,671
: :
: Changes from: September 20, 2011 (Change in open interest: -34,880) :
: -17,101 13,277 4,483 595 -39,581 -4,236 80 -16,259 -21,741: -18,621 -13,139
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.1 3.8 23.6 21.2 56.8 34.9 5.9 89.8 90.2: 10.2 9.8
: :
: Total Traders: 215 Number of Traders in Each Category :
: 62 46 76 65 73 26 17 193 173:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 27, 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 189,170
: Positions :
: 12,090 17,368 68,730 60,933 91,483 41,993 6,000 183,746 183,581: 5,424 5,589
: :
: Changes from: September 20, 2011 (Change in open interest: 11,497) :
: -7,475 3,123 11,856 8,842 -4,529 -683 362 12,539 10,811: -1,042 685
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.4 9.2 36.3 32.2 48.4 22.2 3.2 97.1 97.0: 2.9 3.0
: :
: Total Traders: 332 Number of Traders in Each Category :
: 86 85 120 103 110 24 13 283 268:
-------------------------------------------------------------------------------------------------------------------
Updated September 30, 2011