COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 537,170
: Positions :
: 46,617 115,072 134,776 87,565 187,098 226,996 37,811 495,955 474,757: 41,215 62,413
: :
: Changes from: October 18, 2011 (Change in open interest: -4,708) :
: 3,040 -3,990 -5,612 -3,067 1,694 -772 117 -6,411 -7,791: 1,704 3,084
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.7 21.4 25.1 16.3 34.8 42.3 7.0 92.3 88.4: 7.7 11.6
: :
: Total Traders: 428 Number of Traders in Each Category :
: 101 167 176 97 110 29 22 344 367:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 164,177
: Positions :
: 34,957 20,539 32,452 36,926 78,889 36,740 3,734 141,075 135,615: 23,102 28,562
: :
: Changes from: October 18, 2011 (Change in open interest: -2,463) :
: -1,632 -1,009 -1,836 486 -331 136 356 -2,845 -2,819: 382 356
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.3 12.5 19.8 22.5 48.1 22.4 2.3 85.9 82.6: 14.1 17.4
: :
: Total Traders: 174 Number of Traders in Each Category :
: 42 36 51 50 58 20 13 137 139:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 1,843,331
: Positions :
: 212,765 89,921 584,450 422,165 794,218 440,631 103,335 1,660,011 1,571,924: 183,320 271,407
: :
: Changes from: October 18, 2011 (Change in open interest: -77,803) :
: 5,629 -21,259 -50,824 -21,352 2,766 -4,299 -1,851 -70,847 -71,168: -6,956 -6,635
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 4.9 31.7 22.9 43.1 23.9 5.6 90.1 85.3: 9.9 14.7
: :
: Total Traders: 807 Number of Traders in Each Category :
: 205 177 305 273 342 27 21 655 714:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 696,883
: Positions :
: 80,861 49,435 184,055 183,999 338,548 192,816 36,679 641,731 608,716: 55,153 88,167
: :
: Changes from: October 18, 2011 (Change in open interest: -181,005) :
: -6,206 -4,836 -107,438 -46,823 -41,495 -19,371 -25,990 -179,838 -179,759: -1,166 -1,245
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 7.1 26.4 26.4 48.6 27.7 5.3 92.1 87.3: 7.9 12.7
: :
: Total Traders: 466 Number of Traders in Each Category :
: 129 109 181 133 166 27 19 379 403:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 380,477
: Positions :
: 39,572 67,500 78,561 133,766 178,077 102,317 21,911 354,216 346,050: 26,261 34,427
: :
: Changes from: October 18, 2011 (Change in open interest: 9,264) :
: -3,023 4,597 1,829 9,010 874 1,663 1,982 9,478 9,283: -214 -19
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.4 17.7 20.6 35.2 46.8 26.9 5.8 93.1 91.0: 6.9 9.0
: :
: Total Traders: 263 Number of Traders in Each Category :
: 61 85 81 57 60 23 18 194 211:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 262,630
: Positions :
: 30,220 20,010 82,290 76,936 127,764 60,902 14,972 250,347 245,036: 12,282 17,594
: :
: Changes from: October 18, 2011 (Change in open interest: 6,329) :
: 146 4,335 2,498 3,183 -3,877 -703 668 5,123 3,624: 1,206 2,706
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 7.6 31.3 29.3 48.6 23.2 5.7 95.3 93.3: 4.7 6.7
: :
: Total Traders: 261 Number of Traders in Each Category :
: 103 59 90 52 63 26 17 214 200:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 331,136
: Positions :
: 75,321 17,624 92,372 27,075 162,944 100,096 6,215 294,864 279,155: 36,272 51,981
: :
: Changes from: October 18, 2011 (Change in open interest: 5,962) :
: 5,878 -793 1,030 426 4,400 -928 1,475 6,407 6,112: -444 -150
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 22.7 5.3 27.9 8.2 49.2 30.2 1.9 89.0 84.3: 11.0 15.7
: :
: Total Traders: 330 Number of Traders in Each Category :
: 116 74 137 49 84 23 11 282 244:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 435,317
: Positions :
: 108,880 31,832 114,959 44,948 214,280 138,699 5,845 407,486 366,915: 27,831 68,402
: :
: Changes from: October 18, 2011 (Change in open interest: 3,616) :
: 1,316 1,053 4,297 -1,610 -3,167 -851 1,583 3,152 3,765: 464 -149
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.0 7.3 26.4 10.3 49.2 31.9 1.3 93.6 84.3: 6.4 15.7
: :
: Total Traders: 438 Number of Traders in Each Category :
: 149 72 127 85 178 24 10 313 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 41,105
: Positions :
: 10,131 2,528 9,835 3,993 8,611 10,034 740 33,993 21,714: 7,112 19,391
: :
: Changes from: October 18, 2011 (Change in open interest: -62) :
: 318 -549 88 135 -556 -221 4 320 -1,013: -382 951
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 24.6 6.1 23.9 9.7 20.9 24.4 1.8 82.7 52.8: 17.3 47.2
: :
: Total Traders: 162 Number of Traders in Each Category :
: 46 30 50 29 48 20 9 128 119:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 244,690
: Positions :
: 15,298 44,089 63,493 119,741 118,252 35,938 7,414 234,470 233,248: 10,220 11,442
: :
: Changes from: October 18, 2011 (Change in open interest: 4,589) :
: 2,014 1,643 -1,162 2,254 1,319 939 2,976 4,045 4,775: 544 -186
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.3 18.0 25.9 48.9 48.3 14.7 3.0 95.8 95.3: 4.2 4.7
: :
: Total Traders: 200 Number of Traders in Each Category :
: 44 74 46 46 47 22 11 139 155:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 705,725
: Positions :
: 91,076 20,717 165,764 152,361 410,188 224,481 43,226 633,682 639,895: 72,044 65,830
: :
: Changes from: October 18, 2011 (Change in open interest: 9,692) :
: 3,731 1,405 1,985 4,816 5,121 1,447 2,008 11,979 10,520: -2,287 -828
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.9 2.9 23.5 21.6 58.1 31.8 6.1 89.8 90.7: 10.2 9.3
: :
: Total Traders: 230 Number of Traders in Each Category :
: 74 45 79 67 76 27 16 205 180:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of October 25, 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 188,901
: Positions :
: 12,260 14,859 67,044 60,817 94,120 42,598 6,746 182,719 182,770: 6,182 6,131
: :
: Changes from: October 18, 2011 (Change in open interest: 2,661) :
: 2,261 -3,930 2,289 -1,447 4,969 423 1,150 3,526 4,478: -865 -1,817
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.5 7.9 35.5 32.2 49.8 22.6 3.6 96.7 96.8: 3.3 3.2
: :
: Total Traders: 328 Number of Traders in Each Category :
: 89 83 122 101 109 26 13 278 275:
-------------------------------------------------------------------------------------------------------------------
Updated October 28, 2011