COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 543,834
: Positions :
: 45,864 120,229 138,904 91,708 184,940 228,363 39,190 504,839 483,263: 38,996 60,571
: :
: Changes from: October 25, 2011 (Change in open interest: 6,664) :
: -753 5,157 4,127 4,142 -2,158 1,367 1,379 8,884 8,506: -2,220 -1,842
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.4 22.1 25.5 16.9 34.0 42.0 7.2 92.8 88.9: 7.2 11.1
: :
: Total Traders: 430 Number of Traders in Each Category :
: 107 161 173 96 110 28 22 338 371:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 166,886
: Positions :
: 35,102 20,664 33,533 37,618 78,772 37,134 4,125 143,387 137,094: 23,500 29,792
: :
: Changes from: October 25, 2011 (Change in open interest: 2,710) :
: 145 125 1,081 692 -118 394 391 2,312 1,479: 398 1,230
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.0 12.4 20.1 22.5 47.2 22.3 2.5 85.9 82.1: 14.1 17.9
: :
: Total Traders: 176 Number of Traders in Each Category :
: 50 30 56 50 57 20 12 141 141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 1,862,592
: Positions :
: 226,427 94,705 577,197 430,911 815,253 444,136 107,139 1,678,671 1,594,294: 183,921 268,297
: :
: Changes from: October 25, 2011 (Change in open interest: 19,261) :
: 13,662 4,784 -7,253 8,746 21,035 3,505 3,804 18,660 22,370: 601 -3,110
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.2 5.1 31.0 23.1 43.8 23.8 5.8 90.1 85.6: 9.9 14.4
: :
: Total Traders: 804 Number of Traders in Each Category :
: 209 179 292 274 344 26 20 650 706:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 680,576
: Positions :
: 75,716 54,439 193,984 165,839 317,835 191,385 29,600 626,924 595,858: 53,651 84,717
: :
: Changes from: October 25, 2011 (Change in open interest: -16,307) :
: -5,144 5,004 9,929 -18,160 -20,713 -1,431 -7,078 -14,806 -12,858: -1,501 -3,449
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.1 8.0 28.5 24.4 46.7 28.1 4.3 92.1 87.6: 7.9 12.4
: :
: Total Traders: 481 Number of Traders in Each Category :
: 130 115 183 121 172 26 20 370 423:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 386,447
: Positions :
: 38,107 68,787 81,911 137,346 181,743 99,906 20,830 357,271 353,271: 29,176 33,176
: :
: Changes from: October 25, 2011 (Change in open interest: 5,970) :
: -1,464 1,287 3,350 3,580 3,666 -2,411 -1,082 3,055 7,221: 2,916 -1,251
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.9 17.8 21.2 35.5 47.0 25.9 5.4 92.5 91.4: 7.5 8.6
: :
: Total Traders: 271 Number of Traders in Each Category :
: 62 81 88 59 64 23 18 201 221:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 262,904
: Positions :
: 30,323 16,237 79,819 76,855 134,700 62,933 15,843 249,930 246,600: 12,974 16,305
: :
: Changes from: October 25, 2011 (Change in open interest: 274) :
: 102 -3,773 -2,470 -80 6,937 2,031 871 -417 1,564: 691 -1,290
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 6.2 30.4 29.2 51.2 23.9 6.0 95.1 93.8: 4.9 6.2
: :
: Total Traders: 251 Number of Traders in Each Category :
: 101 52 89 52 65 23 15 207 194:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 326,219
: Positions :
: 71,459 15,341 91,981 30,710 162,134 97,193 7,533 291,343 276,989: 34,876 49,230
: :
: Changes from: October 25, 2011 (Change in open interest: -4,917) :
: -3,862 -2,283 -391 3,635 -810 -2,903 1,318 -3,521 -2,165: -1,396 -2,751
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.9 4.7 28.2 9.4 49.7 29.8 2.3 89.3 84.9: 10.7 15.1
: :
: Total Traders: 323 Number of Traders in Each Category :
: 125 60 129 51 83 22 11 275 237:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 425,094
: Positions :
: 92,240 30,475 121,899 47,672 199,749 136,603 7,526 398,414 359,649: 26,680 65,446
: :
: Changes from: October 25, 2011 (Change in open interest: -10,223) :
: -16,640 -1,357 6,940 2,725 -14,531 -2,096 1,680 -9,071 -7,267: -1,151 -2,956
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.7 7.2 28.7 11.2 47.0 32.1 1.8 93.7 84.6: 6.3 15.4
: :
: Total Traders: 419 Number of Traders in Each Category :
: 127 83 133 86 165 23 11 305 336:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 36,326
: Positions :
: 9,162 2,331 7,437 3,584 7,718 9,784 748 29,967 18,234: 6,359 18,093
: :
: Changes from: October 25, 2011 (Change in open interest: -4,779) :
: -969 -196 -2,399 -408 -893 -250 8 -4,026 -3,480: -753 -1,299
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.2 6.4 20.5 9.9 21.2 26.9 2.1 82.5 50.2: 17.5 49.8
: :
: Total Traders: 154 Number of Traders in Each Category :
: 42 31 43 29 46 20 8 121 109:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 247,989
: Positions :
: 14,247 37,211 67,081 120,439 127,323 36,348 6,821 238,115 238,436: 9,874 9,553
: :
: Changes from: October 25, 2011 (Change in open interest: 3,299) :
: -1,050 -6,878 3,588 697 9,070 410 -593 3,645 5,188: -346 -1,889
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.7 15.0 27.1 48.6 51.3 14.7 2.8 96.0 96.1: 4.0 3.9
: :
: Total Traders: 187 Number of Traders in Each Category :
: 47 60 49 43 48 19 10 132 149:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 694,589
: Positions :
: 85,686 24,734 165,160 150,982 397,777 224,018 42,189 625,846 629,860: 68,744 64,730
: :
: Changes from: October 25, 2011 (Change in open interest: -11,136) :
: -5,390 4,017 -604 -1,378 -12,411 -462 -1,037 -7,836 -10,035: -3,300 -1,100
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.3 3.6 23.8 21.7 57.3 32.3 6.1 90.1 90.7: 9.9 9.3
: :
: Total Traders: 228 Number of Traders in Each Category :
: 65 55 80 66 75 26 19 204 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 1, 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 189,177
: Positions :
: 9,732 16,512 67,541 61,697 90,427 43,304 7,449 182,274 181,929: 6,903 7,248
: :
: Changes from: October 25, 2011 (Change in open interest: 276) :
: -2,528 1,653 497 879 -3,694 706 703 -446 -841: 721 1,116
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.1 8.7 35.7 32.6 47.8 22.9 3.9 96.4 96.2: 3.6 3.8
: :
: Total Traders: 325 Number of Traders in Each Category :
: 90 84 119 101 106 25 17 273 277:
-------------------------------------------------------------------------------------------------------------------
Updated November 10, 2011