COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 535,772
: Positions :
: 44,947 110,342 137,521 85,770 187,749 223,985 33,974 492,223 469,587: 43,548 66,185
: :
: Changes from: November 1, 2011 (Change in open interest: -8,062) :
: -917 -9,888 -1,383 -5,938 2,809 -4,378 -5,216 -12,615 -13,677: 4,553 5,614
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.4 20.6 25.7 16.0 35.0 41.8 6.3 91.9 87.6: 8.1 12.4
: :
: Total Traders: 419 Number of Traders in Each Category :
: 95 158 174 96 109 28 22 336 363:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 164,072
: Positions :
: 33,035 20,938 31,378 37,536 77,585 35,882 2,638 137,831 132,539: 26,240 31,533
: :
: Changes from: November 1, 2011 (Change in open interest: -2,815) :
: -2,067 274 -2,155 -82 -1,186 -1,252 -1,487 -5,556 -4,555: 2,741 1,740
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.1 12.8 19.1 22.9 47.3 21.9 1.6 84.0 80.8: 16.0 19.2
: :
: Total Traders: 168 Number of Traders in Each Category :
: 44 33 49 50 55 18 12 134 132:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 1,890,003
: Positions :
: 240,331 91,592 582,628 444,523 855,025 442,384 110,629 1,709,867 1,639,874: 180,136 250,129
: :
: Changes from: November 1, 2011 (Change in open interest: 27,411) :
: 13,904 -3,113 5,431 13,612 39,772 -1,752 3,490 31,196 45,580: -3,785 -18,168
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 12.7 4.8 30.8 23.5 45.2 23.4 5.9 90.5 86.8: 9.5 13.2
: :
: Total Traders: 811 Number of Traders in Each Category :
: 218 169 298 277 349 26 20 656 716:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 681,033
: Positions :
: 72,461 57,339 200,270 164,746 308,646 192,561 31,121 630,037 597,376: 50,995 83,657
: :
: Changes from: November 1, 2011 (Change in open interest: 457) :
: -3,255 2,901 6,285 -1,093 -9,189 1,176 1,521 3,113 1,517: -2,656 -1,061
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.6 8.4 29.4 24.2 45.3 28.3 4.6 92.5 87.7: 7.5 12.3
: :
: Total Traders: 490 Number of Traders in Each Category :
: 131 128 193 125 173 26 20 385 433:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 372,493
: Positions :
: 40,199 65,146 79,349 126,243 180,282 95,496 12,732 341,287 337,509: 31,206 34,984
: :
: Changes from: November 1, 2011 (Change in open interest: -13,954) :
: 2,092 -3,641 -2,562 -11,104 -1,461 -4,410 -8,098 -15,983 -15,762: 2,029 1,808
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 17.5 21.3 33.9 48.4 25.6 3.4 91.6 90.6: 8.4 9.4
: :
: Total Traders: 268 Number of Traders in Each Category :
: 57 86 90 58 61 24 16 202 215:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 259,549
: Positions :
: 29,998 19,038 66,334 80,378 134,537 64,131 16,000 240,841 235,909: 18,708 23,640
: :
: Changes from: November 1, 2011 (Change in open interest: -3,355) :
: -325 2,802 -13,486 3,523 -163 1,199 156 -9,089 -10,690: 5,735 7,336
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.6 7.3 25.6 31.0 51.8 24.7 6.2 92.8 90.9: 7.2 9.1
: :
: Total Traders: 256 Number of Traders in Each Category :
: 98 61 83 52 63 25 19 204 201:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 303,131
: Positions :
: 63,012 14,584 82,366 32,621 156,326 95,014 4,552 273,013 257,828: 30,117 45,303
: :
: Changes from: November 1, 2011 (Change in open interest: -23,088) :
: -8,447 -757 -9,615 1,911 -5,808 -2,179 -2,981 -18,330 -19,161: -4,758 -3,927
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.8 4.8 27.2 10.8 51.6 31.3 1.5 90.1 85.1: 9.9 14.9
: :
: Total Traders: 298 Number of Traders in Each Category :
: 115 54 116 47 81 23 12 244 228:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 423,200
: Positions :
: 98,412 26,405 119,394 44,461 203,206 133,397 5,784 395,664 354,789: 27,536 68,411
: :
: Changes from: November 1, 2011 (Change in open interest: -1,895) :
: 6,172 -4,070 -2,505 -3,212 3,457 -3,206 -1,742 -2,751 -4,859: 856 2,965
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.3 6.2 28.2 10.5 48.0 31.5 1.4 93.5 83.8: 6.5 16.2
: :
: Total Traders: 417 Number of Traders in Each Category :
: 134 76 126 87 168 23 10 305 326:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 37,737
: Positions :
: 9,444 2,475 8,078 4,195 8,239 9,308 760 31,025 19,551: 6,712 18,185
: :
: Changes from: November 1, 2011 (Change in open interest: 1,410) :
: 282 144 641 611 521 -476 12 1,058 1,318: 353 93
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.0 6.6 21.4 11.1 21.8 24.7 2.0 82.2 51.8: 17.8 48.2
: :
: Total Traders: 157 Number of Traders in Each Category :
: 53 24 46 31 48 19 6 125 111:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 198,952
: Positions :
: 15,715 33,698 37,902 99,115 113,040 35,924 2,766 188,656 187,406: 10,296 11,546
: :
: Changes from: November 1, 2011 (Change in open interest: -49,037) :
: 1,468 -3,513 -29,179 -21,323 -14,283 -424 -4,055 -49,459 -51,030: 422 1,993
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.9 16.9 19.1 49.8 56.8 18.1 1.4 94.8 94.2: 5.2 5.8
: :
: Total Traders: 181 Number of Traders in Each Category :
: 34 70 40 44 49 18 7 125 140:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 682,842
: Positions :
: 76,479 26,828 150,821 153,952 392,421 225,136 40,195 606,388 610,265: 76,453 72,577
: :
: Changes from: November 1, 2011 (Change in open interest: -11,748) :
: -9,207 2,094 -14,338 2,970 -5,356 1,118 -1,994 -19,458 -19,595: 7,710 7,847
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 3.9 22.1 22.5 57.5 33.0 5.9 88.8 89.4: 11.2 10.6
: :
: Total Traders: 226 Number of Traders in Each Category :
: 72 46 79 68 73 26 18 204 179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 8, 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 177,744
: Positions :
: 10,099 16,728 55,094 58,380 84,850 43,034 7,577 166,607 164,250: 11,137 13,495
: :
: Changes from: November 1, 2011 (Change in open interest: -11,433) :
: 366 216 -12,447 -3,316 -5,576 -269 127 -15,667 -17,679: 4,234 6,247
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.7 9.4 31.0 32.8 47.7 24.2 4.3 93.7 92.4: 6.3 7.6
: :
: Total Traders: 300 Number of Traders in Each Category :
: 75 82 105 95 102 25 18 250 259:
-------------------------------------------------------------------------------------------------------------------
Updated November 14, 2011