COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 514,755
: Positions :
: 40,598 127,218 127,550 89,892 161,269 218,453 35,242 476,492 451,279: 38,263 63,477
: :
: Changes from: November 15, 2011 (Change in open interest: -7,740) :
: -2,444 9,420 463 3,061 -11,877 -3,173 -343 -2,094 -2,337: -5,647 -5,403
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.9 24.7 24.8 17.5 31.3 42.4 6.8 92.6 87.7: 7.4 12.3
: :
: Total Traders: 417 Number of Traders in Each Category :
: 92 170 167 91 106 28 22 317 370:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 156,575
: Positions :
: 30,347 25,861 26,163 41,522 71,944 36,727 3,932 134,759 127,899: 21,817 28,676
: :
: Changes from: November 15, 2011 (Change in open interest: -9,407) :
: -2,342 1,521 -2,541 -1,132 -6,395 -1,489 -501 -7,504 -7,915: -1,904 -1,492
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 16.5 16.7 26.5 45.9 23.5 2.5 86.1 81.7: 13.9 18.3
: :
: Total Traders: 167 Number of Traders in Each Category :
: 41 36 41 51 52 19 9 131 123:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 1,897,477
: Positions :
: 206,538 123,460 581,843 469,234 812,089 466,788 111,205 1,724,403 1,628,597: 173,073 268,879
: :
: Changes from: November 15, 2011 (Change in open interest: -13,469) :
: -27,706 19,704 -1,443 10,563 -38,734 6,848 -17,042 -11,738 -37,514: -1,731 24,045
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.9 6.5 30.7 24.7 42.8 24.6 5.9 90.9 85.8: 9.1 14.2
: :
: Total Traders: 802 Number of Traders in Each Category :
: 190 198 296 287 334 26 20 660 708:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 721,811
: Positions :
: 59,778 83,300 229,601 192,117 290,082 192,397 30,392 673,894 633,376: 47,916 88,435
: :
: Changes from: November 15, 2011 (Change in open interest: 19,636) :
: -13,093 4,449 24,231 15,294 -4,722 1,533 -1,111 27,966 22,847: -8,330 -3,210
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.3 11.5 31.8 26.6 40.2 26.7 4.2 93.4 87.7: 6.6 12.3
: :
: Total Traders: 492 Number of Traders in Each Category :
: 116 163 192 117 146 26 18 385 417:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 385,822
: Positions :
: 34,757 69,820 84,376 139,022 185,313 98,750 10,659 356,904 350,168: 28,918 35,653
: :
: Changes from: November 15, 2011 (Change in open interest: 19,885) :
: -6,851 5,789 7,087 17,121 4,088 4,942 0 22,299 16,964: -2,415 2,921
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.0 18.1 21.9 36.0 48.0 25.6 2.8 92.5 90.8: 7.5 9.2
: :
: Total Traders: 270 Number of Traders in Each Category :
: 57 91 94 61 65 24 15 203 227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 182,300
: Positions :
: 28,525 23,884 37,732 47,594 98,993 58,676 6,026 172,527 166,636: 9,773 15,664
: :
: Changes from: November 15, 2011 (Change in open interest: 1,997) :
: -1,520 7,211 5,302 1,982 -8,725 -839 -1,518 4,924 2,269: -2,927 -272
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.6 13.1 20.7 26.1 54.3 32.2 3.3 94.6 91.4: 5.4 8.6
: :
: Total Traders: 244 Number of Traders in Each Category :
: 90 62 73 43 61 24 15 185 185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 304,995
: Positions :
: 59,270 17,214 80,050 35,746 151,396 98,214 7,175 273,281 255,833: 31,714 49,161
: :
: Changes from: November 15, 2011 (Change in open interest: 5,322) :
: 135 -2,480 3,114 446 438 15 -487 3,710 584: 1,612 4,738
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.4 5.6 26.2 11.7 49.6 32.2 2.4 89.6 83.9: 10.4 16.1
: :
: Total Traders: 298 Number of Traders in Each Category :
: 110 62 112 50 79 23 12 249 221:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 420,625
: Positions :
: 85,689 28,722 120,460 49,621 195,633 133,165 7,289 388,935 352,103: 31,690 68,522
: :
: Changes from: November 15, 2011 (Change in open interest: -8,698) :
: -10,260 -771 -1,291 2,643 -7,116 72 811 -8,836 -8,368: 138 -329
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.4 6.8 28.6 11.8 46.5 31.7 1.7 92.5 83.7: 7.5 16.3
: :
: Total Traders: 412 Number of Traders in Each Category :
: 134 68 135 97 168 23 12 315 334:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 36,227
: Positions :
: 9,383 2,490 8,324 2,764 6,789 9,346 730 29,817 18,334: 6,410 17,894
: :
: Changes from: November 15, 2011 (Change in open interest: -2,361) :
: -628 -31 -510 -1,161 -1,315 441 213 -1,857 -1,642: -504 -719
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.9 6.9 23.0 7.6 18.7 25.8 2.0 82.3 50.6: 17.7 49.4
: :
: Total Traders: 158 Number of Traders in Each Category :
: 50 28 41 28 47 20 6 122 106:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 172,164
: Positions :
: 11,661 32,442 30,216 91,082 98,281 30,389 580 163,348 161,519: 8,817 10,645
: :
: Changes from: November 15, 2011 (Change in open interest: 845) :
: -577 1,262 2,275 1,037 -3,368 -1,778 215 958 384: -112 461
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.8 18.8 17.6 52.9 57.1 17.7 0.3 94.9 93.8: 5.1 6.2
: :
: Total Traders: 181 Number of Traders in Each Category :
: 43 66 42 42 45 19 6 129 134:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 703,033
: Positions :
: 51,419 56,394 169,857 187,617 359,090 230,524 39,942 639,417 625,284: 63,616 77,750
: :
: Changes from: November 15, 2011 (Change in open interest: 25,568) :
: -10,480 14,479 9,273 21,225 -10,858 5,988 876 26,007 13,771: -439 11,798
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.3 8.0 24.2 26.7 51.1 32.8 5.7 91.0 88.9: 9.0 11.1
: :
: Total Traders: 219 Number of Traders in Each Category :
: 46 64 74 68 75 25 18 188 183:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 22, 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 134,383
: Positions :
: 12,442 13,582 36,486 39,250 73,979 41,788 4,554 129,967 128,602: 4,416 5,782
: :
: Changes from: November 15, 2011 (Change in open interest: -8,601) :
: 362 -508 -2,231 -5,017 -3,676 -412 -496 -7,298 -6,910: -1,304 -1,691
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.3 10.1 27.2 29.2 55.1 31.1 3.4 96.7 95.7: 3.3 4.3
: :
: Total Traders: 300 Number of Traders in Each Category :
: 74 76 92 97 104 25 14 242 247:
-------------------------------------------------------------------------------------------------------------------
Updated November 28, 2011