COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 589,518
: Positions :
: 105,432 96,768 158,879 64,097 245,890 222,479 34,568 550,887 536,106: 38,630 53,412
: :
: Changes from: September 4, 2012 (Change in open interest: 4,522) :
: 659 3,731 3,727 979 -2,290 -363 611 5,002 5,778: -481 -1,257
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.9 16.4 27.0 10.9 41.7 37.7 5.9 93.4 90.9: 6.6 9.1
: :
: Total Traders: 427 Number of Traders in Each Category :
: 141 124 155 83 123 28 22 330 352:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 152,633
: Positions :
: 48,489 11,342 14,821 28,696 101,329 41,349 3,610 133,355 131,102: 19,277 21,531
: :
: Changes from: September 4, 2012 (Change in open interest: 1,897) :
: 697 -267 1,629 -1,956 824 -69 -55 302 2,131: 1,595 -235
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 31.8 7.4 9.7 18.8 66.4 27.1 2.4 87.4 85.9: 12.6 14.1
: :
: Total Traders: 181 Number of Traders in Each Category :
: 56 19 28 49 76 19 4 133 120:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 1,800,348
: Positions :
: 300,266 60,393 586,578 313,985 828,834 423,344 60,680 1,624,173 1,536,485: 176,175 263,863
: :
: Changes from: September 4, 2012 (Change in open interest: -3,999) :
: -24,739 7,031 16,975 4,354 -28,356 1,184 -258 -2,226 -4,608: -1,774 609
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 3.4 32.6 17.4 46.0 23.5 3.4 90.2 85.3: 9.8 14.7
: :
: Total Traders: 868 Number of Traders in Each Category :
: 255 146 266 259 389 29 21 638 737:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 1,168,390
: Positions :
: 237,215 42,446 438,213 211,400 520,101 193,619 79,481 1,080,447 1,080,241: 87,943 88,149
: :
: Changes from: September 4, 2012 (Change in open interest: -29,383) :
: -16,408 -2,943 -7,463 3,747 -13,905 -5,286 -2,057 -25,410 -26,368: -3,973 -3,016
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.3 3.6 37.5 18.1 44.5 16.6 6.8 92.5 92.5: 7.5 7.5
: :
: Total Traders: 680 Number of Traders in Each Category :
: 272 151 272 159 215 28 19 558 564:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 381,152
: Positions :
: 71,910 39,138 76,110 87,092 229,968 103,212 11,274 338,323 356,489: 42,829 24,663
: :
: Changes from: September 4, 2012 (Change in open interest: -19,631) :
: -3,314 2,616 -10,230 -1,662 -10,494 -1,338 -336 -16,545 -18,445: -3,087 -1,187
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.9 10.3 20.0 22.8 60.3 27.1 3.0 88.8 93.5: 11.2 6.5
: :
: Total Traders: 278 Number of Traders in Each Category :
: 92 63 88 69 68 20 12 234 195:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 274,986
: Positions :
: 47,485 27,556 81,482 57,766 143,590 70,344 7,821 257,078 260,449: 17,908 14,536
: :
: Changes from: September 4, 2012 (Change in open interest: -1,911) :
: 132 388 -1,258 471 -1,073 -2,406 609 -3,061 -1,335: 1,149 -576
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 10.0 29.6 21.0 52.2 25.6 2.8 93.5 94.7: 6.5 5.3
: :
: Total Traders: 292 Number of Traders in Each Category :
: 121 71 90 51 62 27 16 233 208:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 304,584
: Positions :
: 59,387 54,954 100,988 20,263 103,387 94,265 3,997 274,903 263,326: 29,681 41,258
: :
: Changes from: September 4, 2012 (Change in open interest: 16,123) :
: 6,233 5,569 10,269 1,250 1,490 -2,677 -39 15,075 17,289: 1,048 -1,166
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.5 18.0 33.2 6.7 33.9 30.9 1.3 90.3 86.5: 9.7 13.5
: :
: Total Traders: 317 Number of Traders in Each Category :
: 107 97 132 44 68 25 12 242 257:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 384,487
: Positions :
: 67,892 47,712 108,139 60,528 171,652 117,914 1,485 354,472 328,987: 30,015 55,501
: :
: Changes from: September 4, 2012 (Change in open interest: 12,230) :
: 4,751 -2,029 2,629 2,678 8,814 -76 -458 9,981 8,956: 2,249 3,275
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 12.4 28.1 15.7 44.6 30.7 0.4 92.2 85.6: 7.8 14.4
: :
: Total Traders: 425 Number of Traders in Each Category :
: 125 102 152 95 149 25 7 332 341:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 39,674
: Positions :
: 3,054 8,495 12,027 9,327 4,758 7,038 848 31,446 26,129: 8,229 13,546
: :
: Changes from: September 4, 2012 (Change in open interest: -1,343) :
: -664 -858 78 -333 58 -652 -65 -1,571 -787: 228 -556
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.7 21.4 30.3 23.5 12.0 17.7 2.1 79.3 65.9: 20.7 34.1
: :
: Total Traders: 142 Number of Traders in Each Category :
: 23 47 41 38 38 16 10 102 117:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 233,875
: Positions :
: 46,682 25,848 54,069 81,861 147,856 36,155 440 218,769 228,214: 15,107 5,661
: :
: Changes from: September 4, 2012 (Change in open interest: 10,960) :
: 2,563 -383 5,119 1,212 6,795 996 -374 9,891 11,156: 1,069 -196
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.0 11.1 23.1 35.0 63.2 15.5 0.2 93.5 97.6: 6.5 2.4
: :
: Total Traders: 206 Number of Traders in Each Category :
: 85 45 47 35 44 19 4 167 116:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 892,506
: Positions :
: 86,794 112,001 182,749 258,279 473,088 277,366 30,928 805,188 798,766: 87,318 93,740
: :
: Changes from: September 4, 2012 (Change in open interest: -3,843) :
: 1,980 10,271 -1,879 -7,352 -18,208 -2,076 583 -9,327 -9,233: 5,484 5,390
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.7 12.5 20.5 28.9 53.0 31.1 3.5 90.2 89.5: 9.8 10.5
: :
: Total Traders: 220 Number of Traders in Each Category :
: 44 64 69 75 78 25 18 185 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 11, 2012
: 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 208,800
: Positions :
: 19,773 47,538 68,456 65,244 79,522 46,492 4,573 199,966 200,089: 8,834 8,710
: :
: Changes from: September 4, 2012 (Change in open interest: 11,729) :
: 743 -892 7,749 1,754 4,521 1,486 532 11,732 11,909: -2 -180
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.5 22.8 32.8 31.2 38.1 22.3 2.2 95.8 95.8: 4.2 4.2
: :
: Total Traders: 387 Number of Traders in Each Category :
: 107 108 114 115 111 26 14 308 298:
-------------------------------------------------------------------------------------------------------------------
Updated September 14, 2012