COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 600,714
: Positions :
: 100,476 99,512 162,833 71,460 241,215 226,157 41,119 560,927 544,679: 39,787 56,035
: :
: Changes from: September 11, 2012 (Change in open interest: 11,196) :
: -4,956 2,744 3,954 7,363 -4,675 3,679 6,551 10,040 8,574: 1,157 2,623
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 16.6 27.1 11.9 40.2 37.6 6.8 93.4 90.7: 6.6 9.3
: :
: Total Traders: 431 Number of Traders in Each Category :
: 142 125 165 90 123 28 21 342 359:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 158,778
: Positions :
: 51,189 10,847 15,506 27,923 106,613 46,018 3,540 140,636 136,506: 18,142 22,272
: :
: Changes from: September 11, 2012 (Change in open interest: 6,145) :
: 2,700 -495 685 -773 5,284 4,669 -70 7,281 5,404: -1,135 741
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 32.2 6.8 9.8 17.6 67.1 29.0 2.2 88.6 86.0: 11.4 14.0
: :
: Total Traders: 186 Number of Traders in Each Category :
: 58 20 29 50 78 19 3 138 121:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 1,829,734
: Positions :
: 284,455 70,385 609,447 337,076 814,594 426,217 61,931 1,657,195 1,556,357: 172,540 273,377
: :
: Changes from: September 11, 2012 (Change in open interest: 29,386) :
: -15,810 9,992 22,869 23,090 -14,240 2,872 1,251 33,021 19,872: -3,635 9,514
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.5 3.8 33.3 18.4 44.5 23.3 3.4 90.6 85.1: 9.4 14.9
: :
: Total Traders: 854 Number of Traders in Each Category :
: 231 164 265 258 391 29 21 631 734:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 1,157,098
: Positions :
: 219,847 45,434 433,566 228,529 506,657 191,682 77,397 1,073,624 1,063,054: 83,474 94,044
: :
: Changes from: September 11, 2012 (Change in open interest: -11,292) :
: -17,368 2,987 -4,647 17,129 -13,443 -1,937 -2,085 -6,823 -17,187: -4,469 5,895
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.0 3.9 37.5 19.8 43.8 16.6 6.7 92.8 91.9: 7.2 8.1
: :
: Total Traders: 661 Number of Traders in Each Category :
: 240 161 267 157 209 29 20 538 556:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 364,847
: Positions :
: 61,937 39,158 71,166 83,062 213,673 104,184 12,545 320,348 336,542: 44,498 28,305
: :
: Changes from: September 11, 2012 (Change in open interest: -16,305) :
: -9,972 20 -4,944 -4,030 -16,295 972 1,272 -17,975 -19,948: 1,670 3,643
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.0 10.7 19.5 22.8 58.6 28.6 3.4 87.8 92.2: 12.2 7.8
: :
: Total Traders: 263 Number of Traders in Each Category :
: 80 62 82 68 68 21 14 219 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 275,853
: Positions :
: 47,799 30,036 80,372 59,030 143,928 71,095 7,867 258,295 262,203: 17,558 13,650
: :
: Changes from: September 11, 2012 (Change in open interest: 867) :
: 313 2,479 -1,111 1,264 339 751 46 1,217 1,753: -350 -886
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.3 10.9 29.1 21.4 52.2 25.8 2.9 93.6 95.1: 6.4 4.9
: :
: Total Traders: 297 Number of Traders in Each Category :
: 119 74 88 54 62 28 17 238 209:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 295,310
: Positions :
: 57,919 58,585 92,709 19,896 99,927 96,052 3,647 266,576 254,868: 28,734 40,442
: :
: Changes from: September 11, 2012 (Change in open interest: -9,274) :
: -1,469 3,632 -8,279 -366 -3,460 1,787 -350 -8,327 -8,458: -947 -816
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.6 19.8 31.4 6.7 33.8 32.5 1.2 90.3 86.3: 9.7 13.7
: :
: Total Traders: 312 Number of Traders in Each Category :
: 108 92 119 46 69 25 13 239 245:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 377,085
: Positions :
: 70,948 39,510 110,887 45,142 171,468 119,309 1,880 346,286 323,745: 30,799 53,339
: :
: Changes from: September 11, 2012 (Change in open interest: -7,403) :
: 3,057 -8,201 2,748 -15,386 -184 1,395 395 -8,187 -5,241: 784 -2,162
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 10.5 29.4 12.0 45.5 31.6 0.5 91.8 85.9: 8.2 14.1
: :
: Total Traders: 415 Number of Traders in Each Category :
: 136 86 144 91 142 26 11 325 327:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 39,124
: Positions :
: 2,890 8,669 12,157 8,869 4,775 7,012 706 30,929 26,307: 8,196 12,817
: :
: Changes from: September 11, 2012 (Change in open interest: -550) :
: -164 174 130 -457 16 -26 -142 -517 178: -33 -728
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 7.4 22.2 31.1 22.7 12.2 17.9 1.8 79.1 67.2: 20.9 32.8
: :
: Total Traders: 145 Number of Traders in Each Category :
: 23 48 43 36 37 17 8 103 118:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 226,838
: Positions :
: 40,086 24,056 54,256 80,519 141,544 37,103 798 211,965 220,654: 14,874 6,184
: :
: Changes from: September 11, 2012 (Change in open interest: -7,037) :
: -6,596 -1,793 187 -1,342 -6,312 948 358 -6,804 -7,560: -233 523
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 10.6 23.9 35.5 62.4 16.4 0.4 93.4 97.3: 6.6 2.7
: :
: Total Traders: 191 Number of Traders in Each Category :
: 71 44 47 37 44 19 3 156 112:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 791,519
: Positions :
: 85,604 108,908 125,306 224,917 446,764 273,434 20,433 709,261 701,410: 82,258 90,108
: :
: Changes from: September 11, 2012 (Change in open interest: -100,987) :
: -1,190 -3,093 -57,443 -33,362 -26,325 -3,932 -10,495 -95,927 -97,355: -5,060 -3,632
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 10.8 13.8 15.8 28.4 56.4 34.5 2.6 89.6 88.6: 10.4 11.4
: :
: Total Traders: 204 Number of Traders in Each Category :
: 43 57 60 70 71 24 17 171 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 18, 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 198,950
: Positions :
: 19,015 37,658 64,692 59,533 83,648 47,259 4,507 190,500 190,504: 8,450 8,445
: :
: Changes from: September 11, 2012 (Change in open interest: -9,850) :
: -758 -9,881 -3,764 -5,711 4,125 767 -65 -9,466 -9,585: -384 -265
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 18.9 32.5 29.9 42.0 23.8 2.3 95.8 95.8: 4.2 4.2
: :
: Total Traders: 368 Number of Traders in Each Category :
: 92 109 107 106 113 27 14 289 289:
-------------------------------------------------------------------------------------------------------------------
Updated September 21, 2012