COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 596,617
: Positions :
: 99,479 95,352 162,535 72,939 238,664 222,418 43,271 557,370 539,821: 39,247 56,796
: :
: Changes from: September 18, 2012 (Change in open interest: -4,097) :
: -998 -4,159 -299 1,480 -2,551 -3,740 2,152 -3,556 -4,858: -540 761
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 16.0 27.2 12.2 40.0 37.3 7.3 93.4 90.5: 6.6 9.5
: :
: Total Traders: 422 Number of Traders in Each Category :
: 136 124 157 88 120 28 21 338 344:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 164,212
: Positions :
: 47,630 10,266 16,267 29,344 112,970 52,187 3,540 145,428 143,044: 18,784 21,168
: :
: Changes from: September 18, 2012 (Change in open interest: 5,435) :
: -3,560 -581 762 1,421 6,357 6,169 0 4,792 6,538: 642 -1,104
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 29.0 6.3 9.9 17.9 68.8 31.8 2.2 88.6 87.1: 11.4 12.9
: :
: Total Traders: 185 Number of Traders in Each Category :
: 53 22 27 53 82 19 3 136 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 1,772,923
: Positions :
: 272,767 58,462 577,794 327,411 797,608 425,613 62,580 1,603,584 1,496,443: 169,339 276,480
: :
: Changes from: September 18, 2012 (Change in open interest: -56,811) :
: -11,688 -11,924 -31,653 -9,665 -16,985 -604 649 -53,610 -59,913: -3,201 3,103
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.4 3.3 32.6 18.5 45.0 24.0 3.5 90.4 84.4: 9.6 15.6
: :
: Total Traders: 839 Number of Traders in Each Category :
: 233 154 251 253 384 29 21 617 715:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 1,136,216
: Positions :
: 195,548 26,967 424,925 242,808 513,944 193,104 77,646 1,056,385 1,043,482: 79,831 92,734
: :
: Changes from: September 18, 2012 (Change in open interest: -20,882) :
: -24,299 -18,467 -8,641 14,279 7,287 1,422 249 -17,239 -19,572: -3,643 -1,310
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.2 2.4 37.4 21.4 45.2 17.0 6.8 93.0 91.8: 7.0 8.2
: :
: Total Traders: 654 Number of Traders in Each Category :
: 243 147 273 165 204 29 20 545 550:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 341,651
: Positions :
: 45,686 37,986 68,407 88,861 197,226 102,164 10,258 305,117 313,878: 36,534 27,773
: :
: Changes from: September 18, 2012 (Change in open interest: -23,196) :
: -16,252 -1,171 -2,759 5,799 -16,446 -2,020 -2,287 -15,231 -22,663: -7,965 -532
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 11.1 20.0 26.0 57.7 29.9 3.0 89.3 91.9: 10.7 8.1
: :
: Total Traders: 269 Number of Traders in Each Category :
: 63 73 93 67 69 21 14 219 207:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 285,886
: Positions :
: 46,342 36,293 83,959 66,620 140,521 72,502 8,712 269,424 269,486: 16,462 16,400
: :
: Changes from: September 18, 2012 (Change in open interest: 10,033) :
: -1,457 6,258 3,588 7,590 -3,408 1,407 846 11,129 7,283: -1,096 2,749
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.2 12.7 29.4 23.3 49.2 25.4 3.0 94.2 94.3: 5.8 5.7
: :
: Total Traders: 308 Number of Traders in Each Category :
: 118 84 89 59 63 28 17 236 227:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 277,119
: Positions :
: 48,940 55,375 88,449 16,428 90,401 96,814 3,166 250,631 237,391: 26,488 39,728
: :
: Changes from: September 18, 2012 (Change in open interest: -18,191) :
: -8,978 -3,210 -4,260 -3,469 -9,526 762 -481 -15,945 -17,477: -2,246 -714
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 20.0 31.9 5.9 32.6 34.9 1.1 90.4 85.7: 9.6 14.3
: :
: Total Traders: 302 Number of Traders in Each Category :
: 96 89 122 49 71 25 12 234 243:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 370,355
: Positions :
: 59,068 40,304 115,188 46,459 162,044 118,719 2,187 339,434 319,723: 30,921 50,632
: :
: Changes from: September 18, 2012 (Change in open interest: -6,730) :
: -11,880 794 4,301 1,317 -9,424 -590 307 -6,852 -4,022: 122 -2,707
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.9 10.9 31.1 12.5 43.8 32.1 0.6 91.7 86.3: 8.3 13.7
: :
: Total Traders: 413 Number of Traders in Each Category :
: 126 90 144 99 146 27 11 322 337:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 39,990
: Positions :
: 4,414 9,365 11,940 8,978 4,752 6,959 653 32,291 26,711: 7,699 13,280
: :
: Changes from: September 18, 2012 (Change in open interest: 866) :
: 1,524 696 -217 109 -22 -53 -53 1,363 404: -497 462
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.0 23.4 29.9 22.5 11.9 17.4 1.6 80.7 66.8: 19.3 33.2
: :
: Total Traders: 155 Number of Traders in Each Category :
: 25 53 45 39 38 17 6 110 124:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 223,926
: Positions :
: 36,812 19,907 56,257 78,901 139,354 36,320 1,278 208,290 216,796: 15,636 7,130
: :
: Changes from: September 18, 2012 (Change in open interest: -2,912) :
: -3,274 -4,149 2,001 -1,618 -2,190 -784 480 -3,675 -3,858: 763 946
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.4 8.9 25.1 35.2 62.2 16.2 0.6 93.0 96.8: 7.0 3.2
: :
: Total Traders: 180 Number of Traders in Each Category :
: 65 39 44 35 44 19 5 144 110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 782,054
: Positions :
: 87,275 107,188 122,813 212,127 451,200 276,133 19,538 698,348 700,738: 83,706 81,315
: :
: Changes from: September 18, 2012 (Change in open interest: -9,465) :
: 1,671 -1,720 -2,494 -12,790 4,436 2,699 -895 -10,914 -672: 1,448 -8,793
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.2 13.7 15.7 27.1 57.7 35.3 2.5 89.3 89.6: 10.7 10.4
: :
: Total Traders: 205 Number of Traders in Each Category :
: 48 55 60 69 69 24 17 173 172:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of September 25, 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 200,355
: Positions :
: 17,051 35,760 67,704 60,997 85,197 45,452 2,933 191,204 191,594: 9,151 8,761
: :
: Changes from: September 18, 2012 (Change in open interest: 1,406) :
: -1,965 -1,897 3,012 1,464 1,549 -1,807 -1,574 704 1,090: 701 316
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.5 17.8 33.8 30.4 42.5 22.7 1.5 95.4 95.6: 4.6 4.4
: :
: Total Traders: 361 Number of Traders in Each Category :
: 93 100 104 107 112 27 14 286 284:
-------------------------------------------------------------------------------------------------------------------
Updated September 28, 2012