COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 638,623
: Positions :
: 73,304 99,309 188,623 102,664 243,773 231,328 52,144 595,918 583,849: 42,704 54,774
: :
: Changes from: November 13, 2012 (Change in open interest: 2,288) :
: -17,608 -3,379 5,836 9,793 -1,237 2,659 3,841 681 5,062: 1,607 -2,774
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 15.6 29.5 16.1 38.2 36.2 8.2 93.3 91.4: 6.7 8.6
: :
: Total Traders: 451 Number of Traders in Each Category :
: 149 139 173 94 118 28 24 361 375:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 171,308
: Positions :
: 43,356 15,742 22,305 30,324 105,517 53,899 5,118 149,884 148,682: 21,424 22,626
: :
: Changes from: November 13, 2012 (Change in open interest: -4,604) :
: -7,652 1,808 1,465 926 -6,795 22 9 -5,239 -3,512: 635 -1,092
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 25.3 9.2 13.0 17.7 61.6 31.5 3.0 87.5 86.8: 12.5 13.2
: :
: Total Traders: 188 Number of Traders in Each Category :
: 56 25 34 46 82 20 8 135 138:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 1,880,049
: Positions :
: 250,182 71,359 614,963 415,804 872,454 417,292 55,541 1,698,241 1,614,318: 181,808 265,731
: :
: Changes from: November 13, 2012 (Change in open interest: -23,394) :
: 22,287 -20,972 -30,088 -10,808 31,595 -4,043 2,063 -22,651 -17,402: -742 -5,992
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.3 3.8 32.7 22.1 46.4 22.2 3.0 90.3 85.9: 9.7 14.1
: :
: Total Traders: 860 Number of Traders in Each Category :
: 213 193 301 289 382 28 20 688 758:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 874,049
: Positions :
: 128,318 45,539 307,413 184,045 392,813 186,153 55,045 805,929 800,811: 68,119 73,238
: :
: Changes from: November 13, 2012 (Change in open interest: 13,321) :
: -9,200 3,576 19,545 6,058 -7,038 -1,245 -429 15,159 15,654: -1,838 -2,334
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.7 5.2 35.2 21.1 44.9 21.3 6.3 92.2 91.6: 7.8 8.4
: :
: Total Traders: 519 Number of Traders in Each Category :
: 165 138 213 135 164 29 22 438 439:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 426,242
: Positions :
: 28,045 104,452 112,348 143,425 161,204 107,846 9,842 391,664 387,846: 34,579 38,396
: :
: Changes from: November 13, 2012 (Change in open interest: -21,613) :
: -2,907 5,976 -15,637 -2,216 -6,261 -1,767 -2,234 -22,527 -18,155: 914 -3,458
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 6.6 24.5 26.4 33.6 37.8 25.3 2.3 91.9 91.0: 8.1 9.0
: :
: Total Traders: 300 Number of Traders in Each Category :
: 44 108 116 78 71 20 15 235 255:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 217,473
: Positions :
: 40,622 45,793 43,710 43,751 106,921 72,275 3,439 200,359 199,863: 17,114 17,610
: :
: Changes from: November 13, 2012 (Change in open interest: -20,276) :
: -178 -7,452 -3,847 -11,179 -6,657 -1,020 314 -16,224 -17,642: -4,052 -2,634
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.7 21.1 20.1 20.1 49.2 33.2 1.6 92.1 91.9: 7.9 8.1
: :
: Total Traders: 277 Number of Traders in Each Category :
: 101 80 61 50 55 26 14 204 185:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 290,954
: Positions :
: 55,846 25,979 102,898 12,551 107,278 91,629 6,146 262,924 242,302: 28,030 48,652
: :
: Changes from: November 13, 2012 (Change in open interest: 14,948) :
: -495 -4,428 10,444 2,403 6,238 1,880 1,541 14,231 13,795: 717 1,152
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.2 8.9 35.4 4.3 36.9 31.5 2.1 90.4 83.3: 9.6 16.7
: :
: Total Traders: 313 Number of Traders in Each Category :
: 102 92 124 51 74 25 13 262 236:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 410,064
: Positions :
: 60,329 60,695 117,566 76,117 171,803 117,123 1,194 371,134 351,258: 38,930 58,806
: :
: Changes from: November 13, 2012 (Change in open interest: 4,772) :
: -1,477 377 -2,005 7,131 7,023 439 -194 4,089 5,202: 683 -429
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.7 14.8 28.7 18.6 41.9 28.6 0.3 90.5 85.7: 9.5 14.3
: :
: Total Traders: 442 Number of Traders in Each Category :
: 109 112 163 117 164 25 8 343 381:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 29,837
: Positions :
: 5,393 10,432 6,102 5,066 2,609 6,900 425 23,461 19,568: 6,377 10,269
: :
: Changes from: November 13, 2012 (Change in open interest: -1,212) :
: 289 953 -868 -44 -683 18 -50 -606 -648: -606 -563
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.1 35.0 20.5 17.0 8.7 23.1 1.4 78.6 65.6: 21.4 34.4
: :
: Total Traders: 148 Number of Traders in Each Category :
: 28 46 35 36 29 17 8 98 110:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 212,350
: Positions :
: 37,948 17,379 51,885 77,361 136,196 33,275 188 200,469 205,648: 11,881 6,702
: :
: Changes from: November 13, 2012 (Change in open interest: 11,476) :
: 4,614 -1,921 5,397 3,245 12,016 -81 -123 13,174 15,369: -1,698 -3,892
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.9 8.2 24.4 36.4 64.1 15.7 0.1 94.4 96.8: 5.6 3.2
: :
: Total Traders: 177 Number of Traders in Each Category :
: 61 44 42 40 41 17 3 146 105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 847,751
: Positions :
: 80,325 123,642 127,753 272,106 494,008 294,806 23,744 774,990 769,147: 72,762 78,605
: :
: Changes from: November 13, 2012 (Change in open interest: -2,745) :
: 2,019 -2,158 -11,448 2,805 15,195 -636 657 -7,259 2,247: 4,514 -4,992
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.5 14.6 15.1 32.1 58.3 34.8 2.8 91.4 90.7: 8.6 9.3
: :
: Total Traders: 208 Number of Traders in Each Category :
: 44 60 62 72 70 24 17 175 175:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 20, 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 186,618
: Positions :
: 21,502 56,357 56,647 52,994 62,312 46,619 2,390 177,761 177,705: 8,857 8,913
: :
: Changes from: November 13, 2012 (Change in open interest: -3,721) :
: 2,721 1,637 -2,383 -1,105 -1,012 -347 -177 -1,114 -1,934: -2,607 -1,787
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 30.2 30.4 28.4 33.4 25.0 1.3 95.3 95.2: 4.7 4.8
: :
: Total Traders: 386 Number of Traders in Each Category :
: 102 114 92 117 104 28 14 295 291:
-------------------------------------------------------------------------------------------------------------------
Updated November 26, 2012