COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 521,903
: Positions :
: 77,423 93,365 119,126 72,938 224,616 207,651 30,242 477,137 467,349: 44,766 54,554
: :
: Changes from: November 20, 2012 (Change in open interest: -116,720) :
: 4,119 -5,944 -69,497 -29,726 -19,157 -23,677 -21,902 -118,781 -116,500: 2,062 -220
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 14.8 17.9 22.8 14.0 43.0 39.8 5.8 91.4 89.5: 8.6 10.5
: :
: Total Traders: 416 Number of Traders in Each Category :
: 130 126 143 86 112 27 22 328 331:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 177,459
: Positions :
: 42,126 15,391 23,728 34,181 108,684 54,967 5,681 155,002 153,484: 22,457 23,975
: :
: Changes from: November 20, 2012 (Change in open interest: 6,151) :
: -1,230 -351 1,423 3,858 3,167 1,068 563 5,118 4,801: 1,032 1,349
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 23.7 8.7 13.4 19.3 61.2 31.0 3.2 87.3 86.5: 12.7 13.5
: :
: Total Traders: 191 Number of Traders in Each Category :
: 61 23 34 47 81 19 9 140 135:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 1,541,817
: Positions :
: 256,183 71,368 364,511 348,518 821,962 393,326 29,249 1,362,538 1,287,090: 179,279 254,727
: :
: Changes from: November 20, 2012 (Change in open interest: -338,232) :
: 6,001 8 -250,452 -67,286 -50,492 -23,966 -26,292 -335,703 -327,228: -2,529 -11,004
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.6 4.6 23.6 22.6 53.3 25.5 1.9 88.4 83.5: 11.6 16.5
: :
: Total Traders: 784 Number of Traders in Each Category :
: 183 158 224 270 373 28 20 603 669:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 843,320
: Positions :
: 126,842 52,368 279,335 181,584 383,330 185,766 54,480 773,527 769,513: 69,793 73,807
: :
: Changes from: November 20, 2012 (Change in open interest: -30,729) :
: -1,476 6,829 -28,078 -2,462 -9,483 -388 -565 -32,403 -31,298: 1,674 569
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 6.2 33.1 21.5 45.5 22.0 6.5 91.7 91.2: 8.3 8.8
: :
: Total Traders: 507 Number of Traders in Each Category :
: 162 139 210 131 155 27 20 433 426:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 370,218
: Positions :
: 30,279 101,245 80,697 118,136 140,711 104,988 6,533 334,100 329,186: 36,118 41,032
: :
: Changes from: November 20, 2012 (Change in open interest: -56,024) :
: 2,234 -3,207 -31,651 -25,289 -20,493 -2,857 -3,309 -57,564 -58,660: 1,539 2,636
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 8.2 27.3 21.8 31.9 38.0 28.4 1.8 90.2 88.9: 9.8 11.1
: :
: Total Traders: 265 Number of Traders in Each Category :
: 35 104 94 70 61 20 16 205 219:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 213,082
: Positions :
: 40,993 45,182 44,964 39,192 105,003 72,516 2,602 197,665 197,752: 15,417 15,330
: :
: Changes from: November 20, 2012 (Change in open interest: -4,392) :
: 371 -610 1,253 -4,559 -1,917 240 -837 -2,694 -2,111: -1,697 -2,280
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.2 21.2 21.1 18.4 49.3 34.0 1.2 92.8 92.8: 7.2 7.2
: :
: Total Traders: 279 Number of Traders in Each Category :
: 101 84 65 40 55 26 13 197 190:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 296,666
: Positions :
: 58,695 28,123 103,751 13,076 108,074 91,359 7,978 266,882 247,926: 29,785 48,740
: :
: Changes from: November 20, 2012 (Change in open interest: 5,713) :
: 2,849 2,143 854 525 795 -270 1,832 3,958 5,625: 1,755 88
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.8 9.5 35.0 4.4 36.4 30.8 2.7 90.0 83.6: 10.0 16.4
: :
: Total Traders: 326 Number of Traders in Each Category :
: 109 97 130 53 75 25 12 276 242:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 414,107
: Positions :
: 69,400 42,458 119,522 70,058 186,537 117,138 1,756 376,118 350,273: 37,989 63,834
: :
: Changes from: November 20, 2012 (Change in open interest: 4,044) :
: 9,071 -18,237 1,956 -6,059 14,734 16 562 4,984 -985: -940 5,029
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.8 10.3 28.9 16.9 45.0 28.3 0.4 90.8 84.6: 9.2 15.4
: :
: Total Traders: 449 Number of Traders in Each Category :
: 119 105 163 110 166 26 8 353 370:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 29,337
: Positions :
: 5,114 9,692 6,242 4,864 2,502 7,007 633 23,226 19,068: 6,111 10,269
: :
: Changes from: November 20, 2012 (Change in open interest: -500) :
: -279 -741 140 -202 -107 107 208 -235 -500: -266 0
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.4 33.0 21.3 16.6 8.5 23.9 2.2 79.2 65.0: 20.8 35.0
: :
: Total Traders: 145 Number of Traders in Each Category :
: 30 43 36 37 28 17 8 102 105:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 219,139
: Positions :
: 41,750 16,107 51,886 77,654 144,104 33,428 153 204,719 212,250: 14,420 6,889
: :
: Changes from: November 20, 2012 (Change in open interest: 6,789) :
: 3,802 -1,272 1 293 7,908 153 -35 4,250 6,602: 2,539 187
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 19.1 7.4 23.7 35.4 65.8 15.3 0.1 93.4 96.9: 6.6 3.1
: :
: Total Traders: 181 Number of Traders in Each Category :
: 67 39 42 41 43 17 3 153 102:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 864,059
: Positions :
: 79,974 130,873 130,241 282,394 495,630 299,566 24,139 792,174 780,883: 71,884 83,176
: :
: Changes from: November 20, 2012 (Change in open interest: 16,307) :
: -351 7,232 2,487 10,288 1,622 4,760 395 17,184 11,736: -877 4,571
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.3 15.1 15.1 32.7 57.4 34.7 2.8 91.7 90.4: 8.3 9.6
: :
: Total Traders: 213 Number of Traders in Each Category :
: 43 67 65 72 70 24 17 179 179:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of November 27, 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 190,610
: Positions :
: 22,005 55,671 59,751 52,636 63,454 46,689 2,497 181,082 181,374: 9,528 9,235
: :
: Changes from: November 20, 2012 (Change in open interest: 3,992) :
: 504 -686 3,105 -358 1,142 70 108 3,321 3,669: 671 323
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 11.5 29.2 31.3 27.6 33.3 24.5 1.3 95.0 95.2: 5.0 4.8
: :
: Total Traders: 379 Number of Traders in Each Category :
: 99 112 96 119 100 27 14 296 286:
-------------------------------------------------------------------------------------------------------------------
Updated December 5, 2012